Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. Returns before sales charge do not reflect the current maximum sales charges as indicated below. Had the sales charge been reflected, returns would be lower. Returns at public offering price (after sales charge) for class A and class M shares reflect the current maximum initial sales charges of 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds (2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund), respectively. Class B share returns reflect the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declining to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund, which is 1% in the first year, declining to 0.5% in the second year, and is eliminated thereafter). Class C shares reflect a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares, adjusted for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (with the exception of Putnam Tax-Free High Yield Fund and Putnam AMT-Free Municipal Fund, which are based on the historical performance of class B shares). Performance for class A, C, 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 |
$12.29
-0.08% | $-0.01 |
$12.63
03/06/20 |
$11.29
03/20/20 |
Fund facts as of 06/30/20
Total net assets
$247.28M
$247.28M
Turnover (fiscal year end)
408%
408%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1212
1212
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
Chief Investment Officer, Fixed Income
Portfolio Manager
Portfolio Manager
Portfolio Manager
Co-Head of Fixed Income
Co-Head of Fixed Income
Literature
Fund documents |
| Prospectuses/SAI |
| Fund Profile (PDF) |
| Fact Sheet (Y 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 06/30/20
Annual performance as of 06/30/20
Annualized Total return (%) as of 06/30/20
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 2.15% | 3.25% | 3.23% | 3.66% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays Global Aggregate Bond Index | 4.22% | 3.79% | 3.56% | 2.81% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 06/30/20 | 1.49% | - | |
| YTD as of 07/10/20 | 0.39% | - | |
Yield
| Distribution rate before sales charge as of 07/10/20 |
1.95% |
|---|---|
| Distribution rate after sales charge as of 07/10/20 |
1.95% |
| 30-day SEC yield with subsidy as of 06/30/20 |
1.54% |
| 30-day SEC yield without subsidy as of 06/30/20 |
1.53% |
Risk-adjusted performance as of 05/31/20
| Sharpe ratio (3 yrs.) | 0.23 |
|---|---|
| Information ratio (3 yrs.) | -0.20 |
Volatility as of 05/31/20
| Standard deviation (3 yrs.) | 5.15% |
|---|---|
| Beta | 1.11 |
| R-squared | 0.69 |
Lipper rankings as of 05/31/20
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 140/212 | 66% |
| 3 yrs. | 105/179 | 59% |
| 5 yrs. | 87/161 | 54% |
| 10 yrs. | 30/94 | 32% |
Morningstar Ratings™ as of 05/31/20
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 188 | |
| 3 yrs. | 188 | |
| 5 yrs. | 172 | |
| 10 yrs. | 106 |
Distributions
| Record/Ex dividend date | 06/26/20 |
|---|---|
| Payable date | 06/30/20 |
| 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 02.5000 07/01/2050 | 14.23% |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 06/01/2050 | 5.19% |
| Japan (10 Year Issue) 00.8000 09/20/2023 | 3.61% |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | 2.22% |
| Japan (30 Year Issue) 02.3000 03/20/2040 | 2.17% |
| Japan (20 Year Issue) 02.3000 06/20/2027 | 1.84% |
| European Investment Bank Gbp 05.6250 06/07/2032 | 1.59% |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | 1.34% |
| Japan (20 Year Issue) 02.2000 03/20/2031 | 1.27% |
| Japan (40 Year Issue) 02.2000 03/20/2051 | 1.24% |
| Top 10 holdings, percent of portfolio | 34.70% |
| Top 10 holdings as of 05/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 07/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2050 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Japan (40 Year Issue) 02.2000 03/20/2051 | |
| Holdings represent 34.70% of portfolio | |
| Top 10 holdings as of 04/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 05/01/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2050 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Japan (10 Year Issue) 01.0000 09/20/2021 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2050 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Holdings represent 33.76% of portfolio | |
| Top 10 holdings as of 03/31/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 04/01/2050 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Fnma Fn30 Tba Umbs 04.0000 04/01/2050 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Japan (10 Year Issue) 01.0000 09/20/2021 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Japan (40 Year Issue) 02.2000 03/20/2051 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Holdings represent 36.45% of portfolio | |
| Top 10 holdings as of 02/29/20 | |
|---|---|
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2050 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Japan (10 Year Issue) 01.0000 09/20/2021 | |
| European Investment Bank Gbp 05.6250 06/07/2032 | |
| Japan (40 Year Issue) 02.2000 03/20/2051 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Fnma Fn30 Tba Umbs 03.0000 04/01/2050 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Holdings represent 16.90% of portfolio | |
| FNMA FN30 TBA UMBS 02.5000 07/01/2050 | 13.80% |
|---|---|
| FNMA FN30 TBA UMBS 02.5000 06/01/2050 | 5.19% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.60% |
| US 10YR NOTE (CBT)SEP20 TYU0 | 2.32% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 2.22% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.16% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.82% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.53% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.49% |
| US 5YR NOTE (CBT) SEP20 FVU0 | 1.47% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.33% |
| US LONG BOND(CBT) SEP20 USU0 | 1.26% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.26% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.23% |
| EURO-BUND FUTURE JUN20 RXM0 | 1.20% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.06% |
| US 10YR ULTRA FUT SEP20 UXYU0 | 1.05% |
| US ULTRA BOND CBT SEP20 WNU0 | 0.91% |
| GNMA GII30 TBA 04.5000 06/01/2050 | 0.90% |
| GNMA GII30 TBA 04.0000 06/01/2050 | 0.89% |
| GNMA GII30 TBA 03.0000 06/01/2050 | 0.88% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.86% |
| EURO-BOBL FUTURE JUN20 OEM0 | 0.81% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.81% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.73% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.73% |
| COMCAST CORP 03.4500 02/01/2050 | 0.71% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.70% |
| JAPAN (10 YEAR ISSUE) 00.1000 03/20/2027 | 0.67% |
| CAS 2020-R01 1M2 02.2183 01/25/2040 | 0.65% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.65% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.64% |
| LONG GILT FUTURE SEP20 G U0 | 0.64% |
| DBUBS 2011-LC3A D P/P 144A 05.3347 08/10/2044 | 0.60% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.55% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.54% |
| BUONI POLIENNALI DEL TES 06.5000 11/01/2027 | 0.53% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.53% |
| BUONI POLIENNALI DEL TES 02.5000 12/01/2024 | 0.52% |
| ONTARIO (PROVINCE OF) 03.1500 06/02/2022 | 0.51% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.50% |
| CAS 2014-C03 2M2 03.0683 07/25/2024 | 0.50% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.50% |
| EURO BUXL 30Y BND JUN20 UBM0 | 0.49% |
| SPST 2019-7 A 00.8683 09/24/2020 | 0.49% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.48% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.48% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.47% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.47% |
| JPMCC 2012-C8 D P/P 144A 04.6707 10/15/2045 | 0.46% |
| SAIL 2004-10 A10 01.0683 11/25/2034 | 0.46% |
| BUONI POLIENNALI DEL TES 00.3500 11/01/2021 | 0.46% |
| JPMCC 2012-C6 E P/P 144A 05.1565 05/15/2045 | 0.46% |
| GNMA GII30 TBA 03.5000 06/01/2050 | 0.44% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.44% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2050 | 0.44% |
| TREASURY BILL 00.0000 07/02/2020 | 0.43% |
| STACR 2016-DNA3 M3 05.1683 12/25/2028 | 0.43% |
| VERIZON COMM 04.3290 09/21/2028 | 0.42% |
| SPST 2019-3 A 00.8683 06/24/2020 | 0.42% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.41% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.41% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.41% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.40% |
| CFCRE 2011-C2 E P/P 144A 05.7391 12/15/2047 | 0.39% |
| CASH MGMT BILL 00.0000 08/11/2020 | 0.37% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.37% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.37% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.36% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.35% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.35% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.35% |
| CAS 2015-C04 2M2 05.7183 04/25/2028 | 0.34% |
| TREASURY BILL 00.0000 07/21/2020 | 0.34% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.34% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.33% |
| MWST 2018-W1 A 01.0183 11/25/2051 | 0.33% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.33% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.33% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.32% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.32% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.32% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.32% |
| CAS 2016-C02 1M2 06.1683 09/25/2028 | 0.32% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.31% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.31% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.31% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.31% |
| CSAIL 2015-C1 C 04.2695 04/15/2050 | 0.31% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.31% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.31% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.31% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.31% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.30% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.30% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.5000 11/13/2023 | 0.30% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.30% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.30% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.30% |
| JPMBB 2014-C19 C 04.6778 04/15/2047 | 0.30% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.30% |
| FISERV INC 04.2000 10/01/2028 | 0.29% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.29% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.29% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.28% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.28% |
| REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 | 0.28% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.28% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.28% |
| MEX BONOS DESARR FIX RT 10.0000 12/05/2024 | 0.27% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.27% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.27% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.27% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.27% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.26% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.26% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.26% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.26% |
| SPST 2020-2 A 00.9983 03/26/2021 | 0.26% |
| CSMC 2016-NXSR C 04.3586 12/15/2049 | 0.26% |
| COMM 2014-CR17 C 04.7837 05/10/2047 | 0.26% |
| CANADIAN GOVERNMENT 00.5000 03/01/2022 | 0.26% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.25% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.25% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.25% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.25% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.25% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.25% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.24% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.24% |
| SWITZERLAND REGS 02.0000 05/25/2022 | 0.24% |
| MSBAM 2012-C5 E P/P 144A 04.6763 08/15/2045 | 0.24% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.24% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.24% |
| BOEING CO 04.8750 05/01/2025 | 0.24% |
| CAS 2017-C07 1EB2 01.1683 05/25/2030 | 0.24% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.24% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.23% |
| CAN 10YR BOND FUT SEP20 CNU0 | 0.23% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.23% |
| TREASURY BILL 00.0000 09/03/2020 | 0.23% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.23% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.23% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.22% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.22% |
| IRISH TSY 5.4 2025 05.4000 03/13/2025 | 0.22% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.22% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.22% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.22% |
| POLAND GOVERNMENT BOND PLN 02.5000 01/25/2023 | 0.22% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.22% |
| CAS 2016-C03 1M2 05.4683 10/25/2028 | 0.22% |
| STACR 2016-DNA2 M3 04.8183 10/25/2028 | 0.22% |
| EQUINIX INC 03.2000 11/18/2029 | 0.21% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.21% |
| FHR 4979 SN IO 05.7466 06/25/2050 | 0.21% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.21% |
| COMM 2013-CR11 C P/P 144A 05.1199 08/10/2050 | 0.20% |
| TREASURY BILL 00.0000 06/18/2020 | 0.20% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.20% |
| WAMU 2005-AR12 1A8 03.8612 10/25/2035 | 0.20% |
| ZOETIS INC 03.9000 08/20/2028 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.20% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.20% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.20% |
| WEC ENERGY GROUP INC 02.5049 05/15/2067 | 0.20% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.20% |
| TREASURY BILL 00.0000 06/11/2020 | 0.20% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.20% |
| BROADCOM INC P/P 144A 04.1500 11/15/2030 | 0.20% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.20% |
| TREASURY BILL 00.0000 07/16/2020 | 0.20% |
| AT&T INC 04.3000 02/15/2030 | 0.19% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.19% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.19% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.19% |
| AT&T INC 04.1000 02/15/2028 | 0.19% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.19% |
| GNR 2016-H23 NI IO 02.8654 10/20/2066 | 0.19% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.19% |
| WFRBS 2011-C2 D P/P 144A 05.6623 02/15/2044 | 0.19% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.18% |
| GNR 2015-H09 AI IO 02.0355 04/20/2065 | 0.18% |
| TREASURY BILL 00.0000 07/14/2020 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.18% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.18% |
| MCAS 2019-01 M7 P/P 144A 01.8683 10/15/2049 | 0.18% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.18% |
| AON PLC USD 04.2500 12/12/2042 | 0.18% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.18% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.18% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.18% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.17% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.17% |
| SAUDI INTL BOND P/P 144A 03.2500 10/22/2030 | 0.17% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.17% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.17% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.17% |
| GNR 2015-H03 DI IO 02.0565 01/20/2065 | 0.17% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.17% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.17% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.17% |
| COMM 2015-LC19 C 04.2404 02/10/2048 | 0.16% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.16% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.16% |
| FHMS K087 X1 IO 00.3626 12/25/2028 | 0.16% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.16% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.16% |
| FOX CORP 03.0500 04/07/2025 | 0.16% |
| JPMBB 2013-C17 D P/P 144A 04.8904 01/15/2047 | 0.16% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.16% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.16% |
| GNR 2017-H11 NI IO 01.5755 05/20/2067 | 0.16% |
| CWALT 2006-OA10 4A1 00.3583 08/25/2046 | 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 | 0.16% |
| CAS 2015-C04 1M2 05.8683 04/25/2028 | 0.15% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.15% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.15% |
| GSMS 2010-C1 D P/P 144A 05.9859 08/10/2043 | 0.15% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.15% |
| VERIZON COMM 04.6720 03/15/2055 | 0.15% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.15% |
| CWALT 2006-OA7 1A2 02.6305 06/25/2046 | 0.15% |
| GNR 2017-H04 BI IO 02.4532 02/20/2067 | 0.15% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.15% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.15% |
| STACR 2014-DN4 M3 04.7183 10/25/2024 | 0.15% |
| WAMU 2005-AR9 A1C3 01.1283 07/25/2045 | 0.15% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.15% |
| GNR 2017-H02 BI IO 02.4424 01/20/2067 | 0.15% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.15% |
| STACR 2015-HQA2 M3 04.9683 05/25/2028 | 0.15% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.15% |
| WFRBS 2013-UBS1 A4 04.0790 03/15/2046 | 0.15% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.15% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.14% |
| JPMBB 2014-C22 A4 03.8012 09/15/2047 | 0.14% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.14% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.14% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.14% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.14% |
| BONOS Y OBLIG DEL ESTADO 00.7500 07/30/2021 | 0.14% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.14% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.14% |
| COMM 2014-CR18 C 04.7248 07/15/2047 | 0.14% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.14% |
| HCA INC 05.5000 06/15/2047 | 0.14% |
| BMIR 2018-2A M1B P/P 144A 01.5183 08/25/2028 | 0.14% |
| GNR 2016-H16 EI IO 02.3880 06/20/2066 | 0.14% |
| CAS 2017-C02 2ED3 01.5183 09/25/2029 | 0.13% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.13% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% |
| GNR 2020-32 GS IO 05.9293 03/20/2050 | 0.13% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.13% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.13% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.13% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.13% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% |
| COMM 2012-CR2 D P/P 144A 04.8309 08/15/2045 | 0.13% |
| COMCAST CORP 03.9990 11/01/2049 | 0.13% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.13% |
| MWST 2019-1 A 00.9683 06/25/2052 | 0.13% |
| WFCM 2013-LC12 C 04.2762 07/15/2046 | 0.13% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.13% |
| COMM 2015-LC21 XA IO 00.7044 07/10/2048 | 0.12% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.12% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.12% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.12% |
| COMM 2015-LC19 A4 03.1830 02/10/2048 | 0.12% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| AMGEN INC 04.6630 06/15/2051 | 0.12% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.12% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.12% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.12% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| WAMU 2005-AR2 2A1B 00.5383 01/25/2045 | 0.12% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.12% |
| COMM 2014-UBS6 XA IO 00.8907 12/10/2047 | 0.12% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.12% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.12% |
| GNR 2016-H07 HI IO 01.9215 02/20/2066 | 0.12% |
| JPMBB 2014-C22 XA IO 00.8338 09/15/2047 | 0.12% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.12% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.12% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.12% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.12% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.12% |
| FNR 2012-116 SA IO 07.0318 10/25/2042 | 0.11% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.11% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.11% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| GSMS 2011-GC3 D P/P 144A 05.6361 03/10/2044 | 0.11% |
| REPUBLIC OF ITALY P/P REGS 04.0000 02/01/2037 | 0.11% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.11% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.11% |
| GNR 2016-H13 EI IO 01.1745 04/20/2066 | 0.11% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.11% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.11% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.11% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| BSCMS 2006-PW11 B P/P 144A 05.7751 03/11/2039 | 0.11% |
| CCMFC 2006-4A A2 00.3483 11/25/2047 | 0.11% |
| CMLTI 2005-2 1A2A 04.2904 05/25/2035 | 0.11% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.11% |
| MSBAM 2014-C18 C 04.5222 10/15/2047 | 0.11% |
| VMWARE INC 03.9000 08/21/2027 | 0.11% |
| WFRBS 2011-C4 C P/P 144A 05.2210 06/15/2044 | 0.11% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.11% |
| MSBAM 2013-C9 D P/P 144A 04.1205 05/15/2046 | 0.11% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.11% |
| AES CORP/THE 05.1250 09/01/2027 | 0.11% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| SAMI 2007-AR7 1A1 01.0183 05/25/2047 | 0.10% |
| EMIR 2018-1 M1 01.8683 11/25/2028 | 0.10% |
| JPMBB 2014-C22 C 04.5540 09/15/2047 | 0.10% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.10% |
| FHMS K098 X1 IO 01.2705 08/25/2029 | 0.10% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.10% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.10% |
| UBSCM 2012-C1 C P/P 144A 05.5691 05/10/2045 | 0.10% |
| CGCMT 2013-GC17 C 05.1098 11/10/2046 | 0.10% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| GNR 2014-H12 BI IO 01.7257 05/20/2064 | 0.10% |
| MSBAM 2012-C6 D P/P 144A 04.6070 11/15/2045 | 0.10% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| CASH MGMT BILL 00.0000 09/08/2020 | 0.10% |
| FNR 2012-103 LS IO 05.8318 09/25/2042 | 0.10% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.10% |
| JPMBB 2013-C12 XA IO 00.4814 07/15/2045 | 0.10% |
| SAMI 2007-AR1 2A1 00.3483 01/25/2037 | 0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.10% |
| GSMS 2013-GC10 XA IO 01.4963 02/10/2046 | 0.10% |
| JPMCC 2013-C16 XA IO 00.9307 12/15/2046 | 0.10% |
| WAMU 2005-AR1 A1B 00.9483 01/25/2045 | 0.10% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.09% |
| GNR 2015-H26 DI IO 02.3190 10/20/2065 | 0.09% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.09% |
| WAMU 2005-AR13 A1C3 00.6583 10/25/2045 | 0.09% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.09% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.09% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.09% |
| GNR 2014-H21 AI IO 02.0860 10/20/2064 | 0.09% |
| JPMCC 2012-LC9 D P/P 144A 04.4181 12/15/2047 | 0.09% |
| STACR 2014-HQ3 M3 04.9183 10/25/2024 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| NEW ZEALAND GOVERNMENT REGS 02.7500 04/15/2025 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.09% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.09% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.09% |
| JPMCC 2010-C2 C P/P 144A 05.6353 11/15/2043 | 0.09% |
| CAS 2017-C01 1EB1 01.4183 07/25/2029 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.09% |
| UBSCM 2017-C7 XA IO 01.0520 12/15/2050 | 0.09% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.09% |
| CAS 2015-C01 1M2 04.4683 02/25/2025 | 0.09% |
| STACR 2014-HQ2 M3 03.9183 09/25/2024 | 0.09% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| WFRBS 2013-C14 XA IO 00.7238 06/15/2046 | 0.09% |
| CITIGROUP INC 03.1060 04/08/2026 | 0.08% |
| MSBAM 2014-C14 C 04.9464 02/15/2047 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.08% |
| NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| GNR 2017-H19 MI IO 02.0534 04/20/2067 | 0.08% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.08% |
| ZOETIS INC 02.0000 05/15/2030 | 0.08% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.08% |
| WFRBS 2012-C10 D P/P 144A 04.4288 12/15/2045 | 0.08% |
| CASH MGMT BILL 00.0000 08/25/2020 | 0.08% |
| CPTFEMU P 1.71 R 07/15/37 | 0.08% |
| GNR 2015-H25 AI IO 01.7695 09/20/2065 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| TREASURY BILL 00.0000 09/17/2020 | 0.08% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.08% |
| GNMA GII30 BD1730 03.5000 01/20/2048 | 0.08% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.08% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 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% |
| GNR 2016-H20 NI IO 02.8660 09/20/2066 | 0.08% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.08% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.08% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.08% |
| GBP/USD 06/17/2020 JPMCB | 0.08% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.07% |
| GNR 2015-H26 EI IO 01.8830 10/20/2065 | 0.07% |
| MSC 2011-C3 D P/P 144A 05.2444 07/15/2049 | 0.07% |
| RAMC 2003-4 A1 00.6883 03/25/2034 | 0.07% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| WAMU 2005-AR10 1A3 04.1333 09/25/2035 | 0.07% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.07% |
| CWALT 2006-24CB A13 00.5183 08/25/2036 | 0.07% |
| CWALT 2006-OA19 A1 00.3508 02/20/2047 | 0.07% |
| GNR 2010-171 SB IO 06.2679 12/16/2040 | 0.07% |
| AHM 2007-1 GA1C 00.3583 05/25/2047 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.07% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.07% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.07% |
| GNR 2016-H01 AI IO 02.0336 01/20/2066 | 0.07% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.07% |
| BMIR 2019-4A M1C P/P 144A 02.6683 10/25/2029 | 0.07% |
| GNR 2016-77 SL IO 05.9793 03/20/2043 | 0.07% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.07% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% |
| MSRR 2015-R4 CB1 01.3124 08/26/2047 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| BUMT 2005-1 1A1 00.7683 09/25/2045 | 0.07% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.07% |
| CARR 2006-NC2 A4 00.4083 06/25/2036 | 0.07% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.07% |
| SEK/USD 06/17/2020 SSBT | 0.07% |
| STACR 2017-DNA2 M1 01.3683 10/25/2029 | 0.07% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.07% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.07% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.06% |
| GNR 2016-19 PI IO 04.0000 02/20/2046 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.06% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.06% |
| CWALT 2006-OA10 1A1 02.6505 08/25/2046 | 0.06% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.06% |
| JPMBB 2015-C33 XA IO 00.9085 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% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| GNR 2016-H25 GI IO 01.6531 11/20/2066 | 0.06% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.06% |
| GBP/USD 06/17/2020 UBS | 0.06% |
| 0.051 R ISWP FWD EUR006M P 12/18/2029 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| MLMI 2005-A2 A2 03.7314 02/25/2035 | 0.06% |
| FISERV INC 03.5000 07/01/2029 | 0.06% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.06% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.06% |
| WFMBS 2006-AR5 1A1 04.0262 04/25/2036 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.05% |
| WFCM 2016-LC25 XA IO 00.9788 12/15/2059 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.05% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.05% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.05% |
| NRZT 2018-4A A1M 01.0683 01/25/2048 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.05% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.05% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.05% |
| 2.001 R ISWP FWD CDOR03 P 12/18/2049 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.05% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.05% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.05% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.05% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.05% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.05% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.05% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.05% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5328 12/15/2045 | 0.05% |
| CAS 2016-C01 1M2 06.9183 08/25/2028 | 0.04% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.04% |
| CGCMT 2014-GC19 D P/P 144A 05.0917 03/10/2047 | 0.04% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.04% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% |
| 0.70 R ISWP FWD US0003M P 06/17/2025 | 0.04% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.04% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.04% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.04% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.04% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.04% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% |
| CAS 2016-C03 2M2 06.0683 10/25/2028 | 0.04% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.04% |
| CAS 2015-C02 1M2 04.1683 05/25/2025 | 0.04% |
| CAS 2016-C04 1M2 04.4183 01/25/2029 | 0.04% |
| COMM 2014-UBS6 C 04.4468 12/10/2047 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| HMIR 2018-1 M1 P/P 144A 01.7683 10/25/2028 | 0.04% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| 0.78 R ISWP US0003M P 04/28/2050 | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.03% |
| FHR 4076 MS IO 06.5164 07/15/2040 | 0.03% |
| SEK/USD 06/17/2020 GSFX | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| STACR 2015-HQ2 M2 02.1183 05/25/2025 | 0.03% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.03% |
| CAS 2018-C05 1M2 02.5183 01/25/2031 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.03% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| AT&T INC. 03.8000 02/15/2027 | 0.03% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6174 12/10/2045 | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.03% |
| CAS 2016-C06 1M2 04.4183 04/25/2029 | 0.03% |
| CAS 2019-R01 2M2 02.6183 07/25/2031 | 0.03% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.03% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.03% |
| WFRBS 2011-C4 E P/P 144A 05.2210 06/15/2044 | 0.03% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.03% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.03% |
| CAS 2019-HRP1 M2 02.3183 11/25/2039 | 0.03% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.03% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.03% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.03% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.03% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% |
| UKRPI P 3.34 R 03/15/28 | 0.03% |
| UKRPI P 3.385 R 11/15/24 | 0.03% |
| 1.851 R ISWP FWD CDOR03 P 12/18/2029 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| EUR/USD 06/17/2020 HSBCB | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 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% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.02% |
| STACR 2019-DNA1 M2 02.8183 01/25/2049 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.02% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.02% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CPURNSA R 0.77 P 03/11/25 | 0.02% |
| EUR/GBP CALL 0.90 20200803 UBS | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FHR 3065 DC 19.3091 03/15/2035 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| TREASURY BILL 00.0000 09/10/2020 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| CAS 2015-C03 2M2 05.1683 07/25/2025 | 0.02% |
| CAS 2019-R02 1M2 02.4683 08/25/2031 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FNR 2010-46 SB IO 06.2818 05/25/2040 | 0.02% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.02% |
| 0.401 R ISWP FWD EUR006M P 12/18/2049 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CPURNSA R 0.41 P 03/18/25 | 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% |
| SEK/USD 06/17/2020 JPMCB | 0.02% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.02% |
| SWPTN 3MX5Y R 0.439 USD 08/06/2020 CI | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| EUR/GBP CALL 0.91 20200818 BANKAM | 0.02% |
| FNR 2007-53 SP 23.5831 06/25/2037 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.02% |
| USD/JPY PUT 105.00 20201124 BANKAM | 0.02% |
| USD/JPY PUT 105.00 20201124 GSFX | 0.02% |
| 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.02% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| AUD/USD 07/15/2020 WPAC | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| FNR 2006-8 HP 23.9498 03/25/2036 | 0.02% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 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 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.02% |
| 0.30 R ISWP FWD SONIA P 06/17/2025 | 0.02% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| 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-.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% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| NZD/USD 07/15/2020 UBS | 0.01% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.01% |
| UKRPI P 3.381 R 11/15/24 | 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% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| JPY/USD 08/19/2020 UBS | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.01% |
| SWPTN 3MX30Y R 0.794 USD 07/30/2020 JP | 0.01% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% |
| 1.801 R ISWP FWD CDOR03 P 12/18/2024 | 0.01% |
| AUD/USD 07/15/2020 HSBCB | 0.01% |
| AUD/USD 07/15/2020 TDBK | 0.01% |
| FHR 3249 PS 21.6690 12/15/2036 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 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 10YX10Y P 2.795 USD 12/20/2027 JP | 0.01% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| FNR 2005-75 GS 19.7453 08/25/2035 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% |
| CAD/USD 07/15/2020 GSFX | 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 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 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% |
| EUR/USD CALL 1.14 20201118 BANKAM | 0.01% |
| EUR/USD CALL 1.14 20201118 GSFX | 0.01% |
| GBP/USD 06/17/2020 BCAP-FX | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| NZD/USD 07/15/2020 SSBT | 0.01% |
| RUB/USD 09/16/2020 GSFX | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 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 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CPTFEMU R 0.655 P 05/15/30 | 0.01% |
| FHR 2990 LB 16.4763 06/15/2034 | 0.01% |
| IDR/USD 08/19/2020 BCAP-FX | 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% |
| 0.90 R ISWP FWD CDOR03 P 06/17/2025 | 0.01% |
| 1.001 R ISWP FWD AUDBB6M P 12/18/2024 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AUD/USD 07/15/2020 GSFX | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.01% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.01% |
| EUR/USD 06/17/2020 BANKAM | 0.01% |
| FHR 3408 EK 25.0542 04/15/2037 | 0.01% |
| JPY/USD 08/19/2020 GSFX | 0.01% |
| NZD/USD 07/15/2020 BCAP-FX | 0.01% |
| PLN/USD 06/17/2020 BCAP-FX | 0.01% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.01% |
| SWPTN 3MX5Y P 0.439 USD 08/06/2020 CI | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| TREASURY BILL 00.0000 06/04/2020 | 0.01% |
| 1.20 R ISWP FWD AUDBB6M P 06/17/2030 | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 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 JP | 0.01% |
| CPTFEMU R 0.961 P 05/15/40 | 0.01% |
| GBP/USD 06/17/2020 CSI-FX | 0.01% |
| GBP/USD 06/17/2020 SSBT | 0.01% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% |
| 0.835 R ISWP US0003M P 05/15/2050 | 0.00% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 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.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.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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| STACR 2019-HQA1 M2 02.5183 02/25/2049 | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.00% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.00% |
| 0.25 R ISWP FWD SES3M P 06/17/2030 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.7751 03/11/2039 | 0.00% |
| CLP/USD 07/15/2020 CITI | 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| GBP/USD 06/17/2020 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% |
| NZD/USD 07/15/2020 BANKAM | 0.00% |
| STACR 2018-HQA2 M2 02.4683 10/25/2048 | 0.00% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | 0.00% |
| 0.555 R ISWP CZECH INTERBANK RATES 6 MONTH P 05/06/2025 | 0.00% |
| AUD/USD PUT 0.62 20200715 GSFX | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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 GS | 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 JP | 0.00% |
| CPURNSA R 0.835 P 04/30/25 | 0.00% |
| CPURNSA R 0.8525 P 05/01/25 | 0.00% |
| IDR/USD 08/19/2020 GSFX | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6837 09/15/2039 | 0.00% |
| STACR 2019-DNA2 M2 02.6183 03/25/2049 | 0.00% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 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 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| TWD/USD 08/19/2020 BANKAM | 0.00% |
| 0.10 R ISWP FWD SES3M P 06/17/2025 | 0.00% |
| 0.215 R ISWP NFIX3MID P 05/15/2025 | 0.00% |
| 0.3125 R ISWP SES3M P 03/02/2030 | 0.00% |
| 0.62 R ISWP US0003M P 05/19/2030 | 0.00% |
| 1.301 R ISWP FWD AUDBB6M P 12/18/2029 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAD/USD 07/15/2020 CITI | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CPURNSA P 1.3475 R 05/01/30 | 0.00% |
| JPMCC 2006-CB17 X IO 00.6516 12/12/2043 | 0.00% |
| NZD/USD 07/15/2020 RBSF | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
| NZD/USD 07/15/2020 WPAC | 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% |
| 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 11MX10Y R 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| USD/JPY PUT 106.00 20200701 BANKAM | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| -0.15 R ISWP FWD EUR006M P 06/17/2030 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.3725 R ISWP US0003M P 05/14/2025 | 0.00% |
| 0.6915 R ISWP US0003M P 04/22/2030 | 0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.00% |
| 0.9065 R ISWP US0003M P 05/14/2050 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3057 12/11/2038 | 0.00% |
| CAD/USD 07/15/2020 UBS | 0.00% |
| CHF/USD 06/17/2020 BCAP-FX | 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% |
| CPURNSA P 1.345 R 04/30/30 | 0.00% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 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% |
| GNR 2013-90 HI IO 03.5000 04/20/2040 | 0.00% |
| HKD/USD 08/19/2020 SSBT | 0.00% |
| ILS/USD 07/15/2020 SSBT | 0.00% |
| INR/USD 08/19/2020 HSBCB | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 08/19/2020 HSBCB | 0.00% |
| NZD/USD 07/15/2020 JPMCB | 0.00% |
| OPTN FN30 3.5 06/04/20 CALL 105.59375 JPMC | 0.00% |
| SWPTN 10YX10Y P 0.445 EUR 03/27/2030 GS | 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 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | 0.00% |
| THB/USD 08/19/2020 CITI | 0.00% |
| -0.30 R ISWP FWD CHL6M P 06/17/2030 | 0.00% |
| -0.60 R ISWP FWD CHL6M P 06/17/2025 | 0.00% |
| 0.07 R ISWP SES3M P 03/02/2022 | 0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | 0.00% |
| 0.65 R ISWP US0003M P 05/26/2030 | 0.00% |
| 0.80 R ISWP FWD US0003M P 06/17/2030 | 0.00% |
| 0.90 R ISWP FWD AUDBB6M P 06/17/2025 | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% |
| 1.00 R ISWP FWD CDOR03 P 06/17/2030 | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 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% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5186 10/15/2049 | 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 MS | 0.00% |
| CNH/USD 08/19/2020 BANKAM | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1730 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 00.7004 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0155 01/15/2049 | 0.00% |
| DKK/USD 06/17/2020 CITI | 0.00% |
| EUR/CHF PUT 1.00 20200615 GSFX | 0.00% |
| EUR/CHF PUT 1.03 20200615 GSFX | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| GBP/USD 06/17/2020 CITI | 0.00% |
| GBP/USD 06/17/2020 WPAC | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.0696 12/10/2049 | 0.00% |
| HKD/USD 08/19/2020 BANKAM | 0.00% |
| HKD/USD 08/19/2020 GSFX | 0.00% |
| HKD/USD 08/19/2020 HSBCB | 0.00% |
| HKD/USD 08/19/2020 TDBK | 0.00% |
| HKD/USD 08/19/2020 UBS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2890 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.0517 01/15/2049 | 0.00% |
| JPY/USD 08/19/2020 BANKAM | 0.00% |
| JPY/USD 08/19/2020 WPAC | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1667 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1667 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 05.8024 12/15/2049 | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 0.00% |
| OPTN FN30 3.0 06/04/20 CALL 105.40625 JPMC | 0.00% |
| OPTN FN30 4.0 06/04/20 CALL 106.625 JPMC | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| 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 0.43 EUR 08/20/2029 UB | 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 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 5YX5Y R 0.958 USD 05/06/2025 UB | 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% |
| SWPTN 6MX10Y R 0.688 USD 11/09/2020 CI | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| USD/JPY PUT 102.00 20200701 BANKAM | 0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | -0.00% |
| 0.334 R ISWP US0003M P 05/15/2025 | -0.00% |
| CAD/USD 07/15/2020 TDBK | -0.00% |
| CNH/USD 08/19/2020 GSFX | -0.00% |
| GBP/USD 06/17/2020 RBSF | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 0.445 EUR 03/27/2030 GS | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | -0.00% |
| -0.30 R ISWP FWD EUR006M P 06/17/2025 | -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% |
| 0.595 R ISWP NFIX3MID P 05/15/2030 | -0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CAD/USD 07/15/2020 BCAP-FX | -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 08/19/2020 HSBCB | -0.00% |
| GBP/USD 06/17/2020 HSBCB | -0.00% |
| HUF/USD 06/17/2020 SSBT | -0.00% |
| JPY/USD 08/19/2020 CITI | -0.00% |
| JPY/USD 08/19/2020 SSBT | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -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% |
| 0.385 R ISWP US0003M P 05/21/2025 | -0.00% |
| 0.6732 R ISWP US0003M P 05/14/2030 | -0.00% |
| AUD/USD 07/15/2020 CSI-FX | -0.00% |
| AUD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 WPAC | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| KRW/USD 08/19/2020 JPMCB | -0.00% |
| NZD/USD 07/15/2020 HSBCB | -0.00% |
| RUB/USD 06/17/2020 BANKAM | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -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 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.00% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| -0.351 R ISWP FWD EUR006M P 12/18/2024 | -0.00% |
| 0.7275 R ISWP US0003M P 04/22/2030 | -0.00% |
| CAD/USD 07/15/2020 JPMCB | -0.00% |
| CHF/USD 06/17/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/17/2020 CITI | -0.00% |
| EUR/USD 06/17/2020 WPAC | -0.00% |
| OPTN FN30 4.0 06/04/20 PUT 106.625 JPMC | -0.00% |
| SGD/USD 08/19/2020 JPMCB | -0.00% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| 0.895 R ISWP US0003M P 04/22/2030 | -0.00% |
| CAD/USD 07/15/2020 HSBCB | -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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CZK/USD 06/17/2020 BANKAM | -0.00% |
| EUR/GBP CALL 0.94 20200803 UBS | -0.00% |
| EUR/GBP CALL 0.95 20200818 BANKAM | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| GBP/USD 06/17/2020 GSFX | -0.00% |
| JPY/USD 08/19/2020 BCAP-FX | -0.00% |
| OPTN FN30 3.5 06/04/20 PUT 105.59375 JPMC | -0.00% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -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% |
| JPY/USD 08/19/2020 JPMCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NZD/USD 07/15/2020 CITI | -0.01% |
| NZD/USD 07/15/2020 GSFX | -0.01% |
| RUB/USD 06/17/2020 GSFX | -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 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -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 CG | -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 ML | -0.01% |
| EUR/USD 06/17/2020 TDBK | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.01% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.01% |
| USD/JPY PUT 100.00 20201124 BANKAM | -0.01% |
| USD/JPY PUT 100.00 20201124 GSFX | -0.01% |
| -0.401 R ISWP FWD EUR006M P 12/18/2021 | -0.01% |
| 0.40 R ISWP FWD SONIA P 06/17/2030 | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| 1.10 R ISWP FWD NFIX3MID P 06/17/2030 | -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% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -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% |
| EUR/USD 06/17/2020 CSI-FX | -0.01% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -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% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 0.3245 R ISWP US0003M P 05/05/2022 | -0.01% |
| 1.30 R ISWP FWD NOKOIB6M P 06/17/2030 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CPTFEMU P 1.13 R 05/15/50 | -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% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -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 CG | -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% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -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 GS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -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% |
| EUR/USD 06/17/2020 RBSF | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| 0.90 R ISWP FWD NFIX3MID P 06/17/2025 | -0.02% |
| 1.20 R ISWP FWD NOKOIB6M P 06/17/2025 | -0.02% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.02% |
| CAD/USD 07/15/2020 SSBT | -0.02% |
| EUR/USD 06/17/2020 UBS | -0.02% |
| OPTN FN30 3.0 06/04/20 PUT 105.40625 JPMC | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.02% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.02% |
| 0.383 R ISWP US0003M P 04/28/2022 | -0.02% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | -0.02% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.02% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.02% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -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 CS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| EUR/USD 06/17/2020 BCAP-FX | -0.02% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.02% |
| AUD/USD 07/15/2020 UBS | -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% |
| ZAR/USD 07/15/2020 GSFX | -0.02% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPTFEMU P 0.935 R 05/15/40 | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 0.801 R ISWP FWD GBL6M P 12/18/2029 | -0.02% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -0.02% |
| CPTFEMU P 0.93 R 05/15/40 | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| EUR/USD 06/17/2020 SSBT | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| MXN/USD 07/15/2020 BANKAM | -0.02% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.02% |
| 1.134 R ISWP CDOR03 P 03/11/2050 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CPURNSA R 1.703 P 11/29/24 | -0.02% |
| CPURNSA P 0.95 R 03/18/30 | -0.03% |
| CPURNSA R 1.7625 P 12/10/24 | -0.03% |
| CPTFEMU R 1.4 P 07/15/27 | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.03% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.03% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.03% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.04% |
| SWPTN 3MX30Y P 0.794 USD 07/30/2020 JP | -0.04% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -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 1YX10Y R 1.805 USD 01/14/2021 CI | -0.04% |
| CAD/USD 07/15/2020 BANKAM | -0.04% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.05% |
| CPURNSA P 1.165 R 03/11/30 | -0.05% |
| CPURNSA R 1.71 P 11/21/24 | -0.05% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.05% |
| AUD/USD 07/15/2020 SSBT | -0.05% |
| EUR/USD 06/17/2020 JPMCB | -0.06% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.06% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.06% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.06% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.07% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.07% |
| NOK/USD 06/17/2020 GSFX | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.08% |
| 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% |
| NOK/USD 06/17/2020 JPMCB | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.09% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.09% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.09% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.10% |
| UKRPI R 3.4425 P 07/15/49 | -0.10% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.11% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.11% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.11% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.12% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.13% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | -0.13% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.14% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.14% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.14% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.14% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.17% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.20% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.26% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.28% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.28% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.29% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.30% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.31% |
| EURO-SCHATZ FUT JUN20 DUM0 | -0.36% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.38% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.40% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2050 | -0.90% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2050 | -3.52% |
| JPN 10Y BOND(OSE) JUN20 JBM0 | -4.12% |
| US 2YR NOTE (CBT) SEP20 TUU0 | -18.31% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2050 | 9.70% |
|---|---|
| FNMA FN30 TBA UMBS 02.5000 06/01/2050 | 9.69% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 2.65% |
| US 10YR NOTE (CBT)JUN20 TYM0 | 2.36% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.22% |
| US ULTRA BOND CBT JUN20 WNM0 | 1.90% |
| JAPAN (10 YEAR ISSUE) 01.0000 09/20/2021 | 1.88% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.87% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.57% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.54% |
| US 5YR NOTE (CBT) JUN20 FVM0 | 1.49% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.40% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2050 | 1.35% |
| US LONG BOND(CBT) JUN20 USM0 | 1.30% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.29% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.28% |
| EURO-BUND FUTURE JUN20 RXM0 | 1.21% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.08% |
| US 10YR ULTRA FUT JUN20 UXYM0 | 1.06% |
| GNMA GII30 TBA 04.5000 05/01/2050 | 0.91% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2050 | 0.90% |
| GNMA GII30 TBA 03.0000 05/01/2050 | 0.90% |
| GNMA GII30 TBA 04.0000 05/01/2050 | 0.90% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.82% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.79% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.74% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.72% |
| COMCAST CORP 03.4500 02/01/2050 | 0.72% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.70% |
| JAPAN (10 YEAR ISSUE) 00.1000 03/20/2027 | 0.69% |
| LONG GILT FUTURE JUN20 G M0 | 0.66% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.66% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.65% |
| DBUBS 2011-LC3A D P/P 144A 05.5124 08/10/2044 | 0.61% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.56% |
| CAS 2020-R01 1M2 02.5373 01/25/2040 | 0.56% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.54% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.53% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.53% |
| BUONI POLIENNALI DEL TES 06.5000 11/01/2027 | 0.53% |
| BUONI POLIENNALI DEL TES 02.5000 12/01/2024 | 0.52% |
| CAS 2014-C03 2M2 03.3873 07/25/2024 | 0.52% |
| ONTARIO (PROVINCE OF) 03.1500 06/02/2022 | 0.51% |
| EURO BUXL 30Y BND JUN20 UBM0 | 0.51% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.49% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.49% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.48% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.48% |
| JPMCC 2012-C8 D P/P 144A 04.8265 10/15/2045 | 0.47% |
| SAIL 2004-10 A10 01.3873 11/25/2034 | 0.47% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.46% |
| BUONI POLIENNALI DEL TES 00.3500 11/01/2021 | 0.46% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.45% |
| JPMCC 2012-C6 E P/P 144A 05.3286 05/15/2045 | 0.45% |
| GNMA GII30 TBA 03.5000 05/01/2050 | 0.45% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2050 | 0.45% |
| EURO-BOBL FUTURE JUN20 OEM0 | 0.44% |
| TREASURY BILL 00.0000 07/02/2020 | 0.44% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.44% |
| STACR 2016-DNA3 M3 05.4873 12/25/2028 | 0.44% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.43% |
| MRAIT 2020-2 A 02.1345 10/22/2020 | 0.42% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.42% |
| VERIZON COMM 04.3290 09/21/2028 | 0.42% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.40% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.39% |
| CFCRE 2011-C2 E P/P 144A 05.9304 12/15/2047 | 0.39% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.38% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.37% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.37% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.35% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.35% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.35% |
| CASH MGMT BILL 00.0000 07/21/2020 | 0.35% |
| CITIGROUP INC 03.1060 04/08/2026 | 0.35% |
| MWST 2018-W1 A 01.3373 11/25/2051 | 0.34% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.34% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.34% |
| ANHEUSER-BUSCH INBEV WOR 03.5000 06/01/2030 | 0.33% |
| CAS 2015-C04 2M2 06.0373 04/25/2028 | 0.33% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.33% |
| CAS 2016-C02 1M2 06.4873 09/25/2028 | 0.33% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.33% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.32% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.32% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.32% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.32% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.31% |
| CSAIL 2015-C1 C 04.4121 04/15/2050 | 0.31% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.31% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.31% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.31% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.31% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.31% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.31% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.30% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.30% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.30% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.30% |
| JPMBB 2014-C19 C 04.8340 04/15/2047 | 0.30% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.5000 11/13/2023 | 0.30% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.29% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.29% |
| FISERV INC 04.2000 10/01/2028 | 0.29% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.29% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.29% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.28% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.28% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.28% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.28% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.27% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.27% |
| REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 | 0.27% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.27% |
| COMM 2014-CR17 C 04.9453 05/10/2047 | 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% |
| CSMC 2016-NXSR C 04.5041 12/15/2049 | 0.26% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.26% |
| CANADIAN GOVERNMENT 00.5000 03/01/2022 | 0.26% |
| WFRBS 2011-C2 D P/P 144A 05.8497 02/15/2044 | 0.26% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.25% |
| MEX BONOS DESARR FIX RT 10.0000 12/05/2024 | 0.25% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.25% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.25% |
| SWITZERLAND REGS 02.0000 05/25/2022 | 0.24% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.24% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.24% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.24% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.24% |
| CAS 2017-C07 1EB2 01.4873 05/25/2030 | 0.24% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.24% |
| MSBAM 2012-C5 E P/P 144A 04.8324 08/15/2045 | 0.24% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.24% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.24% |
| TREASURY BILL 00.0000 09/03/2020 | 0.24% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.23% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.23% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.23% |
| CAN 10YR BOND FUT JUN20 CNM0 | 0.23% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.23% |
| SPST 2020-2 A 01.3173 03/26/2021 | 0.23% |
| IRISH TSY 5.4 2025 05.4000 03/13/2025 | 0.22% |
| MSBAM 2014-C17 C 04.6566 08/15/2047 | 0.22% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.22% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.22% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.22% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.22% |
| STACR 2016-DNA2 M3 05.1373 10/25/2028 | 0.22% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.22% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.22% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.22% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.21% |
| POLAND GOVERNMENT BOND PLN 02.5000 01/25/2023 | 0.21% |
| TREASURY BILL 00.0000 05/21/2020 | 0.21% |
| EQUINIX INC 03.2000 11/18/2029 | 0.21% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.21% |
| ZOETIS INC 03.9000 08/20/2028 | 0.21% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.21% |
| TREASURY BILL 00.0000 06/18/2020 | 0.21% |
| WEC ENERGY GROUP INC 03.8043 05/15/2067 | 0.21% |
| COMM 2013-CR11 C P/P 144A 05.2857 08/10/2050 | 0.21% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.20% |
| TREASURY BILL 00.0000 06/11/2020 | 0.20% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| TREASURY BILL 00.0000 07/16/2020 | 0.20% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.20% |
| WAMU 2005-AR12 1A8 03.8589 10/25/2035 | 0.20% |
| AT&T INC 04.3000 02/15/2030 | 0.20% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.20% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.19% |
| TREASURY BILL 00.0000 05/05/2020 | 0.19% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.19% |
| AT&T INC 04.1000 02/15/2028 | 0.19% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.19% |
| CASH MGMT BILL 00.0000 07/14/2020 | 0.19% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.19% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| GNR 2016-H23 NI IO 02.5817 10/20/2066 | 0.18% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.18% |
| MCAS 2019-01 M7 P/P 144A 02.1873 10/15/2049 | 0.18% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.18% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| AON PLC USD 04.2500 12/12/2042 | 0.18% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.18% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.18% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.18% |
| GSMS 2010-C1 D P/P 144A 06.1690 08/10/2043 | 0.18% |
| GNR 2015-H09 AI IO 01.8195 04/20/2065 | 0.18% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.18% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.17% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.17% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.17% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.17% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.17% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.17% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.17% |
| JPMBB 2013-C17 D P/P 144A 05.0546 01/15/2047 | 0.17% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.17% |
| BMIR 2018-2A M1B P/P 144A 01.8373 08/25/2028 | 0.17% |
| GNR 2015-H03 DI IO 01.7536 01/20/2065 | 0.17% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.17% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| COMM 2015-LC19 C 04.3819 02/10/2048 | 0.16% |
| FHMS K087 X1 IO 00.5100 12/25/2028 | 0.16% |
| TREASURY BILL 00.0000 05/07/2020 | 0.16% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.16% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.16% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.16% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.16% |
| FOX CORP 03.0500 04/07/2025 | 0.16% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.16% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.16% |
| GNR 2017-H11 NI IO 02.1330 05/20/2067 | 0.16% |
| GNR 2017-H04 BI IO 02.4614 02/20/2067 | 0.16% |
| CAS 2016-C03 1M2 05.7873 10/25/2028 | 0.15% |
| VERIZON COMM 04.6720 03/15/2055 | 0.15% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.15% |
| CWALT 2006-OA10 4A1 00.6773 08/25/2046 | 0.15% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.15% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.15% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.15% |
| WAMU 2005-AR9 A1C3 01.4473 07/25/2045 | 0.15% |
| CWALT 2006-OA7 1A2 02.8105 06/25/2046 | 0.15% |
| GNR 2017-H02 BI IO 02.4550 01/20/2067 | 0.15% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.15% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.15% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.15% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.15% |
| GNR 2020-32 GS IO 05.3818 03/20/2050 | 0.14% |
| STACR 2014-DN4 M3 05.0373 10/25/2024 | 0.14% |
| CAS 2017-C02 2ED3 01.8373 09/25/2029 | 0.14% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.14% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.14% |
| STACR 2015-HQA2 M3 05.2873 05/25/2028 | 0.14% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.14% |
| JPMBB 2014-C22 A4 03.8012 09/15/2047 | 0.14% |
| BONOS Y OBLIG DEL ESTADO 00.7500 07/30/2021 | 0.14% |
| HCA INC 05.5000 06/15/2047 | 0.14% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.14% |
| COMM 2014-CR18 C 04.8824 07/15/2047 | 0.14% |
| GNR 2016-H16 EI IO 02.4040 06/20/2066 | 0.14% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.14% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.14% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.14% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.14% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.14% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.13% |
| EMIR 2018-1 M1 02.1873 11/25/2028 | 0.13% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.13% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.13% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% |
| COMCAST CORP 03.9990 11/01/2049 | 0.13% |
| COMM 2012-CR2 D P/P 144A 04.9919 08/15/2045 | 0.13% |
| MWST 2019-1 A 01.2873 06/25/2052 | 0.13% |
| COMM 2015-LC21 XA IO 00.8626 07/10/2048 | 0.13% |
| WFCM 2013-LC12 C 04.4120 07/15/2046 | 0.13% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.13% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.13% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.13% |
| AMGEN INC 04.6630 06/15/2051 | 0.12% |
| COMM 2014-UBS6 XA IO 01.0393 12/10/2047 | 0.12% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.12% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.12% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.12% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.12% |
| JPMBB 2014-C22 XA IO 00.9861 09/15/2047 | 0.12% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.12% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.12% |
| COMM 2015-LC19 A4 03.1830 02/10/2048 | 0.12% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.12% |
| WAMU 2005-AR2 2A1B 00.8573 01/25/2045 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.12% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.12% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.12% |
| GNR 2016-H07 HI IO 01.6200 02/20/2066 | 0.12% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.12% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.12% |
| FNR 2012-116 SA IO 06.7128 10/25/2042 | 0.12% |
| GNR 2016-H13 EI IO 01.6547 04/20/2066 | 0.12% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.12% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.12% |
| TREASURY BILL 00.0000 05/14/2020 | 0.12% |
| UBSCM 2012-C1 C P/P 144A 05.7548 05/10/2045 | 0.12% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.12% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.12% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.11% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.11% |
| GSMS 2011-GC3 D P/P 144A 05.8240 03/10/2044 | 0.11% |
| MSBAM 2014-C18 C 04.6727 10/15/2047 | 0.11% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.11% |
| WFRBS 2011-C4 C P/P 144A 05.3901 06/15/2044 | 0.11% |
| CMLTI 2005-2 1A2A 04.3008 05/25/2035 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.11% |
| BUONI POLIENNALI DEL P/P REGS 04.0000 02/01/2037 | 0.11% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.11% |
| CCMFC 2006-4A A2 00.6673 11/25/2047 | 0.11% |
| MSBAM 2013-C9 D P/P 144A 04.2581 05/15/2046 | 0.11% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.11% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.11% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.11% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.11% |
| AES CORP/THE 05.1250 09/01/2027 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| VMWARE INC 03.9000 08/21/2027 | 0.11% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.10% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.10% |
| FHMS K098 X1 IO 01.2705 08/25/2029 | 0.10% |
| JPMBB 2014-C22 C 04.7058 09/15/2047 | 0.10% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| SAMI 2007-AR7 1A1 01.3373 05/25/2047 | 0.10% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.10% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.10% |
| JPMBB 2013-C12 XA IO 00.5937 07/15/2045 | 0.10% |
| GSMS 2013-GC10 XA IO 01.6441 02/10/2046 | 0.10% |
| JPMCC 2013-C16 XA IO 01.0993 12/15/2046 | 0.10% |
| REPUBLIC OF AUSTRIA P/P REGS 03.6500 04/20/2022 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| CGCMT 2013-GC17 C 05.2613 11/10/2046 | 0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.10% |
| MSBAM 2012-C6 D P/P 144A 04.7607 11/15/2045 | 0.10% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.10% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.10% |
| GNR 2014-H12 BI IO 01.5661 05/20/2064 | 0.10% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.10% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.10% |
| WAMU 2005-AR1 A1B 01.2673 01/25/2045 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| EUR/USD 06/17/2020 HSBCB | 0.10% |
| WAMU 2005-AR13 A1C3 00.9773 10/25/2045 | 0.10% |
| WFRBS 2012-C10 D P/P 144A 04.5766 12/15/2045 | 0.10% |
| JPMCC 2012-LC9 D P/P 144A 04.5653 12/15/2047 | 0.09% |
| SAMI 2007-AR1 2A1 00.6673 01/25/2037 | 0.09% |
| NEW ZEALAND GOVERNMENT REGS 02.7500 04/15/2025 | 0.09% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.09% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.09% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.09% |
| UBSCM 2017-C7 XA IO 01.2060 12/15/2050 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.09% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.09% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.09% |
| WFRBS 2013-C14 XA IO 00.8569 06/15/2046 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| CAS 2017-C01 1EB1 01.7373 07/25/2029 | 0.09% |
| GNR 2015-H26 DI IO 02.0161 10/20/2065 | 0.09% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.09% |
| JPMCC 2010-C2 C P/P 144A 05.8231 11/15/2043 | 0.09% |
| STACR 2014-HQ3 M3 05.2373 10/25/2024 | 0.09% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| GNR 2014-H21 AI IO 01.7826 10/20/2064 | 0.09% |
| CAS 2015-C01 1M2 04.7873 02/25/2025 | 0.09% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.09% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.09% |
| FNR 2012-103 LS IO 05.5128 09/25/2042 | 0.09% |
| GNMA GII30 BD1730 03.5000 01/20/2048 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.09% |
| CPTFEMU P 1.71 R 07/15/37 | 0.08% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.08% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.08% |
| MSBAM 2014-C14 C 05.1116 02/15/2047 | 0.08% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| STACR 2014-HQ2 M3 04.2373 09/25/2024 | 0.08% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.08% |
| GNR 2016-H20 NI IO 02.6209 09/20/2066 | 0.08% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.08% |
| NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 | 0.08% |
| STACR 2017-DNA2 M1 01.6873 10/25/2029 | 0.08% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| GNR 2017-H19 MI IO 02.0568 04/20/2067 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.08% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.08% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.08% |
| UKRPI P 3.665 R 12/15/28 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| CAS 2015-C04 1M2 06.1873 04/25/2028 | 0.08% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.08% |
| GNR 2015-H26 EI IO 01.7253 10/20/2065 | 0.08% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.08% |
| AHM 2007-1 GA1C 00.6773 05/25/2047 | 0.07% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% |
| CWALT 2006-24CB A13 00.8373 08/25/2036 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| MSC 2011-C3 D P/P 144A 05.4192 07/15/2049 | 0.07% |
| RAMC 2003-4 A1 01.0073 03/25/2034 | 0.07% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.07% |
| GNR 2010-171 SB IO 05.6559 12/16/2040 | 0.07% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.07% |
| GNR 2016-77 SL IO 05.4318 03/20/2043 | 0.07% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.07% |
| CWALT 2006-OA19 A1 00.8983 02/20/2047 | 0.07% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.07% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.07% |
| GNR 2015-H25 AI IO 01.6082 09/20/2065 | 0.07% |
| GNR 2016-H01 AI IO 01.7373 01/20/2066 | 0.07% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.07% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.07% |
| MSRR 2015-R4 CB1 01.7716 08/26/2047 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| WAMU 2005-AR10 1A3 04.1336 09/25/2035 | 0.07% |
| BMIR 2019-4A M1C P/P 144A 02.9873 10/25/2029 | 0.07% |
| BUMT 2005-1 1A1 01.0873 09/25/2045 | 0.07% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.07% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.07% |
| 0.051 R ISWP FWD EUR006M P 12/18/2029 | 0.07% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.07% |
| CARR 2006-NC2 A4 00.7273 06/25/2036 | 0.06% |
| GNR 2016-19 PI IO 04.0000 02/20/2046 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.06% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.06% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.06% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.06% |
| JPMBB 2015-C33 XA IO 01.0624 12/15/2048 | 0.06% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.06% |
| CWALT 2006-OA10 1A1 02.8305 08/25/2046 | 0.06% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.06% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.06% |
| MLMI 2005-A2 A2 03.7284 02/25/2035 | 0.06% |
| GNR 2016-H25 GI IO 01.4921 11/20/2066 | 0.06% |
| FISERV INC 03.5000 07/01/2029 | 0.06% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.06% |
| WFMBS 2006-AR5 1A1 04.0263 04/25/2036 | 0.06% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| WFCM 2016-LC25 XA IO 01.1287 12/15/2059 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.05% |
| GBP/USD 06/17/2020 JPMCB | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.05% |
| NRZT 2018-4A A1M 01.3873 01/25/2048 | 0.05% |
| WFRBS 2011-C4 E P/P 144A 05.3901 06/15/2044 | 0.05% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.05% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.05% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.05% |
| SEK/USD 06/17/2020 SSBT | 0.05% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.05% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.05% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.05% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6817 12/15/2045 | 0.05% |
| HMIR 2018-1 M1 P/P 144A 02.0873 10/25/2028 | 0.05% |
| 2.001 R ISWP FWD CDOR03 P 12/18/2049 | 0.05% |
| CAS 2016-C01 1M2 07.2373 08/25/2028 | 0.05% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.05% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.05% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.05% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.05% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.05% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.04% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.04% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.04% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.04% |
| CGCMT 2014-GC19 D P/P 144A 05.2615 03/10/2047 | 0.04% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.04% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.04% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| UKRPI P 3.34 R 03/15/28 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| 0.90 R ISWP FWD US0003M P 06/17/2050 | 0.04% |
| CAS 2016-C03 2M2 06.3873 10/25/2028 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.04% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.04% |
| COMM 2014-UBS6 C 04.5951 12/10/2047 | 0.04% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.04% |
| CAS 2015-C02 1M2 04.4873 05/25/2025 | 0.04% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.04% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 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% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.04% |
| STACR 2015-HQ2 M2 02.4373 05/25/2025 | 0.04% |
| UKRPI P 3.385 R 11/15/24 | 0.04% |
| 1.39 R ISWP NFIX3MID P 12/17/2024 | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.04% |
| 1.36 R ISWP NFIX3MID P 12/18/2024 | 0.04% |
| 1.3625 R ISWP NFIX3MID P 12/13/2024 | 0.04% |
| COMCAST CORP 06.5000 11/15/2035 | 0.04% |
| FHR 4076 MS IO 05.8860 07/15/2040 | 0.04% |
| SEK/USD 06/17/2020 JPMCB | 0.04% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.04% |
| UKRPI P 3.4025 R 03/15/28 | 0.04% |
| 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% |
| GBP/USD 06/17/2020 UBS | 0.03% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.03% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7676 12/10/2045 | 0.03% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| AT&T INC. 03.8000 02/15/2027 | 0.03% |
| CAS 2016-C06 1M2 04.7373 04/25/2029 | 0.03% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.03% |
| CAS 2018-C05 1M2 02.8373 01/25/2031 | 0.03% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.03% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.03% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.03% |
| CAS 2019-R01 2M2 02.9373 07/25/2031 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.03% |
| NOK/USD 06/17/2020 BCAP-FX | 0.03% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.03% |
| CAS 2019-HRP1 M2 02.6373 11/25/2039 | 0.03% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.03% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.03% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.03% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.03% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.03% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.03% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.03% |
| 1.851 R ISWP FWD CDOR03 P 12/18/2029 | 0.02% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 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% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.02% |
| 0.401 R ISWP FWD EUR006M P 12/18/2049 | 0.02% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| STACR 2019-DNA1 M2 03.1373 01/25/2049 | 0.02% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| FHR 3065 DC 17.4180 03/15/2035 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.02% |
| TREASURY BILL 00.0000 09/10/2020 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% |
| FNR 2010-46 SB IO 05.9628 05/25/2040 | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.02% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.02% |
| CAS 2015-C03 2M2 05.4873 07/25/2025 | 0.02% |
| CAS 2019-R02 1M2 02.7873 08/25/2031 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| OPTN FN30 3.0 06/04/20 CALL 105.40625 JPMC | 0.02% |
| SEK/USD 06/17/2020 BANKAM | 0.02% |
| SEK/USD 06/17/2020 GSFX | 0.02% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% |
| 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| FNR 2007-53 SP 22.4134 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% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.02% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.02% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.02% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.02% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| OPTN FN30 2.5 06/04/20 PUT 104.28125 JPMC | 0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.02% |
| UKRPI P 3.42 R 12/15/24 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| FNR 2006-8 HP 22.7801 03/25/2036 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CPURNSA R 0.41 P 03/18/25 | 0.02% |
| EUR/USD 06/17/2020 BANKAM | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.02% |
| USD/JPY PUT 108.00 20200622 BANKAM | 0.02% |
| USD/JPY PUT 108.00 20200622 CITI | 0.02% |
| USD/JPY PUT 108.00 20200622 GSFX | 0.02% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| SEK/USD 06/17/2020 TDBK | 0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 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% |
| PLN/USD 06/17/2020 BCAP-FX | 0.01% |
| SEK/USD 06/17/2020 HSBCB | 0.01% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.01% |
| AUD/USD 07/15/2020 WPAC | 0.01% |
| AUD/USD PUT 0.62 20200715 GSFX | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% |
| 1.195 R ISWP NOKOIB6M P 03/19/2030 | 0.01% |
| 1.20 R ISWP FWD AUDBB6M P 06/17/2030 | 0.01% |
| 1.801 R ISWP FWD CDOR03 P 12/18/2024 | 0.01% |
| FHR 3249 PS 19.5888 12/15/2036 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 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 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% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| FNR 2005-75 GS 18.7883 08/25/2035 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| 0.78 R ISWP US0003M P 04/28/2050 | 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 MS | 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% |
| FHR 2990 LB 14.8652 06/15/2034 | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| NZD/USD 07/15/2020 UBS | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| USD/JPY PUT 106.00 20200701 BANKAM | 0.01% |
| AUD/USD 07/15/2020 TDBK | 0.01% |
| BMIR 2017-1 M1 P/P 144A 02.1873 10/25/2027 | 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 MS | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CPURNSA R 0.77 P 03/11/25 | 0.01% |
| GBP/USD 06/17/2020 BCAP-FX | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SEK/USD 06/17/2020 CITI | 0.01% |
| SEK/USD 06/17/2020 RBSF | 0.01% |
| SGD/USD 05/20/2020 JPMCB | 0.01% |
| 0.40 R ISWP FWD US0003M P 06/17/2022 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 3408 EK 22.5177 04/15/2037 | 0.01% |
| JPY/USD 05/20/2020 CITI | 0.01% |
| SEK/USD 06/17/2020 BCAP-FX | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| TREASURY BILL 00.0000 06/04/2020 | 0.01% |
| 0.2475 R ISWP FWD SES3M P 01/25/2022 | 0.01% |
| 0.40 R ISWP FWD SONIA P 06/17/2030 | 0.01% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% |
| 0.90 R ISWP FWD CDOR03 P 06/17/2025 | 0.01% |
| 1.001 R ISWP FWD AUDBB6M P 12/18/2024 | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| GBP/USD 06/17/2020 TDBK | 0.01% |
| SEK/USD 06/17/2020 CSI-FX | 0.01% |
| -0.30 R ISWP FWD EUR006M P 06/17/2025 | 0.00% |
| 1.4275 R ISWP FWD AUDBB6M P 04/29/2030 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| AUD/USD 07/15/2020 GSFX | 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 MS | 0.00% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.00% |
| GBP/USD 06/17/2020 CSI-FX | 0.00% |
| GBP/USD 06/17/2020 HSBCB | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| NZD/USD 07/15/2020 SSBT | 0.00% |
| SEK/USD 06/17/2020 UBS | 0.00% |
| STACR 2019-HQA1 M2 02.8373 02/25/2049 | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| 0.2275 R ISWP FWD SES3M P 01/28/2022 | 0.00% |
| 1.30 R ISWP FWD NOKOIB6M P 06/17/2030 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8015 03/11/2039 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| EUR/CHF PUT 1.03 20200615 GSFX | 0.00% |
| EUR/USD 06/17/2020 CITI | 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% |
| NZD/USD 07/15/2020 BCAP-FX | 0.00% |
| STACR 2018-HQA2 M2 02.7873 10/25/2048 | 0.00% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.00% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% |
| 0.10 R ISWP FWD SES3M P 06/17/2025 | 0.00% |
| 0.24 R ISWP FWD SES3M P 01/21/2022 | 0.00% |
| CAD/USD 07/15/2020 GSFX | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CPURNSA P 1.345 R 04/30/30 | 0.00% |
| CPURNSA P 1.3475 R 05/01/30 | 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 00.7717 09/15/2039 | 0.00% |
| NZD/USD 07/15/2020 BANKAM | 0.00% |
| NZD/USD 07/15/2020 CSI-FX | 0.00% |
| STACR 2019-DNA2 M2 02.9373 03/25/2049 | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.00% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.00% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.00% |
| -0.30 R ISWP FWD CHL6M P 06/17/2030 | 0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | 0.00% |
| 1.10 R ISWP FWD NFIX3MID P 06/17/2030 | 0.00% |
| 1.301 R ISWP FWD AUDBB6M P 12/18/2029 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| AUD/USD 07/15/2020 BANKAM | 0.00% |
| CLP/USD 07/15/2020 CITI | 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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| DKK/USD 06/17/2020 CITI | 0.00% |
| NZD/USD 07/15/2020 WPAC | 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% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | 0.00% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.00% |
| -0.15 R ISWP FWD EUR006M P 06/17/2030 | 0.00% |
| 0.3125 R ISWP SES3M P 03/02/2030 | 0.00% |
| 0.6915 R ISWP US0003M P 04/22/2030 | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4966 12/11/2038 | 0.00% |
| CAD/USD 07/15/2020 CITI | 0.00% |
| CAD/USD 07/15/2020 RBSF | 0.00% |
| CAD/USD 07/15/2020 UBS | 0.00% |
| CHF/USD 06/17/2020 BCAP-FX | 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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 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% |
| GNR 2013-90 HI IO 03.5000 04/20/2040 | 0.00% |
| ILS/USD 07/15/2020 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| NZD/USD 07/15/2020 HSBCB | 0.00% |
| NZD/USD 07/15/2020 RBSF | 0.00% |
| NZD/USD 07/15/2020 TDBK | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 0.445 EUR 03/27/2030 GS | 0.00% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.00% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| -0.60 R ISWP FWD CHL6M P 06/17/2025 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.25 R ISWP FWD SES3M P 06/17/2030 | 0.00% |
| 0.70 R ISWP FWD US0003M P 06/17/2025 | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% |
| 1.00 R ISWP FWD CDOR03 P 06/17/2030 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 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 07/15/2020 HSBCB | 0.00% |
| CAD/USD 07/15/2020 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7208 10/15/2049 | 0.00% |
| CHF/USD 06/17/2020 HSBCB | 0.00% |
| CHF/USD 06/17/2020 SSBT | 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 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.3865 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 00.8162 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0439 01/15/2049 | 0.00% |
| EUR/USD 06/17/2020 SSBT | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| GBP/USD 06/17/2020 SSBT | 0.00% |
| GBP/USD 06/17/2020 WPAC | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.2608 12/10/2049 | 0.00% |
| HKD/USD 05/20/2020 GSFX | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2892 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1279 01/15/2049 | 0.00% |
| JPY/USD 05/20/2020 BANKAM | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.3586 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3586 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.2101 12/15/2049 | 0.00% |
| NZD/USD 07/15/2020 JPMCB | 0.00% |
| OPTN FN30 3.5 05/06/20 CALL 106.15625 JPMC | 0.00% |
| OPTN FN30 4.0 05/06/20 CALL 106.875 JPMC | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| 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 10YX10Y R 0.925 USD 03/26/2030 BA | 0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | 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 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX10Y P 1.529 USD 04/30/2020 MS | 0.00% |
| SWPTN 3MX30Y P 1.719 USD 04/30/2020 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% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| -0.351 R ISWP FWD EUR006M P 12/18/2024 | -0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | -0.00% |
| 0.07 R ISWP SES3M P 03/02/2022 | -0.00% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | -0.00% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | -0.00% |
| CAD/USD 07/15/2020 BCAP-FX | -0.00% |
| CAD/USD 07/15/2020 HSBCB | -0.00% |
| CAD/USD 07/15/2020 TDBK | -0.00% |
| CNH/USD 05/20/2020 GSFX | -0.00% |
| CPURNSA R 0.835 P 04/30/25 | -0.00% |
| EUR/CHF PUT 1.00 20200615 GSFX | -0.00% |
| HKD/USD 05/20/2020 BANKAM | -0.00% |
| HKD/USD 05/20/2020 HSBCB | -0.00% |
| HKD/USD 05/20/2020 SSBT | -0.00% |
| HKD/USD 05/20/2020 UBS | -0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 0.445 EUR 03/27/2030 GS | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.00% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 0.30 R ISWP FWD SONIA P 06/17/2025 | -0.00% |
| AUD/USD 07/15/2020 JPMCB | -0.00% |
| CAD/USD 07/15/2020 CSI-FX | -0.00% |
| CAD/USD 07/15/2020 JPMCB | -0.00% |
| CHF/USD 06/17/2020 CITI | -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% |
| CPURNSA R 0.8525 P 05/01/25 | -0.00% |
| JPY/USD 05/20/2020 SSBT | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| AUD/USD 07/15/2020 CSI-FX | -0.00% |
| AUD/USD PUT 0.59 20200715 GSFX | -0.00% |
| CHF/USD 06/17/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| JPY/USD 05/20/2020 WPAC | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| THB/USD 05/20/2020 CITI | -0.00% |
| USD/JPY PUT 102.00 20200701 BANKAM | -0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | -0.00% |
| 0.7275 R ISWP US0003M P 04/22/2030 | -0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -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 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/17/2020 TDBK | -0.00% |
| GBP/USD 06/17/2020 GSFX | -0.00% |
| GBP/USD 06/17/2020 RBSF | -0.00% |
| HUF/USD 06/17/2020 SSBT | -0.00% |
| NZD/USD 07/15/2020 CITI | -0.00% |
| NZD/USD 07/15/2020 GSFX | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| -0.401 R ISWP FWD EUR006M P 12/18/2021 | -0.00% |
| 0.895 R ISWP US0003M P 04/22/2030 | -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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| MXN/USD 07/15/2020 BANKAM | -0.00% |
| NOK/USD 06/17/2020 TDBK | -0.00% |
| OPTN FN30 2.5 06/04/20 PUT 102.96875 JPMC | -0.00% |
| RUB/USD 06/17/2020 GSFX | -0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.00% |
| ZAR/USD 07/15/2020 GSFX | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CAD/USD 07/15/2020 SSBT | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/17/2020 WPAC | -0.01% |
| IDR/USD 05/20/2020 GSFX | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -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 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.01% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| USD/JPY PUT 105.00 20200622 BANKAM | -0.01% |
| USD/JPY PUT 105.00 20200622 CITI | -0.01% |
| USD/JPY PUT 105.00 20200622 GSFX | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 0.383 R ISWP US0003M P 04/28/2022 | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| CHF/USD 06/17/2020 GSFX | -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 ML | -0.01% |
| CNH/USD 05/20/2020 HSBCB | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.01% |
| NOK/USD 06/17/2020 BANKAM | -0.01% |
| RUB/USD 06/17/2020 BANKAM | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -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% |
| CZK/USD 06/17/2020 BANKAM | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| KRW/USD 05/20/2020 JPMCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| OPTN FN30 4.0 05/06/20 PUT 106.875 JPMC | -0.01% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.01% |
| 0.11475 R ISWP FWD EUR006M P 04/30/2030 | -0.01% |
| OPTN FN30 2.5 06/04/20 PUT 103.625 JPMC | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -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% |
| EUR/USD 06/17/2020 CSI-FX | -0.01% |
| NOK/USD 06/17/2020 CITI | -0.01% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.01% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.01% |
| 0.90 R ISWP FWD AUDBB6M P 06/17/2025 | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -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% |
| 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% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 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% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 0.80 R ISWP FWD US0003M P 06/17/2030 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 05/20/2020 HSBCB | -0.01% |
| 0.90 R ISWP FWD NFIX3MID P 06/17/2025 | -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% |
| AUD/USD 07/15/2020 UBS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| OPTN FN30 3.0 06/04/20 PUT 105.40625 JPMC | -0.01% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.02% |
| EUR/USD 06/17/2020 RBSF | -0.02% |
| JPY/USD 05/20/2020 JPMCB | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.02% |
| CAD/USD 07/15/2020 BANKAM | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| NOK/USD 06/17/2020 RBSF | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.02% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.02% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.02% |
| 0.801 R ISWP FWD GBL6M P 12/18/2029 | -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% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| JPY/USD 05/20/2020 BCAP-FX | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.02% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -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% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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% |
| EUR/USD 06/17/2020 BCAP-FX | -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% |
| JPY/USD 05/20/2020 GSFX | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.02% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -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% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -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% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| 1.20 R ISWP FWD NOKOIB6M P 06/17/2025 | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| NOK/USD 06/17/2020 HSBCB | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% |
| 1.134 R ISWP CDOR03 P 03/11/2050 | -0.03% |
| CPURNSA P 0.95 R 03/18/30 | -0.03% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.03% |
| CPURNSA R 1.703 P 11/29/24 | -0.03% |
| NOK/USD 06/17/2020 CSI-FX | -0.03% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.03% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.03% |
| CPTFEMU R 1.4 P 07/15/27 | -0.03% |
| CPURNSA R 1.7625 P 12/10/24 | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| EUR/USD 06/17/2020 UBS | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.04% |
| OPTN FN30 3.5 05/06/20 PUT 106.15625 JPMC | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| AUD/USD 07/15/2020 SSBT | -0.04% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.04% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.04% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.04% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.04% |
| 2.715 R ISWP US0003M P 03/02/2030 | -0.04% |
| 2.7225 R ISWP US0003M P 02/20/2030 | -0.04% |
| CPURNSA P 1.165 R 03/11/30 | -0.04% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| 1.8075 R ISWP FWD NOKOIB3M P 01/25/2022 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| JPY/USD 05/20/2020 UBS | -0.05% |
| NOK/USD 06/17/2020 SSBT | -0.05% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.05% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.05% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.06% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.06% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.06% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.06% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.06% |
| CPURNSA R 1.71 P 11/21/24 | -0.06% |
| 1.632 R ISWP US0003M P 12/17/2024 | -0.06% |
| 1.6445 R ISWP US0003M P 12/13/2024 | -0.06% |
| 1.6815 R ISWP US0003M P 12/18/2024 | -0.06% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.07% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.07% |
| NOK/USD 06/17/2020 JPMCB | -0.07% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.08% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.08% |
| CPTFEMU R 1.4275 P 08/15/27 | -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 | -0.09% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.10% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.10% |
| NOK/USD 06/17/2020 GSFX | -0.10% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.11% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.12% |
| EUR/USD 06/17/2020 JPMCB | -0.12% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.13% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.13% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.14% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.14% |
| UKRPI R 3.4425 P 07/15/49 | -0.14% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.14% |
| 0.85 R ISWP FWD US0003M P 06/17/2030 | -0.14% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.14% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.15% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.15% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.19% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.19% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.20% |
| 0.65 R ISWP FWD US0003M P 06/17/2025 | -0.24% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.28% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.30% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.30% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.33% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.33% |
| EURO-SCHATZ FUT JUN20 DUM0 | -0.36% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.38% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.39% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.55% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2050 | -0.91% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2050 | -3.58% |
| JPN 10Y BOND(OSE) JUN20 JBM0 | -4.22% |
| US 2YR NOTE (CBT) JUN20 TUM0 | -18.76% |
| FNMA FN30 TBA UMBS 02.5000 04/01/2050 | 19.79% |
|---|---|
| US 2YR NOTE (CBT) JUN20 TUM0 | 4.21% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 2.71% |
| US 10YR NOTE (CBT)JUN20 TYM0 | 2.41% |
| FNMA FN30 TBA UMBS 04.0000 04/01/2050 | 2.32% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.27% |
| US ULTRA BOND CBT JUN20 WNM0 | 1.93% |
| JAPAN (10 YEAR ISSUE) 01.0000 09/20/2021 | 1.92% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.91% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.58% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.56% |
| US 5YR NOTE (CBT) JUN20 FVM0 | 1.52% |
| US LONG BOND(CBT) JUN20 USM0 | 1.32% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.32% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.32% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.32% |
| EURO-BUND FUTURE JUN20 RXM0 | 1.24% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.10% |
| US 10YR ULTRA FUT JUN20 UXYM0 | 1.08% |
| GNMA GII30 TBA 04.0000 04/01/2050 | 0.92% |
| GNMA GII30 TBA 04.5000 04/01/2050 | 0.92% |
| GNMA GII30 TBA 03.0000 04/01/2050 | 0.92% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.84% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.82% |
| TREASURY BILL 00.0000 04/02/2020 | 0.77% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.76% |
| COMCAST CORP 03.4500 02/01/2050 | 0.72% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.71% |
| JAPAN (10 YEAR ISSUE) 00.1000 03/20/2027 | 0.70% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.68% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.67% |
| LONG GILT FUTURE JUN20 G M0 | 0.66% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.63% |
| DBUBS 2011-LC3A D P/P 144A 05.3348 08/10/2044 | 0.59% |
| BUONI POLIENNALI DEL TES 06.5000 11/01/2027 | 0.56% |
| BUONI POLIENNALI DEL TES 02.5000 12/01/2024 | 0.54% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.54% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.54% |
| ONTARIO (PROVINCE OF) 03.1500 06/02/2022 | 0.52% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.51% |
| EURO BUXL 30Y BND JUN20 UBM0 | 0.50% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.49% |
| CAS 2020-R01 1M2 02.9966 01/25/2040 | 0.49% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.48% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.48% |
| SAIL 2004-10 A10 01.8466 11/25/2034 | 0.48% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.47% |
| BUONI POLIENNALI DEL TES 00.3500 11/01/2021 | 0.47% |
| SPST 2019-7 A 01.6285 09/24/2020 | 0.47% |
| GNMA GII30 TBA 03.5000 04/01/2050 | 0.46% |
| JPMCC 2012-C6 E P/P 144A 05.1571 05/15/2045 | 0.46% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2050 | 0.46% |
| EURO-BOBL FUTURE JUN20 OEM0 | 0.45% |
| JPMCC 2012-C8 D P/P 144A 04.6748 10/15/2045 | 0.44% |
| SPST 2019-3 A 01.6285 06/24/2020 | 0.43% |
| MRAIT 2020-2 A 02.7311 10/22/2020 | 0.43% |
| CFCRE 2011-C2 E P/P 144A 05.7436 12/15/2047 | 0.42% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.42% |
| VERIZON COMM 04.3290 09/21/2028 | 0.42% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.41% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.40% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.38% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.37% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.35% |
| MWST 2018-W1 A 01.7966 11/25/2051 | 0.35% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.34% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.34% |
| STACR 2016-DNA3 M3 05.9466 12/25/2028 | 0.34% |
| CAS 2015-C04 2M2 06.4966 04/25/2028 | 0.34% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.33% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.33% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.33% |
| CAS 2016-C02 1M2 06.9466 09/25/2028 | 0.33% |
| CSAIL 2015-C1 C 04.2705 04/15/2050 | 0.33% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.33% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 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% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.31% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.31% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.31% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.31% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.31% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.30% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.30% |
| JPMBB 2014-C19 C 04.6785 04/15/2047 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.5000 11/13/2023 | 0.30% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.30% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.30% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.30% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.29% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.29% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.29% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.29% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.28% |
| FISERV INC 04.2000 10/01/2028 | 0.28% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.28% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.28% |
| REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 | 0.27% |
| MSBAM 2012-C5 E P/P 144A 04.6770 08/15/2045 | 0.27% |
| COMM 2014-CR17 C 04.7840 05/10/2047 | 0.27% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.27% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.26% |
| CANADIAN GOVERNMENT 00.5000 03/01/2022 | 0.26% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.26% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.26% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.26% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| MEX BONOS DESARR FIX RT 10.0000 12/05/2024 | 0.26% |
| MSBAM 2014-C17 C 04.4986 08/15/2047 | 0.26% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.25% |
| WFRBS 2011-C2 D P/P 144A 05.6626 02/15/2044 | 0.25% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.25% |
| SWITZERLAND REGS 02.0000 05/25/2022 | 0.25% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.25% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.25% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.25% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.24% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.24% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.24% |
| TREASURY BILL 00.0000 09/03/2020 | 0.24% |
| OMNICOM GROUP INC. 02.4500 04/30/2030 | 0.24% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.24% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.24% |
| CSMC 2016-NXSR C 04.3591 12/15/2049 | 0.23% |
| SPST 2020-2 A 01.7549 03/26/2021 | 0.23% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.23% |
| IRISH TSY 5.4 2025 05.4000 03/13/2025 | 0.23% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.23% |
| TREASURY BILL 00.0000 04/07/2020 | 0.23% |
| CAN 10YR BOND FUT JUN20 CNM0 | 0.23% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.23% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.23% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.22% |
| MCAS 2019-01 M7 P/P 144A 02.6466 10/15/2049 | 0.22% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.22% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.22% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.22% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.22% |
| TREASURY BILL 00.0000 04/28/2020 | 0.22% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.22% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.22% |
| TREASURY BILL 00.0000 05/21/2020 | 0.22% |
| POLAND GOVERNMENT BOND PLN 02.5000 01/25/2023 | 0.22% |
| TREASURY BILL 00.0000 06/18/2020 | 0.21% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.21% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.21% |
| COMM 2013-CR11 C P/P 144A 05.1239 08/10/2050 | 0.21% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.21% |
| TREASURY BILL 00.0000 06/11/2020 | 0.21% |
| WEC ENERGY GROUP INC 03.8043 05/15/2067 | 0.21% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.20% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.20% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.20% |
| WAMU 2005-AR12 1A8 03.8631 10/25/2035 | 0.20% |
| TREASURY BILL 00.0000 05/05/2020 | 0.20% |
| ZOETIS INC 03.9000 08/20/2028 | 0.19% |
| EQUINIX INC 03.2000 11/18/2029 | 0.19% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.19% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| AT&T INC 04.3000 02/15/2030 | 0.19% |
| JPMBB 2013-C17 D P/P 144A 04.8919 01/15/2047 | 0.19% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.19% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.19% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.19% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.19% |
| BMIR 2018-2A M1B P/P 144A 02.2966 08/25/2028 | 0.18% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.18% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.18% |
| AT&T INC 04.1000 02/15/2028 | 0.18% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.18% |
| GNR 2015-H09 AI IO 02.3157 04/20/2065 | 0.18% |
| GSMS 2010-C1 D P/P 144A 05.9805 08/10/2043 | 0.18% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.18% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.18% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.18% |
| CAS 2017-C07 1EB2 01.9466 05/25/2030 | 0.18% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.18% |
| FHMS K087 X1 IO 00.3626 12/25/2028 | 0.18% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.18% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.17% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.17% |
| AON PLC USD 04.2500 12/12/2042 | 0.17% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.17% |
| TREASURY BILL 00.0000 05/07/2020 | 0.17% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.16% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.16% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.16% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.16% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.16% |
| CAD/USD 04/15/2020 BANKAM | 0.16% |
| CAS 2017-C02 2ED3 02.2966 09/25/2029 | 0.16% |
| STACR 2014-DN4 M3 05.4966 10/25/2024 | 0.16% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.16% |
| GNR 2017-H11 NI IO 02.1667 05/20/2067 | 0.16% |
| GNR 2017-H04 BI IO 02.4664 02/20/2067 | 0.16% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.16% |
| GNR 2016-H23 NI IO 02.5101 10/20/2066 | 0.16% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.16% |
| COMM 2012-CR2 D P/P 144A 04.8312 08/15/2045 | 0.16% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.16% |
| COMM 2015-LC19 C 04.2409 02/10/2048 | 0.16% |
| FHMS K104 XAM 01.3839 02/25/2052 | 0.16% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.16% |
| CAS 2016-C03 1M2 06.2466 10/25/2028 | 0.16% |
| EMIR 2018-1 M1 02.6466 11/25/2028 | 0.16% |
| GNR 2017-H02 BI IO 02.4659 01/20/2067 | 0.16% |
| WAMU 2005-AR9 A1C3 01.9066 07/25/2045 | 0.16% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.15% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.15% |
| CWALT 2006-OA10 4A1 01.1366 08/25/2046 | 0.15% |
| OPTN FN30 3.0 04/08/20 CALL 103.0 JPMC | 0.15% |
| CWALT 2006-OA7 1A2 02.9059 06/25/2046 | 0.15% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.15% |
| VERIZON COMM 04.6720 03/15/2055 | 0.15% |
| BONOS Y OBLIG DEL ESTADO 00.7500 07/30/2021 | 0.15% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.14% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.14% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.14% |
| GNR 2015-H03 DI IO 01.6833 01/20/2065 | 0.14% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.14% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.14% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.14% |
| OSAT 2020-RPL1 A1 P/P 144A 03.1990 12/26/2059 | 0.14% |
| GNR 2020-32 GS IO 05.3950 03/20/2050 | 0.14% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.14% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.14% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.14% |
| COMM 2015-LC21 XA IO 00.7534 07/10/2048 | 0.14% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.14% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.14% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.13% |
| MWST 2019-1 A 01.7466 06/25/2052 | 0.13% |
| COMCAST CORP 03.9990 11/01/2049 | 0.13% |
| COMM 2014-CR18 C 04.7252 07/15/2047 | 0.13% |
| COMM 2014-UBS6 XA IO 00.8918 12/10/2047 | 0.13% |
| HCA INC 05.5000 06/15/2047 | 0.13% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.13% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.13% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.13% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% |
| JPMBB 2014-C22 XA IO 00.8351 09/15/2047 | 0.13% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.13% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.13% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.13% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.13% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.13% |
| OPTN FN30 3.5 04/08/20 CALL 104.03125 JPMC | 0.13% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.13% |
| WAMU 2005-AR2 2A1B 01.3166 01/25/2045 | 0.13% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.13% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.12% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.12% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.12% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.12% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.12% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.12% |
| AMGEN INC 04.6630 06/15/2051 | 0.12% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.12% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.12% |
| GNR 2016-H07 HI IO 01.5461 02/20/2066 | 0.12% |
| GNR 2016-H16 EI IO 02.4028 06/20/2066 | 0.12% |
| WFCM 2013-LC12 C 04.2825 07/15/2046 | 0.12% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.12% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.12% |
| GNR 2016-H13 EI IO 01.9462 04/20/2066 | 0.12% |
| GSMS 2011-GC3 D P/P 144A 05.6366 03/10/2044 | 0.12% |
| TREASURY BILL 00.0000 05/14/2020 | 0.12% |
| AUD/USD 04/15/2020 SSBT | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.12% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.12% |
| UBSCM 2012-C1 C P/P 144A 05.5725 05/10/2045 | 0.12% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.12% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.12% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.12% |
| MSBAM 2014-C15 A4 04.0510 04/15/2047 | 0.12% |
| MSBAM 2014-C18 C 04.5175 10/15/2047 | 0.12% |
| BUONI POLIENNALI DEL P/P REGS 04.0000 02/01/2037 | 0.12% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.12% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.11% |
| CMLTI 2005-2 1A2A 04.2979 05/25/2035 | 0.11% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.11% |
| FNR 2012-116 SA IO 06.2534 10/25/2042 | 0.11% |
| BSCMS 2006-PW11 B P/P 144A 05.7487 03/11/2039 | 0.11% |
| CCMFC 2006-4A A2 01.1266 11/25/2047 | 0.11% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.11% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.11% |
| MSBAM 2013-C9 D P/P 144A 04.1217 05/15/2046 | 0.11% |
| STACR 2014-HQ3 M3 05.6966 10/25/2024 | 0.11% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.11% |
| SAMI 2007-AR7 1A1 01.7966 05/25/2047 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.11% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.11% |
| JPMBB 2013-C12 XA IO 00.4845 07/15/2045 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.11% |
| GSMS 2013-GC10 XA IO 01.4987 02/10/2046 | 0.11% |
| MSBAM 2012-C6 D P/P 144A 04.6075 11/15/2045 | 0.11% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.11% |
| FHMS K098 X1 IO 01.2705 08/25/2029 | 0.11% |
| JPMCC 2013-C16 XA IO 00.9329 12/15/2046 | 0.11% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.10% |
| VMWARE INC 03.9000 08/21/2027 | 0.10% |
| AES CORP/THE 05.1250 09/01/2027 | 0.10% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.10% |
| REPUBLIC OF AUSTRIA P/P REGS 03.6500 04/20/2022 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.10% |
| WFRBS 2012-C10 D P/P 144A 04.4295 12/15/2045 | 0.10% |
| CGCMT 2013-GC17 C 05.1102 11/10/2046 | 0.10% |
| GNR 2014-H12 BI IO 01.6324 05/20/2064 | 0.10% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.10% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.10% |
| STACR 2014-HQ2 M3 04.6966 09/25/2024 | 0.10% |
| WAMU 2005-AR13 A1C3 01.4366 10/25/2045 | 0.10% |
| CAS 2015-C01 1M2 05.2466 02/25/2025 | 0.10% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.10% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.10% |
| WAMU 2005-AR1 A1B 01.7266 01/25/2045 | 0.10% |
| WFRBS 2013-C14 XA IO 00.7305 06/15/2046 | 0.10% |
| JPMBB 2014-C22 C 04.5543 09/15/2047 | 0.10% |
| TREASURY BILL 00.0000 04/09/2020 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0547 12/15/2050 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.10% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.09% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.09% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.09% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.09% |
| GNR 2015-H26 DI IO 01.9465 10/20/2065 | 0.09% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.09% |
| SAMI 2007-AR1 2A1 01.1266 01/25/2037 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| BMIR 2019-4A M1C P/P 144A 03.4466 10/25/2029 | 0.09% |
| FNR 2012-103 LS IO 05.0534 09/25/2042 | 0.09% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.09% |
| GNR 2014-H21 AI IO 01.7106 10/20/2064 | 0.09% |
| NEW ZEALAND GOVERNMENT REGS 02.7500 04/15/2025 | 0.09% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.09% |
| JPMCC 2010-C2 C P/P 144A 05.6356 11/15/2043 | 0.09% |
| JPMCC 2012-LC9 D P/P 144A 04.4181 12/15/2047 | 0.09% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.09% |
| GNMA GII30 BD1730 03.5000 01/20/2048 | 0.09% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.09% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.09% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.09% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.09% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| MSBAM 2014-C14 C 04.9544 02/15/2047 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.09% |
| CPTFEMU P 1.71 R 07/15/37 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| GNR 2016-H20 NI IO 02.5652 09/20/2066 | 0.08% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.08% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| CAS 2015-C04 1M2 06.6466 04/25/2028 | 0.08% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.08% |
| NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 | 0.08% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.08% |
| CWALT 2006-24CB A13 01.2966 08/25/2036 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.08% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.08% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.08% |
| CAS 2017-C01 1EB1 02.1966 07/25/2029 | 0.08% |
| AHM 2007-1 GA1C 01.8168 05/25/2047 | 0.07% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.07% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.07% |
| GNR 2015-H26 EI IO 01.7903 10/20/2065 | 0.07% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% |
| RAMC 2003-4 A1 01.4666 03/25/2034 | 0.07% |
| GNR 2017-H19 MI IO 02.0528 04/20/2067 | 0.07% |
| MSC 2011-C3 D P/P 144A 05.2448 07/15/2049 | 0.07% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.07% |
| BUMT 2005-1 1A1 01.5466 09/25/2045 | 0.07% |
| GNR 2016-77 SL IO 05.3771 03/20/2043 | 0.07% |
| GNR 2016-H01 AI IO 01.6686 01/20/2066 | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| CWALT 2006-OA19 A1 00.9529 02/20/2047 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.07% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.07% |
| GBP/USD 06/17/2020 JPMCB | 0.07% |
| GNR 2010-171 SB IO 05.7454 12/16/2040 | 0.07% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.07% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.07% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.07% |
| GNR 2015-H25 AI IO 01.6747 09/20/2065 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| MSRR 2015-R4 CB1 02.4514 08/26/2047 | 0.07% |
| WAMU 2005-AR10 1A3 04.1209 09/25/2035 | 0.07% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.07% |
| WFRBS 2011-C4 E P/P 144A 05.2215 06/15/2044 | 0.07% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.07% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.07% |
| ZAR/USD 04/15/2020 GSFX | 0.07% |
| CARR 2006-NC2 A4 01.1866 06/25/2036 | 0.06% |
| CWALT 2006-OA10 1A1 02.9259 08/25/2046 | 0.06% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.06% |
| GNR 2016-19 PI IO 04.0000 02/20/2046 | 0.06% |
| JPMBB 2015-C33 XA IO 00.9196 12/15/2048 | 0.06% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.06% |
| CAD/USD 04/15/2020 SSBT | 0.06% |
| UKRPI P 3.665 R 12/15/28 | 0.06% |
| WFMBS 2006-AR5 1A1 04.2084 04/25/2036 | 0.06% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.06% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.06% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.06% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.06% |
| GNR 2016-H25 GI IO 01.5587 11/20/2066 | 0.06% |
| HMIR 2018-1 M1 P/P 144A 02.5466 10/25/2028 | 0.06% |
| WFCM 2016-LC25 XA IO 00.9846 12/15/2059 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| MXN/USD 04/15/2020 BANKAM | 0.06% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% |
| MLMI 2005-A2 A2 03.7323 02/25/2035 | 0.06% |
| FISERV INC 03.5000 07/01/2029 | 0.05% |
| NRZT 2018-4A A1M 01.8466 01/25/2048 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.05% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.05% |
| GBP/USD 06/17/2020 UBS | 0.05% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.05% |
| EUR/USD 06/17/2020 HSBCB | 0.05% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.05% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5358 12/15/2045 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.05% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.05% |
| CGCMT 2014-GC19 D P/P 144A 05.0921 03/10/2047 | 0.05% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.05% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.05% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.05% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.05% |
| CAS 2016-C01 1M2 07.6966 08/25/2028 | 0.05% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.05% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.05% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.04% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.04% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.04% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.04% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.04% |
| 2.001 R ISWP FWD CDOR03 P 12/18/2049 | 0.04% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.04% |
| SEK/USD 06/17/2020 JPMCB | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.04% |
| CAS 2015-C02 1M2 04.9466 05/25/2025 | 0.04% |
| COMM 2014-UBS6 C 04.4472 12/10/2047 | 0.04% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.04% |
| 1.1175 R ISWP FWD US0003M P 03/27/2030 | 0.04% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | 0.04% |
| CAS 2016-C03 2M2 06.8466 10/25/2028 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| STACR 2015-HQ2 M2 02.8966 05/25/2025 | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.04% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 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% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% |
| FHR 4076 MS IO 05.9954 07/15/2040 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.04% |
| COMCAST CORP 06.5000 11/15/2035 | 0.04% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.04% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6199 12/10/2045 | 0.04% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.03% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.03% |
| SEK/USD 06/17/2020 SSBT | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.03% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| AT&T INC. 03.8000 02/15/2027 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.03% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.03% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.03% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.03% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.03% |
| CAS 2018-C05 1M2 03.2966 01/25/2031 | 0.03% |
| CAS 2019-HRP1 M2 03.0966 11/25/2039 | 0.03% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.03% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.03% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.03% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| 1.39 R ISWP NFIX3MID P 12/17/2024 | 0.03% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.03% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.03% |
| 1.20 R ISWP FWD AUDBB6M P 06/17/2030 | 0.03% |
| 1.36 R ISWP NFIX3MID P 12/18/2024 | 0.03% |
| 1.3625 R ISWP NFIX3MID P 12/13/2024 | 0.03% |
| BMIR 2017-1 M1 P/P 144A 02.6466 10/25/2027 | 0.03% |
| CAS 2019-R01 2M2 03.3966 07/25/2031 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.03% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.03% |
| NOK/USD 06/17/2020 BCAP-FX | 0.03% |
| UKRPI P 3.34 R 03/15/28 | 0.03% |
| UKRPI P 3.385 R 11/15/24 | 0.03% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.02% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.02% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.02% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| USD/JPY PUT 108.00 20200622 BANKAM | 0.02% |
| USD/JPY PUT 108.00 20200622 CITI | 0.02% |
| USD/JPY PUT 108.00 20200622 GSFX | 0.02% |
| 1.07 R ISWP FWD US0003M P 04/02/2030 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| OPTN FN30 4.0 04/08/20 CALL 105.625 JPMC | 0.02% |
| STACR 2019-DNA1 M2 03.5966 01/25/2049 | 0.02% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.02% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.02% |
| FHR 3065 DC 17.7461 03/15/2035 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| 0.051 R ISWP FWD EUR006M P 12/18/2029 | 0.02% |
| 1.851 R ISWP FWD CDOR03 P 12/18/2029 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| NZD/USD 04/15/2020 GSFX | 0.02% |
| SWPTN 6MX30Y P 1.042 USD 09/23/2020 JP | 0.02% |
| TREASURY BILL 00.0000 09/10/2020 | 0.02% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.02% |
| CAD/USD 04/15/2020 HSBCB | 0.02% |
| CPURNSA P 1.165 R 03/11/30 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.02% |
| CAS 2015-C03 2M2 05.9466 07/25/2025 | 0.02% |
| FNR 2010-46 SB IO 05.5034 05/25/2040 | 0.02% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.02% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.02% |
| CAS 2019-R02 1M2 03.2466 08/25/2031 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 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 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| FNR 2007-53 SP 20.7290 06/25/2037 | 0.02% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SEK/USD 06/17/2020 HSBCB | 0.02% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% |
| FNR 2006-8 HP 21.0957 03/25/2036 | 0.02% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| NZD/USD 04/15/2020 CITI | 0.02% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.02% |
| SEK/USD 06/17/2020 BANKAM | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.02% |
| AUD/USD 04/15/2020 UBS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.02% |
| 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.01% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | 0.01% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| PLN/USD 06/17/2020 BCAP-FX | 0.01% |
| SEK/USD 06/17/2020 GSFX | 0.01% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | 0.01% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% |
| UKRPI P 3.381 R 11/15/24 | 0.01% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.01% |
| AUD/USD 04/15/2020 GSFX | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 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% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| SEK/USD 06/17/2020 TDBK | 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% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| 0.401 R ISWP FWD EUR006M P 12/18/2049 | 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% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 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% |
| FHR 3249 PS 19.9497 12/15/2036 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.01% |
| 1.801 R ISWP FWD CDOR03 P 12/18/2024 | 0.01% |
| AUD/USD 04/15/2020 CITI | 0.01% |
| AUD/USD 04/15/2020 HSBCB | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNR 2005-75 GS 17.4101 08/25/2035 | 0.01% |
| GBP/USD 06/17/2020 BCAP-FX | 0.01% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| CAD/USD 04/15/2020 JPMCB | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| FHR 2990 LB 15.1447 06/15/2034 | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | 0.01% |
| CAD/USD 04/15/2020 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 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.01% |
| EUR/USD 06/17/2020 BANKAM | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SEK/USD 06/17/2020 BCAP-FX | 0.01% |
| SGD/USD 05/20/2020 JPMCB | 0.01% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| USD/CHF PUT 0.94 20200605 GSFX | 0.01% |
| USD/JPY PUT 106.00 20200416 BANKAM | 0.01% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | 0.01% |
| CAD/USD 04/15/2020 BCAP-FX | 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 MS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| FHR 3408 EK 22.9578 04/15/2037 | 0.01% |
| JPY/USD 05/20/2020 CITI | 0.01% |
| NZD/USD 04/15/2020 HSBCB | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| TREASURY BILL 00.0000 06/04/2020 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AUD/USD 04/15/2020 BCAP-FX | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.01% |
| CAD/USD 04/15/2020 TDBK | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 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% |
| CPURNSA R 0.41 P 03/18/25 | 0.01% |
| SEK/USD 06/17/2020 CITI | 0.01% |
| SWPTN 3MX10Y P 0.01 EUR 04/30/2020 MS | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.00% |
| 0.10 R ISWP FWD SES3M P 06/17/2025 | 0.00% |
| 0.2475 R ISWP FWD SES3M P 01/25/2022 | 0.00% |
| 0.40 R ISWP FWD SONIA P 06/17/2030 | 0.00% |
| 1.001 R ISWP FWD AUDBB6M P 12/18/2024 | 0.00% |
| 1.195 R ISWP NOKOIB6M P 03/19/2030 | 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 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 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.00% |
| GBP/USD 06/17/2020 CSI-FX | 0.00% |
| GBP/USD 06/17/2020 TDBK | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| NZD/USD 04/15/2020 JPMCB | 0.00% |
| SEK/USD 06/17/2020 CSI-FX | 0.00% |
| SEK/USD 06/17/2020 RBSF | 0.00% |
| STACR 2019-HQA1 M2 03.2966 02/25/2049 | 0.00% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.00% |
| 1.10 R ISWP FWD NFIX3MID P 06/17/2030 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| AUD/USD 04/15/2020 WPAC | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.7487 03/11/2039 | 0.00% |
| CAD/USD 04/15/2020 UBS | 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% |
| GBP/USD 06/17/2020 SSBT | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| SEK/USD 06/17/2020 UBS | 0.00% |
| STACR 2018-HQA2 M2 03.2466 10/25/2048 | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| 0.2275 R ISWP FWD SES3M P 01/28/2022 | 0.00% |
| 0.286 R ISWP SES3M P 03/03/2030 | 0.00% |
| 0.3125 R ISWP SES3M P 03/02/2030 | 0.00% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.00% |
| AUD/USD 04/15/2020 TDBK | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 00.6522 12/12/2043 | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6845 09/15/2039 | 0.00% |
| NZD/USD 04/15/2020 CSI-FX | 0.00% |
| STACR 2019-DNA2 M2 03.3966 03/25/2049 | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| USD/CHF PUT 0.91 20200605 CITI | 0.00% |
| 0.24 R ISWP FWD SES3M P 01/21/2022 | 0.00% |
| 0.30 R ISWP FWD SONIA P 06/17/2025 | 0.00% |
| 1.30 R ISWP FWD NOKOIB6M P 06/17/2030 | 0.00% |
| 1.301 R ISWP FWD AUDBB6M P 12/18/2029 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.00% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| SWPTN 8WX10Y P 1.12625 USD 04/27/2020 TD | 0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.00% |
| 0.4921 R ISWP US0003M P 04/01/2022 | 0.00% |
| 0.495 R ISWP US0003M P 04/01/2022 | 0.00% |
| 0.6725 R ISWP US0003M P 03/25/2030 | 0.00% |
| 0.73705 R ISWP US0003M P 03/27/2030 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.2832 12/11/2038 | 0.00% |
| CHF/USD 06/17/2020 BCAP-FX | 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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.00% |
| DKK/USD 06/17/2020 CITI | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| GNR 2013-90 HI IO 03.5000 04/20/2040 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| MARM 2004-13 3A7 04.6839 11/21/2034 | 0.00% |
| NZD/USD 07/15/2020 HSBCB | 0.00% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.00% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 11MX10Y R 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 1MX10Y P 0.895 USD 04/20/2020 UB | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 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% |
| 0.25 R ISWP FWD SES3M P 06/17/2030 | 0.00% |
| 0.70 R ISWP FWD US0003M P 06/17/2025 | 0.00% |
| 0.71439 R ISWP US0003M P 03/27/2030 | 0.00% |
| 0.7178 R ISWP US0003M P 03/27/2030 | 0.00% |
| 0.90 R ISWP FWD AUDBB6M P 06/17/2025 | 0.00% |
| 0.90 R ISWP FWD CDOR03 P 06/17/2025 | 0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | 0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 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 07/15/2020 CSI-FX | 0.00% |
| AUD/USD 07/15/2020 HSBCB | 0.00% |
| CAD/USD 04/15/2020 WPAC | 0.00% |
| CAD/USD 07/15/2020 CSI-FX | 0.00% |
| CAD/USD 07/15/2020 HSBCB | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5026 10/15/2049 | 0.00% |
| CHF/USD 06/17/2020 HSBCB | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.1712 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 00.5384 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0089 01/15/2049 | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| GBP/USD 06/17/2020 HSBCB | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.0029 12/10/2049 | 0.00% |
| HKD/USD 05/20/2020 GSFX | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2897 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.0305 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1419 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1419 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 05.3947 12/15/2049 | 0.00% |
| OPTN FN30 3.0 04/08/20 PUT 103.0 JPMC | 0.00% |
| OPTN FN30 3.5 04/08/20 PUT 104.03125 JPMC | 0.00% |
| OPTN FN30 4.0 04/08/20 PUT 105.625 JPMC | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 0.445 EUR 03/27/2030 GS | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.445 EUR 03/27/2030 GS | 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 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 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX10Y P 1.529 USD 04/30/2020 MS | 0.00% |
| SWPTN 3MX30Y P 1.719 USD 04/30/2020 MS | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 5WX10Y P 1.123 USD 03/31/2020 GS | 0.00% |
| SWPTN 5WX2Y P 0.956 USD 03/31/2020 GS | 0.00% |
| SWPTN 6WX30Y P 1.465 USD 04/08/2020 BA | 0.00% |
| SWPTN 6WX5Y P 1.17 USD 04/08/2020 BA | 0.00% |
| SWPTN 8WX2Y P 0.92 USD 04/27/2020 TD | 0.00% |
| CHF/USD 06/17/2020 SSBT | -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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| HKD/USD 05/20/2020 BANKAM | -0.00% |
| HKD/USD 05/20/2020 HSBCB | -0.00% |
| HKD/USD 05/20/2020 SSBT | -0.00% |
| HKD/USD 05/20/2020 UBS | -0.00% |
| ILS/USD 04/16/2020 SSBT | -0.00% |
| JPY/USD 05/20/2020 BANKAM | -0.00% |
| NZD/USD 04/15/2020 TDBK | -0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | -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 10YX10Y R 0.925 USD 03/26/2030 BA | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 0.06 R ISWP SES3M P 03/03/2022 | -0.00% |
| 0.07 R ISWP SES3M P 03/02/2022 | -0.00% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| 0.4825 R ISWP US0003M P 04/01/2025 | -0.00% |
| 0.717 R ISWP US0003M P 03/20/2025 | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CNH/USD 05/20/2020 GSFX | -0.00% |
| EUR/USD 06/17/2020 WPAC | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -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% |
| 1.00 R ISWP FWD CDOR03 P 06/17/2030 | -0.00% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| CHF/USD 06/17/2020 CITI | -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% |
| GBP/USD 06/17/2020 RBSF | -0.00% |
| JPY/USD 05/20/2020 WPAC | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 3MX30Y P 0.4285 EUR 04/30/2020 MS | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| USD/JPY PUT 103.00 20200416 BANKAM | -0.00% |
| -0.60 R ISWP FWD CHL6M P 06/17/2025 | -0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | -0.00% |
| 0.655 R ISWP US0003M P 03/31/2030 | -0.00% |
| 0.745 R ISWP US0003M P 03/17/2025 | -0.00% |
| AUD/USD 04/15/2020 RBSF | -0.00% |
| CAD/USD 04/15/2020 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.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 06/17/2020 CITI | -0.00% |
| JPY/USD 05/20/2020 SSBT | -0.00% |
| NOK/USD 06/17/2020 TDBK | -0.00% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.00% |
| SWPTN 1MX10Y R 0.895 USD 04/20/2020 UB | -0.00% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| TWD/USD 05/20/2020 BANKAM | -0.00% |
| CHF/USD 06/17/2020 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/USD 06/17/2020 CSI-FX | -0.00% |
| EUR/USD 06/17/2020 GSFX | -0.00% |
| EUR/USD 06/17/2020 TDBK | -0.00% |
| GBP/USD 06/17/2020 GSFX | -0.00% |
| HUF/USD 06/17/2020 SSBT | -0.00% |
| RUB/USD 06/17/2020 GSFX | -0.00% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.00% |
| SWPTN 1MX10Y R 0.7275 USD 04/20/2020 UB | -0.00% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| THB/USD 05/20/2020 CITI | -0.00% |
| -0.401 R ISWP FWD EUR006M P 12/18/2021 | -0.01% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.01% |
| CHF/USD 06/17/2020 GSFX | -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-.7 2047-01-17 300.0 01/17/2047 JP | -0.01% |
| NOK/USD 06/17/2020 BANKAM | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| -0.30 R ISWP FWD CHL6M P 06/17/2030 | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| 0.90 R ISWP FWD NFIX3MID P 06/17/2025 | -0.01% |
| CLP/USD 04/15/2020 CITI | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -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% |
| USD/CHF PUT 0.91 20200605 GSFX | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CZK/USD 06/17/2020 BANKAM | -0.01% |
| KRW/USD 05/20/2020 JPMCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.01% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.01% |
| -0.351 R ISWP FWD EUR006M P 12/18/2024 | -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.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CNH/USD 05/20/2020 HSBCB | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| NOK/USD 06/17/2020 CITI | -0.01% |
| NZD/USD 04/15/2020 RBSF | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.01% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.01% |
| 0.747 R ISWP US0003M P 03/19/2025 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| 1.6875 R ISWP CDOR03 P 10/09/2029 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| NZD/USD 04/15/2020 BANKAM | -0.01% |
| NZD/USD 04/15/2020 BCAP-FX | -0.01% |
| NZD/USD 04/15/2020 WPAC | -0.01% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | -0.01% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.01% |
| 0.609 R ISWP US0003M P 03/26/2025 | -0.01% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.01% |
| 0.80 R ISWP FWD US0003M P 06/17/2030 | -0.01% |
| 0.801 R ISWP FWD GBL6M P 12/18/2029 | -0.01% |
| 0.876 R ISWP US0003M P 03/17/2030 | -0.01% |
| 0.8775 R ISWP US0003M P 03/17/2030 | -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 GS | -0.01% |
| CPURNSA P 0.95 R 03/18/30 | -0.01% |
| EUR/USD 06/17/2020 RBSF | -0.01% |
| NOK/USD 06/17/2020 RBSF | -0.01% |
| RUB/USD 06/17/2020 BANKAM | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| SWPTN 6MX30Y R 0.442 USD 09/23/2020 JP | -0.01% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.01% |
| AUD/USD 04/15/2020 BANKAM | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -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% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.01% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | -0.01% |
| 1.744 R ISWP US0003M P 01/08/2030 | -0.01% |
| AUD/USD 04/15/2020 JPMCB | -0.01% |
| IDR/USD 05/20/2020 GSFX | -0.01% |
| -0.15 R ISWP FWD EUR006M P 06/17/2030 | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| 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 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 05/20/2020 HSBCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NZD/USD 04/15/2020 SSBT | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| USD/JPY PUT 105.00 20200622 BANKAM | -0.02% |
| USD/JPY PUT 105.00 20200622 CITI | -0.02% |
| USD/JPY PUT 105.00 20200622 GSFX | -0.02% |
| -0.30 R ISWP FWD EUR006M P 06/17/2025 | -0.02% |
| 0.7475 R ISWP FWD US0003M P 05/01/2050 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| EUR/USD 06/17/2020 SSBT | -0.02% |
| JPY/USD 05/20/2020 JPMCB | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.02% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.02% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.02% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.02% |
| 1.20 R ISWP FWD NOKOIB6M P 06/17/2025 | -0.02% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -0.02% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -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 BA | -0.02% |
| EUR/USD 06/17/2020 BCAP-FX | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| JPY/USD 05/20/2020 BCAP-FX | -0.02% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | -0.02% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| EUR/USD 06/17/2020 UBS | -0.02% |
| JPY/USD 05/20/2020 GSFX | -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 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.02% |
| NZD/USD 04/15/2020 UBS | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.02% |
| NOK/USD 06/17/2020 HSBCB | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| CAD/USD 04/15/2020 CITI | -0.02% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.03% |
| NOK/USD 06/17/2020 CSI-FX | -0.03% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.03% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.03% |
| CPURNSA R 0.77 P 03/11/25 | -0.03% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| 1.134 R ISWP CDOR03 P 03/11/2050 | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| 0.742 R ISWP US0003M P 03/23/2025 | -0.04% |
| 1.09 R ISWP FWD US0003M P 03/27/2030 | -0.04% |
| CPTFEMU R 1.4 P 07/15/27 | -0.04% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.04% |
| CPURNSA R 1.703 P 11/29/24 | -0.04% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.04% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.04% |
| 1.8075 R ISWP FWD NOKOIB3M P 01/25/2022 | -0.04% |
| CPURNSA R 1.7625 P 12/10/24 | -0.04% |
| 0.7525 R ISWP US0003M P 03/23/2025 | -0.04% |
| 2.715 R ISWP US0003M P 03/02/2030 | -0.04% |
| 2.7225 R ISWP US0003M P 02/20/2030 | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.04% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| JPY/USD 05/20/2020 UBS | -0.05% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.05% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.05% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.05% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.06% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.06% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.06% |
| NOK/USD 06/17/2020 SSBT | -0.06% |
| 1.632 R ISWP US0003M P 12/17/2024 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.06% |
| 1.6445 R ISWP US0003M P 12/13/2024 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 1.6815 R ISWP US0003M P 12/18/2024 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.06% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.06% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.07% |
| NOK/USD 06/17/2020 JPMCB | -0.07% |
| EUR/USD 06/17/2020 JPMCB | -0.07% |
| CPURNSA R 1.71 P 11/21/24 | -0.08% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.08% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.08% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.09% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.10% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.10% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.10% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.10% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.10% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.10% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.10% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.11% |
| NOK/USD 06/17/2020 GSFX | -0.11% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.12% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.12% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.13% |
| UKRPI R 3.4425 P 07/15/49 | -0.13% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.13% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | -0.14% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.15% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.15% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.18% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.18% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.21% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.27% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.28% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.30% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.31% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.33% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.33% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | -0.48% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.50% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.55% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.62% |
| FNMA FN30 TBA UMBS 04.5000 04/01/2050 | -0.93% |
| EURO-SCHATZ FUT JUN20 DUM0 | -1.66% |
| FNMA FN30 TBA UMBS 03.5000 04/01/2050 | -3.67% |
| JPN 10Y BOND(OSE) JUN20 JBM0 | -4.31% |
| US 2YR NOTE (CBT) JUN20 TUM0 | 3.86% |
|---|---|
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 2.51% |
| US 10YR NOTE (CBT)JUN20 TYM0 | 2.16% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.16% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2050 | 2.12% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.79% |
| JAPAN (10 YEAR ISSUE) 01.0000 09/20/2021 | 1.78% |
| US ULTRA BOND CBT JUN20 WNM0 | 1.67% |
| EUROPEAN INVESTMENT BANK GBP 05.6250 06/07/2032 | 1.52% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.49% |
| US 5YR NOTE (CBT) JUN20 FVM0 | 1.38% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.26% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2050 | 1.24% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.24% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.22% |
| EURO-BUND FUTURE MAR20 RXH0 | 1.18% |
| US LONG BOND(CBT) JUN20 USM0 | 1.16% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.05% |
| US 10YR ULTRA FUT JUN20 UXYM0 | 0.96% |
| GNMA GII30 TBA 04.5000 03/01/2050 | 0.84% |
| GNMA GII30 TBA 04.0000 03/01/2050 | 0.84% |
| GNMA GII30 TBA 03.0000 03/01/2050 | 0.83% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2050 | 0.83% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.79% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.76% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.74% |
| TREASURY BILL 00.0000 04/02/2020 | 0.72% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.71% |
| CAS 2020-R01 1M2 03.6768 01/25/2040 | 0.70% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.70% |
| COMCAST CORP 03.4500 02/01/2050 | 0.68% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.66% |
| JAPAN (10 YEAR ISSUE) 00.1000 03/20/2027 | 0.66% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.63% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 0.63% |
| LONG GILT FUTURE JUN20 G M0 | 0.63% |
| DBUBS 2011-LC3A D P/P 144A 05.3344 08/10/2044 | 0.62% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.54% |
| BUONI POLIENNALI DEL TES 06.5000 11/01/2027 | 0.53% |
| JPMCC 2012-C6 E P/P 144A 05.1569 05/15/2045 | 0.52% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.52% |
| BUONI POLIENNALI DEL TES 02.5000 12/01/2024 | 0.51% |
| JPMCC 2012-C8 D P/P 144A 04.6490 10/15/2045 | 0.51% |
| ONTARIO (PROVINCE OF) 03.1500 06/02/2022 | 0.50% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.49% |
| EURO BUXL 30Y BND MAR20 UBH0 | 0.49% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.48% |
| BONOS Y OBLIG DEL ES P/P REGS 04.4000 10/31/2023 | 0.46% |
| FIRSTENERGY TRANSMIS P/P 144A 05.4500 07/15/2044 | 0.46% |
| SAIL 2004-10 A10 02.5268 11/25/2034 | 0.45% |
| BRISTOL-MYERS P/P 144A 03.4000 07/26/2029 | 0.45% |
| BUONI POLIENNALI DEL TES 00.3500 11/01/2021 | 0.44% |
| SPST 2019-7 A 02.3289 09/24/2020 | 0.44% |
| CFCRE 2011-C2 E P/P 144A 05.7414 12/15/2047 | 0.43% |
| EURO-BOBL FUTURE MAR20 OEH0 | 0.42% |
| GNMA GII30 TBA 03.5000 03/01/2050 | 0.42% |
| SPST 2019-3 A 02.3289 06/24/2020 | 0.40% |
| VERIZON COMM 04.3290 09/21/2028 | 0.40% |
| MRAIT 2020-2 A 01.1500 10/22/2020 | 0.40% |
| CAS 2015-C04 2M2 07.1768 04/25/2028 | 0.38% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.38% |
| 3.096 R ISWP US0003M P 12/03/2029 | 0.37% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.37% |
| CSMC 2016-NXSR C 04.3592 12/15/2049 | 0.36% |
| STACR 2016-DNA3 M3 06.6268 12/25/2028 | 0.36% |
| CSAIL 2015-C1 C 04.2716 04/15/2050 | 0.35% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.35% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.35% |
| CAS 2016-C02 1M2 07.6268 09/25/2028 | 0.34% |
| JPMBB 2014-C19 C 04.6786 04/15/2047 | 0.34% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.33% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.33% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.32% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.32% |
| MWST 2018-W1 A 02.4768 11/25/2051 | 0.32% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.32% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.31% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.31% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.31% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.31% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.30% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.30% |
| COMM 2014-CR17 C 04.7839 05/10/2047 | 0.30% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.30% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.30% |
| REPUBLIC OF SOUTH AFRICA 07.7500 02/28/2023 | 0.30% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.29% |
| ABBVIE INC P/P 144A 03.2000 11/21/2029 | 0.29% |
| SWEDISH GOVERNMENT REGS 01.5000 11/13/2023 | 0.29% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.28% |
| MEX BONOS DESARR FIX RT 10.0000 12/05/2024 | 0.28% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.28% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.28% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.28% |
| FISERV INC 04.2000 10/01/2028 | 0.28% |
| ROYAL BK SCOTLND GRP PLC USD 04.8920 05/18/2029 | 0.27% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.27% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.26% |
| WFRBS 2011-C2 D P/P 144A 05.6622 02/15/2044 | 0.26% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.25% |
| SWPTN 11MX13Y R 3.162 USD 11/30/2020 JP | 0.25% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.25% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.25% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.25% |
| MSBAM 2014-C17 C 04.4984 08/15/2047 | 0.25% |
| CANADIAN GOVERNMENT 00.5000 03/01/2022 | 0.25% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.25% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.24% |
| OMNICOM GROUP INC 02.4500 04/30/2030 | 0.24% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.24% |
| CAS 2017-C07 1EB2 02.6268 05/25/2030 | 0.24% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.24% |
| 3.073 R ISWP FWD US0003M P 03/04/2029 | 0.24% |
| EUROPEAN INVESTMENT BANK 04.1250 04/15/2024 | 0.24% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/06/2047 MS | 0.24% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.24% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.24% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.24% |
| SWITZERLAND REGS 02.0000 05/25/2022 | 0.24% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.23% |
| TREASURY BILL 00.0000 03/12/2020 | 0.23% |
| COMM 2013-CR11 C P/P 144A 05.1200 08/10/2050 | 0.23% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.23% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.23% |
| WEC ENERGY GROUP INC 03.8043 05/15/2067 | 0.23% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.22% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.22% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.22% |
| IRISH TSY 5.4 2025 05.4000 03/13/2025 | 0.22% |
| JPMBB 2013-C17 D P/P 144A 04.8912 01/15/2047 | 0.22% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.22% |
| WAMU 2005-AR12 1A8 03.8703 10/25/2035 | 0.22% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.22% |
| SPST 2020-2 A 00.0000 03/26/2021 | 0.22% |
| CAN 10YR BOND FUT JUN20 CNM0 | 0.21% |
| MCAS 2019-01 M7 P/P 144A 03.3268 10/15/2049 | 0.21% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.21% |
| FEDERATIVE REP OF BRAZIL USD 04.2500 01/07/2025 | 0.21% |
| POLAND GOVERNMENT BOND PLN 02.5000 01/25/2023 | 0.21% |
| 2.00 R ISWP FWD US0003M P 03/18/2050 | 0.21% |
| GNMA GII30 BD1731 03.5000 01/20/2048 | 0.21% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.20% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.20% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.20% |
| BMIR 2018-2A M1B P/P 144A 02.9768 08/25/2028 | 0.20% |
| EQUINIX INC 03.2000 11/18/2029 | 0.20% |
| TREASURY BILL 00.0000 05/21/2020 | 0.20% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.20% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.20% |
| ZOETIS INC 03.9000 08/20/2028 | 0.20% |
| TREASURY BILL 00.0000 06/18/2020 | 0.20% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.20% |
| SWPTN 10YX20Y R 2.785 USD 01/25/2027 BA | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.19% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.19% |
| 3.312 R ISWP US0003M P 11/08/2048 | 0.19% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.19% |
| AT&T INC 04.3000 02/15/2030 | 0.19% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.19% |
| GNR 2016-H23 NI IO 02.5513 10/20/2066 | 0.19% |
| GNMA GII30 BE3158 03.5000 11/20/2047 | 0.19% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.18% |
| AT&T INC 04.1000 02/15/2028 | 0.18% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| AON PLC USD 04.2500 12/12/2042 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.18% |
| TREASURY BILL 00.0000 06/11/2020 | 0.18% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.18% |
| UNITED MEXICAN STATES USD 04.0000 10/02/2023 | 0.18% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.18% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.18% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.18% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.18% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.18% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.18% |
| STACR 2014-DN4 M3 06.1768 10/25/2024 | 0.18% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.18% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.18% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.17% |
| GSMS 2010-C1 D P/P 144A 06.0513 08/10/2043 | 0.17% |
| EMIR 2018-1 M1 03.3268 11/25/2028 | 0.17% |
| COMM 2014-CR18 C 04.7252 07/15/2047 | 0.17% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.17% |
| FHMS K087 X1 IO 00.3626 12/25/2028 | 0.17% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.17% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.17% |
| COMM 2012-CR2 D P/P 144A 04.8309 08/15/2045 | 0.17% |
| PETROLEOS MEXICANOS P/P 144A 05.9500 01/28/2031 | 0.17% |
| WAMU 2005-AR9 A1C3 02.5868 07/25/2045 | 0.17% |
| 1.688 R ISWP US0003M P 01/31/2030 | 0.16% |
| BELGIUM KINGDOM P/P REGS 04.2500 09/28/2022 | 0.16% |
| GNR 2017-H02 BI IO 02.4731 01/20/2067 | 0.16% |
| CAS 2016-C03 1M2 06.9268 10/25/2028 | 0.16% |
| GNR 2017-H04 BI IO 01.6842 02/20/2067 | 0.16% |
| MSBAM 2012-C5 E P/P 144A 04.6769 08/15/2045 | 0.16% |
| GNR 2015-H09 AI IO 02.3682 04/20/2065 | 0.16% |
| CWALT 2006-OA7 1A2 02.9931 06/25/2046 | 0.16% |
| CAS 2017-C02 2ED3 02.9768 09/25/2029 | 0.16% |
| GNMA GII30 BD1729 03.5000 01/20/2048 | 0.16% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.16% |
| CWALT 2006-OA10 4A1 01.8168 08/25/2046 | 0.16% |
| GNR 2017-H11 NI IO 02.1804 05/20/2067 | 0.16% |
| TREASURY BILL 00.0000 05/07/2020 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| GNR 2015-H03 DI IO 01.7264 01/20/2065 | 0.15% |
| WFCM 2013-LC12 C 04.2853 07/15/2046 | 0.15% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.15% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.15% |
| CPTFEMU P 1.7138 R 08/15/37 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.14% |
| NETHERLANDS GOVT P/P REGS 02.2500 07/15/2022 | 0.14% |
| VERIZON COMM 04.6720 03/15/2055 | 0.14% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.14% |
| EOG RESOURCES INC 04.1500 01/15/2026 | 0.14% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.14% |
| GNR 2016-H16 EI IO 02.3983 06/20/2066 | 0.14% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.14% |
| 2.00 R ISWP FWD CDOR03 P 03/18/2025 | 0.14% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.14% |
| FHMS K104 XAM 01.3839 02/25/2052 | 0.14% |
| COMM 2015-LC21 XA IO 00.7554 07/10/2048 | 0.14% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.14% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.14% |
| OSAT 2020-RPL1 A1 P/P 144A 03.1990 12/26/2059 | 0.14% |
| WAMU 2005-AR2 2A1B 01.9968 01/25/2045 | 0.14% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.14% |
| BONOS Y OBLIG DEL ESTADO 00.7500 07/30/2021 | 0.14% |
| GNMA GII30 BC8223 03.5000 11/20/2047 | 0.14% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.13% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.13% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.13% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.13% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% |
| HCA INC 05.5000 06/15/2047 | 0.13% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.13% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.13% |
| COMM 2014-UBS6 XA IO 00.8920 12/10/2047 | 0.13% |
| KKR GR FIN CO P/P 144A 03.7500 07/01/2029 | 0.13% |
| 1.698 R ISWP US0003M P 01/28/2030 | 0.13% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.13% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.13% |
| JPMBB 2014-C22 C 04.5541 09/15/2047 | 0.13% |
| JPMBB 2014-C22 XA IO 00.8354 09/15/2047 | 0.12% |
| COMCAST CORP 03.9990 11/01/2049 | 0.12% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.12% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.12% |
| MWST 2019-1 A 02.4268 06/25/2052 | 0.12% |
| OTIS WORLDWIDE CORP P/P 144A 02.5650 02/15/2030 | 0.12% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.12% |
| MSBAM 2014-C18 C 04.5258 10/15/2047 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.12% |
| SAMI 2007-AR7 1A1 02.4768 05/25/2047 | 0.12% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.12% |
| UBSCM 2012-C1 C P/P 144A 05.5702 05/10/2045 | 0.12% |
| CCMFC 2006-4A A2 01.8068 11/25/2047 | 0.12% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.12% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.12% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.12% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.12% |
| CMLTI 2005-2 1A2A 04.3604 05/25/2035 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| MSBAM 2012-C6 D P/P 144A 04.6074 11/15/2045 | 0.12% |
| STACR 2014-HQ3 M3 06.3768 10/25/2024 | 0.12% |
| GSMS 2011-GC3 D P/P 144A 05.6363 03/10/2044 | 0.12% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.12% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.12% |
| GNR 2016-H07 HI IO 01.7080 02/20/2066 | 0.11% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.11% |
| BUONI POLIENNALI DEL P/P REGS 04.0000 02/01/2037 | 0.11% |
| CGCMT 2013-GC17 C 05.1100 11/10/2046 | 0.11% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.11% |
| FNR 2012-116 SA IO 05.5733 10/25/2042 | 0.11% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.11% |
| SAMI 2007-AR1 2A1 01.8068 01/25/2037 | 0.11% |
| MSBAM 2013-C9 D P/P 144A 04.1222 05/15/2046 | 0.11% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.11% |
| AMGEN INC 04.6630 06/15/2051 | 0.11% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.11% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.11% |
| TREASURY BILL 00.0000 05/14/2020 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| GNR 2016-H13 EI IO 02.3149 04/20/2066 | 0.11% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.11% |
| TRUIST FIN CORP 04.8000 12/31/2099 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.11% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.11% |
| GSMS 2013-GC10 XA IO 01.4994 02/10/2046 | 0.11% |
| JPMBB 2013-C12 XA IO 00.4857 07/15/2045 | 0.11% |
| STACR 2014-HQ2 M3 05.3768 09/25/2024 | 0.11% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.11% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.11% |
| FHMS K098 X1 IO 01.2705 08/25/2029 | 0.11% |
| JPMCC 2013-C16 XA IO 00.9336 12/15/2046 | 0.11% |
| L3HARRIS TECH INC P/P 144A 03.8500 12/15/2026 | 0.11% |
| VMWARE INC 03.9000 08/21/2027 | 0.11% |
| WFRBS 2012-C10 D P/P 144A 04.4294 12/15/2045 | 0.11% |
| JPMCC 2012-LC9 D P/P 144A 04.4179 12/15/2047 | 0.10% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.10% |
| BSCMS 2006-PW11 B P/P 144A 05.8015 03/11/2039 | 0.10% |
| WAMU 2005-AR13 A1C3 02.1168 10/25/2045 | 0.10% |
| CAS 2015-C01 1M2 05.9268 02/25/2025 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.10% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.10% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| BMIR 2019-4A M1C P/P 144A 04.1268 10/25/2029 | 0.10% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.10% |
| AES CORP/THE 05.1250 09/01/2027 | 0.10% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.10% |
| GNR 2014-H12 BI IO 01.5746 05/20/2064 | 0.10% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0558 12/15/2050 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.10% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.10% |
| MSBAM 2014-C14 C 04.9341 02/15/2047 | 0.10% |
| REPUBLIC OF AUSTRIA P/P REGS 03.6500 04/20/2022 | 0.10% |
| WFRBS 2013-C14 XA IO 00.7310 06/15/2046 | 0.10% |
| JPMCC 2010-C2 C P/P 144A 05.6352 11/15/2043 | 0.10% |
| STACR 2020-HQA1 M2 03.7350 01/25/2050 | 0.10% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.09% |
| GNR 2017-H19 MI IO 02.0530 04/20/2067 | 0.09% |
| CAS 2017-C01 1EB1 02.8768 07/25/2029 | 0.09% |
| MARM 2004-13 3A7 04.6909 11/21/2034 | 0.09% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.09% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| WAMU 2005-AR1 A1B 02.4068 01/25/2045 | 0.09% |
| 1.40 R ISWP FWD AUDBB6M P 03/18/2030 | 0.09% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.09% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.09% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.09% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.09% |
| RUSSIAN FEDERATION P/P 144A 04.3750 03/21/2029 | 0.09% |
| TREASURY BILL 00.0000 04/09/2020 | 0.09% |
| GNR 2015-H26 EI IO 01.7315 10/20/2065 | 0.09% |
| NEW ZEALAND GOVERNMENT REGS 02.7500 04/15/2025 | 0.09% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.09% |
| AMERICAN TOWER CORP 02.7500 01/15/2027 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.09% |
| SWPTN 3YX30Y R 2.3075 USD 06/20/2022 BA | 0.09% |
| CAS 2015-C04 1M2 07.3268 04/25/2028 | 0.09% |
| FNR 2012-103 LS IO 04.3733 09/25/2042 | 0.09% |
| GNR 2015-H26 DI IO 01.9852 10/20/2065 | 0.09% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.09% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.08% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.08% |
| RUSSIAN FEDERATION P/P 144A 04.5000 04/04/2022 | 0.08% |
| VISTRA OPERATION P/P 144A 04.3000 07/15/2029 | 0.08% |
| AHM 2007-1 GA1C 01.8168 05/25/2047 | 0.08% |
| GNMA GII30 BD1730 03.5000 01/20/2048 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.08% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.08% |
| GNR 2015-H25 AI IO 01.6134 09/20/2065 | 0.08% |
| GNR 2014-H21 AI IO 01.7523 10/20/2064 | 0.08% |
| NORWEGIAN GOVERNMENT P/P REGS 03.0000 03/14/2024 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.08% |
| CWALT 2006-OA19 A1 01.8270 02/20/2047 | 0.08% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.08% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.08% |
| OPTN FN30 3.0 03/05/20 CALL 101.96875 JPMC | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.08% |
| CWALT 2006-24CB A13 01.9768 08/25/2036 | 0.08% |
| GNR 2016-H20 NI IO 02.6194 09/20/2066 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.08% |
| MSC 2011-C3 D P/P 144A 05.2445 07/15/2049 | 0.08% |
| RAMC 2003-4 A1 02.1468 03/25/2034 | 0.08% |
| WAMU 2005-AR10 1A3 04.1293 09/25/2035 | 0.08% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.08% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.08% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.08% |
| BUMT 2005-1 1A1 02.2268 09/25/2045 | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.07% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.07% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.07% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.07% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| GNR 2016-19 PI IO 04.0000 02/20/2046 | 0.07% |
| CARR 2006-NC2 A4 01.8668 06/25/2036 | 0.07% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| CWALT 2006-OA10 1A1 03.0131 08/25/2046 | 0.07% |
| GNR 2010-171 SB IO 04.7915 12/16/2040 | 0.07% |
| GNR 2016-77 SL IO 04.5030 03/20/2043 | 0.07% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.07% |
| MSRR 2015-R4 CB1 02.4851 08/26/2047 | 0.07% |
| 0.051 R ISWP FWD EUR006M P 12/18/2029 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.07% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.07% |
| GNR 2016-H01 AI IO 01.7157 01/20/2066 | 0.07% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.07% |
| WFRBS 2011-C4 E P/P 144A 05.2297 06/15/2044 | 0.07% |
| JPMBB 2015-C33 XA IO 00.9707 12/15/2048 | 0.06% |
| HMIR 2018-1 M1 P/P 144A 03.2268 10/25/2028 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| CAD/USD 04/15/2020 BANKAM | 0.06% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.06% |
| WFMBS 2006-AR5 1A1 04.9256 04/25/2036 | 0.06% |
| AUD/USD 04/15/2020 SSBT | 0.06% |
| L3HARRIS TECH INC P/P 144A 04.4000 06/15/2028 | 0.06% |
| MLMI 2005-A2 A2 03.7323 02/25/2035 | 0.06% |
| CPTFEMU P 1.71 R 07/15/37 | 0.06% |
| GNR 2016-H25 GI IO 01.5035 11/20/2066 | 0.06% |
| CGCMT 2014-GC19 D P/P 144A 05.0918 03/10/2047 | 0.06% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.06% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% |
| UKRPI P 3.665 R 12/15/28 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.06% |
| WFCM 2016-LC25 XA IO 00.9870 12/15/2059 | 0.06% |
| EUR/USD 03/18/2020 HSBCB | 0.06% |
| 1.70 R ISWP FWD US0003M P 03/18/2025 | 0.05% |
| 2.806 R ISWP FWD US0003M P 03/05/2030 | 0.05% |
| NRZT 2018-4A A1M 02.5268 01/25/2048 | 0.05% |
| FISERV INC 03.5000 07/01/2029 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| GNR 2017-57 AI IO 04.0000 06/20/2045 | 0.05% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5368 12/15/2045 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.05% |
| CAS 2016-C01 1M2 08.3768 08/25/2028 | 0.05% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| MBX.FN30.450.09 R USL1M P 01/12/40 BC | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.05% |
| OPTN FN30 3.5 03/05/20 CALL 103.140625 JPMC | 0.05% |
| SERVICE PROPERTIES TRUST 04.3750 02/15/2030 | 0.05% |
| AT&T INC 02.9500 07/15/2026 | 0.05% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.05% |
| 0.90 R ISWP FWD GBL6M P 03/18/2025 | 0.05% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.05% |
| COMM 2014-UBS6 C 04.4472 12/10/2047 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| SWPTN 2YX10Y R 2.764 USD 02/16/2021 MS | 0.04% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.04% |
| HILTON DOMESTIC OPERATIN 04.2500 09/01/2024 | 0.04% |
| 2.10 R ISWP FWD CDOR03 P 03/18/2030 | 0.04% |
| CAS 2015-C02 1M2 05.6268 05/25/2025 | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| GNMA GII30 BP3708 05.0000 08/20/2049 | 0.04% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.04% |
| CAS 2016-C03 2M2 07.5268 10/25/2028 | 0.04% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.04% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| STACR 2015-HQ2 M2 03.5768 05/25/2025 | 0.04% |
| FHR 4076 MS IO 05.0415 07/15/2040 | 0.04% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.04% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| BMIR 2017-1 M1 P/P 144A 03.3268 10/25/2027 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.04% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.04% |
| HCA INC 05.2500 06/15/2026 | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.04% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.04% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6208 12/10/2045 | 0.03% |
| CAS 2019-HRP1 M2 03.8109 11/25/2039 | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| -0.10 R ISWP FWD CHL6M P 03/18/2030 | 0.03% |
| CAS 2018-C05 1M2 03.9768 01/25/2031 | 0.03% |
| CAS 2019-R01 2M2 04.0768 07/25/2031 | 0.03% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.03% |
| SWPTN 1YX5Y R 1.765 USD 06/26/2020 CI | 0.03% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.03% |
| SWPTN 1YX5Y R 1.755 USD 06/29/2020 GS | 0.03% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| 1.00 R ISWP FWD AUDBB6M P 03/18/2025 | 0.03% |
| AT&T INC. 03.8000 02/15/2027 | 0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.03% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.03% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.03% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.03% |
| PETROBRAS GLOBAL FIN P/P 144A 05.0930 01/15/2030 | 0.03% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.03% |
| IOS.FN30.350.13 R USL1M P 01/12/44 GS | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.03% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% |
| 2.001 R ISWP FWD CDOR03 P 12/18/2049 | 0.03% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| ZAR/USD 04/15/2020 GSFX | 0.03% |
| 1.58 R ISWP FWD US0003M P 03/18/2025 | 0.03% |
| 1.88 R ISWP FWD US0003M P 12/21/2030 | 0.03% |
| STACR 2019-DNA1 M2 04.2768 01/25/2049 | 0.03% |
| 0.352 R ISWP FWD EUR006M P 01/27/2030 | 0.02% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| USD/JPY PUT 107.00 20200417 JPMCB | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.02% |
| USD/JPY PUT 107.00 20200413 UBS | 0.02% |
| 0.245 R ISWP FWD JPL6M P 01/16/2030 | 0.02% |
| CAS 2015-C03 2M2 06.6268 07/25/2025 | 0.02% |
| CAS 2019-R02 1M2 03.9268 08/25/2031 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| UKRPI P 3.34 R 03/15/28 | 0.02% |
| FHR 3065 DC 14.8845 03/15/2035 | 0.02% |
| IOS.FN30.350.14 R USL1M P 01/12/45 CS | 0.02% |
| SWPTN 10YX20Y P 2.785 USD 01/25/2027 BA | 0.02% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.02% |
| 1.82 R ISWP NOKOIB6M P 07/01/2029 | 0.02% |
| GBP/USD 03/18/2020 UBS | 0.02% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| OPTN FN30 4.0 03/05/20 CALL 104.40625 JPMC | 0.02% |
| 1.10 R ISWP FWD GBL6M P 03/18/2030 | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| FNR 2010-46 SB IO 04.8233 05/25/2040 | 0.02% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.02% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.02% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.02% |
| UKRPI P 3.385 R 11/15/24 | 0.02% |
| 0.795 R ISWP FWD GBL6M P 01/13/2024 | 0.02% |
| 1.39 R ISWP NFIX3MID P 12/17/2024 | 0.02% |
| GBP/USD 03/18/2020 JPMCB | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | 0.02% |
| 1.36 R ISWP NFIX3MID P 12/18/2024 | 0.02% |
| 1.3625 R ISWP NFIX3MID P 12/13/2024 | 0.02% |
| FNR 2006-8 HP 18.6019 03/25/2036 | 0.02% |
| FNR 2007-53 SP 18.2353 06/25/2037 | 0.02% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.02% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.02% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| 1.325 R ISWP AUDBB6M P 10/30/2029 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| 0.401 R ISWP FWD EUR006M P 12/18/2049 | 0.01% |
| 1.305 R ISWP AUDBB6M P 10/30/2029 | 0.01% |
| 1.638 R ISWP FWD CDOR03 P 09/18/2024 | 0.01% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.01% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.01% |
| SWPTN 1YX5Y R 1.629 USD 01/14/2021 CI | 0.01% |
| SWPTN 1YX5Y R 1.996 USD 01/14/2021 CI | 0.01% |
| SWPTN 2MX10Y P 1.315 USD 04/27/2020 TD | 0.01% |
| SWPTN 6WX30Y P 1.465 USD 04/08/2020 BA | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
| 1.63 R ISWP FWD CDOR03 P 09/18/2024 | 0.01% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| SWPTN 1YX1Y R 1.5025 USD 10/19/2020 UB | 0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% |
| 0.855 R ISWP FWD GBL6M P 01/10/2024 | 0.01% |
| AUD/USD 04/15/2020 UBS | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| IOS.FN30.350.13 R USL1M P 01/12/44 CS | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| SWPTN 5WX10Y P 1.265 USD 03/31/2020 GS | 0.01% |
| 1.851 R ISWP FWD CDOR03 P 12/18/2029 | 0.01% |
| FHR 3249 PS 16.8020 12/15/2036 | 0.01% |
| JPY/USD 05/20/2020 BCAP-FX | 0.01% |
| NZD/USD 04/15/2020 JPMCB | 0.01% |
| FHR 2990 LB 12.7067 06/15/2034 | 0.01% |
| FNR 2005-75 GS 15.3698 08/25/2035 | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SEK/USD 03/18/2020 SSBT | 0.01% |
| SWPTN 12MX1Y R 1.316 USD 10/13/2020 CI | 0.01% |
| SWPTN 4WX10Y P 1.275 USD 03/25/2020 BC | 0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% |
| UKRPI P 3.381 R 11/15/24 | 0.01% |
| 0.2475 R ISWP FWD SES3M P 01/25/2022 | 0.01% |
| 1.61 R ISWP CDOR03 P 08/15/2021 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NZD/USD 04/15/2020 CITI | 0.01% |
| SGD/USD 05/20/2020 JPMCB | 0.01% |
| SWPTN 1YX2Y R 1.5775 USD 09/14/2020 MS | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| 1.621 R ISWP CDOR03 P 02/24/2022 | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| MXN/USD 04/15/2020 BANKAM | 0.01% |
| NZD/USD 04/15/2020 GSFX | 0.01% |
| SWPTN 9MX1Y R 1.33 USD 10/30/2020 JP | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| AUD/USD 04/15/2020 BCAP-FX | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| EUR/USD 03/18/2020 BANKAM | 0.01% |
| EUR/USD 03/18/2020 CITI | 0.01% |
| FHR 3408 EK 19.1195 04/15/2037 | 0.01% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.01% |
| SEK/USD 03/18/2020 JPMCB | 0.01% |
| STACR 2019-HQA1 M2 03.9768 02/25/2049 | 0.01% |
| SWPTN 3YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| TREASURY BILL 00.0000 06/04/2020 | 0.01% |
| 0.751 R ISWP FWD GBL6M P 12/18/2024 | 0.00% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| STACR 2018-HQA2 M2 03.9268 10/25/2048 | 0.00% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.00% |
| 0.2275 R ISWP FWD SES3M P 01/28/2022 | 0.00% |
| 0.24 R ISWP FWD SES3M P 01/21/2022 | 0.00% |
| 1.001 R ISWP FWD AUDBB6M P 12/18/2024 | 0.00% |
| 1.04 R ISWP FWD NFIX3MID P 02/04/2022 | 0.00% |
| 1.0475 R ISWP FWD NFIX3MID P 02/04/2022 | 0.00% |
| 1.801 R ISWP FWD CDOR03 P 12/18/2024 | 0.00% |
| BSCMS 2006-PW11 C P/P 144A 05.8015 03/11/2039 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| STACR 2019-DNA2 M2 04.0768 03/25/2049 | 0.00% |
| USD/JPY PUT 101.00 20200413 UBS | 0.00% |
| USD/JPY PUT 101.00 20200417 JPMCB | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| AUD/USD 04/15/2020 HSBCB | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| GBP/USD 03/18/2020 SSBT | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 00.6517 12/12/2043 | 0.00% |
| JPY/USD 05/20/2020 CITI | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.7004 09/15/2039 | 0.00% |
| SWPTN 10YX10Y P 1.01 EUR 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.00% |
| -0.351 R ISWP FWD EUR006M P 12/18/2024 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/18/2021 | 0.00% |
| 1.301 R ISWP FWD AUDBB6M P 12/18/2029 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAD/USD 04/15/2020 HSBCB | 0.00% |
| CAD/USD 04/15/2020 SSBT | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CNH/USD 05/20/2020 HSBCB | 0.00% |
| DKK/USD 03/18/2020 CITI | 0.00% |
| EUR/USD PUT 1.086 20200331 HSBCB | 0.00% |
| GBP/USD 03/18/2020 RBSF | 0.00% |
| GNR 2013-90 HI IO 03.5000 04/20/2040 | 0.00% |
| NOK/USD 03/18/2020 JPMCB | 0.00% |
| PLN/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 BANKAM | 0.00% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 3MX10Y P 0.01 EUR 04/30/2020 MS | 0.00% |
| SWPTN 3MX30Y P 1.719 USD 04/30/2020 MS | 0.00% |
| SWPTN 4WX5Y R 1.505 CAD 03/25/2020 TD | 0.00% |
| -0.4047 R ISWP EUR006M P 10/11/2024 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.3318 12/11/2038 | 0.00% |
| CAD/USD 04/15/2020 JPMCB | 0.00% |
| CAD/USD 04/15/2020 RBSF | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CNH/USD 05/20/2020 BANKAM | 0.00% |
| CNH/USD 05/20/2020 GSFX | 0.00% |
| CROWN CASTLE INTL CORP 03.1500 07/15/2023 | 0.00% |
| EUR/USD 03/18/2020 WPAC | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| GBP/USD CALL 1.335 20200407 CITI | 0.00% |
| GBP/USD CALL 1.335 20200407 UBS | 0.00% |
| HKD/USD 05/20/2020 BANKAM | 0.00% |
| HKD/USD 05/20/2020 HSBCB | 0.00% |
| HKD/USD 05/20/2020 SSBT | 0.00% |
| HKD/USD 05/20/2020 UBS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 05/20/2020 SSBT | 0.00% |
| SEK/USD 03/18/2020 BCAP-FX | 0.00% |
| SEK/USD 03/18/2020 GSFX | 0.00% |
| SEK/USD 03/18/2020 HSBCB | 0.00% |
| SEK/USD 03/18/2020 TDBK | 0.00% |
| SEK/USD 03/18/2020 UBS | 0.00% |
| SWPTN 12MX1Y P 1.316 USD 10/13/2020 CI | 0.00% |
| SWPTN 1YX5Y P 1.629 USD 01/14/2021 CI | 0.00% |
| SWPTN 1YX5Y P 1.996 USD 01/14/2021 CI | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | 0.00% |
| -0.765 R ISWP CHL6M P 09/13/2024 | 0.00% |
| 0.07 R ISWP SES3M P 03/02/2022 | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | 0.00% |
| 1.4925 R ISWP CDOR03 P 08/15/2029 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| CAD/USD 04/15/2020 TDBK | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5360 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.0663 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 00.7238 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0225 01/15/2049 | 0.00% |
| EUR/NOK PUT 9.60 20200406 GSFX | 0.00% |
| FHR 3707 PI IO 04.5000 07/15/2025 | 0.00% |
| GBP/USD CALL 1.335 20200402 BCAP-FX | 0.00% |
| GECMC 2007-C1 XC IO P/P 144A 00.1703 12/10/2049 | 0.00% |
| HKD/USD 05/20/2020 TDBK | 0.00% |
| ILS/USD 04/16/2020 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2899 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.1577 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.1915 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1915 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.2193 12/15/2049 | 0.00% |
| NZD/USD 04/15/2020 BCAP-FX | 0.00% |
| OPTN FN30 3.0 03/05/20 PUT 101.96875 JPMC | 0.00% |
| OPTN FN30 3.5 03/05/20 PUT 103.140625 JPMC | 0.00% |
| OPTN FN30 4.0 03/05/20 PUT 104.40625 JPMC | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| SEK/USD 03/18/2020 RBSF | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 11MX3Y P 2.975 USD 11/30/2020 JP | 0.00% |
| SWPTN 1YX10Y P 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX10Y R 0.003 JPY 02/22/2021 BA | 0.00% |
| SWPTN 1YX1Y P 1.5025 USD 10/19/2020 UB | 0.00% |
| SWPTN 2YX10Y P 2.764 USD 02/16/2021 MS | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX5Y P 1.999 USD 03/17/2020 CI | 0.00% |
| SWPTN 3MX5Y P 2.18775 USD 03/17/2020 CI | 0.00% |
| SWPTN 4WX5Y P 1.505 CAD 03/25/2020 TD | 0.00% |
| TWD/USD 05/20/2020 BANKAM | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CZK/USD 03/18/2020 BANKAM | -0.00% |
| EUR/USD 03/18/2020 TDBK | -0.00% |
| HUF/USD 03/18/2020 SSBT | -0.00% |
| JPY/USD 05/20/2020 BANKAM | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| THB/USD 05/20/2020 CITI | -0.00% |
| -0.8475 R ISWP CHL6M P 08/09/2024 | -0.00% |
| 0.3125 R ISWP SES3M P 03/02/2030 | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.00% |
| EUR/USD 03/18/2020 GSFX | -0.00% |
| JPY/USD 05/20/2020 HSBCB | -0.00% |
| MXN/USD 04/15/2020 UBS | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 1YX10Y P 1.805 USD 01/14/2021 CI | -0.00% |
| SWPTN 3MX10Y P 1.529 USD 04/30/2020 MS | -0.00% |
| SWPTN 3MX30Y P 0.4285 EUR 04/30/2020 MS | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| 0.585 R ISWP FWD AUDBB3M P 02/03/2022 | -0.00% |
| 0.5875 R ISWP FWD AUDBB3M P 02/03/2022 | -0.00% |
| 1.6875 R ISWP CDOR03 P 10/09/2029 | -0.00% |
| AUD/USD 04/15/2020 CSI-FX | -0.00% |
| AUD/USD 04/15/2020 GSFX | -0.00% |
| AUD/USD 04/15/2020 RBSF | -0.00% |
| CAD/USD 04/15/2020 UBS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IDR/USD 05/20/2020 GSFX | -0.00% |
| SWPTN 11MX13Y P 3.162 USD 11/30/2020 JP | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| SWPTN 9MX1Y R 0.83 USD 10/30/2020 JP | -0.00% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| 1.60 R ISWP CDOR03 P 02/24/2030 | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.00% |
| CLP/USD 04/15/2020 CITI | -0.00% |
| EUR/USD 03/18/2020 CSI-FX | -0.00% |
| MXN/USD 04/15/2020 CITI | -0.00% |
| NZD/USD 04/15/2020 BANKAM | -0.00% |
| NZD/USD 04/15/2020 RBSF | -0.00% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.00% |
| SWPTN 1YX2Y P 1.5775 USD 09/14/2020 MS | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| NOK/USD 03/18/2020 SSBT | -0.00% |
| NZD/USD 04/15/2020 WPAC | -0.00% |
| RUB/USD 03/18/2020 BANKAM | -0.00% |
| SWPTN 10YX10Y R 1.01 EUR 01/14/2030 UB | -0.00% |
| SWPTN 4WX2Y P 1.195 USD 03/25/2020 BC | -0.00% |
| SWPTN 5YX10Y P 0.385 EUR 09/10/2024 UB | -0.00% |
| AUD/USD 04/15/2020 BANKAM | -0.01% |
| AUD/USD 04/15/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| EUR/USD 03/18/2020 RBSF | -0.01% |
| EUR/USD CALL 1.1122 20200331 HSBCB | -0.01% |
| KRW/USD 05/20/2020 JPMCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| RUB/USD 03/18/2020 BCAP-FX | -0.01% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.01% |
| 0.80 R ISWP AUDBB3M P 10/30/2021 | -0.01% |
| 0.81 R ISWP AUDBB3M P 10/30/2021 | -0.01% |
| 1.73 R ISWP FWD NIBOR3M P 01/28/2022 | -0.01% |
| 1.805 R ISWP FWD NOKOIB3M P 01/21/2022 | -0.01% |
| CPURNSA R 1.703 P 11/29/24 | -0.01% |
| EUR/USD 03/18/2020 SSBT | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| RUB/USD 06/17/2020 GSFX | -0.01% |
| SWPTN 5WX2Y P 1.178 USD 03/31/2020 GS | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 1.744 R ISWP US0003M P 01/08/2030 | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.01% |
| NZD/USD 04/15/2020 SSBT | -0.01% |
| 0.801 R ISWP FWD GBL6M P 12/18/2029 | -0.01% |
| 1.28 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2024 | -0.01% |
| 1.6625 R ISWP CZECH INTERBANK RATES 6 MONTH P 08/09/2021 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CHF/USD 03/18/2020 JPMCB | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CPURNSA R 1.7625 P 12/10/24 | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 2MX2Y P 1.19 USD 04/27/2020 TD | -0.01% |
| SWPTN 5YX10Y R 0.385 EUR 09/10/2024 UB | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| 1.9665 R ISWP FWD US0003M P 07/06/2030 | -0.01% |
| EUR/USD 03/18/2020 BCAP-FX | -0.01% |
| JPY/USD 05/20/2020 JPMCB | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 6WX5Y P 1.17 USD 04/08/2020 BA | -0.01% |
| -0.40 R ISWP FWD CHL6M P 03/18/2025 | -0.01% |
| CAD/USD 04/15/2020 CITI | -0.01% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| 0.965 R ISWP FWD GBL6M P 01/10/2026 | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| 1.75 R ISWP FWD NFIX3MID P 03/18/2030 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CPURNSA R 1.71 P 11/21/24 | -0.01% |
| EUR/USD 03/18/2020 UBS | -0.01% |
| NZD/USD 04/15/2020 UBS | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 1YX10Y P 2.13 USD 12/17/2020 GS | -0.01% |
| 1.735 R ISWP NOKOIB6M P 07/01/2024 | -0.02% |
| 1.8075 R ISWP FWD NOKOIB3M P 01/25/2022 | -0.02% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 1YX5Y P 1.755 USD 06/29/2020 GS | -0.02% |
| SWPTN 1YX5Y P 1.765 USD 06/26/2020 CI | -0.02% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| JPY/USD 05/20/2020 GSFX | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| USD/JPY PUT 104.00 20200413 UBS | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| USD/JPY PUT 104.00 20200417 JPMCB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.02% |
| 0.926 R ISWP FWD GBL6M P 01/15/2026 | -0.02% |
| NOK/USD 03/18/2020 GSFX | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 1YX10Y R 1.805 USD 01/14/2021 CI | -0.02% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.02% |
| 0.65 R ISWP FWD SES3M P 03/18/2030 | -0.03% |
| 1.425 R ISWP FWD US0003M P 09/18/2024 | -0.03% |
| RUB/USD 03/18/2020 GSFX | -0.03% |
| 0.565 R ISWP FWD JPL6M P 01/16/2040 | -0.03% |
| 1.43125 R ISWP FWD US0003M P 09/18/2024 | -0.03% |
| 1.73 R ISWP FWD US0003M P 03/18/2030 | -0.03% |
| 1.50 R ISWP US0003M P 09/30/2024 | -0.03% |
| 1.53 R ISWP US0003M P 10/01/2024 | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| 1.632 R ISWP US0003M P 12/17/2024 | -0.03% |
| 2.715 R ISWP US0003M P 03/02/2030 | -0.03% |
| 2.7225 R ISWP US0003M P 02/20/2030 | -0.03% |
| 1.6445 R ISWP US0003M P 12/13/2024 | -0.03% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.03% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.04% |
| 1.6815 R ISWP US0003M P 12/18/2024 | -0.04% |
| 1.95 R ISWP FWD NOKOIB6M P 03/18/2025 | -0.04% |
| 2.00 R ISWP FWD NOKOIB6M P 03/18/2030 | -0.04% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.04% |
| 2.647 R ISWP FWD US0003M P 03/16/2030 | -0.04% |
| IOS.FN30.350.13 P USL1M R 01/12/44 JP | -0.04% |
| -0.10 R ISWP FWD EUR006M P 03/18/2025 | -0.04% |
| JPY/USD 05/20/2020 UBS | -0.04% |
| 0.35 R ISWP FWD SES3M P 03/18/2025 | -0.04% |
| 1.8315 R ISWP FWD US0003M P 01/27/2030 | -0.04% |
| 1.948 R ISWP CZECH INTERBANK RATES 6 MONTH P 03/19/2029 | -0.04% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.05% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.05% |
| EUR/USD 03/18/2020 JPMCB | -0.05% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.05% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.05% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.05% |
| 2.6785 R ISWP US0003M P 02/13/2029 | -0.05% |
| CPTFEMU R 1.4275 P 08/15/27 | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| 1.40 R ISWP FWD NFIX3MID P 03/18/2025 | -0.06% |
| 1.771 R ISWP US0003M P 01/16/2030 | -0.06% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.06% |
| SWPTN 11MX3Y R 2.975 USD 11/30/2020 JP | -0.06% |
| UKRPI R 3.4425 P 07/15/49 | -0.07% |
| 2.67 R ISWP FWD US0003M P 03/28/2052 | -0.08% |
| 1.4765 R ISWP US0003M P 02/18/2030 | -0.08% |
| 1.748 R ISWP FWD US0003M P 01/31/2030 | -0.08% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.08% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.08% |
| 0.20 R ISWP FWD EUR006M P 03/18/2030 | -0.08% |
| 2.0625 R ISWP FWD US0003M P 06/22/2030 | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.09% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.10% |
| 1.7505 R ISWP FWD US0003M P 01/31/2030 | -0.10% |
| 2.2685 R ISWP FWD US0003M P 07/22/2052 | -0.11% |
| 1.98 R ISWP FWD US0003M P 03/18/2050 | -0.12% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.14% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.18% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.19% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.23% |
| SWPTN 4YX25Y R 3.0 USD 04/04/2023 MS | -0.23% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.23% |
| 1.60 R ISWP FWD US0003M P 03/18/2022 | -0.26% |
| 1.75 R ISWP FWD US0003M P 03/18/2030 | -0.28% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.28% |
| 1.625 R ISWP FWD US0003M P 03/18/2025 | -0.34% |
| 1.80 R ISWP FWD US0003M P 03/18/2030 | -0.40% |
| 3.065 R ISWP FWD US0003M P 01/03/2029 | -0.42% |
| FNMA FN30 TBA UMBS 04.5000 03/01/2050 | -0.86% |
| EURO-SCHATZ FUT MAR20 DUH0 | -1.59% |
| FNMA FN30 TBA UMBS 03.5000 03/01/2050 | -3.34% |
| JPN 10Y BOND(OSE) MAR20 JBH0 | -4.02% |
Fixed income statistics as of 05/31/20
| Average effective maturity | 9.62 yrs. |
|---|---|
| Average effective duration | 6.27 yrs. |
| Average yield to maturity | 3.66% |
| Average coupon | 3.96% |
Maturity detail as of 05/31/20
| 0 - 1 yr. | -12.88% |
|---|---|
| 1 - 5 yrs. | 58.73% |
| 5 - 10 yrs. | 33.03% |
| 10 - 15 yrs. | 5.23% |
| Over 15 yrs. | 15.89% |
Quality rating as of 05/31/20
| AAA | 38.66% |
|---|---|
| AA | 10.12% |
| A | 28.77% |
| BBB | 31.08% |
| BB | 3.92% |
| B | 1.07% |
| CCC and Below | 1.47% |
| Not Rated | -15.09% |
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 05/31/20
| United States | 57.23% |
|---|---|
| Japan | 12.08% |
| France | 3.97% |
| Italy | 3.10% |
| Canada | 3.03% |
| United Kingdom | 3.02% |
| Spain | 2.55% |
| Supra-Nation | 1.84% |
| Switzerland | 1.18% |
| Other | 12.00% |
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.