Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, and Putnam Fixed Income Absolute Return Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Allocation
Dynamic Risk Allocation Fund (Class Y) (PDRYX)
A globally diversified fund pursuing strong risk-adjusted returns with a dynamic allocation approach
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Highlights
Objective
The fund seeks total return. Total return is composed of capital appreciation and income.
Strategy and process
- Risk-based allocationThe fund allocates to four risk sources - equity, credit, interest rate, and inflation - to better balance equity risk and improve downside protection.
- Top-down flexibilityThe portfolio managers dynamically adjust allocations to reflect active top-down views of future risk-adjusted return potential.
- Active approachThe fund invests selectively in a range of lower-volatility and hedging strategies to further diversify sources of returns and manage risk.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$6.74
-0.30% | $-0.02 |
$11.65
09/02/21 |
$6.74
01/20/22 |
Fund facts as of 12/31/21
Total net assets
$16.04M
$16.04M
Turnover (fiscal year end)
427%
427%
Dividend frequency
Annually
Annually
Number of holdings
161
161
Fiscal year-end
May
May
CUSIP / Fund code
746764182 / 1879
746764182 / 1879
Inception date
09/19/11
09/19/11
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PDRYX
PDRYX
Management team
Co-Chief Investment Officer, Global Asset Allocation
Co-Chief Investment Officer, Global Asset Allocation
Portfolio Manager
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Quarterly comparison of Putnam's taxable income funds (PDF) |
Revisiting the rates conundrum
Bond bears expecting bad news in 2022 should think about the stubbornly low yields of the past two decades.Performance
Consistency of positive performance over five years
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
5.24%
Best 5-year annualized return
(for period ending 06/30/18)
0.03%
Worst 5-year annualized return
(for period ending 03/31/20)
3.43%
Average 5-year annualized return
Total return (%) as of 12/31/21
Annual performance as of 12/31/21
Annualized Total return (%) as of 12/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -0.99% | 4.88% | 3.22% | 3.71% |
| After sales charge | N/A | N/A | N/A | N/A |
| Putnam Dynamic Risk Allocation Blended Index | 9.56% | 12.38% | 8.86% | 6.40% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/21 | 2.16% | - | |
| YTD as of 01/20/22 | -4.26% | - | |
Risk-adjusted performance as of 12/31/21
| Sharpe ratio (3 yrs.) | 0.36 |
|---|
Volatility as of 12/31/21
| Standard deviation (3 yrs.) | 11.03% |
|---|
Fixed income statistics as of 12/31/21
| Average effective duration | 6.83 yrs. |
|---|
Lipper rankings as of 12/31/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 180/201 | 90% |
| 3 yrs. | 143/190 | 75% |
| 5 yrs. | 132/173 | 76% |
| 10 yrs. | 83/118 | 70% |
Morningstar Ratings™ as of 12/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 398 | |
| 3 yrs. | 398 | |
| 5 yrs. | 344 | |
| 10 yrs. | 234 |
Distributions
| Record/Ex dividend date | 12/16/21 |
|---|---|
| Payable date | 12/20/21 |
| Income | $1.389 |
| Extra income | -- |
| Short-term cap. gain | $0.716 |
| Long-term cap. gain | $2.107 |
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.
Holdings
| Roche Holding Ag-Genusschein Sedol 7110388 | 0.27% |
|---|---|
| Novo Nordisk A/S-B Sedol Bhc8x90 | 0.21% |
| Novartis Ag-Reg Sedol 7103065 | 0.19% |
| Royal Dutch Shell Plc-B Shs Sedol B03mm40 | 0.19% |
| Asml Holding Nv Sedol B929f46 | 0.18% |
| L Oreal Sedol 4057808 | 0.17% |
| Sony Group Corp Sedol 6821506 | 0.16% |
| Allianz Se-Reg Sedol 5231485 | 0.15% |
| Diageo Plc Sedol 0237400 | 0.15% |
| Nestle Sa-Reg Sedol 7123870 | 0.14% |
| Top 10 holdings, percent of portfolio | 1.81% |
| Top 10 holdings as of 12/31/21 | |
|---|---|
| Roche Holding Ag-Genusschein Sedol 7110388 | |
| Novo Nordisk A/S-B Sedol Bhc8x90 | |
| Novartis Ag-Reg Sedol 7103065 | |
| Royal Dutch Shell Plc-B Shs Sedol B03mm40 | |
| Asml Holding Nv Sedol B929f46 | |
| L Oreal Sedol 4057808 | |
| Sony Group Corp Sedol 6821506 | |
| Allianz Se-Reg Sedol 5231485 | |
| Diageo Plc Sedol 0237400 | |
| Nestle Sa-Reg Sedol 7123870 | |
| Holdings represent 1.81% of portfolio | |
| Top 10 holdings as of 11/30/21 | |
|---|---|
| Ishares Msci Eafe Etf Sedol 2801290 | |
| Roche Holding Ag-Genusschein Sedol 7110388 | |
| Novo Nordisk A/S-B Sedol Bhc8x90 | |
| Royal Dutch Shell Plc-B Shs Sedol B03mm40 | |
| Novartis Ag-Reg Sedol 7103065 | |
| Asml Holding Nv Sedol B929f46 | |
| Hermes International Sedol 5253973 | |
| L Oreal Sedol 4057808 | |
| Sony Group Corp Sedol 6821506 | |
| Nestle Sa-Reg Sedol 7123870 | |
| Holdings represent 2.00% of portfolio | |
| Top 10 holdings as of 10/31/21 | |
|---|---|
| Ishares Msci Eafe Etf Sedol 2801290 | |
| Roche Holding Ag-Genusschein Sedol 7110388 | |
| Novo Nordisk A/S-B Sedol Bhc8x90 | |
| Royal Dutch Shell Plc-B Shs Sedol B03mm40 | |
| Novartis Ag-Reg Sedol 7103065 | |
| Asml Holding Nv Sedol B929f46 | |
| L Oreal Sedol 4057808 | |
| Nestle Sa-Reg Sedol 7123870 | |
| Allianz Se-Reg Sedol 5231485 | |
| Hermes International Sedol 5253973 | |
| Holdings represent 2.03% of portfolio | |
| Top 10 holdings as of 09/30/21 | |
|---|---|
| Ishares Msci Eafe Etf Sedol 2801290 | |
| Roche Holding Ag-Genusschein Sedol 7110388 | |
| Royal Dutch Shell Plc-B Shs Sedol B03mm40 | |
| Novo Nordisk A/S-B Sedol Bhc8x90 | |
| Novartis Ag-Reg Sedol 7103065 | |
| Asml Holding Nv Sedol B929f46 | |
| L Oreal Sedol 4057808 | |
| Allianz Se-Reg Sedol 5231485 | |
| Kddi Corp Sedol 6248990 | |
| Deutsche Post Ag-Reg Sedol 4617859 | |
| Holdings represent 1.88% of portfolio | |
| SPTR R SOFRRATE P 09/28/22 CI | 27.02% |
|---|---|
| US 10YR ULTRA FUT MAR22 UXYH2 | 25.57% |
| JPN 10Y BOND(OSE) MAR22 JBH2 | 16.43% |
| CAN 10YR BOND FUT MAR22 CNH2 | 12.65% |
| LONG GILT FUTURE MAR22 G H2 | 12.65% |
| EURO-BUND FUTURE MAR22 RXH2 | 10.95% |
| EURO-BTP FUTURE MAR22 IKH2 | 10.44% |
| SPTR R US0001M P 02/05/22 JP | 9.84% |
| EURO-OAT FUTURE MAR22 OATH2 | 9.26% |
| S&P500 EMINI FUT MAR22 ESH2 | 8.90% |
| NDDUEAFE R SOFRRATE P 09/28/22 CI | 6.57% |
| MLFCF15 R SOFRRATE P 10/12/22 BA | 6.22% |
| MSCI EAFE MAR22 MFSH2 | 5.07% |
| TREASURY BILL 00.0000 02/03/2022 | 3.12% |
| TREASURY BILL 00.0000 02/10/2022 | 3.12% |
| TREASURY BILL 00.0000 02/17/2022 | 3.12% |
| TREASURY BILL 00.0000 02/24/2022 | 3.12% |
| CANADIAN IMPERIAL BANK OF COM 13608BB78 DCP 02/07/2022 | 1.56% |
| COLLATERALIZED COMMERCIAL PAP 19424JAJ5 DCP 01/18/2022 | 1.56% |
| FAIRWAY FINANCE CO LLC 30601WBA6 DCP 02/10/2022 | 1.56% |
| MITSUBISHI UFJ TRUST & BANKIN 60683CBJ9 DCP 02/18/2022 | 1.56% |
| NATIONWIDE BUILDING SOCIETY 6385E1AQ4 DCP 01/24/2022 | 1.56% |
| NRW BANK 62939MC13 DCP 03/01/2022 | 1.56% |
| CORPORATE ASSET FUNDING CO IN 1247P3DN9 DCP 04/22/2022 | 1.56% |
| FMS WERTMANAGEMENT 34411HBH6 DCP 02/17/2022 | 1.56% |
| LIBERTY STREET FUNDING LLC 53127UC16 DCP 03/01/2022 | 1.56% |
| SKANDINAVISKA ENSKILDA BANKEN 83050UCQ9 DCP 03/24/2022 | 1.56% |
| NDDUEAFE R US0001M P 02/05/22 JP | 1.25% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.27% |
| JPY/USD 02/16/2022 RBSF | 0.24% |
| JPY/USD 02/16/2022 BANKAM | 0.21% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.21% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.19% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.19% |
| ASML HOLDING NV SEDOL B929F46 | 0.18% |
| CAD/USD 01/19/2022 SSBT | 0.17% |
| L OREAL SEDOL 4057808 | 0.17% |
| SONY GROUP CORP SEDOL 6821506 | 0.16% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.15% |
| EUR/USD 03/16/2022 JPMCB | 0.15% |
| DIAGEO PLC SEDOL 0237400 | 0.14% |
| NESTLE SA-REG SEDOL 7123870 | 0.14% |
| RIO TINTO PLC SEDOL 0718875 | 0.14% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.14% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.14% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.13% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.13% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.13% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.12% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.12% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.12% |
| MERCK KGAA SEDOL 4741844 | 0.12% |
| WESFARMERS LTD SEDOL 6948836 | 0.12% |
| STELLANTIS NV SEDOL BMD8F98 | 0.12% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.12% |
| AUD/USD 01/19/2022 GSFX | 0.12% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.12% |
| EQUINOR ASA SEDOL 7133608 | 0.11% |
| FORTUM OYJ SEDOL 5579550 | 0.11% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.11% |
| KDDI CORP SEDOL 6248990 | 0.11% |
| SANDVIK AB SEDOL B1VQ252 | 0.11% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.11% |
| FUJITSU LTD SEDOL 6356945 | 0.11% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.11% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.11% |
| ENTAIN PLC SEDOL B5VQMV6 | 0.11% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.11% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.11% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.10% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.10% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.10% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.10% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.10% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.10% |
| EUR/USD 03/16/2022 HSBCB | 0.10% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.10% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.10% |
| BP PLC SEDOL 0798059 | 0.09% |
| BRENNTAG SE SEDOL B4YVF56 | 0.09% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.09% |
| HOYA CORP SEDOL 6441506 | 0.09% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.09% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.09% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.09% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.09% |
| CAPGEMINI SE SEDOL 4163437 | 0.09% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.08% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.08% |
| SGS SA-REG SEDOL 4824778 | 0.08% |
| COVESTRO AG SEDOL BYTBWY9 | 0.08% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.08% |
| JPY/USD 02/16/2022 WPAC | 0.08% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.08% |
| SHIMADZU CORP SEDOL 6804369 | 0.08% |
| PANDORA A/S SEDOL B44XTX8 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| CRH PLC SEDOL 4182249 | 0.08% |
| JPY/USD 02/16/2022 MSCIL | 0.07% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.07% |
| GBP/USD 03/16/2022 BANKAM | 0.07% |
| GBP/USD 03/16/2022 SSBT | 0.07% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| EIFFAGE SEDOL B13X013 | 0.06% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% |
| SQUARE ENIX HOLDINGS CO LTD SEDOL 6309262 | 0.06% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.06% |
| GBP/USD 03/16/2022 CITI | 0.06% |
| OMRON CORP SEDOL 6659428 | 0.06% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.06% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.05% |
| EUR/USD 03/16/2022 MSCIL | 0.05% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.05% |
| GETINGE AB-B SHS SEDOL 7698356 | 0.05% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.05% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.05% |
| LEGRAND SA SEDOL B11ZRK9 | 0.05% |
| EDF SEDOL B0NJJ17 | 0.05% |
| SWEDISH MATCH AB SEDOL BP09MR2 | 0.04% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.04% |
| GEA GROUP AG SEDOL 4557104 | 0.04% |
| JPY/USD 02/16/2022 HSBCB | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| JD SPORTS FASHION PLC SEDOL BM8Q5M0 | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| MITSUBISHI ELECTRIC CORP SEDOL 6597045 | 0.04% |
| CAD/USD 01/19/2022 UBS | 0.04% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| SCSK CORP SEDOL 6858474 | 0.04% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.04% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| DEXUS/AU SEDOL B033YN6 | 0.03% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.03% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.03% |
| EVRAZ PLC SEDOL B71N6K8 | 0.03% |
| IIDA GROUP HOLDINGS CO LTD SEDOL BFDTBS3 | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.03% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.03% |
| CHF/USD 03/16/2022 JPMCB | 0.03% |
| GBP/USD 03/16/2022 WPAC | 0.03% |
| E.ON SE SEDOL 4942904 | 0.02% |
| SUEZ SEDOL B3B8D04 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.02% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.02% |
| GBP/USD 03/16/2022 BCAP-FX | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| CHF/USD 03/16/2022 CITI | 0.02% |
| LANXESS AG SEDOL B05M8B7 | 0.02% |
| DCC PLC SEDOL 0242493 | 0.02% |
| EUR/USD 03/16/2022 GSFX | 0.02% |
| GBP/USD 03/16/2022 GSFX | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| JPY/USD 02/16/2022 CITI | 0.02% |
| SOFINA SEDOL 4820301 | 0.02% |
| JPY/USD 02/16/2022 BCAP-FX | 0.01% |
| LINK REIT SEDOL B0PB4M7 | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| CHF/USD 03/16/2022 UBS | 0.01% |
| MIZRAHI TEFAHOT BANK LTD SEDOL 6916703 | 0.01% |
| THALES SA SEDOL 4162791 | 0.01% |
| JPY/USD 02/16/2022 UBS | 0.01% |
| EUR/USD 03/16/2022 BCAP-FX | 0.01% |
| CNH/USD 02/16/2022 GSFX | 0.00% |
| PLN/USD 03/16/2022 GSFX | 0.00% |
| CHF/USD 03/16/2022 MSCIL | 0.00% |
| DKK/USD 03/16/2022 CITI | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| HKD/USD 02/16/2022 HSBCB | 0.00% |
| HKD/USD 02/16/2022 UBS | 0.00% |
| SEK/USD 03/16/2022 BANKAM | 0.00% |
| SGD/USD 02/16/2022 JPMCB | 0.00% |
| KRW/USD 02/16/2022 JPMCB | -0.00% |
| CNH/USD 02/16/2022 SSBT | -0.00% |
| NOK/USD 03/16/2022 JPMCB | -0.00% |
| SEK/USD 03/16/2022 RBSF | -0.00% |
| ILS/USD 01/19/2022 SSBT | -0.00% |
| 1.3265 R ISWP SOFRRATE P 01/03/2032 | -0.00% |
| EUR/USD 03/16/2022 WPAC | -0.01% |
| GBP/USD 03/16/2022 TDBK | -0.01% |
| CHF/USD 03/16/2022 SSBT | -0.01% |
| AUD/USD 01/19/2022 UBS | -0.01% |
| CHF/USD 03/16/2022 GSFX | -0.02% |
| EUR/USD 03/16/2022 CITI | -0.02% |
| EUR/USD 03/16/2022 RBSF | -0.02% |
| AUD/USD 01/19/2022 SSBT | -0.02% |
| CHF/USD 03/16/2022 HSBCB | -0.03% |
| GBP/USD 03/16/2022 JPMCB | -0.04% |
| EUR/USD 03/16/2022 BANKAM | -0.04% |
| JPY/USD 02/16/2022 GSFX | -0.04% |
| CAD/USD 01/19/2022 CITI | -0.06% |
| GBP/USD 03/16/2022 RBSF | -0.06% |
| GBP/USD 03/16/2022 UBS | -0.06% |
| GBP/USD 03/16/2022 MSCIL | -0.09% |
| EUR/USD 03/16/2022 UBS | -0.10% |
| EUR/USD 03/16/2022 SSBT | -0.11% |
| CPURNSA P 2.78 R 01/15/32 | -0.15% |
| CPURNSA P 2.7375 R 09/13/26 | -0.32% |
| JPY/USD 02/16/2022 SSBT | -0.32% |
| JPY/USD 02/16/2022 JPMCB | -0.38% |
| RU10INTR P SOFRRATE R 10/12/22 BA | -6.22% |
| US 5YR NOTE (CBT) MAR22 FVH2 | -15.84% |
| US 10YR ULTRA FUT MAR22 UXYH2 | 40.91% |
|---|---|
| SPTR R SOFRRATE P 09/28/22 CI | 23.58% |
| JPN 10Y BOND(OSE) DEC21 JBZ1 | 22.92% |
| LONG GILT FUTURE MAR22 G H2 | 19.09% |
| CAN 10YR BOND FUT MAR22 CNH2 | 18.84% |
| EURO-BUND FUTURE DEC21 RXZ1 | 17.78% |
| EURO-BTP FUTURE DEC21 IKZ1 | 16.61% |
| EURO-OAT FUTURE DEC21 OATZ1 | 16.27% |
| SPTR R US0001M P 02/05/22 JP | 10.97% |
| NDDUEAFE R SOFRRATE P 09/28/22 CI | 5.70% |
| MLFCF15 R SOFRRATE P 10/12/22 BA | 5.43% |
| FHLB 313385QF6 GDC 12/08/2021 | 4.26% |
| TREASURY BILL 00.0000 01/27/2022 | 2.84% |
| TREASURY BILL 00.0000 02/03/2022 | 2.84% |
| TREASURY BILL 00.0000 02/10/2022 | 2.84% |
| TREASURY BILL 00.0000 02/17/2022 | 2.84% |
| TREASURY BILL 00.0000 02/24/2022 | 2.84% |
| EUR/USD 12/15/2021 SSBT | 2.16% |
| NDDUEAFE R US0001M P 02/05/22 JP | 1.50% |
| COLLATERALIZED COMMERCIAL PAP 19424JAJ5 DCP 01/18/2022 | 1.42% |
| NATIONWIDE BUILDING SOCIETY 6385E1AQ4 DCP 01/24/2022 | 1.42% |
| NRW BANK 62939MC13 DCP 03/01/2022 | 1.42% |
| SOCIETE GENERALE SA 83369BZ25 DCP 12/02/2021 | 1.42% |
| FAIRWAY FINANCE CO LLC 30601WBA6 DCP 02/10/2022 | 1.42% |
| FMS WERTMANAGEMENT 34411HBH6 DCP 02/17/2022 | 1.42% |
| LIBERTY STREET FUNDING LLC 53127UC16 DCP 03/01/2022 | 1.42% |
| MITSUBISHI UFJ TRUST & BANKIN 60683CBJ9 DCP 02/18/2022 | 1.42% |
| EUR/USD 12/15/2021 UBS | 0.69% |
| ISHARES MSCI EAFE ETF SEDOL 2801290 | 0.42% |
| EUR/USD 12/15/2021 RBSF | 0.30% |
| GBP/USD 12/15/2021 UBS | 0.25% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.22% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.21% |
| CAD/USD 01/19/2022 SSBT | 0.20% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.19% |
| EUR/USD 12/15/2021 BANKAM | 0.18% |
| NZD/USD 01/19/2022 RBSF | 0.18% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.18% |
| ASML HOLDING NV SEDOL B929F46 | 0.18% |
| JPY/USD 02/16/2022 JPMCB | 0.17% |
| EUR/USD 12/15/2021 CITI | 0.16% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.16% |
| L OREAL SEDOL 4057808 | 0.16% |
| AUD/USD 01/19/2022 GSFX | 0.16% |
| GBP/USD 12/15/2021 BCAP-FX | 0.15% |
| SONY GROUP CORP SEDOL 6821506 | 0.14% |
| NESTLE SA-REG SEDOL 7123870 | 0.14% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.13% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.13% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.12% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.12% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.12% |
| MERCK KGAA SEDOL 4741844 | 0.12% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.12% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.12% |
| EQUINOR ASA SEDOL 7133608 | 0.12% |
| EUR/USD 12/15/2021 WPAC | 0.12% |
| MRK GR R US0001M P 12/15/25 GS | 0.12% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.12% |
| WESFARMERS LTD SEDOL 6948836 | 0.11% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.11% |
| JPY/USD 02/16/2022 SSBT | 0.11% |
| LEGRAND SA SEDOL B11ZRK9 | 0.11% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% |
| STELLANTIS NV SEDOL BMD8F98 | 0.11% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.11% |
| RIO TINTO PLC SEDOL 0718875 | 0.10% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.10% |
| IQV US R US0001M P 12/15/25 GS | 0.10% |
| MTD US R US0001M P 12/15/25 GS | 0.10% |
| PKI US R US0001M P 12/15/25 GS | 0.10% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.10% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.10% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.10% |
| WAT US R US0001M P 12/15/25 GS | 0.10% |
| ITOCHU CORP SEDOL 6467803 | 0.10% |
| SANDVIK AB SEDOL B1VQ252 | 0.10% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.10% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.10% |
| TMO US R US0001M P 12/15/25 GS | 0.10% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.10% |
| A US R US0001M P 12/15/25 GS | 0.09% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.09% |
| FUJITSU LTD SEDOL 6356945 | 0.09% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.09% |
| BP PLC SEDOL 0798059 | 0.09% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.09% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.09% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.09% |
| PFE US R US0001M P 12/15/25 GS | 0.09% |
| HOYA CORP SEDOL 6441506 | 0.09% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.09% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.09% |
| ZTS US R US0001M P 12/15/25 GS | 0.09% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.09% |
| CAPGEMINI SE SEDOL 4163437 | 0.08% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.08% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.08% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.08% |
| FORTUM OYJ SEDOL 5579550 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| CARLSBERG AS-B SEDOL 4169219 | 0.08% |
| COVESTRO AG SEDOL BYTBWY9 | 0.08% |
| HOLCIM LTD SEDOL 7110753 | 0.08% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.07% |
| CRH PLC SEDOL 4182249 | 0.07% |
| SGS SA-REG SEDOL 4824778 | 0.07% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.07% |
| ENTAIN PLC SEDOL B5VQMV6 | 0.07% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.07% |
| IPN FP R US0001M P 12/15/25 GS | 0.06% |
| NZD/USD 01/19/2022 GSFX | 0.06% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| GBP/USD 12/15/2021 JPMCB | 0.06% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.06% |
| GBP/USD 12/15/2021 RBSF | 0.06% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.06% |
| GBP/USD 12/15/2021 TDBK | 0.06% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.06% |
| EDF SEDOL B0NJJ17 | 0.06% |
| ILMN US R US0001M P 12/15/25 GS | 0.06% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.06% |
| OMRON CORP SEDOL 6659428 | 0.06% |
| PANDORA A/S SEDOL B44XTX8 | 0.06% |
| DIM FP R US0001M P 12/15/25 GS | 0.05% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.05% |
| GSK LN R US0001M P 12/15/25 GS | 0.05% |
| MRK US R US0001M P 12/15/25 GS | 0.05% |
| ZOZO INC SEDOL B292RC1 | 0.05% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.05% |
| ABBV US R US0001M P 12/15/25 GS | 0.05% |
| JNJ US R US0001M P 12/15/25 GS | 0.05% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.05% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.05% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.05% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.05% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.05% |
| SHIMADZU CORP SEDOL 6804369 | 0.05% |
| GBP/USD 12/15/2021 CSI-FX | 0.05% |
| EUR/USD 12/15/2021 CSI-FX | 0.05% |
| AZN US US0001M 12/15/25 GS | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| SAN FP R US0001M P 12/15/25 GS | 0.04% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| SWEDISH MATCH AB SEDOL BP09MR2 | 0.04% |
| CAPCOM CO LTD SEDOL 6173694 | 0.04% |
| AUD/USD 01/19/2022 BANKAM | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| CHF/USD 12/15/2021 HSBCB | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.04% |
| JPY/USD 02/16/2022 UBS | 0.04% |
| VTRS US R US0001M P 12/15/25 GS | 0.04% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.04% |
| AZN LN R US0001M P 12/15/25 GS | 0.04% |
| CAD/USD 01/19/2022 UBS | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| PRGO US R US0001M P 12/15/25 GS | 0.04% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.03% |
| BAYN GR R US0001M P 12/15/25 GS | 0.03% |
| CSL AU R US0001M P 12/15/25 GS | 0.03% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| BIIB US R US0001M P 12/15/25 GS | 0.03% |
| DEXUS/AU SEDOL B033YN6 | 0.03% |
| IPSEN SEDOL B0R7JF1 | 0.03% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.03% |
| SCSK CORP SEDOL 6858474 | 0.03% |
| 4506 JP R US0001M P 12/15/25 GS | 0.03% |
| BMY US R US0001M P 12/15/25 GS | 0.03% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.03% |
| 4581 JP R US0001M P 12/15/25 GS | 0.03% |
| GILD US R US0001M P 12/15/25 GS | 0.03% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% |
| LLY US R US0001M P 12/15/25 GS | 0.03% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.03% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.03% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.03% |
| PERSIMMON PLC SEDOL 0682538 | 0.03% |
| AMGN US R US0001M P 12/15/25 GS | 0.02% |
| AUD/USD 01/19/2022 SSBT | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.02% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.02% |
| NZD/USD 01/19/2022 WPAC | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.02% |
| TEVA US R US0001M P 12/15/25 GS | 0.02% |
| CAD/USD 01/19/2022 BCAP-FX | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
| SEK/USD 12/15/2021 BANKAM | 0.02% |
| GEA GROUP AG SEDOL 4557104 | 0.02% |
| JPY/USD 02/16/2022 TDBK | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| 4507 JP R US0001M P 12/15/25 GS | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CHF/USD 12/15/2021 GSFX | 0.02% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% |
| VIFN SW R US0001M P 12/15/25 GS | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| CAD/USD 01/19/2022 TDBK | 0.02% |
| LANXESS AG SEDOL B05M8B7 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| SEB SA SEDOL 4792132 | 0.02% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% |
| DCC PLC SEDOL 0242493 | 0.02% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.02% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% |
| 4502 JP R US0001M P 12/15/25 GS | 0.02% |
| AUD/USD 01/19/2022 HSBCB | 0.02% |
| EUR/USD 12/15/2021 TDBK | 0.02% |
| 4530 JP R US0001M P 12/15/25 GS | 0.02% |
| DKK/USD 12/15/2021 CITI | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| NZD/USD 01/19/2022 CITI | 0.02% |
| 4523 JP R US0001M P 12/15/25 GS | 0.01% |
| AUD/USD 01/19/2022 BCAP-FX | 0.01% |
| CHF/USD 12/15/2021 UBS | 0.01% |
| CHF/USD 12/15/2021 JPMCB | 0.01% |
| HIK LN R US0001M P 12/15/25 GS | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| 4503 JP R US0001M P 12/15/25 GS | 0.01% |
| BRENNTAG SE SEDOL B4YVF56 | 0.01% |
| UCB BB R US0001M P 12/15/25 GS | 0.01% |
| AUD/USD 01/19/2022 CITI | 0.01% |
| LINK REIT SEDOL B0PB4M7 | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.01% |
| ERF FP R US0001M P 12/15/25 GS | 0.01% |
| GLPG NA R US0001M P 12/15/25 GS | 0.01% |
| LUN DC R US0001M P 12/15/25 GS | 0.01% |
| CAD/USD 01/19/2022 BANKAM | 0.01% |
| THALES SA SEDOL 4162791 | 0.01% |
| CAD/USD 01/19/2022 MSCIL | 0.01% |
| INCY US R US0001M P 12/15/25 GS | 0.01% |
| REGN US R US0001M P 12/15/25 GS | 0.01% |
| CAD/USD 01/19/2022 CSI-FX | 0.01% |
| JPY/USD 02/16/2022 GSFX | 0.01% |
| GRF SM R US0001M P 12/15/25 GS | 0.00% |
| SEK/USD 12/15/2021 CITI | 0.00% |
| 4568 JP R US0001M P 12/15/25 GS | 0.00% |
| CHF/USD 12/15/2021 BANKAM | 0.00% |
| NOVN SW R US0001M P 12/15/25 GS | 0.00% |
| NZD/USD 01/19/2022 BCAP-FX | 0.00% |
| NZD/USD 01/19/2022 UBS | 0.00% |
| AUD/USD 01/19/2022 CSI-FX | 0.00% |
| AUD/USD 01/19/2022 RBSF | 0.00% |
| CHF/USD 12/15/2021 BCAP-FX | 0.00% |
| CHF/USD 12/15/2021 SSBT | 0.00% |
| CNH/USD 02/16/2022 GSFX | 0.00% |
| OGN US R US0001M P 12/15/25 GS | 0.00% |
| ORNBV FH R US0001M P 12/15/25 GS | 0.00% |
| REC IM R US0001M P 12/15/25 GS | 0.00% |
| VRTX US R US0001M P 12/15/25 GS | 0.00% |
| CHF/USD 12/15/2021 MSCIL | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| HKD/USD 02/16/2022 HSBCB | 0.00% |
| HKD/USD 02/16/2022 UBS | 0.00% |
| SGD/USD 02/16/2022 JPMCB | 0.00% |
| CNH/USD 02/16/2022 SSBT | -0.00% |
| KRW/USD 02/16/2022 JPMCB | -0.00% |
| CAD/USD 01/19/2022 RBSF | -0.00% |
| ILS/USD 01/19/2022 SSBT | -0.00% |
| NZD/USD 01/19/2022 BANKAM | -0.00% |
| JPY/USD 02/16/2022 BCAP-FX | -0.00% |
| NZD/USD 01/19/2022 HSBCB | -0.00% |
| GBP/USD 12/15/2021 HSBCB | -0.00% |
| JPY/USD 02/16/2022 MSCIL | -0.00% |
| CAD/USD 01/19/2022 HSBCB | -0.01% |
| CHF/USD 12/15/2021 RBSF | -0.01% |
| CHF/USD 12/15/2021 CITI | -0.01% |
| NOK/USD 12/15/2021 JPMCB | -0.01% |
| GBP/USD 12/15/2021 MSCIL | -0.01% |
| NZD/USD 01/19/2022 CSI-FX | -0.02% |
| NZD/USD 01/19/2022 MSCIL | -0.02% |
| CAD/USD 01/19/2022 WPAC | -0.02% |
| JPY/USD 02/16/2022 CITI | -0.02% |
| NZD/USD 01/19/2022 TDBK | -0.02% |
| AUD/USD 01/19/2022 JPMCB | -0.02% |
| JPY/USD 02/16/2022 HSBCB | -0.02% |
| AUD/USD 01/19/2022 TDBK | -0.03% |
| 1.57 R ISWP US0003M P 04/20/2031 | -0.03% |
| GBP/USD 12/15/2021 WPAC | -0.04% |
| PLN/USD 12/15/2021 GSFX | -0.04% |
| SEK/USD 12/15/2021 MSCIL | -0.04% |
| CAD/USD 01/19/2022 JPMCB | -0.04% |
| JPY/USD 02/16/2022 WPAC | -0.04% |
| AUD/USD 01/19/2022 MSCIL | -0.05% |
| EUR/USD 12/15/2021 BCAP-FX | -0.06% |
| NOK/USD 12/15/2021 GSFX | -0.08% |
| GBP/USD 12/15/2021 SSBT | -0.08% |
| CPURNSA P 2.78 R 01/15/32 | -0.08% |
| JPY/USD 02/16/2022 BANKAM | -0.10% |
| JPY/USD 02/16/2022 RBSF | -0.10% |
| CAD/USD 01/19/2022 GSFX | -0.11% |
| AUD/USD 01/19/2022 UBS | -0.11% |
| NZD/USD 01/19/2022 JPMCB | -0.12% |
| CAD/USD 01/19/2022 CITI | -0.15% |
| GBP/USD 12/15/2021 BANKAM | -0.16% |
| CPURNSA P 2.7375 R 09/13/26 | -0.18% |
| NZD/USD 01/19/2022 SSBT | -0.18% |
| GBP/USD 12/15/2021 CITI | -0.20% |
| GBP/USD 12/15/2021 GSFX | -0.28% |
| EUR/USD 12/15/2021 GSFX | -0.29% |
| MSCI EAFE DEC21 MFSZ1 | -0.64% |
| SPTR P SOFRRATE R 09/28/22 CI | -1.03% |
| EUR/USD 12/15/2021 MSCIL | -1.07% |
| EUR/USD 12/15/2021 JPMCB | -1.52% |
| EUR/USD 12/15/2021 HSBCB | -1.54% |
| RU10INTR P SOFRRATE R 10/12/22 BA | -5.45% |
| US 5YR NOTE (CBT) MAR22 FVH2 | -14.49% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | 40.21% |
|---|---|
| SPTR R SOFRRATE P 09/28/22 CI | 23.63% |
| JPN 10Y BOND(OSE) DEC21 JBZ1 | 22.53% |
| LONG GILT FUTURE DEC21 G Z1 | 19.34% |
| CAN 10YR BOND FUT DEC21 CNZ1 | 19.33% |
| EURO-BUND FUTURE DEC21 RXZ1 | 17.59% |
| EURO-BTP FUTURE DEC21 IKZ1 | 16.48% |
| EURO-OAT FUTURE DEC21 OATZ1 | 16.09% |
| SPTR R US0001M P 02/05/22 JP | 11.00% |
| NDDUEAFE R SOFRRATE P 09/28/22 CI | 5.95% |
| MLFCF15 R SOFRRATE P 10/12/22 BA | 5.86% |
| FHLB 313385QF6 GDC 12/08/2021 | 4.24% |
| ABN AMRO FUNDING USA LLC 00084BY16 DCP 11/01/2021 | 2.83% |
| BPCE SA 05571BYQ0 DCP 11/24/2021 | 2.83% |
| FMS WERTMANAGEMENT 34411GY26 DCP 11/02/2021 | 2.83% |
| TORONTO-DOMINION BANK/THE 89119AY51 DCP 11/05/2021 | 2.83% |
| TREASURY BILL 00.0000 01/27/2022 | 2.83% |
| TREASURY BILL 00.0000 02/03/2022 | 2.83% |
| TREASURY BILL 00.0000 02/10/2022 | 2.83% |
| TREASURY BILL 00.0000 02/17/2022 | 2.83% |
| TREASURY BILL 00.0000 02/24/2022 | 2.83% |
| RU10VATR R US0001M P 02/05/22 JP | 2.22% |
| TOTALENERGIES CAPITAL CANADA 89153PYW6 DCP 11/30/2021 | 1.98% |
| NDDUEAFE R US0001M P 02/05/22 JP | 1.56% |
| NDDUEAFE R US0001M P 02/05/22 JP | 1.48% |
| SOCIETE GENERALE SA 83369BZ25 DCP 12/02/2021 | 1.41% |
| EUR/USD 12/15/2021 SSBT | 1.16% |
| XNDX R US0001M P 02/05/22 JP | 0.84% |
| JPY/USD 11/17/2021 RBSF | 0.53% |
| JPY/USD 11/17/2021 BANKAM | 0.51% |
| NDUEEGF R US0001M P 02/05/22 JP | 0.44% |
| ISHARES MSCI EAFE ETF SEDOL 2801290 | 0.44% |
| EUR/USD 12/15/2021 UBS | 0.43% |
| RU20INTR R US0001M P 02/05/22 JP | 0.40% |
| CDX CDX.NA.HY.37 500.0 12/20/2026 | 0.27% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.22% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.22% |
| CDX CDX.EM.36 100.0 12/20/2026 | 0.22% |
| AUD/USD 01/19/2022 UBS | 0.21% |
| JPY/USD 11/17/2021 WPAC | 0.21% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.21% |
| CAD/USD 01/19/2022 CITI | 0.19% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.19% |
| ASML HOLDING NV SEDOL B929F46 | 0.18% |
| NZD/USD 01/19/2022 SSBT | 0.18% |
| EUR/USD 12/15/2021 RBSF | 0.17% |
| NZD/USD 01/19/2022 JPMCB | 0.16% |
| L OREAL SEDOL 4057808 | 0.16% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.14% |
| NESTLE SA-REG SEDOL 7123870 | 0.14% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.14% |
| CAD/USD 01/19/2022 GSFX | 0.13% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.13% |
| SONY GROUP CORP SEDOL 6821506 | 0.13% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.13% |
| STELLANTIS NV SEDOL BMD8F98 | 0.13% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.12% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.12% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| EQUINOR ASA SEDOL 7133608 | 0.12% |
| WESFARMERS LTD SEDOL 6948836 | 0.12% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.12% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.12% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.12% |
| JPY/USD 11/17/2021 HSBCB | 0.12% |
| MERCK KGAA SEDOL 4741844 | 0.12% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.12% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.12% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.12% |
| MRK GR R US0001M P 12/15/25 GS | 0.11% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.11% |
| LEGRAND SA SEDOL B11ZRK9 | 0.11% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.11% |
| WAT US R US0001M P 12/15/25 GS | 0.11% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.11% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.11% |
| RIO TINTO PLC SEDOL 0718875 | 0.11% |
| IQV US R US0001M P 12/15/25 GS | 0.10% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.10% |
| BP PLC SEDOL 0798059 | 0.10% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.10% |
| MTD US R US0001M P 12/15/25 GS | 0.10% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.10% |
| EUR/USD 12/15/2021 BANKAM | 0.10% |
| SANDVIK AB SEDOL B1VQ252 | 0.10% |
| PKI US R US0001M P 12/15/25 GS | 0.10% |
| A US R US0001M P 12/15/25 GS | 0.10% |
| FUJITSU LTD SEDOL 6356945 | 0.10% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.10% |
| ITOCHU CORP SEDOL 6467803 | 0.10% |
| TMO US R US0001M P 12/15/25 GS | 0.10% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.10% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.10% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.10% |
| EUR/USD 12/15/2021 CITI | 0.09% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.09% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.09% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.09% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.09% |
| JPY/USD 11/17/2021 CITI | 0.09% |
| ZTS US R US0001M P 12/15/25 GS | 0.09% |
| COVESTRO AG SEDOL BYTBWY9 | 0.09% |
| ENTAIN PLC SEDOL B5VQMV6 | 0.08% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.08% |
| CAPGEMINI SE SEDOL 4163437 | 0.08% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.08% |
| HOYA CORP SEDOL 6441506 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| FORTUM OYJ SEDOL 5579550 | 0.08% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.08% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.08% |
| AUD/USD 01/19/2022 JPMCB | 0.08% |
| CARLSBERG AS-B SEDOL 4169219 | 0.08% |
| HOLCIM LTD SEDOL 7110753 | 0.08% |
| PFE US R US0001M P 12/15/25 GS | 0.07% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.07% |
| CRH PLC SEDOL 4182249 | 0.07% |
| EUR/USD 12/15/2021 WPAC | 0.07% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.07% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.07% |
| IPN FP R US0001M P 12/15/25 GS | 0.07% |
| SGS SA-REG SEDOL 4824778 | 0.07% |
| GBP/USD 12/15/2021 UBS | 0.07% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| ILMN US R US0001M P 12/15/25 GS | 0.06% |
| MRK US R US0001M P 12/15/25 GS | 0.06% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.06% |
| PANDORA A/S SEDOL B44XTX8 | 0.06% |
| AUD/USD 01/19/2022 MSCIL | 0.06% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.06% |
| EDF SEDOL B0NJJ17 | 0.06% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.06% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.06% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.06% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.06% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.06% |
| GSK LN R US0001M P 12/15/25 GS | 0.06% |
| GBP/USD 12/15/2021 BCAP-FX | 0.05% |
| JNJ US R US0001M P 12/15/25 GS | 0.05% |
| OMRON CORP SEDOL 6659428 | 0.05% |
| ZOZO INC SEDOL B292RC1 | 0.05% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% |
| ABBV US R US0001M P 12/15/25 GS | 0.05% |
| AZN US US0001M 12/15/25 GS | 0.05% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.05% |
| DIM FP R US0001M P 12/15/25 GS | 0.05% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.05% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.05% |
| SAN FP R US0001M P 12/15/25 GS | 0.05% |
| CAPCOM CO LTD SEDOL 6173694 | 0.05% |
| SHIMADZU CORP SEDOL 6804369 | 0.05% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.04% |
| PRGO US R US0001M P 12/15/25 GS | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| CHF/USD 12/15/2021 JPMCB | 0.04% |
| VTRS US R US0001M P 12/15/25 GS | 0.04% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.04% |
| AZN LN R US0001M P 12/15/25 GS | 0.04% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.04% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.04% |
| AUD/USD 01/19/2022 SSBT | 0.04% |
| BAYN GR R US0001M P 12/15/25 GS | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% |
| 4506 JP R US0001M P 12/15/25 GS | 0.04% |
| BIIB US R US0001M P 12/15/25 GS | 0.04% |
| CSL AU R US0001M P 12/15/25 GS | 0.04% |
| NOK/USD 12/15/2021 GSFX | 0.04% |
| BMY US R US0001M P 12/15/25 GS | 0.03% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.03% |
| SCSK CORP SEDOL 6858474 | 0.03% |
| 4581 JP R US0001M P 12/15/25 GS | 0.03% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.03% |
| DEXUS/AU SEDOL B033YN6 | 0.03% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% |
| IPSEN SEDOL B0R7JF1 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.03% |
| LLY US R US0001M P 12/15/25 GS | 0.03% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.03% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.03% |
| AUD/USD 01/19/2022 TDBK | 0.03% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.03% |
| GILD US R US0001M P 12/15/25 GS | 0.03% |
| CAD/USD 01/19/2022 JPMCB | 0.03% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.03% |
| PERSIMMON PLC SEDOL 0682538 | 0.03% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.03% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.03% |
| AMGN US R US0001M P 12/15/25 GS | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.03% |
| EUR/USD 12/15/2021 CSI-FX | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| TEVA US R US0001M P 12/15/25 GS | 0.03% |
| KRW/USD 11/17/2021 JPMCB | 0.02% |
| NZD/USD 01/19/2022 TDBK | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| VIFN SW R US0001M P 12/15/25 GS | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| GBP/USD 12/15/2021 TDBK | 0.02% |
| GEA GROUP AG SEDOL 4557104 | 0.02% |
| LANXESS AG SEDOL B05M8B7 | 0.02% |
| NOK/USD 12/15/2021 TDBK | 0.02% |
| CHF/USD 12/15/2021 HSBCB | 0.02% |
| NOK/USD 12/15/2021 MSCIL | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| CAD/USD 01/19/2022 WPAC | 0.02% |
| DCC PLC SEDOL 0242493 | 0.02% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| NZD/USD 01/19/2022 CSI-FX | 0.02% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% |
| GBP/USD 12/15/2021 JPMCB | 0.02% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% |
| SEB SA SEDOL 4792132 | 0.02% |
| 4507 JP R US0001M P 12/15/25 GS | 0.02% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.02% |
| 4502 JP R US0001M P 12/15/25 GS | 0.02% |
| 4523 JP R US0001M P 12/15/25 GS | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| DKK/USD 12/15/2021 CITI | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| JPY/USD 11/17/2021 MSCIL | 0.02% |
| 4530 JP R US0001M P 12/15/25 GS | 0.01% |
| HIK LN R US0001M P 12/15/25 GS | 0.01% |
| GBP/USD 12/15/2021 CSI-FX | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| 4503 JP R US0001M P 12/15/25 GS | 0.01% |
| BRENNTAG SE SEDOL B4YVF56 | 0.01% |
| EUR/USD PUT 1.155 20211112 GSFX | 0.01% |
| GBP/USD 12/15/2021 RBSF | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| UCB BB R US0001M P 12/15/25 GS | 0.01% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.01% |
| GLPG NA R US0001M P 12/15/25 GS | 0.01% |
| LINK REIT SEDOL B0PB4M7 | 0.01% |
| LUN DC R US0001M P 12/15/25 GS | 0.01% |
| CHF/USD 12/15/2021 UBS | 0.01% |
| ERF FP R US0001M P 12/15/25 GS | 0.01% |
| JPY/USD 11/17/2021 BCAP-FX | 0.01% |
| NOK/USD 12/15/2021 JPMCB | 0.01% |
| THALES SA SEDOL 4162791 | 0.01% |
| CHF/USD 12/15/2021 GSFX | 0.01% |
| NOK/USD 12/15/2021 RBSF | 0.01% |
| CAD/USD 01/19/2022 HSBCB | 0.01% |
| INCY US R US0001M P 12/15/25 GS | 0.01% |
| REGN US R US0001M P 12/15/25 GS | 0.01% |
| CHF/USD 12/15/2021 SSBT | 0.01% |
| GRF SM R US0001M P 12/15/25 GS | 0.01% |
| NOK/USD 12/15/2021 CITI | 0.01% |
| AUD/USD 01/19/2022 RBSF | 0.00% |
| CAD/USD 01/19/2022 TDBK | 0.00% |
| EUR/USD 12/15/2021 TDBK | 0.00% |
| SEK/USD 12/15/2021 UBS | 0.00% |
| 4568 JP R US0001M P 12/15/25 GS | 0.00% |
| AUD/USD PUT 0.731 20211118 GSFX | 0.00% |
| EUR/USD PUT 1.146 20211112 JPMCB | 0.00% |
| NOVN SW R US0001M P 12/15/25 GS | 0.00% |
| CHF/USD 12/15/2021 BANKAM | 0.00% |
| OGN US R US0001M P 12/15/25 GS | 0.00% |
| USD/CAD CALL 1.255 20211126 TDBK | 0.00% |
| CAD/USD 01/19/2022 RBSF | 0.00% |
| ORNBV FH R US0001M P 12/15/25 GS | 0.00% |
| REC IM R US0001M P 12/15/25 GS | 0.00% |
| SEK/USD 12/15/2021 JPMCB | 0.00% |
| GBP/USD PUT 1.332 20211112 BANKAM | 0.00% |
| HKD/USD 11/17/2021 UBS | 0.00% |
| SEK/USD 12/15/2021 BCAP-FX | 0.00% |
| VRTX US R US0001M P 12/15/25 GS | 0.00% |
| ARISTOCRAT LEISURE LTD-RTS SEDOL BL5FPK1 | 0.00% |
| CHF/USD 12/15/2021 BCAP-FX | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| HKD/USD 11/17/2021 HSBCB | 0.00% |
| NZD/USD PUT 0.678 20211112 UBS | 0.00% |
| SEK/USD 12/15/2021 RBSF | 0.00% |
| SGD/USD 11/17/2021 JPMCB | 0.00% |
| SEK/USD 12/15/2021 BANKAM | -0.00% |
| ILS/USD 01/19/2022 SSBT | -0.00% |
| AUD/USD 01/19/2022 CSI-FX | -0.00% |
| CHF/USD 12/15/2021 MSCIL | -0.00% |
| CHF/USD 12/15/2021 RBSF | -0.00% |
| GBP/USD 12/15/2021 HSBCB | -0.00% |
| CAD/USD 01/19/2022 BCAP-FX | -0.00% |
| GBP/USD 12/15/2021 WPAC | -0.00% |
| USD/CAD PUT 1.2252 20211126 TDBK | -0.00% |
| SEK/USD 12/15/2021 CITI | -0.00% |
| NOK/USD 12/15/2021 SSBT | -0.01% |
| NZD/USD 01/19/2022 BCAP-FX | -0.01% |
| CHF/USD 12/15/2021 CITI | -0.01% |
| GBP/USD 12/15/2021 MSCIL | -0.01% |
| 1.57 R ISWP US0003M P 04/20/2031 | -0.01% |
| CAD/USD 01/19/2022 BANKAM | -0.01% |
| CAD/USD 01/19/2022 CSI-FX | -0.01% |
| NZD/USD 01/19/2022 MSCIL | -0.01% |
| NZD/USD 01/19/2022 BANKAM | -0.01% |
| SEK/USD 12/15/2021 SSBT | -0.01% |
| CAD/USD 01/19/2022 UBS | -0.01% |
| AUD/USD 01/19/2022 CITI | -0.02% |
| SEK/USD 12/15/2021 GSFX | -0.02% |
| CNH/USD 11/17/2021 SSBT | -0.02% |
| NZD/USD 01/19/2022 HSBCB | -0.02% |
| NZD/USD 01/19/2022 CITI | -0.02% |
| SEK/USD 12/15/2021 MSCIL | -0.02% |
| SEK/USD 12/15/2021 TDBK | -0.02% |
| CAD/USD 01/19/2022 MSCIL | -0.02% |
| AUD/USD 01/19/2022 HSBCB | -0.02% |
| AUD/USD 01/19/2022 BCAP-FX | -0.03% |
| GBP/USD 12/15/2021 SSBT | -0.03% |
| NZD/USD 01/19/2022 UBS | -0.03% |
| PLN/USD 12/15/2021 GSFX | -0.03% |
| EUR/USD 12/15/2021 BCAP-FX | -0.03% |
| GBP/USD 12/15/2021 BANKAM | -0.04% |
| NZD/USD 01/19/2022 WPAC | -0.05% |
| GBP/USD 12/15/2021 CITI | -0.05% |
| AUD/USD 01/19/2022 BANKAM | -0.06% |
| NZD/USD 01/19/2022 GSFX | -0.08% |
| NOK/USD 12/15/2021 UBS | -0.08% |
| JPY/USD 11/17/2021 GSFX | -0.09% |
| GBP/USD 12/15/2021 GSFX | -0.09% |
| CPURNSA P 2.78 R 01/15/32 | -0.10% |
| JPY/USD 11/17/2021 TDBK | -0.11% |
| JPY/USD 11/17/2021 UBS | -0.18% |
| EUR/USD 12/15/2021 GSFX | -0.19% |
| CAD/USD 01/19/2022 SSBT | -0.22% |
| CPURNSA P 2.7375 R 09/13/26 | -0.24% |
| AUD/USD 01/19/2022 GSFX | -0.25% |
| NZD/USD 01/19/2022 RBSF | -0.25% |
| JPY/USD 11/17/2021 SSBT | -0.56% |
| EUR/USD 12/15/2021 MSCIL | -0.62% |
| MSCI EAFE DEC21 MFSZ1 | -0.66% |
| JPY/USD 11/17/2021 JPMCB | -0.86% |
| EUR/USD 12/15/2021 JPMCB | -0.88% |
| EUR/USD 12/15/2021 HSBCB | -0.88% |
| SPTR P SOFRRATE R 09/28/22 CI | -1.04% |
| SPTR P US0001M R 02/05/22 JP | -5.61% |
| RU10INTR P SOFRRATE R 10/12/22 BA | -5.85% |
| US 5YR NOTE (CBT) DEC21 FVZ1 | -14.46% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | 39.61% |
|---|---|
| JPN 10Y BOND(OSE) DEC21 JBZ1 | 30.28% |
| SPTR R SOFRRATE P 09/28/22 CI | 29.13% |
| EURO-OAT FUTURE DEC21 OATZ1 | 22.47% |
| CAN 10YR BOND FUT DEC21 CNZ1 | 22.02% |
| LONG GILT FUTURE DEC21 G Z1 | 20.65% |
| EURO-BTP FUTURE DEC21 IKZ1 | 20.57% |
| EURO-BUND FUTURE DEC21 RXZ1 | 19.71% |
| NDDUEAFE R US0001M P 02/05/22 JP | 13.72% |
| SPTR R US0001M P 02/05/22 JP | 10.11% |
| NDDUEAFE R SOFRRATE P 09/28/22 CI | 5.71% |
| TREASURY BILL 00.0000 10/07/2021 | 5.56% |
| TREASURY BILL 00.0000 10/14/2021 | 5.56% |
| MLFCF15 R US0003M P 06/20/23 BA | 5.33% |
| FHLB 313385QF6 GDC 12/08/2021 | 4.17% |
| NRW BANK 62939LXN4 DCP 10/22/2021 | 2.78% |
| ABN AMRO FUNDING USA LLC 00084BY16 DCP 11/01/2021 | 2.78% |
| BPCE SA 05571BYQ0 DCP 11/24/2021 | 2.78% |
| FMS WERTMANAGEMENT 34411GY26 DCP 11/02/2021 | 2.78% |
| TORONTO-DOMINION BANK/THE 89119AY51 DCP 11/05/2021 | 2.78% |
| TREASURY BILL 00.0000 01/27/2022 | 2.78% |
| TREASURY BILL 00.0000 02/03/2022 | 2.78% |
| TREASURY BILL 00.0000 02/10/2022 | 2.78% |
| TREASURY BILL 00.0000 02/17/2022 | 2.78% |
| TREASURY BILL 00.0000 02/24/2022 | 2.78% |
| VICTORY RECEIVABLES CORP 92646KXS6 DCP 10/26/2021 | 2.78% |
| SWEDBANK AB 87019RXV3 DCP 10/29/2021 | 2.14% |
| RU10VATR R US0001M P 02/05/22 JP | 2.08% |
| TOTALENERGIES CAPITAL CANADA 89153PYW6 DCP 11/30/2021 | 1.95% |
| NDDUEAFE R US0001M P 02/05/22 JP | 1.42% |
| LLOYDS BANK PLC 53943RXT1 DCP 10/27/2021 | 1.39% |
| SOCIETE GENERALE SA 83369BZ25 DCP 12/02/2021 | 1.39% |
| MIZUHO BANK LTD/NEW YORK NY 60689FXF0 DCP 10/15/2021 | 1.21% |
| EUR/USD 12/15/2021 SSBT | 1.02% |
| XNDX R US0001M P 02/05/22 JP | 0.77% |
| NDUEEGF R US0001M P 02/05/22 JP | 0.43% |
| ISHARES MSCI EAFE ETF SEDOL 2801290 | 0.42% |
| EUR/USD 12/15/2021 UBS | 0.39% |
| RU20INTR R US0001M P 02/05/22 JP | 0.38% |
| CDX CDX.NA.HY.37 500.0 12/20/2026 | 0.28% |
| NZD/USD 10/20/2021 RBSF | 0.24% |
| CDX CDX.EM.36 100.0 12/20/2026 | 0.21% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.20% |
| AUD/USD 10/20/2021 GSFX | 0.20% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.20% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.19% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.18% |
| ASML HOLDING NV SEDOL B929F46 | 0.16% |
| GBP/USD 12/15/2021 UBS | 0.16% |
| EUR/USD 12/15/2021 RBSF | 0.15% |
| L OREAL SEDOL 4057808 | 0.14% |
| JPY/USD 11/17/2021 RBSF | 0.14% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.13% |
| JPY/USD 11/17/2021 BANKAM | 0.13% |
| KDDI CORP SEDOL 6248990 | 0.13% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.13% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.12% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.12% |
| NESTLE SA-REG SEDOL 7123870 | 0.12% |
| SONY GROUP CORP SEDOL 6821506 | 0.12% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.12% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.12% |
| EQUINOR ASA SEDOL 7133608 | 0.12% |
| STELLANTIS NV SEDOL BMD8F98 | 0.12% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.12% |
| CHF/USD 12/15/2021 HSBCB | 0.12% |
| GBP/USD 12/15/2021 BCAP-FX | 0.12% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.12% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.11% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.11% |
| RIO TINTO PLC SEDOL 0718875 | 0.11% |
| WESFARMERS LTD SEDOL 6948836 | 0.11% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.11% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.11% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.11% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.11% |
| MERCK KGAA SEDOL 4741844 | 0.11% |
| LEGRAND SA SEDOL B11ZRK9 | 0.11% |
| WAT US R US0001M P 12/15/25 GS | 0.10% |
| MRK GR R US0001M P 12/15/25 GS | 0.10% |
| FUJITSU LTD SEDOL 6356945 | 0.10% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.10% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.10% |
| ITOCHU CORP SEDOL 6467803 | 0.10% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.10% |
| A US R US0001M P 12/15/25 GS | 0.10% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.10% |
| BP PLC SEDOL 0798059 | 0.10% |
| PKI US R US0001M P 12/15/25 GS | 0.10% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.09% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.09% |
| IQV US R US0001M P 12/15/25 GS | 0.09% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.09% |
| MTD US R US0001M P 12/15/25 GS | 0.09% |
| COVESTRO AG SEDOL BYTBWY9 | 0.09% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.09% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.09% |
| EUR/USD 12/15/2021 BANKAM | 0.09% |
| SANDVIK AB SEDOL B1VQ252 | 0.09% |
| HOYA CORP SEDOL 6441506 | 0.09% |
| TMO US R US0001M P 12/15/25 GS | 0.09% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.08% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.08% |
| ENTAIN PLC SEDOL B5VQMV6 | 0.08% |
| EUR/USD 12/15/2021 CITI | 0.08% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.08% |
| FORTUM OYJ SEDOL 5579550 | 0.08% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.08% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.08% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.08% |
| AVIVA PLC SEDOL 0216238 | 0.08% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.08% |
| CARLSBERG AS-B SEDOL 4169219 | 0.08% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.08% |
| ZTS US R US0001M P 12/15/25 GS | 0.08% |
| CAPGEMINI SE SEDOL 4163437 | 0.07% |
| HOLCIM LTD SEDOL 7110753 | 0.07% |
| PFE US R US0001M P 12/15/25 GS | 0.07% |
| CHF/USD 12/15/2021 GSFX | 0.07% |
| CRH PLC SEDOL 4182249 | 0.07% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.06% |
| SGS SA-REG SEDOL 4824778 | 0.06% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.06% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.06% |
| ZOZO INC SEDOL B292RC1 | 0.06% |
| IPN FP R US0001M P 12/15/25 GS | 0.06% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.06% |
| EUR/USD 12/15/2021 WPAC | 0.06% |
| ILMN US R US0001M P 12/15/25 GS | 0.06% |
| CAD/USD 10/20/2021 SSBT | 0.06% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.06% |
| 3I GROUP PLC SEDOL B1YW440 | 0.06% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.06% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.06% |
| OMRON CORP SEDOL 6659428 | 0.06% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.05% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.05% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.05% |
| JNJ US R US0001M P 12/15/25 GS | 0.05% |
| JPY/USD 11/17/2021 WPAC | 0.05% |
| MRK US R US0001M P 12/15/25 GS | 0.05% |
| PANDORA A/S SEDOL B44XTX8 | 0.05% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.05% |
| GBP/USD 12/15/2021 TDBK | 0.05% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.05% |
| DIM FP R US0001M P 12/15/25 GS | 0.05% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.05% |
| EDF SEDOL B0NJJ17 | 0.05% |
| GBP/USD 12/15/2021 JPMCB | 0.05% |
| GSK LN R US0001M P 12/15/25 GS | 0.05% |
| SHIMADZU CORP SEDOL 6804369 | 0.05% |
| AZN US US0001M 12/15/25 GS | 0.05% |
| ABBV US R US0001M P 12/15/25 GS | 0.05% |
| CAPCOM CO LTD SEDOL 6173694 | 0.05% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% |
| PRGO US R US0001M P 12/15/25 GS | 0.05% |
| 4506 JP R US0001M P 12/15/25 GS | 0.04% |
| SAN FP R US0001M P 12/15/25 GS | 0.04% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| VTRS US R US0001M P 12/15/25 GS | 0.04% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.04% |
| ARKEMA SEDOL B0Z5YZ2 | 0.04% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.04% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.04% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.04% |
| AZN LN R US0001M P 12/15/25 GS | 0.04% |
| BIIB US R US0001M P 12/15/25 GS | 0.04% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% |
| AUD/USD 10/20/2021 RBSF | 0.04% |
| CHF/USD 12/15/2021 UBS | 0.04% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.04% |
| BAYN GR R US0001M P 12/15/25 GS | 0.04% |
| 4581 JP R US0001M P 12/15/25 GS | 0.04% |
| GBP/USD 12/15/2021 RBSF | 0.04% |
| SCSK CORP SEDOL 6858474 | 0.04% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% |
| BMY US R US0001M P 12/15/25 GS | 0.03% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% |
| CSL AU R US0001M P 12/15/25 GS | 0.03% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.03% |
| DEXUS/AU SEDOL B033YN6 | 0.03% |
| GBP/USD 12/15/2021 CSI-FX | 0.03% |
| JPY/USD 11/17/2021 HSBCB | 0.03% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.03% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.03% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.03% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.03% |
| CNH/USD 11/17/2021 GSFX | 0.03% |
| GILD US R US0001M P 12/15/25 GS | 0.03% |
| IPSEN SEDOL B0R7JF1 | 0.03% |
| TEVA US R US0001M P 12/15/25 GS | 0.03% |
| CAD/USD 10/20/2021 UBS | 0.03% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.03% |
| LLY US R US0001M P 12/15/25 GS | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| AMGN US R US0001M P 12/15/25 GS | 0.03% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.03% |
| KRW/USD 11/17/2021 JPMCB | 0.03% |
| NOK/USD 12/15/2021 UBS | 0.03% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CHF/USD 12/15/2021 BCAP-FX | 0.02% |
| EUR/USD 12/15/2021 CSI-FX | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| JPY/USD 11/17/2021 CITI | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| EUR/USD PUT 1.1615 20211027 JPMCB | 0.02% |
| LANXESS AG SEDOL B05M8B7 | 0.02% |
| VIFN SW R US0001M P 12/15/25 GS | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| GEA GROUP AG SEDOL 4557104 | 0.02% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% |
| 4502 JP R US0001M P 12/15/25 GS | 0.02% |
| 4507 JP R US0001M P 12/15/25 GS | 0.02% |
| DCC PLC SEDOL 0242493 | 0.02% |
| GBP/USD PUT 1.332 20211112 BANKAM | 0.02% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% |
| 4523 JP R US0001M P 12/15/25 GS | 0.02% |
| CHF/USD 12/15/2021 MSCIL | 0.02% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.02% |
| EUR/USD PUT 1.155 20211112 GSFX | 0.02% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% |
| FISHER PAYKEL SEDOL 6340250 | 0.02% |
| SEB SA SEDOL 4792132 | 0.02% |
| 4530 JP R US0001M P 12/15/25 GS | 0.02% |
| CAD/USD 10/20/2021 MSCIL | 0.02% |
| NZD/USD PUT 0.678 20211112 UBS | 0.02% |
| DKK/USD 12/15/2021 CITI | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| HIK LN R US0001M P 12/15/25 GS | 0.01% |
| NZD/USD 10/20/2021 CITI | 0.01% |
| SEK/USD 12/15/2021 JPMCB | 0.01% |
| 4503 JP R US0001M P 12/15/25 GS | 0.01% |
| BRENNTAG SE SEDOL B4YVF56 | 0.01% |
| CHF/USD 12/15/2021 BANKAM | 0.01% |
| CNH/USD 11/17/2021 HSBCB | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| UCB BB R US0001M P 12/15/25 GS | 0.01% |
| GLPG NA R US0001M P 12/15/25 GS | 0.01% |
| LINK REIT SEDOL B0PB4M7 | 0.01% |
| LUN DC R US0001M P 12/15/25 GS | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| NZD/USD 10/20/2021 WPAC | 0.01% |
| THALES SA SEDOL 4162791 | 0.01% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.01% |
| ERF FP R US0001M P 12/15/25 GS | 0.01% |
| SEK/USD 12/15/2021 BANKAM | 0.01% |
| ILS/USD 10/20/2021 SSBT | 0.01% |
| CAD/USD 10/20/2021 CSI-FX | 0.01% |
| GRF SM R US0001M P 12/15/25 GS | 0.01% |
| INCY US R US0001M P 12/15/25 GS | 0.01% |
| REGN US R US0001M P 12/15/25 GS | 0.01% |
| CAD/USD 10/20/2021 BANKAM | 0.01% |
| JPY/USD 11/17/2021 MSCIL | 0.01% |
| AUD/USD 10/20/2021 CSI-FX | 0.00% |
| AUD/USD 10/20/2021 HSBCB | 0.00% |
| NZD/USD 10/20/2021 GSFX | 0.00% |
| 4568 JP R US0001M P 12/15/25 GS | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 0.00% |
| EUR/USD 12/15/2021 TDBK | 0.00% |
| NOVN SW R US0001M P 12/15/25 GS | 0.00% |
| NZD/USD 10/20/2021 HSBCB | 0.00% |
| NOK/USD 12/15/2021 SSBT | 0.00% |
| NZD/USD 10/20/2021 BANKAM | 0.00% |
| OGN US R US0001M P 12/15/25 GS | 0.00% |
| ORNBV FH R US0001M P 12/15/25 GS | 0.00% |
| REC IM R US0001M P 12/15/25 GS | 0.00% |
| HKD/USD 11/17/2021 RBSF | 0.00% |
| NZD/USD 10/20/2021 BCAP-FX | 0.00% |
| VRTX US R US0001M P 12/15/25 GS | 0.00% |
| AUD/USD 10/20/2021 BCAP-FX | 0.00% |
| GLOW ENERGY PCL - FOREIGN SEDOL B074GX9 | 0.00% |
| HKD/USD 11/17/2021 BANKAM | 0.00% |
| HKD/USD 11/17/2021 BCAP-FX | 0.00% |
| HKD/USD 11/17/2021 GSFX | 0.00% |
| HKD/USD 11/17/2021 HSBCB | 0.00% |
| HKD/USD 11/17/2021 TDBK | 0.00% |
| HKD/USD 11/17/2021 UBS | 0.00% |
| NOK/USD 12/15/2021 MSCIL | 0.00% |
| NOK/USD 12/15/2021 RBSF | 0.00% |
| SGD/USD 11/17/2021 JPMCB | 0.00% |
| CAD/USD 10/20/2021 TDBK | -0.00% |
| CHF/USD 12/15/2021 SSBT | -0.00% |
| HKD/USD 11/17/2021 SSBT | -0.00% |
| JPY/USD 11/17/2021 BCAP-FX | -0.00% |
| NZD/USD 10/20/2021 UBS | -0.00% |
| SEK/USD 12/15/2021 GSFX | -0.00% |
| CAD/USD 10/20/2021 RBSF | -0.00% |
| SEK/USD 12/15/2021 TDBK | -0.00% |
| NOK/USD 12/15/2021 JPMCB | -0.00% |
| EUR/USD PUT 1.135 20211112 GSFX | -0.00% |
| GBP/USD 12/15/2021 HSBCB | -0.00% |
| GBP/USD PUT 1.30 20211112 BANKAM | -0.00% |
| NZD/USD PUT 0.66 20211112 UBS | -0.00% |
| SEK/USD 12/15/2021 SSBT | -0.01% |
| CAD/USD 10/20/2021 HSBCB | -0.01% |
| NOK/USD 12/15/2021 TDBK | -0.01% |
| CNH/USD 11/17/2021 SSBT | -0.01% |
| EUR/USD PUT 1.149 20211027 JPMCB | -0.01% |
| SEK/USD 12/15/2021 RBSF | -0.01% |
| SEK/USD 12/15/2021 UBS | -0.01% |
| CAD/USD 10/20/2021 JPMCB | -0.01% |
| SEK/USD 12/15/2021 MSCIL | -0.01% |
| CAD/USD 10/20/2021 WPAC | -0.01% |
| NZD/USD 10/20/2021 CSI-FX | -0.01% |
| NZD/USD 10/20/2021 TDBK | -0.02% |
| SEK/USD 12/15/2021 BCAP-FX | -0.02% |
| GBP/USD 12/15/2021 WPAC | -0.02% |
| AUD/USD 10/20/2021 TDBK | -0.02% |
| GBP/USD 12/15/2021 MSCIL | -0.02% |
| CAD/USD 10/20/2021 GSFX | -0.02% |
| CPURNSA P 2.7375 R 09/13/26 | -0.02% |
| NZD/USD 10/20/2021 MSCIL | -0.02% |
| CPURNSA P 2.78 R 01/15/32 | -0.02% |
| NZD/USD 10/20/2021 SSBT | -0.02% |
| 1.57 R ISWP US0003M P 04/20/2031 | -0.02% |
| AUD/USD 10/20/2021 CITI | -0.03% |
| CHF/USD 12/15/2021 CITI | -0.03% |
| JPY/USD 11/17/2021 TDBK | -0.03% |
| CHF/USD 12/15/2021 RBSF | -0.03% |
| EUR/USD 12/15/2021 BCAP-FX | -0.03% |
| PLN/USD 12/15/2021 GSFX | -0.03% |
| NOK/USD 12/15/2021 GSFX | -0.04% |
| JPY/USD 11/17/2021 GSFX | -0.04% |
| GBP/USD 12/15/2021 SSBT | -0.04% |
| CNH/USD 11/17/2021 TDBK | -0.04% |
| JPY/USD 11/17/2021 UBS | -0.04% |
| AUD/USD 10/20/2021 MSCIL | -0.05% |
| NZD/USD 10/20/2021 JPMCB | -0.05% |
| AUD/USD 10/20/2021 BANKAM | -0.05% |
| AUD/USD 10/20/2021 JPMCB | -0.06% |
| AUD/USD 10/20/2021 SSBT | -0.06% |
| CHF/USD 12/15/2021 JPMCB | -0.10% |
| GBP/USD 12/15/2021 BANKAM | -0.11% |
| CAD/USD 10/20/2021 CITI | -0.12% |
| GBP/USD 12/15/2021 CITI | -0.13% |
| JPY/USD 11/17/2021 SSBT | -0.15% |
| EUR/USD 12/15/2021 GSFX | -0.18% |
| GBP/USD 12/15/2021 GSFX | -0.20% |
| JPY/USD 11/17/2021 JPMCB | -0.22% |
| AUD/USD 10/20/2021 UBS | -0.22% |
| 1.1955 R ISWP US0003M P 08/05/2031 | -0.34% |
| EUR/USD 12/15/2021 MSCIL | -0.55% |
| MSCI EAFE DEC21 MFSZ1 | -0.63% |
| EUR/USD 12/15/2021 JPMCB | -0.79% |
| EUR/USD 12/15/2021 HSBCB | -0.79% |
| SPTR P SOFRRATE R 09/28/22 CI | -0.95% |
| SPTR P US0001M R 02/05/22 JP | -5.16% |
| RU10INTR P US0003M R 06/20/23 BA | -5.38% |
| US 5YR NOTE (CBT) DEC21 FVZ1 | -14.34% |
Portfolio composition as of 12/31/21
| International bonds | 72.36% |
|---|---|
| U.S. Equity | 45.77% |
| U.S. Investment-grade bonds | 25.57% |
| International equity | 22.73% |
| U.S. money markets | -66.43% |
Fixed income statistics as of 12/31/21
| Average effective maturity | 8.63 yrs. |
|---|---|
| Average effective duration | 6.83 yrs. |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Emerging-market securities carry illiquidity and volatility risks. The fund may invest a portion of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Allocation of assets among asset classes may hurt performance, and efforts to diversify risk through the use of leverage and allocation decisions may not be successful. If the quantitative models or data that are used in managing the fund prove to be incorrect or incomplete, investment decisions made in reliance on the models or data may not produce the desired results and the fund may realize losses. Derivatives carry additional risks, such as the inability to terminate or sell derivatives positions and the failure of the other party to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Active trading strategies may lose money or not earn a return sufficient to cover trading and other costs. Use of leverage obtained through derivatives increases these risks by increasing investment exposure. Over-the-counter derivatives are also subject to the risk of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. REITs are subject to the risk of economic downturns that have an adverse impact on real estate markets. The use of short selling may result in losses if the securities appreciate in value. Commodities involve market, political, regulatory, and natural conditions risks. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. International investing involves currency, economic, and political risks. 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.
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 1.53% | 2.28% | 2.28% | 1.78% | 1.11% | 1.28% |
| What you pay† | 1.18% | 1.93% | 1.93% | 1.43% | 0.76% | 0.93% |
† 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 09/30/22
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| $0-$49,999 | 5.75% | 0.00% | 0.00% | -- | -- | -- |
| $50,000-$99,999 | 4.50% | 0.00% | 0.00% | -- | -- | -- |
| $100,000-$249,999 | 3.50% | -- | 0.00% | -- | -- | -- |
| $250,000-$499,999 | 2.50% | -- | 0.00% | -- | -- | -- |
| $500,000-$999,999 | 2.00% | -- | 0.00% | -- | -- | -- |
| $1M-$4M | 0.00% | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% | -- | -- | -- | -- | -- |
| $50M+ | 0.00% | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $1,000,000+) | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- |
The Putnam Dynamic Risk Allocation Blended Index is an unmanaged index administered by Putnam Management. Effective September 1, 2020, the composition of the Putnam Dynamic Risk Allocation Blended Index is 60% MSCI World Index (ND) and 40% FTSE® World Government Bond Index. Prior to September 1, 2020, the Putnam Dynamic Risk Allocation Blended Index was comprised as follows: 50% MSCI World Index (ND), 40% Bloomberg Global Aggregate Bond Index, and 10% S&P GSCI®. The MSCI World Index is a free float-adjusted market capitalization weighted index of equity securities that is designed to measure the equity market performance of developed markets. The FTSE® World Government Bond Index (WGBI) measures the performance of fixed-rate, local-currency, investment-grade sovereign bonds. The Bloomberg Global Aggregate Bond Index is an unmanaged index of global investment-grade fixed-income securities. The S&P GSCI® is a composite index of commodity sector returns that represents a broadly diversified, unleveraged, long-only position in commodity futures. You cannot invest directly in an index.
Consider these risks before investing: Emerging-market securities carry illiquidity and volatility risks. The fund may invest a portion of its assets in small and/or midsize companies. Such investments increase the risk of greater price fluctuations. Funds that invest in government securities are not guaranteed. Mortgage-backed securities are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Allocation of assets among asset classes may hurt performance, and efforts to diversify risk through the use of leverage and allocation decisions may not be successful. If the quantitative models or data that are used in managing the fund prove to be incorrect or incomplete, investment decisions made in reliance on the models or data may not produce the desired results and the fund may realize losses. Derivatives carry additional risks, such as the inability to terminate or sell derivatives positions and the failure of the other party to meet its obligations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Active trading strategies may lose money or not earn a return sufficient to cover trading and other costs. Use of leverage obtained through derivatives increases these risks by increasing investment exposure. Over-the-counter derivatives are also subject to the risk of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. REITs are subject to the risk of economic downturns that have an adverse impact on real estate markets. The use of short selling may result in losses if the securities appreciate in value. Commodities involve market, political, regulatory, and natural conditions risks. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. International investing involves currency, economic, and political risks. 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.