Basic Stats
| Portfolio Value | $ 24,560,125 |
| Current Positions | 686 |
Latest Holdings, Performance, AUM (from 13F, 13D)
NANAX - Neuberger Berman Multi-Asset Income Fund Class A has disclosed 686 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 24,560,125 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). NANAX - Neuberger Berman Multi-Asset Income Fund Class A’s top holdings are Neuberger Berman High Income Bond Fund (US:US64128K5790) , State Street Institutional Investment Trust - State Street Institutional US Govt Money Market Fnd Premier Cls (US:GVMXX) , Neuberger Berman Floating Rate Income Fund (US:US64128K6947) , Neuberger Berman Emerging Markets Debt Fund (US:US64128K5386) , and United States Treasury Inflation Indexed Bonds (US:US912810SB52) . NANAX - Neuberger Berman Multi-Asset Income Fund Class A’s new positions include United States Treasury Inflation Indexed Bonds (US:US912810SB52) , Uniform Mortgage-Backed Security, TBA (US:US01F0306294) , Uniform Mortgage-Backed Security, TBA (US:US01F0326250) , United States Treasury Note/Bond (US:US9128283W81) , and United States Treasury Note/Bond (US:US912828P469) .
Top Increases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 0.26 | 2.19 | 9.4599 | 2.7221 | |
| 0.58 | 2.4939 | 2.4939 | ||
| 0.56 | 2.4063 | 2.4063 | ||
| 0.29 | 1.2427 | 1.2427 | ||
| 0.16 | 1.59 | 6.8795 | 1.1658 | |
| 0.11 | 0.92 | 3.9845 | 1.1077 | |
| 0.19 | 0.8127 | 0.8127 | ||
| 0.14 | 0.6225 | 0.6225 | ||
| 0.76 | 3.2884 | 0.5966 | ||
| 0.14 | 0.5943 | 0.5943 |
Top Decreases This Quarter
We use the change in the portfolio allocation because this is the most meaningful metric. Changes can be due to trades or changes in share prices.
| Security | Shares (MM) |
Value (MM$) |
Portfolio % | ΔPortfolio % |
|---|---|---|---|---|
| 0.00 | 0.0000 | -3.7276 | ||
| 1.61 | 1.61 | 6.9616 | -3.5493 | |
| 0.15 | 0.6411 | -0.3517 | ||
| 0.00 | 0.04 | 0.1529 | -0.2408 | |
| 0.03 | 0.1496 | -0.1917 | ||
| 0.00 | 0.00 | 0.0108 | -0.1717 | |
| 0.04 | 0.1895 | -0.1673 | ||
| -0.03 | -0.1461 | -0.1461 | ||
| -0.03 | -0.1427 | -0.1427 | ||
| -0.03 | -0.1371 | -0.1371 |
13F and Fund Filings
This form was filed on 2020-03-30 for the reporting period 2020-01-31. Click the link icon to see the full transaction history.
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2022-07-28: Important Note - We have changed the treatment of the Δ Portfolio % column in this table. Previously, we were reporting it as the percent change in the portfolio allocation. We are now reporting it as the raw change in the portfolio allocation (still reported as a percent). In formula terms, we were previously reporting it as 100 * (current allocation - prior allocation ) / prior allocation. We are now reporting it as (current allocation - prior allocation).
| Security | Type | Avg Share Price | Shares (MM) |
ΔShares (%) |
ΔShares (%) |
Value ($MM) |
Portfolio (%) |
ΔPortfolio (%) |
|
|---|---|---|---|---|---|---|---|---|---|
| US64128K5790 / Neuberger Berman High Income Bond Fund | 0.26 | 44.82 | 2.19 | 45.68 | 9.4599 | 2.7221 | |||
| GVMXX / State Street Institutional Investment Trust - State Street Institutional US Govt Money Market Fnd Premier Cls | 1.61 | -31.28 | 1.61 | -31.29 | 6.9616 | -3.5493 | |||
| US64128K6947 / Neuberger Berman Floating Rate Income Fund | 0.16 | 22.86 | 1.59 | 24.94 | 6.8795 | 1.1658 | |||
| US64128K5386 / Neuberger Berman Emerging Markets Debt Fund | 0.11 | 41.57 | 0.92 | 43.77 | 3.9845 | 1.1077 | |||
| US912810SB52 / United States Treasury Inflation Indexed Bonds | 0.76 | 26.62 | 3.2884 | 0.5966 | |||||
| US01F0306294 / Uniform Mortgage-Backed Security, TBA | 0.58 | 2.4939 | 2.4939 | ||||||
| US01F0326250 / Uniform Mortgage-Backed Security, TBA | 0.56 | 2.4063 | 2.4063 | ||||||
| US9128283W81 / United States Treasury Note/Bond | 0.52 | 3.41 | 2.2277 | -0.0085 | |||||
| SJNK / SPDR Series Trust - SPDR Bloomberg Short Term High Yield Bond ETF | 0.01 | 0.00 | 0.34 | 0.29 | 1.4863 | -0.0518 | |||
| US912828P469 / United States Treasury Note/Bond | 0.32 | 1.27 | 1.3781 | -0.0352 | |||||
| US912810RR14 / United States Treasury Inflation Indexed Bonds | 0.31 | 7.69 | 1.3305 | 0.0454 | |||||
| US9128284V99 / U.S. Treasury Notes 2.875%, due 08/15/2028 | 0.29 | -6.07 | 1.2720 | -0.1302 | |||||
| US21H0306256 / Ginnie Mae | 0.29 | 1.2427 | 1.2427 | ||||||
| US3137G0NX39 / Freddie Mac Structured Agency Credit Risk Debt Notes | 0.27 | 1.51 | 1.1620 | -0.0268 | |||||
| 30064K105 / Exacttarget, Inc. | 0.02 | 28.75 | 0.26 | 28.86 | 1.1195 | 0.2174 | |||
| OKE / ONEOK, Inc. | 0.00 | 17.39 | 0.25 | 26.00 | 1.0907 | 0.1916 | |||
| EPD / Enterprise Products Partners L.P. - Limited Partnership | 0.01 | 21.25 | 0.25 | 19.71 | 1.0790 | 0.1464 | |||
| WES / Western Midstream Partners, LP - Limited Partnership | 0.01 | 63.33 | 0.24 | 27.23 | 1.0508 | 0.1939 | |||
| US30711XGP33 / CORP CMO | 0.24 | 0.83 | 1.0490 | -0.0309 | |||||
| NEP / XPLR Infrastructure, LP - Limited Partnership | 0.00 | 14.29 | 0.23 | 23.37 | 0.9802 | 0.1541 | |||
| US912810RF75 / United States Treasury Inflation Indexed Bonds | 0.22 | 9.69 | 0.9293 | 0.0507 | |||||
| US9128284R87 / United States Treasury Note/Bond | 0.21 | 19.32 | 0.9075 | 0.1171 | |||||
| US912810RL44 / United States Treasury Inflation Indexed Bonds | 0.20 | 6.95 | 0.8673 | 0.0279 | |||||
| WMB / The Williams Companies, Inc. | 0.01 | 14.43 | 0.19 | 6.21 | 0.8147 | 0.0181 | |||
| US01F0224281 / Uniform Mortgage-Backed Security, TBA | 0.19 | 0.8127 | 0.8127 | ||||||
| CNXC / Concentrix Corporation | 0.00 | 36.00 | 0.18 | 32.37 | 0.7946 | 0.1701 | |||
| SHLX / Shell Midstream Partners L.P. - Unit | 0.01 | 46.03 | 0.18 | 39.53 | 0.7803 | 0.2014 | |||
| US912810QV35 / United States Treasury Inflation Indexed Bonds | 0.18 | 14.29 | 0.7619 | 0.0706 | |||||
| US07388EAC03 / Bear Stearns Asset Backed Securities Trust 2006-SD2 | 0.17 | 0.59 | 0.7402 | -0.0251 | |||||
| US912810FT08 / United States Treasury Note/Bond | 0.17 | 1.82 | 0.7274 | -0.0145 | |||||
| US912810RA88 / United States Treasury Inflation Indexed Bonds | 0.16 | 6.80 | 0.6790 | 0.0178 | |||||
| US912810RW09 / United States Treasury Inflation Indexed Bonds | 0.15 | 8.45 | 0.6657 | 0.0256 | |||||
| US98162YAD58 / World Omni Auto Receivables Trust 2019-A | 0.15 | 0.00 | 0.6613 | -0.0246 | |||||
| US912810QX90 / United States Treas Bds Bond | 0.15 | -33.03 | 0.6411 | -0.3517 | |||||
| TRGP / Targa Resources Corp. | 0.00 | 61.62 | 0.15 | 52.08 | 0.6302 | 0.1993 | |||
| US01F0304216 / Uniform Mortgage-Backed Security, TBA | 0.14 | 0.6225 | 0.6225 | ||||||
| US3133XGAY07 / Federal Home Loan Banks | 0.14 | 1.46 | 0.6020 | -0.0121 | |||||
| US912810FP85 / Us Treasury Bond 5 3/8% Due 2/15/2031 | 0.14 | 0.73 | 0.5998 | -0.0155 | |||||
| US9128286M72 / United States Treasury Note/Bond | 0.14 | 0.5943 | 0.5943 | ||||||
| US02588QAB41 / American Express Credit Account Master Trust | 0.13 | 0.00 | 0.5776 | -0.0191 | |||||
| US21H0326213 / Ginnie Mae | 0.13 | 0.5566 | 0.5566 | ||||||
| SRE / Sempra | 0.00 | 0.00 | 0.13 | 11.30 | 0.5547 | 0.0370 | |||
| US172967LD18 / Citigroup Inc | 0.13 | 1.63 | 0.5435 | -0.0108 | |||||
| US30711XLT99 / Fannie Mae Connecticut Avenue Securities | 0.12 | 0.81 | 0.5373 | -0.0154 | |||||
| US30711XQX56 / FNMA, Series 2017-C06, Class 1M2 | 0.12 | 0.82 | 0.5324 | -0.0163 | |||||
| PPL / Pembina Pipeline Corporation | 0.00 | 245.95 | 0.12 | 248.57 | 0.5292 | 0.3763 | |||
| D / Dominion Energy, Inc. | 0.00 | 7.89 | 0.12 | 12.50 | 0.5064 | 0.0376 | |||
| CWEN / Clearway Energy, Inc. | 0.01 | 31.71 | 0.11 | 54.05 | 0.4935 | 0.1606 | |||
| US06051GGL77 / BANK OF AMERICA CORP SR UNSECURED 04/28 VAR | 0.11 | 1.89 | 0.4701 | -0.0091 | |||||
| US87165BAQ68 / Synchrony Financial | 0.10 | 0.00 | 0.4401 | -0.0130 | |||||
| US912810RT79 / United States Treas Bds Bond | 0.10 | 3.13 | 0.4296 | -0.0013 | |||||
| US912796TW96 / United States Treasury Bill | 0.10 | 0.4296 | 0.4296 | ||||||
| AAPL / Apple Inc. | 0.00 | -14.29 | 0.09 | 5.75 | 0.4008 | 0.0109 | |||
| US448969AB15 / Hyundai Auto Lease Securitization Trust 2019-A | 0.09 | -19.64 | 0.3927 | -0.1110 | |||||
| US72650RBM34 / Plains All American Pipeline LP / PAA Finance Corp | 0.08 | 154.55 | 0.3657 | 0.2164 | |||||
| CCI / Crown Castle Inc. | 0.00 | 0.00 | 0.08 | 6.85 | 0.3409 | 0.0133 | |||
| US61744YAK47 / Morgan Stanley | 0.08 | 2.74 | 0.3270 | -0.0043 | |||||
| US30711XNX83 / Fannie Mae Connecticut Avenue Securities | 0.07 | -1.33 | 0.3236 | -0.0162 | |||||
| US67113KAJ79 / OBX 2019-EXP2 Trust | 0.07 | -14.12 | 0.3180 | -0.0671 | |||||
| US35137LAE56 / Fox Corp | 0.07 | 0.3127 | 0.3127 | ||||||
| US29278NAT00 / ENERGY TRANSFER OPERATING MLP 7.125%/VAR PERP | 0.07 | 0.3090 | 0.3090 | ||||||
| US25272KAG85 / Dell International LLC/EMC Corp. | 0.07 | 1.43 | 0.3074 | -0.0091 | |||||
| NS / NuStar Energy L.P. - Limited Partnership | 0.00 | 0.00 | 0.07 | -1.41 | 0.3036 | -0.0177 | |||
| US404280BL25 / HSBC Holdings Plc Bond 6.000%12/3 | 0.07 | 2.99 | 0.3009 | -0.0013 | |||||
| NEE / NextEra Energy, Inc. | 0.00 | 0.00 | 0.07 | 13.56 | 0.2894 | 0.0226 | |||
| LMT / Lockheed Martin Corporation | 0.00 | 0.00 | 0.07 | 13.79 | 0.2864 | 0.0250 | |||
| US125523AJ93 / Cigna Corp. | 0.07 | 4.84 | 0.2845 | 0.0049 | |||||
| US98956PAF99 / Zimmer Biomet Holdings Inc | 0.06 | 1.59 | 0.2765 | -0.0078 | |||||
| JPM / JPMorgan Chase & Co. | 0.00 | -9.43 | 0.06 | -4.55 | 0.2742 | -0.0223 | |||
| US40052VAE48 / Grupo Bimbo SAB de CV | 0.06 | 5.17 | 0.2658 | 0.0023 | |||||
| US20030NCN93 / Comcast Corp | 0.06 | 5.17 | 0.2641 | 0.0041 | |||||
| US002824BF69 / Abbott Laboratories | 0.06 | 1.67 | 0.2636 | -0.0063 | |||||
| US00287YBS72 / AbbVie, Inc. | 0.06 | 0.2566 | 0.2566 | ||||||
| US233331BC02 / DTE Energy Co | 0.06 | 1.75 | 0.2517 | -0.0062 | |||||
| US50077LAU08 / Kraft Heinz Foods Co | 0.06 | 0.2515 | 0.2515 | ||||||
| AZN / AstraZeneca PLC - Depositary Receipt (Common Stock) | 0.06 | 1.75 | 0.2509 | -0.0072 | |||||
| BMY / Bristol-Myers Squibb Company | 0.00 | 93.87 | 0.06 | 111.11 | 0.2492 | 0.1276 | |||
| US00206RDS85 / AT&T Inc | 0.06 | 5.56 | 0.2461 | 0.0028 | |||||
| US11102AAE10 / British Telecommunications PLC | 0.06 | 0.2425 | 0.2425 | ||||||
| US49456BAH42 / Kinder Morgan Inc/DE | 0.05 | 3.85 | 0.2332 | -0.0030 | |||||
| VZ / Verizon Communications Inc. | 0.00 | 0.00 | 0.05 | -1.85 | 0.2325 | -0.0129 | |||
| US912828V988 / United States Treasury Note/Bond | 0.05 | 0.00 | 0.2277 | -0.0061 | |||||
| FNV / Franco-Nevada Corporation | 0.00 | 0.00 | 0.05 | 18.18 | 0.2256 | 0.0259 | |||
| US404119BZ18 / HCA Inc | 0.05 | 6.12 | 0.2254 | 0.0023 | |||||
| US29278NAB91 / Energy Transfer Partners LP | 0.05 | -1.92 | 0.2244 | -0.0106 | |||||
| US36962G3P70 / General Electric Capital 5.875% Senior Notes 1/14/38 | 0.05 | 0.2221 | 0.2221 | ||||||
| US30034WAB28 / Evergy Inc | 0.05 | 2.00 | 0.2215 | -0.0037 | |||||
| ARE / Alexandria Real Estate Equities, Inc. | 0.00 | -7.42 | 0.05 | -5.66 | 0.2198 | -0.0198 | |||
| US03523TBW71 / Anheuser-Busch InBev Worldwide Inc | 0.05 | 6.38 | 0.2178 | 0.0049 | |||||
| AZN / AstraZeneca PLC - Depositary Receipt (Common Stock) | 0.00 | 1,526.98 | 0.05 | 716.67 | 0.2155 | 0.1881 | |||
| US92343VCX01 / Verizon Communications Inc | 0.05 | 4.26 | 0.2148 | 0.0016 | |||||
| US035240AP56 / Anheuser-Busch InBev Worldwide Inc | 0.05 | 6.52 | 0.2135 | 0.0041 | |||||
| US494550BS48 / Kinder Morgan Energy Partners LP | 0.05 | 2.13 | 0.2081 | -0.0065 | |||||
| JNJ / Johnson & Johnson | 0.00 | 0.00 | 0.05 | 11.90 | 0.2063 | 0.0165 | |||
| US30711XJX30 / Fannie Mae Connecticut Avenue Securities Frn 10/25/2029 2017-c03 1m2 Bond | 0.05 | 2.17 | 0.2038 | -0.0059 | |||||
| HD / The Home Depot, Inc. | 0.00 | -16.26 | 0.05 | -19.30 | 0.2028 | -0.0556 | |||
| KO / The Coca-Cola Company | 0.00 | 0.00 | 0.05 | 6.98 | 0.2017 | 0.0067 | |||
| US674599CS21 / Occidental Petroleum Corp | 0.05 | 2.22 | 0.2006 | -0.0036 | |||||
| US00287YAS81 / AbbVie Inc | 0.05 | 7.14 | 0.1982 | 0.0067 | |||||
| US037833BX70 / Apple Inc | 0.05 | 4.65 | 0.1969 | 0.0006 | |||||
| US628530BK28 / Mylan Inc. | 0.04 | 0.1908 | 0.1908 | ||||||
| US38141GWV21 / Goldman Sachs Group Inc/The | 0.04 | -45.57 | 0.1895 | -0.1673 | |||||
| ETN / Eaton Corporation plc | 0.00 | 61.40 | 0.04 | 79.17 | 0.1876 | 0.0764 | |||
| US38141GWL49 / GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR | 0.04 | 2.38 | 0.1875 | -0.0018 | |||||
| TXN / Texas Instruments Incorporated | 0.00 | 73.17 | 0.04 | 75.00 | 0.1849 | 0.0766 | |||
| C / Citigroup Inc. | 0.00 | 27.56 | 0.04 | 31.25 | 0.1844 | 0.0395 | |||
| 0JZM / Maxim Integrated Products Inc | 0.00 | 63.22 | 0.04 | 68.00 | 0.1843 | 0.0700 | |||
| CVS / CVS Health Corporation | 0.04 | 5.00 | 0.1825 | 0.0030 | |||||
| GPC / Genuine Parts Company | 0.00 | 350.00 | 0.04 | 320.00 | 0.1818 | 0.1358 | |||
| US912810RM27 / United States Treas Bds Bond | 0.04 | 0.1806 | 0.1806 | ||||||
| PLD / Prologis, Inc. | 0.00 | 28.99 | 0.04 | 36.67 | 0.1784 | 0.0428 | |||
| US674599CR48 / Occidental Petroleum Corp | 0.04 | 2.50 | 0.1782 | -0.0032 | |||||
| US912810FQ68 / United States Treas Bds Treas Bond | 0.04 | 5.13 | 0.1772 | -0.0012 | |||||
| US054561AM77 / AXA EQUITABLE HOLDINGS I SR UNSECURED 04/48 5 | 0.04 | 8.11 | 0.1738 | 0.0058 | |||||
| US00914AAF93 / Air Lease Corp | 0.04 | 0.1728 | 0.1728 | ||||||
| US00206RDJ86 / AT&T Inc | 0.04 | 5.41 | 0.1705 | 0.0030 | |||||
| US126650CX62 / Cvs Health Corporation Senior Note Callable M/w Bond | 0.04 | 2.70 | 0.1676 | -0.0025 | |||||
| MSFT / Microsoft Corporation | 0.00 | 0.00 | 0.04 | 18.75 | 0.1653 | 0.0209 | |||
| CSCO / Cisco Systems, Inc. | 0.00 | -35.27 | 0.04 | -38.60 | 0.1548 | -0.1016 | |||
| US55336VAN01 / MPLX LP | 0.04 | 0.00 | 0.1547 | -0.0037 | |||||
| AHT.PRH / Ashford Hospitality Trust, Inc. - Preferred Stock | 0.00 | 0.00 | 0.04 | 2.94 | 0.1537 | 0.0002 | |||
| US29279FAA75 / Energy Transfer Operating LP | 0.04 | -2.78 | 0.1536 | -0.0079 | |||||
| PPL / Pembina Pipeline Corporation | 0.00 | -63.00 | 0.04 | -59.77 | 0.1529 | -0.2408 | |||
| US06051GGY98 / Bank of America Corp | 0.04 | 0.00 | 0.1523 | -0.0057 | |||||
| SU / Suncor Energy Inc. | 0.00 | 312.19 | 0.04 | 337.50 | 0.1518 | 0.1150 | |||
| OHI / Omega Healthcare Investors, Inc. | 0.00 | 0.00 | 0.04 | -2.78 | 0.1516 | -0.0135 | |||
| WSO / Watsco, Inc. | 0.00 | 0.00 | 0.03 | -2.86 | 0.1501 | -0.0078 | |||
| US92348NAA54 / Verizon Owner Trust, Series 2017-1A, Class A | 0.03 | -55.26 | 0.1496 | -0.1917 | |||||
| WY / Weyerhaeuser Company | 0.00 | -11.26 | 0.03 | -10.53 | 0.1477 | -0.0265 | |||
| AMT / American Tower Corporation | 0.00 | 0.00 | 0.03 | 6.25 | 0.1470 | 0.0035 | |||
| US06051GHG73 / Bank of America Corp | 0.03 | 3.13 | 0.1443 | -0.0020 | |||||
| STWD / Starwood Property Trust, Inc. | 0.00 | 0.00 | 0.03 | 6.45 | 0.1426 | 0.0008 | |||
| CSX / CSX Corporation | 0.00 | -15.00 | 0.03 | -8.57 | 0.1400 | -0.0173 | |||
| BPR / Brookfield Property REIT Inc. | 0.00 | 123.72 | 0.03 | 210.00 | 0.1351 | 0.0888 | |||
| CAT / Caterpillar Inc. | 0.00 | 46.01 | 0.03 | 40.91 | 0.1349 | 0.0343 | |||
| RIO / Rio Tinto Group - Depositary Receipt (Common Stock) | 0.00 | 236.26 | 0.03 | 275.00 | 0.1326 | 0.0928 | |||
| COST / Costco Wholesale Corporation | 0.00 | -33.33 | 0.03 | -31.82 | 0.1319 | -0.0677 | |||
| US42824CAG42 / Hewlett Packard Enterprise Co | 0.03 | 0.00 | 0.1309 | -0.0052 | |||||
| CBRL / Cracker Barrel Old Country Store, Inc. | 0.00 | 0.00 | 0.03 | 0.00 | 0.1307 | -0.0072 | |||
| US233331BE67 / DTE Energy Co | 0.03 | 0.00 | 0.1305 | -0.0047 | |||||
| ABIBB / ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 04/48 4.6 | 0.03 | 7.14 | 0.1304 | 0.0019 | |||||
| US26885B1008 / EQT Midstream Partners LP | 0.00 | 0.00 | 0.03 | -21.05 | 0.1299 | -0.0441 | |||
| FRRVY / Ferrovial S.A. - ADR | 0.00 | 0.00 | 0.03 | 7.41 | 0.1269 | 0.0047 | |||
| TRSWAP: SPXEWIN INDEX / DE (000000000) | 0.03 | 2,800.00 | 0.1261 | 0.1261 | |||||
| ELS / Equity LifeStyle Properties, Inc. | 0.00 | 0.00 | 0.03 | 7.41 | 0.1256 | 0.0003 | |||
| TRSWAP: SPXEWUT INDEX / DE (000000000) | 0.03 | 2,800.00 | 0.1254 | 0.1254 | |||||
| US20605PAJ03 / Concho Resources Inc | 0.03 | 0.00 | 0.1251 | -0.0012 | |||||
| COLD / Americold Realty Trust, Inc. | 0.00 | -8.33 | 0.03 | -22.22 | 0.1228 | -0.0388 | |||
| EVRG / Evergy, Inc. | 0.00 | -39.06 | 0.03 | -30.00 | 0.1215 | -0.0617 | |||
| US78781PAA30 / SailPoint Technologies Holdings DBT | 0.03 | 16.67 | 0.1211 | 0.0131 | |||||
| MPW / Medical Properties Trust, Inc. | 0.00 | 0.00 | 0.03 | 3.85 | 0.1202 | 0.0035 | |||
| CMA / Comerica Incorporated | 0.00 | 12.50 | 0.03 | 3.85 | 0.1188 | 0.0016 | |||
| BXMT / Blackstone Mortgage Trust, Inc. | 0.00 | 0.00 | 0.03 | 3.85 | 0.1186 | 0.0017 | |||
| VNO / Vornado Realty Trust | 0.00 | 0.00 | 0.03 | 3.85 | 0.1170 | 0.1170 | |||
| US404119BX69 / HCA Inc | 0.03 | 3.85 | 0.1169 | -0.0018 | |||||
| GILD / Gilead Sciences, Inc. | 0.00 | -19.05 | 0.03 | -21.21 | 0.1159 | -0.0339 | |||
| EQIX / Equinix, Inc. | 0.00 | 0.00 | 0.03 | 4.00 | 0.1146 | 0.0003 | |||
| US38148LAF31 / Goldman Sachs Group Inc/The | 0.03 | 4.17 | 0.1118 | 0.0043 | |||||
| US42225UAG94 / Healthcare Trust of America Holdings LP | 0.03 | -43.18 | 0.1113 | -0.0901 | |||||
| NTR / Nutrien Ltd. | 0.00 | -20.00 | 0.03 | -28.57 | 0.1106 | -0.0500 | |||
| STOR / Store Capital Corp | 0.00 | 0.00 | 0.03 | -3.85 | 0.1101 | -0.0078 | |||
| PEB / Pebblebrook Hotel Trust | 0.00 | 0.00 | 0.03 | 0.00 | 0.1095 | 0.1095 | |||
| HIG / The Hartford Insurance Group, Inc. | 0.00 | 0.00 | 0.03 | 4.17 | 0.1088 | 0.0001 | |||
| ADP / Automatic Data Processing, Inc. | 0.00 | 0.00 | 0.02 | 4.35 | 0.1073 | 0.0019 | |||
| US928298AP38 / Vishay Intertechnology Inc Bond | 0.02 | 0.00 | 0.1072 | -0.0032 | |||||
| / Wyndham Destinations, Inc. | 0.00 | -20.59 | 0.02 | -20.00 | 0.1065 | -0.0321 | |||
| SUI / Sun Communities, Inc. | 0.00 | 0.00 | 0.02 | 0.00 | 0.1064 | -0.0043 | |||
| AEE / Ameren Corporation | 0.00 | 0.00 | 0.02 | 4.35 | 0.1063 | 0.0019 | |||
| SLB / Schlumberger Limited | 0.00 | 0.00 | 0.02 | 4.35 | 0.1049 | -0.0013 | |||
| CRCB / Canadian Natural Resources Ltd | 0.02 | 4.35 | 0.1048 | -0.0001 | |||||
| PURCHASED USD / SOLD AUD / DFE (000000000) | 0.02 | 2,300.00 | 0.1038 | 0.1038 | |||||
| US40171VAA89 / Guidewire Software Inc Bond | 0.02 | 0.00 | 0.1028 | -0.0040 | |||||
| QCOM / QUALCOMM Incorporated | 0.00 | 0.00 | 0.02 | 4.55 | 0.1027 | 0.0022 | |||
| US20030NBZ33 / Comcast Corp | 0.02 | 4.55 | 0.0997 | 0.0007 | |||||
| TU / TELUS Corporation | 0.00 | 53.33 | 0.02 | 76.92 | 0.0995 | 0.0398 | |||
| US 10YR NOTE (CBT)MAR20 XCBT 20200320 / DIR (000000000) | 0.02 | 2,100.00 | 0.0983 | 0.0983 | |||||
| CPT / Camden Property Trust | 0.00 | 60.00 | 0.02 | 57.14 | 0.0971 | 0.0330 | |||
| US29257YAA29 / Endeavour Mining Corp | 0.02 | 10.00 | 0.0962 | 0.0042 | |||||
| PGR / The Progressive Corporation | 0.00 | 0.02 | 0.0958 | 0.0958 | |||||
| US00287YBR99 / AbbVie Inc | 0.02 | 0.0942 | 0.0942 | ||||||
| IPG / The Interpublic Group of Companies, Inc. | 0.00 | -30.71 | 0.02 | -30.00 | 0.0940 | -0.0408 | |||
| VIRT / Virtu Financial, Inc. | 0.00 | -13.33 | 0.02 | -16.00 | 0.0937 | -0.0203 | |||
| US172967LS86 / Citigroup Inc | 0.02 | 0.00 | 0.0929 | -0.0015 | |||||
| FL / Foot Locker, Inc. | 0.00 | -33.33 | 0.02 | -42.86 | 0.0901 | -0.0706 | |||
| TRSWAP: SPXEWCS INDEX / DE (000000000) | 0.02 | 1,900.00 | 0.0889 | 0.0889 | |||||
| WELL / Welltower Inc. | 0.00 | 0.00 | 0.02 | -4.76 | 0.0887 | -0.0096 | |||
| UL / Unilever PLC - Depositary Receipt (Common Stock) | 0.00 | 0.02 | 0.0880 | 0.0880 | |||||
| YAGOY / Yageo Corporation - GDR - Reg S | 0.00 | 83.33 | 0.02 | 81.82 | 0.0871 | 0.0342 | |||
| WMT / Walmart Inc. | 0.00 | -53.33 | 0.02 | -53.49 | 0.0865 | -0.1104 | |||
| PURCHASED USD / SOLD SEK / DFE (000000000) | 0.02 | 1,800.00 | 0.0857 | 0.0857 | |||||
| CONE / CyrusOne Inc | 0.00 | 0.02 | 0.0854 | 0.0854 | |||||
| 9142 / Kyushu Railway Company | 0.00 | 0.00 | 0.02 | 0.00 | 0.0847 | -0.0043 | |||
| HT.PRC / Hersha Hospitality Trust | 0.00 | 0.00 | 0.02 | 0.00 | 0.0841 | -0.0024 | |||
| NI / NiSource Inc. | 0.00 | -10.34 | 0.02 | -5.00 | 0.0822 | -0.0088 | |||
| DBRG / DigitalBridge Group, Inc. | 0.00 | 0.00 | 0.02 | 0.00 | 0.0819 | 0.0819 | |||
| PNC / The PNC Financial Services Group, Inc. | 0.00 | 0.02 | 0.0802 | 0.0802 | |||||
| PSB / PS Business Parks, Inc. | 0.00 | 0.02 | 0.0800 | 0.0800 | |||||
| AENA / Aena S.M.E., S.A. | 0.00 | 0.00 | 0.02 | 0.00 | 0.0800 | -0.0021 | |||
| HT.PRD / Hersha Hospitality Trust | 0.00 | 0.00 | 0.02 | 6.25 | 0.0755 | 0.0008 | |||
| HIW / Highwoods Properties, Inc. | 0.00 | 0.00 | 0.02 | 6.25 | 0.0753 | 0.0023 | |||
| PURCHASED USD / SOLD NOK / DFE (000000000) | 0.02 | 1,600.00 | 0.0739 | 0.0739 | |||||
| US38148YAA64 / Goldman Sachs Group Inc/The | 0.02 | 0.00 | 0.0733 | 0.0007 | |||||
| US91324PDV13 / UnitedHealth Group Inc | 0.02 | -48.39 | 0.0719 | -0.0706 | |||||
| US00206RBK77 / AT&T Inc. Bond | 0.02 | 6.67 | 0.0717 | 0.0011 | |||||
| DTE / DTE Energy Company | 0.00 | -16.67 | 0.02 | -15.79 | 0.0716 | -0.0140 | |||
| US37045XCR52 / General Motors Financial Co., Inc. | 0.02 | 0.00 | 0.0710 | -0.0015 | |||||
| US65341BAA44 / NextEra Energy Partners LP Bond | 0.02 | 6.67 | 0.0700 | -0.0003 | |||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | 0.02 | 1,500.00 | 0.0697 | 0.0697 | |||||
| FLO / Flowers Foods, Inc. | 0.00 | 0.00 | 0.02 | 0.00 | 0.0697 | -0.0033 | |||
| US62854AAN46 / Mylan NV | 0.02 | 0.0691 | 0.0691 | ||||||
| PSB / PS Business Parks, Inc. | 0.00 | 0.02 | 0.0682 | 0.0682 | |||||
| US531229AG76 / Liberty Media Corp | 0.02 | -40.00 | 0.0680 | -0.0484 | |||||
| US00287YBW84 / AbbVie, Inc. | 0.02 | 0.0676 | 0.0676 | ||||||
| US531229AJ16 / Liberty Media Corp | 0.02 | 0.0676 | 0.0676 | ||||||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.02 | 1,400.00 | 0.0675 | 0.0675 | |||||
| US674599CX16 / Occidental Petroleum Corp | 0.02 | 0.0674 | 0.0674 | ||||||
| BFS.PRD / Saul Centers, Inc. - Preferred Stock | 0.00 | 0.00 | 0.02 | 0.00 | 0.0672 | -0.0041 | |||
| ACC / American Campus Communities Inc. | 0.00 | 0.00 | 0.02 | -6.25 | 0.0657 | -0.0086 | |||
| EXR / Extra Space Storage Inc. | 0.00 | 0.00 | 0.01 | -6.67 | 0.0640 | -0.0034 | |||
| LLY / Eli Lilly and Company | 0.00 | 0.00 | 0.01 | 16.67 | 0.0639 | 0.0098 | |||
| PURCHASED USD / SOLD NZD / DFE (000000000) | 0.01 | 1,200.00 | 0.0602 | 0.0602 | |||||
| PURCHASED USD / SOLD SEK / DFE (000000000) | 0.01 | 1,200.00 | 0.0598 | 0.0598 | |||||
| / VEREIT, Inc. | 0.00 | 0.00 | 0.01 | -7.14 | 0.0598 | -0.0030 | |||
| PURCHASED USD / SOLD AUD / DFE (000000000) | 0.01 | 1,200.00 | 0.0594 | 0.0594 | |||||
| MDT / Medtronic plc | 0.00 | 0.00 | 0.01 | 8.33 | 0.0588 | 0.0012 | |||
| AHT.PRF / Ashford Hospitality Trust, Inc. - Preferred Stock | 0.00 | 0.00 | 0.01 | 0.00 | 0.0583 | -0.0005 | |||
| SO / The Southern Company | 0.00 | 0.00 | 0.01 | 18.18 | 0.0580 | 0.0044 | |||
| HCC / Warrior Met Coal, Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0580 | -0.0030 | |||
| PSMMY / Persimmon Plc - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 44.44 | 0.0574 | 0.0138 | |||
| PSA / Public Storage | 0.00 | 0.00 | 0.01 | 0.00 | 0.0570 | -0.0019 | |||
| US38046YAB74 / Golno 2.75-2/22 Bond | 0.01 | -7.69 | 0.0558 | -0.0037 | |||||
| DGX / Quest Diagnostics Incorporated | 0.00 | 0.00 | 0.01 | 9.09 | 0.0545 | 0.0028 | |||
| US501044DM06 / Kroger Co/The | 0.01 | 9.09 | 0.0538 | 0.0007 | |||||
| MRK / Merck & Co., Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0535 | -0.0028 | |||
| STAG / STAG Industrial, Inc. | 0.00 | 0.00 | 0.01 | 9.09 | 0.0523 | 0.0001 | |||
| WU / The Western Union Company | 0.00 | 0.00 | 0.01 | 9.09 | 0.0519 | 0.0017 | |||
| EQUITYTRS--USD-LIBOR-BBA-20200424 / DE (000000000) | 0.01 | 1,000.00 | 0.0517 | 0.0517 | |||||
| MCD / McDonald's Corporation | 0.00 | 0.00 | 0.01 | 0.00 | 0.0517 | 0.0024 | |||
| IBM / International Business Machines Corporation | 0.00 | 0.00 | 0.01 | 0.00 | 0.0515 | 0.0018 | |||
| T / AT&T Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0505 | -0.0031 | |||
| MO / Altria Group, Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0505 | 0.0011 | |||
| 8001 / ITOCHU Corporation | 0.00 | 0.00 | 0.01 | 10.00 | 0.0504 | 0.0033 | |||
| INTC / Intel Corporation | 0.00 | 85.71 | 0.01 | 120.00 | 0.0502 | 0.0254 | |||
| SNMRY / Snam S.p.A. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 10.00 | 0.0496 | 0.0004 | |||
| GSK / GSK plc - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 0.00 | 0.0495 | -0.0004 | |||
| OMC / Omnicom Group Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0494 | -0.0031 | |||
| TRSWAP: SPXEWMA INDEX / DE (000000000) | 0.01 | 1,000.00 | 0.0494 | 0.0494 | |||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | 0.01 | 1,000.00 | 0.0492 | 0.0492 | |||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | 0.01 | 1,000.00 | 0.0491 | 0.0491 | |||||
| PH / Parker-Hannifin Corporation | 0.00 | 0.00 | 0.01 | 10.00 | 0.0490 | 0.0013 | |||
| PG / The Procter & Gamble Company | 0.00 | 0.00 | 0.01 | 0.00 | 0.0490 | -0.0018 | |||
| SYY / Sysco Corporation | 0.00 | 0.00 | 0.01 | 0.00 | 0.0489 | -0.0004 | |||
| PURCHASED USD / SOLD NOK / DFE (000000000) | 0.01 | 1,000.00 | 0.0488 | 0.0488 | |||||
| EXC / Exelon Corporation | 0.00 | -42.48 | 0.01 | -38.89 | 0.0487 | -0.0353 | |||
| PEP / PepsiCo, Inc. | 0.00 | 0.00 | 0.01 | 10.00 | 0.0484 | -0.0001 | |||
| RELX / RELX PLC - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 10.00 | 0.0484 | 0.0029 | |||
| CMI / Cummins Inc. | 0.00 | 0.00 | 0.01 | -8.33 | 0.0483 | -0.0057 | |||
| COR / Cencora, Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0482 | -0.0018 | |||
| DLR / Digital Realty Trust, Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0478 | -0.0034 | |||
| CMCSA / Comcast Corporation | 0.00 | 0.00 | 0.01 | 0.00 | 0.0477 | -0.0037 | |||
| ITW / Illinois Tool Works Inc. | 0.00 | 0.00 | 0.01 | 10.00 | 0.0476 | 0.0000 | |||
| CL / Colgate-Palmolive Company | 0.00 | 0.00 | 0.01 | 0.00 | 0.0475 | 0.0017 | |||
| US50077LAY20 / Kraft Heinz Foods Co | 0.01 | 0.0474 | 0.0474 | ||||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.01 | 900.00 | 0.0472 | 0.0472 | |||||
| NVS / Novartis AG - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 0.00 | 0.0470 | 0.0020 | |||
| 6 / Power Assets Holdings Limited | 0.00 | 0.00 | 0.01 | 0.00 | 0.0467 | -0.0012 | |||
| MET / MetLife, Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0466 | 0.0011 | |||
| KW / Kennedy-Wilson Holdings, Inc. | 0.00 | 0.00 | 0.01 | -9.09 | 0.0465 | -0.0050 | |||
| MSCI EMGMKT MAR20 IFUS 20200320 / DE (000000000) | 0.01 | 900.00 | 0.0465 | 0.0465 | |||||
| COR / Cencora, Inc. | 0.00 | 31.58 | 0.01 | -9.09 | 0.0462 | -0.0020 | |||
| HPQ / HP Inc. | 0.00 | 67.00 | 0.01 | 100.00 | 0.0461 | 0.0228 | |||
| AVGO / Broadcom Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0461 | 0.0002 | |||
| BRDCY / Bridgestone Corporation - Depositary Receipt (Common Stock) | 0.00 | 50.00 | 0.01 | 25.00 | 0.0459 | 0.0084 | |||
| VLO / Valero Energy Corporation | 0.00 | 0.00 | 0.01 | -16.67 | 0.0459 | -0.0089 | |||
| US09061GAH48 / BioMarin Pharmaceutical, Inc. Bond | 0.01 | 0.00 | 0.0458 | 0.0010 | |||||
| KMB / Kimberly-Clark Corporation | 0.00 | 0.00 | 0.01 | 11.11 | 0.0458 | 0.0017 | |||
| ELEZY / Endesa, S.A. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 0.00 | 0.0455 | -0.0013 | |||
| CE / Celanese Corporation | 0.00 | 0.00 | 0.01 | -16.67 | 0.0451 | -0.0097 | |||
| BTDPY / Barratt Redrow plc - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 25.00 | 0.0450 | 0.0090 | |||
| US00287YBU29 / AbbVie Inc | 0.01 | 0.0446 | 0.0446 | ||||||
| SAN / Santander UK plc - Preferred Stock | 0.00 | 0.00 | 0.01 | 11.11 | 0.0445 | 0.0004 | |||
| TGT / Target Corporation | 0.00 | 0.00 | 0.01 | 11.11 | 0.0445 | -0.0001 | |||
| KLAC / KLA Corporation | 0.00 | 0.01 | 0.0444 | 0.0444 | |||||
| IP / International Paper Company | 0.00 | 0.00 | 0.01 | -9.09 | 0.0443 | -0.0050 | |||
| LVS / Las Vegas Sands Corp. | 0.00 | 26.61 | 0.01 | 42.86 | 0.0443 | 0.0099 | |||
| FSUGY / Fortescue Ltd - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 25.00 | 0.0443 | 0.0062 | |||
| TEL / TE Connectivity plc | 0.00 | 0.01 | 0.0442 | 0.0442 | |||||
| HST / Host Hotels & Resorts, Inc. | 0.00 | 14.92 | 0.01 | 25.00 | 0.0440 | 0.0042 | |||
| BPR / Brookfield Property REIT Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0438 | -0.0024 | |||
| NDB / Nordea Bank Abp | 0.00 | 0.00 | 0.01 | 11.11 | 0.0438 | 0.0018 | |||
| KIM / Kimco Realty Corporation | 0.00 | 0.00 | 0.01 | -9.09 | 0.0437 | -0.0076 | |||
| RHHBF / Roche Holding AG | 0.00 | 0.00 | 0.01 | 11.11 | 0.0436 | 0.0032 | |||
| PEI.PRD / Pennsylvania RE Investment Trust | 0.00 | 0.00 | 0.01 | 0.00 | 0.0435 | -0.0053 | |||
| DAL / Delta Air Lines, Inc. | 0.00 | 92.47 | 0.01 | 80.00 | 0.0431 | 0.0201 | |||
| MSADY / MS&AD Insurance Group Holdings, Inc. - Depositary Receipt (Common Stock) | 0.00 | 50.00 | 0.01 | 50.00 | 0.0430 | 0.0139 | |||
| PSX / Phillips 66 | 0.00 | 0.00 | 0.01 | -25.00 | 0.0430 | -0.0140 | |||
| COP / ConocoPhillips | 0.00 | 0.00 | 0.01 | 0.00 | 0.0428 | 0.0016 | |||
| PCAR / PACCAR Inc | 0.00 | 0.00 | 0.01 | -10.00 | 0.0426 | -0.0027 | |||
| PFE / Pfizer Inc. | 0.00 | -68.45 | 0.01 | -71.87 | 0.0426 | -0.1017 | |||
| PM / Philip Morris International Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0425 | -0.0009 | |||
| RIOCF / RioCan Real Estate Investment Trust | 0.00 | 0.00 | 0.01 | 0.00 | 0.0424 | -0.0006 | |||
| LYG / Lloyds Banking Group plc - Depositary Receipt (Common Stock) | 0.01 | 0.00 | 0.01 | 0.00 | 0.0423 | -0.0008 | |||
| NLY / Annaly Capital Management, Inc. | 0.00 | 0.00 | 0.01 | 12.50 | 0.0422 | 0.0019 | |||
| PHPPY / Signify N.V. - Depositary Receipt (Common Stock) | 0.00 | 101.38 | 0.01 | 125.00 | 0.0421 | 0.0231 | |||
| EMN / Eastman Chemical Company | 0.00 | 0.00 | 0.01 | -10.00 | 0.0418 | -0.0045 | |||
| PCR / Power Corporation of Canada | 0.00 | 0.00 | 0.01 | 12.50 | 0.0418 | 0.0016 | |||
| SPG / Simon Property Group, Inc. | 0.00 | 0.00 | 0.01 | -10.00 | 0.0414 | -0.0072 | |||
| LYB / LyondellBasell Industries N.V. | 0.00 | 0.00 | 0.01 | -18.18 | 0.0413 | -0.0081 | |||
| USB / U.S. Bancorp | 0.00 | 0.00 | 0.01 | -10.00 | 0.0409 | -0.0046 | |||
| STX / Seagate Technology Holdings plc | 0.00 | 79.35 | 0.01 | 80.00 | 0.0406 | 0.0167 | |||
| UMH / UMH Properties, Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0405 | 0.0405 | |||
| MBALX / Monetta Balanced Fund | 0.00 | 20.12 | 0.01 | 28.57 | 0.0402 | 0.0077 | |||
| NTAP / NetApp, Inc. | 0.00 | 40.32 | 0.01 | 50.00 | 0.0401 | 0.0091 | |||
| GLPI / Gaming and Leisure Properties, Inc. | 0.00 | 0.00 | 0.01 | 28.57 | 0.0400 | 0.0046 | |||
| ORKLY / Orkla ASA - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 0.00 | 0.0399 | -0.0012 | |||
| US 2YR NOTE (CBT) MAR20 XCBT 20200331 / DIR (000000000) | 0.01 | 800.00 | 0.0399 | 0.0399 | |||||
| SRC / Spirit Realty Capital, Inc. | 0.00 | 0.00 | 0.01 | 12.50 | 0.0399 | 0.0008 | |||
| RIO / Rio Tinto Group - Depositary Receipt (Common Stock) | 0.00 | -70.26 | 0.01 | -70.00 | 0.0398 | -0.0928 | |||
| AGESF / ageas SA/NV | 0.00 | 0.00 | 0.01 | 0.00 | 0.0396 | -0.0033 | |||
| OGE / OGE Energy Corp. | 0.00 | 0.00 | 0.01 | 12.50 | 0.0394 | 0.0010 | |||
| NSRGY / Nestlé S.A. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 12.50 | 0.0391 | -0.0001 | |||
| BBVA / Banco Bilbao Vizcaya Argentaria, S.A. - Depositary Receipt (Common Stock) | 0.00 | 31.57 | 0.01 | 33.33 | 0.0388 | 0.0077 | |||
| HPE / Hewlett Packard Enterprise Company | 0.00 | 0.01 | 0.0387 | 0.0387 | |||||
| UL / Unilever PLC - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 0.00 | 0.0385 | -0.0015 | |||
| MITSY / Mitsui & Co., Ltd. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 0.00 | 0.0384 | -0.0003 | |||
| PK / Park Hotels & Resorts Inc. | 0.00 | 0.00 | 0.01 | -11.11 | 0.0384 | -0.0038 | |||
| NUE / Nucor Corporation | 0.00 | 0.00 | 0.01 | -20.00 | 0.0383 | -0.0068 | |||
| SZHFF / Sojitz Corporation | 0.00 | 100.00 | 0.01 | 100.00 | 0.0380 | 0.0182 | |||
| SNA / Snap-on Incorporated | 0.00 | 0.01 | 0.0379 | 0.0379 | |||||
| SEKEF / Seiko Epson Corporation | 0.00 | 50.00 | 0.01 | 60.00 | 0.0379 | 0.0124 | |||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.01 | 700.00 | 0.0378 | 0.0378 | |||||
| TELIA / Telia Company AB (publ) | 0.00 | 17.01 | 0.01 | 14.29 | 0.0375 | 0.0034 | |||
| CVX / Chevron Corporation | 0.00 | 0.00 | 0.01 | -11.11 | 0.0375 | -0.0047 | |||
| 3P7 / Pandora A/S | 0.00 | 542.31 | 0.01 | 700.00 | 0.0374 | 0.0317 | |||
| ISNPY / Intesa Sanpaolo S.p.A. - Depositary Receipt (Common Stock) | 0.00 | 281.56 | 0.01 | 300.00 | 0.0374 | 0.0271 | |||
| MARA / Marubeni Corporation | 0.00 | 0.00 | 0.01 | 0.00 | 0.0372 | -0.0009 | |||
| HNN / Harvey Norman Holdings Limited | 0.00 | 78.62 | 0.01 | 100.00 | 0.0370 | 0.0154 | |||
| UPMMY / UPM-Kymmene Oyj - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 0.00 | 0.0370 | -0.0024 | |||
| TRV / The Travelers Companies, Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0369 | -0.0012 | |||
| SU / Suncor Energy Inc. | 0.00 | 15.29 | 0.01 | 14.29 | 0.0368 | 0.0046 | |||
| WHR / Whirlpool Corporation | 0.00 | 23.40 | 0.01 | 14.29 | 0.0366 | 0.0046 | |||
| AHEXF / Adecco Group AG | 0.00 | 92.00 | 0.01 | 100.00 | 0.0366 | 0.0167 | |||
| JAPAY / Japan Tobacco Inc. - Depositary Receipt (Common Stock) | 0.00 | 100.00 | 0.01 | 100.00 | 0.0365 | 0.0161 | |||
| KLPEF / Klépierre SA | 0.00 | 0.00 | 0.01 | -11.11 | 0.0365 | -0.0049 | |||
| PURCHASED USD / SOLD NZD / DFE (000000000) | 0.01 | 700.00 | 0.0362 | 0.0362 | |||||
| LISP / Chocoladefabriken Lindt & Sprüngli AG - Preferred Stock | 0.00 | 0.00 | 0.01 | 14.29 | 0.0362 | 0.0030 | |||
| IMB / Imperial Brands PLC | 0.00 | 0.00 | 0.01 | 14.29 | 0.0358 | 0.0042 | |||
| S3Z / CapitaLand Ascendas REIT | 0.00 | 0.00 | 0.01 | 0.00 | 0.0358 | -0.0018 | |||
| PURCHASED USD / SOLD CAD / DFE (000000000) | 0.01 | 700.00 | 0.0355 | 0.0355 | |||||
| LNC / Lincoln National Corporation | 0.00 | 0.01 | 0.0353 | 0.0353 | |||||
| IPPLF / Inter Pipeline Ltd | 0.00 | 0.00 | 0.01 | 0.00 | 0.0352 | -0.0016 | |||
| PURCHASED USD / SOLD AUD / DFE (000000000) | 0.01 | 700.00 | 0.0352 | 0.0352 | |||||
| BHP / BHP Group Limited - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 14.29 | 0.0351 | -0.0001 | |||
| TTE / TotalEnergies SE - Depositary Receipt (Common Stock) | 0.00 | 15.28 | 0.01 | 14.29 | 0.0351 | 0.0012 | |||
| 8963 / Invincible Investment Corporation | 0.00 | 14.29 | 0.01 | 0.00 | 0.0349 | -0.0048 | |||
| JXHLY / ENEOS Holdings, Inc. - Depositary Receipt (Common Stock) | 0.00 | 35.71 | 0.01 | 33.33 | 0.0349 | 0.0053 | |||
| AGNC / AGNC Investment Corp. | 0.00 | 0.00 | 0.01 | 14.29 | 0.0347 | 0.0017 | |||
| KESKB / Kesko Oyj | 0.00 | 0.00 | 0.01 | 0.00 | 0.0345 | -0.0007 | |||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.01 | 600.00 | 0.0344 | 0.0344 | |||||
| WFC / Wells Fargo & Company | 0.00 | 0.00 | 0.01 | -12.50 | 0.0342 | -0.0048 | |||
| 37252B953 / Genworth MI Canada Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0341 | 0.0341 | |||
| 7751 / Canon Inc. | 0.00 | 0.00 | 0.01 | -12.50 | 0.0340 | -0.0029 | |||
| MDLZ / Mondelez International, Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0339 | 0.0018 | |||
| TRSWAP: GSCBNBEU INDEX / DE (000000000) | 0.01 | 600.00 | 0.0338 | 0.0338 | |||||
| TEF / Telefónica, S.A. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | -12.50 | 0.0337 | -0.0059 | |||
| DLR.PRL / Digital Realty Trust, Inc. - Preferred Stock | 0.00 | 0.00 | 0.01 | 0.00 | 0.0336 | -0.0013 | |||
| FE / FirstEnergy Corp. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0335 | 0.0004 | |||
| XRX / Xerox Holdings Corporation | 0.00 | 0.00 | 0.01 | 0.00 | 0.0335 | 0.0003 | |||
| MTSUY / Mitsubishi Corporation - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 0.00 | 0.0332 | -0.0012 | |||
| TAK / Takeda Pharmaceutical Company Limited - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 0.00 | 0.0332 | 0.0006 | |||
| SYDDF / Sydney Airport - Stapled (Unit SAT1, Ordinary Share) | 0.00 | 0.00 | 0.01 | -12.50 | 0.0324 | -0.0042 | |||
| SMPNY / Sompo Holdings, Inc. - Depositary Receipt (Common Stock) | 0.00 | 0.01 | 0.0323 | 0.0323 | |||||
| TIETO / TietoEVRY Oyj | 0.00 | 0.01 | 0.0322 | 0.0322 | |||||
| TRNO / Terreno Realty Corporation | 0.00 | 0.00 | 0.01 | 0.00 | 0.0321 | -0.0007 | |||
| SSUMY / Sumitomo Corporation - Depositary Receipt (Common Stock) | 0.00 | 25.00 | 0.01 | 16.67 | 0.0321 | 0.0029 | |||
| KSS / Kohl's Corporation | 0.00 | 0.00 | 0.01 | -12.50 | 0.0317 | -0.0077 | |||
| 6113 / Amada Co., Ltd. | 0.00 | 16.67 | 0.01 | 16.67 | 0.0315 | 0.0005 | |||
| BCE / BCE Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0313 | -0.0014 | |||
| CCL / Carnival Corporation & plc | 0.00 | 0.00 | 0.01 | 0.00 | 0.0313 | -0.0003 | |||
| VTKLF / Vtech Holdings Limited | 0.00 | 0.00 | 0.01 | 0.00 | 0.0312 | -0.0002 | |||
| VER / VEREIT Inc | 0.00 | 0.00 | 0.01 | 0.00 | 0.0312 | -0.0014 | |||
| AWCMY / Alumina Limited - Depositary Receipt (Common Stock) | 0.01 | 0.00 | 0.01 | 0.00 | 0.0311 | -0.0040 | |||
| RCI / Rogers Communications Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0310 | -0.0045 | |||
| VEMLY / Venture Corporation Limited - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 16.67 | 0.0306 | -0.0007 | |||
| / ViacomCBS Inc | 0.00 | 0.01 | 0.0303 | 0.0303 | |||||
| INGA / ING Groep N.V. - Depositary Receipt (Common Stock) | 0.00 | 0.01 | 0.0302 | 0.0302 | |||||
| QTS / Qts Realty Trust Inc - Class A | 0.00 | 0.00 | 0.01 | 0.00 | 0.0302 | 0.0302 | |||
| CNA / CNA Financial Corporation | 0.00 | 0.00 | 0.01 | 0.00 | 0.0301 | -0.0013 | |||
| GNTX / Gentex Corporation | 0.00 | 0.00 | 0.01 | 0.00 | 0.0298 | 0.0007 | |||
| ACS / Athens Medical C.S.A. | 0.00 | 0.00 | 0.01 | -25.00 | 0.0298 | -0.0079 | |||
| REPYY / Repsol, S.A. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | -25.00 | 0.0297 | -0.0068 | |||
| IBDRY / Iberdrola, S.A. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 0.00 | 0.0297 | 0.0008 | |||
| BKG / The Berkeley Group Holdings plc | 0.00 | -38.89 | 0.01 | -33.33 | 0.0296 | -0.0118 | |||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.01 | 500.00 | 0.0294 | 0.0294 | |||||
| SWKS / Skyworks Solutions, Inc. | 0.00 | 0.00 | 0.01 | 20.00 | 0.0288 | 0.0048 | |||
| STLD / Steel Dynamics, Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0288 | -0.0016 | |||
| PURCHASED USD / SOLD AUD / DFE (000000000) | 0.01 | 500.00 | 0.0285 | 0.0285 | |||||
| PSA / Public Storage | 0.00 | 0.01 | 0.0283 | 0.0283 | |||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | 0.01 | 500.00 | 0.0283 | 0.0283 | |||||
| HFC / HollyFrontier Corp | 0.00 | 237.21 | 0.01 | 200.00 | 0.0281 | 0.0175 | |||
| SKHSY / Sekisui House, Ltd. - Depositary Receipt (Common Stock) | 0.00 | 50.00 | 0.01 | 50.00 | 0.0278 | 0.0084 | |||
| BG / BAWAG Group AG | 0.00 | 179.25 | 0.01 | 200.00 | 0.0277 | 0.0179 | |||
| US256163AB24 / DOCUSIGN INC DBT | 0.01 | 20.00 | 0.0277 | 0.0014 | |||||
| PSB / PS Business Parks, Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0273 | 0.0273 | |||
| ETCMY / Eutelsat Communications S.A. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | -14.29 | 0.0271 | -0.0084 | |||
| NGLOY / Anglo American plc - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 0.00 | 0.0270 | -0.0004 | |||
| NOS / NOS, S.G.P.S., S.A. | 0.00 | 0.00 | 0.01 | -14.29 | 0.0266 | -0.0050 | |||
| BB / Société BIC SA | 0.00 | 0.00 | 0.01 | 0.00 | 0.0263 | -0.0017 | |||
| FCPT / Four Corners Property Trust, Inc. | 0.00 | 0.00 | 0.01 | 20.00 | 0.0261 | 0.0005 | |||
| AVST / Avast PLC | 0.00 | -43.12 | 0.01 | -40.00 | 0.0261 | -0.0195 | |||
| SOUHY / South32 Limited - Depositary Receipt (Common Stock) | 0.00 | -25.09 | 0.01 | -37.50 | 0.0256 | -0.0107 | |||
| PURCHASED USD / SOLD CAD / DFE (000000000) | 0.01 | 400.00 | 0.0255 | 0.0255 | |||||
| VTR / Ventas, Inc. | 0.00 | -59.36 | 0.01 | -68.75 | 0.0255 | -0.0477 | |||
| POST / Post Holdings, Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0255 | -0.0001 | |||
| HON / Honeywell International Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0254 | -0.0009 | |||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | 0.01 | 400.00 | 0.0246 | 0.0246 | |||||
| US50077LAM81 / Kraft Heinz Foods Co | 0.01 | 0.0245 | 0.0245 | ||||||
| B4B / Metro AG | 0.00 | 0.01 | 0.0242 | 0.0242 | |||||
| NNN / NNN REIT, Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0242 | -0.0022 | |||
| JCI / Johnson Controls International plc | 0.00 | 0.00 | 0.01 | -16.67 | 0.0240 | -0.0034 | |||
| CAH / Cardinal Health, Inc. | 0.00 | -50.47 | 0.01 | -50.00 | 0.0232 | -0.0237 | |||
| EQUITYTRS--JPY-LIBOR-BBA-20200928 / DE (000000000) | 0.01 | 400.00 | 0.0231 | 0.0231 | |||||
| EPR / EPR Properties | 0.00 | 0.00 | 0.01 | 0.00 | 0.0231 | -0.0030 | |||
| PPL / PPL Corporation | 0.00 | 0.00 | 0.01 | 25.00 | 0.0230 | 0.0009 | |||
| SKHHY / Sonic Healthcare Limited - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 25.00 | 0.0223 | 0.0006 | |||
| AES / The AES Corporation | 0.00 | -61.11 | 0.01 | -54.55 | 0.0222 | -0.0287 | |||
| BRX / Brixmor Property Group Inc. | 0.00 | 0.00 | 0.01 | 0.00 | 0.0221 | -0.0032 | |||
| 1803 / Shimizu Corporation | 0.00 | 0.01 | 0.0221 | 0.0221 | |||||
| RW0U / Mapletree North Asia Commercial Trust | 0.01 | -29.76 | 0.01 | -28.57 | 0.0221 | -0.0133 | |||
| NPPXF / NTT, Inc. | 0.00 | 100.00 | 0.01 | 25.00 | 0.0220 | -0.0003 | |||
| E / Eni S.p.A. - Depositary Receipt (Common Stock) | 0.00 | -28.82 | 0.01 | -28.57 | 0.0220 | -0.0126 | |||
| MS / Morgan Stanley | 0.00 | 0.01 | 0.0219 | 0.0219 | |||||
| TFSL / TFS Financial Corporation | 0.00 | 0.00 | 0.01 | 25.00 | 0.0219 | 0.0005 | |||
| DSEEY / Daiwa Securities Group Inc. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.01 | 25.00 | 0.0218 | 0.0015 | |||
| ADS / Bread Financial Holdings Inc | 0.00 | 0.01 | 0.0217 | 0.0217 | |||||
| US34959JAJ79 / Fortive Corporation 0.875 02/15/2022 Bond | 0.01 | 25.00 | 0.0217 | -0.0004 | |||||
| KIM / Kimco Realty Corporation | 0.00 | 0.01 | 0.0217 | 0.0217 | |||||
| 3231 / Nomura Real Estate Holdings, Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0213 | -0.0001 | |||
| SYF / Synchrony Financial | 0.00 | 0.00 | 0.00 | -20.00 | 0.0207 | -0.0027 | |||
| 4004 / Resonac Holdings Corporation | 0.00 | 100.00 | 0.00 | 100.00 | 0.0206 | 0.0079 | |||
| ENGGY / Enagás, S.A. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.00 | 0.00 | 0.0206 | 0.0010 | |||
| US98139AAA34 / Workiva Inc Bond | 0.00 | 0.0201 | 0.0201 | ||||||
| JHG / Janus Henderson Group plc | 0.00 | 0.00 | 0.00 | 0.00 | 0.0200 | 0.0010 | |||
| RS / Reliance, Inc. | 0.00 | -35.48 | 0.00 | -42.86 | 0.0198 | -0.0124 | |||
| SUOPY / Sumco Corporation - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.00 | -20.00 | 0.0198 | -0.0029 | |||
| PURCHASED USD / SOLD NZD / DFE (000000000) | 0.00 | 300.00 | 0.0195 | 0.0195 | |||||
| SSREY / Swiss Re AG - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.00 | 0.00 | 0.0195 | 0.0008 | |||
| DIFTY / Daito Trust Construction Co.,Ltd. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.00 | -20.00 | 0.0193 | -0.0033 | |||
| DLICY / Dai-ichi Life Holdings, Inc. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.0192 | 0.0192 | |||||
| WEN / The Wendy's Company | 0.00 | 0.00 | 0.0192 | 0.0192 | |||||
| MMM / 3M Company | 0.00 | 0.00 | 0.00 | 0.00 | 0.0192 | -0.0015 | |||
| ENB / Enbridge Inc. | 0.00 | 0.00 | 0.00 | 33.33 | 0.0191 | 0.0014 | |||
| HBAN / Huntington Bancshares Incorporated | 0.00 | 0.00 | 0.00 | 0.00 | 0.0191 | -0.0015 | |||
| AXAHY / AXA SA - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.00 | 0.00 | 0.0190 | -0.0005 | |||
| PURCHASED USD / SOLD NOK / DFE (000000000) | 0.00 | 300.00 | 0.0190 | 0.0190 | |||||
| 4183 / Mitsui Chemicals, Inc. | 0.00 | 100.00 | 0.00 | 100.00 | 0.0190 | 0.0082 | |||
| CAN 10YR BOND FUT MAR20 XMOD 20200320 / DIR (000000000) | 0.00 | 300.00 | 0.0190 | 0.0190 | |||||
| LK4935 / Luckin Coffee Inc | 0.00 | 0.0188 | 0.0188 | ||||||
| MRL / Marlowe plc | 0.00 | 0.00 | 0.00 | 0.00 | 0.0188 | -0.0014 | |||
| / Wyndham Destinations, Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0182 | 0.0001 | |||
| 683 / Kerry Properties Limited | 0.00 | 0.00 | 0.00 | 0.00 | 0.0181 | -0.0037 | |||
| NTGY / Naturgy Energy Group, S.A. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0179 | -0.0013 | |||
| CNQ / Canadian Natural Resources Limited | 0.00 | 0.00 | 0.0178 | 0.0178 | |||||
| F / Ford Motor Company | 0.00 | -56.53 | 0.00 | -55.56 | 0.0177 | -0.0235 | |||
| MUFG / Mitsubishi UFJ Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.0177 | 0.0177 | |||||
| BAESY / BAE Systems plc - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.00 | 33.33 | 0.0176 | 0.0006 | |||
| SCGLY / Société Générale Société anonyme - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.00 | 33.33 | 0.0175 | 0.0016 | |||
| PWF / Power Financial Corp | 0.00 | 0.00 | 0.00 | 0.00 | 0.0173 | 0.0011 | |||
| ADRNY / Koninklijke Ahold Delhaize N.V. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.00 | -25.00 | 0.0172 | -0.0008 | |||
| AXFO / Axfood AB (publ) | 0.00 | 0.00 | 0.0172 | 0.0172 | |||||
| FHB / First Hawaiian, Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0172 | 0.0004 | |||
| CDR.PRB / Cedar Realty Trust, Inc. - Preferred Stock | 0.00 | 0.00 | 0.00 | 0.00 | 0.0171 | -0.0007 | |||
| RNLSY / Renault SA - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.00 | -40.00 | 0.0170 | -0.0060 | |||
| NOKIA / Nokia Oyj | 0.00 | 0.00 | 0.00 | 0.00 | 0.0170 | 0.0004 | |||
| AVT / Avnet, Inc. | 0.00 | 0.00 | 0.0169 | 0.0169 | |||||
| CIM / Chimera Investment Corporation | 0.00 | 0.00 | 0.00 | 0.00 | 0.0168 | 0.0001 | |||
| TD / The Toronto-Dominion Bank | 0.00 | 0.00 | 0.00 | 0.00 | 0.0167 | -0.0012 | |||
| TEGP / Tallgrass Energy GP, LP | 0.00 | 0.00 | 0.00 | 0.00 | 0.0166 | 0.0022 | |||
| CCL / Cuscal Limited | 0.00 | -54.36 | 0.00 | -57.14 | 0.0165 | -0.0165 | |||
| MFA / MFA Financial, Inc. | 0.00 | 60.20 | 0.00 | 50.00 | 0.0161 | 0.0060 | |||
| SCRYY / SCOR SE - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.00 | 0.00 | 0.0160 | -0.0004 | |||
| TFC / Truist Financial Corporation | 0.00 | 0.00 | 0.0156 | 0.0156 | |||||
| 3401 / Teijin Limited | 0.00 | 0.00 | 0.00 | -25.00 | 0.0154 | -0.0027 | |||
| CNK / Cinemark Holdings, Inc. | 0.00 | 0.00 | 0.00 | -25.00 | 0.0154 | -0.0032 | |||
| NTR / Nutrien Ltd. | 0.00 | -86.17 | 0.00 | -88.00 | 0.0153 | -0.0953 | |||
| SMFG / Sumitomo Mitsui Financial Group, Inc. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.0152 | 0.0152 | |||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | 0.00 | 200.00 | 0.0150 | 0.0150 | |||||
| SVC / Service Properties Trust | 0.00 | 0.00 | 0.00 | -25.00 | 0.0149 | -0.0032 | |||
| TELNY / Telenor ASA - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.00 | 0.00 | 0.0146 | -0.0010 | |||
| APLE / Apple Hospitality REIT, Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0144 | -0.0020 | |||
| KGFHY / Kingfisher plc - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.00 | 0.00 | 0.0144 | -0.0005 | |||
| HLUYY / H. Lundbeck AS - ADR | 0.00 | 0.00 | 0.00 | 50.00 | 0.0143 | 0.0024 | |||
| DRI / Darden Restaurants, Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0141 | -0.0000 | |||
| CVI / CVR Energy, Inc. | 0.00 | 0.00 | 0.00 | -25.00 | 0.0136 | -0.0057 | |||
| PURCHASED USD / SOLD KRW / DFE (000000000) | 0.00 | 200.00 | 0.0135 | 0.0135 | |||||
| CCOI / Cogent Communications Holdings, Inc. | 0.00 | 0.00 | 0.00 | 50.00 | 0.0132 | 0.0019 | |||
| TKR / The Timken Company | 0.00 | 0.00 | 0.00 | 50.00 | 0.0132 | 0.0004 | |||
| BMW3 / Bayerische Motoren Werke Aktiengesellschaft - Preferred Stock | 0.00 | 0.00 | 0.00 | 0.00 | 0.0130 | -0.0019 | |||
| PURCHASED USD / SOLD CAD / DFE (000000000) | 0.00 | 100.00 | 0.0127 | 0.0127 | |||||
| TATE / Tate & Lyle plc | 0.00 | 0.00 | 0.00 | 0.00 | 0.0127 | 0.0017 | |||
| SBUX / Starbucks Corporation | 0.00 | 0.00 | 0.00 | 0.00 | 0.0124 | -0.0004 | |||
| IRM / Iron Mountain Incorporated | 0.00 | 0.00 | 0.00 | 0.00 | 0.0124 | -0.0010 | |||
| TRTN / Triton International Limited | 0.00 | 0.00 | 0.0123 | 0.0123 | |||||
| 9437 / NTT DOCOMO Inc | 0.00 | 0.00 | 0.00 | 0.00 | 0.0123 | -0.0001 | |||
| US21871D1037 / Corelogic Inc | 0.00 | 0.00 | 0.0122 | 0.0122 | |||||
| DKS / DICK'S Sporting Goods, Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0122 | 0.0011 | |||
| PDM / Piedmont Realty Trust, Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0122 | -0.0000 | |||
| KAR / OPENLANE, Inc. | 0.00 | 0.00 | 0.00 | -33.33 | 0.0122 | -0.0028 | |||
| 9201 / Japan Airlines Co., Ltd. | 0.00 | 0.00 | 0.0121 | 0.0121 | |||||
| ENGIY / Engie SA - Depositary Receipt (Common Stock) | 0.00 | -71.45 | 0.00 | -77.78 | 0.0118 | -0.0299 | |||
| RLJ / RLJ Lodging Trust | 0.00 | 0.00 | 0.00 | 0.00 | 0.0118 | -0.0011 | |||
| TRSWAP: GSCBNBEU INDEX / DE (000000000) | 0.00 | 100.00 | 0.0116 | 0.0116 | |||||
| CWN / Crown Resorts Ltd | 0.00 | -42.35 | 0.00 | -60.00 | 0.0114 | -0.0112 | |||
| NHI / National Health Investors, Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0113 | -0.0006 | |||
| MKS / Marks and Spencer Group plc | 0.00 | 0.00 | 0.00 | 0.00 | 0.0112 | -0.0006 | |||
| PAGP / Plains GP Holdings, L.P. - Limited Partnership | 0.00 | 0.00 | 0.00 | 0.00 | 0.0111 | -0.0017 | |||
| EMR / Emerson Electric Co. | 0.00 | 0.00 | 0.0111 | 0.0111 | |||||
| ARI / Apollo Commercial Real Estate Finance, Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0111 | -0.0004 | |||
| MBG / Mercedes-Benz Group AG | 0.00 | 0.00 | 0.00 | -33.33 | 0.0110 | -0.0034 | |||
| NAVI / Navient Corporation | 0.00 | 0.00 | 0.00 | 0.00 | 0.0110 | 0.0001 | |||
| US30224P2002 / Extended Stay America Inc | 0.00 | 0.00 | 0.0109 | 0.0109 | |||||
| CVS / CVS Health Corporation | 0.00 | 0.00 | -95.24 | 0.0108 | -0.1717 | ||||
| MPC / Marathon Petroleum Corporation | 0.00 | 0.00 | 0.0108 | 0.0108 | |||||
| 868 / Xinyi Glass Holdings Limited | 0.00 | 0.00 | 0.0108 | 0.0108 | |||||
| TKOMY / Tokio Marine Holdings, Inc. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.00 | 0.00 | 0.0108 | -0.0004 | |||
| US 5YR NOTE (CBT) MAR20 XCBT 20200331 / DIR (000000000) | 0.00 | 100.00 | 0.0107 | 0.0107 | |||||
| RDS.B / Shell Plc - ADR | 0.00 | -62.20 | 0.00 | -71.43 | 0.0106 | -0.0213 | |||
| TL5 / Tidewater Midstream and Infrastructure Ltd. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0101 | -0.0016 | |||
| SPI 200 FUTURES MAR20 XSFE 20200319 / DE (000000000) | 0.00 | 100.00 | 0.0101 | 0.0101 | |||||
| NIKKEI 225 (OSE) MAR20 XOSE 20200312 / DE (000000000) | 0.00 | 100.00 | 0.0100 | 0.0100 | |||||
| SLF / Sun Life Financial Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0099 | 0.0001 | |||
| ELMUY / Elisa Oyj - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.00 | 0.00 | 0.0096 | 0.0006 | |||
| RANJY / Randstad N.V. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.0095 | 0.0095 | |||||
| DFS / Discover Financial Services | 0.00 | 0.00 | 0.00 | 0.00 | 0.0091 | -0.0010 | |||
| CHRW / C.H. Robinson Worldwide, Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0090 | -0.0008 | |||
| AVOL / Avolta AG | 0.00 | 0.00 | 0.0090 | 0.0090 | |||||
| DK / Delek US Holdings, Inc. | 0.00 | 0.00 | 0.00 | -33.33 | 0.0090 | -0.0046 | |||
| SBGI / Sinclair, Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0089 | -0.0034 | |||
| UQA / UNIQA Insurance Group AG | 0.00 | 0.00 | 0.00 | 0.00 | 0.0085 | -0.0004 | |||
| PURCHASED GBP / SOLD USD / DFE (000000000) | 0.00 | 0.00 | 0.0083 | 0.0083 | |||||
| CXW / CoreCivic, Inc. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0083 | 0.0001 | |||
| PURCHASED USD / SOLD PLN / DFE (000000000) | 0.00 | 0.00 | 0.0082 | 0.0082 | |||||
| LUMN / Lumen Technologies, Inc. | 0.00 | -71.78 | 0.00 | -83.33 | 0.0081 | -0.0202 | |||
| PROX / Proximus PLC | 0.00 | 0.00 | 0.00 | -50.00 | 0.0081 | -0.0009 | |||
| PURCHASED USD / SOLD SEK / DFE (000000000) | 0.00 | 0.00 | 0.0075 | 0.0075 | |||||
| PURCHASED USD / SOLD SEK / DFE (000000000) | 0.00 | 0.00 | 0.0074 | 0.0074 | |||||
| EDPFY / EDP - Energias de Portugal, S.A. - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.00 | 0.00 | 0.0071 | 0.0011 | |||
| PURCHASED USD / SOLD SEK / DFE (000000000) | 0.00 | 0.00 | 0.0069 | 0.0069 | |||||
| PURCHASED USD / SOLD HUF / DFE (000000000) | 0.00 | 0.00 | 0.0068 | 0.0068 | |||||
| VGR / Vector Group Ltd. | 0.00 | 0.00 | 0.00 | 0.00 | 0.0068 | 0.0002 | |||
| 36T / Genting Singapore Limited | 0.00 | 0.00 | 0.00 | 0.00 | 0.0065 | -0.0009 | |||
| NRE1V / Nokian Renkaat OYJ | 0.00 | 0.00 | 0.00 | 0.00 | 0.0062 | -0.0006 | |||
| WFAFY / Wesfarmers Limited - Depositary Receipt (Common Stock) | 0.00 | -83.15 | 0.00 | -85.71 | 0.0061 | -0.0282 | |||
| ASMVY / ASMPT Limited - Depositary Receipt (Common Stock) | 0.00 | -87.50 | 0.00 | -90.91 | 0.0058 | -0.0443 | |||
| 659 / CTF Services Limited | 0.00 | 0.00 | 0.00 | 0.00 | 0.0055 | -0.0011 | |||
| PRU / Prudential Financial, Inc. | 0.00 | 0.00 | 0.0051 | 0.0051 | |||||
| MDP / Meredith Holdings Corp | 0.00 | 0.00 | 0.00 | 0.00 | 0.0049 | -0.0015 | |||
| PURCHASED USD / SOLD KRW / DFE (000000000) | 0.00 | 0.00 | 0.0046 | 0.0046 | |||||
| S+P 500 MINI INDEX FEB20 295 PUT / DE (000000000) | 0.00 | 0.00 | 0.0046 | 0.0046 | |||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | 0.00 | 0.00 | 0.0045 | 0.0045 | |||||
| S+P 500 MINI INDEX FEB20 300 PUT / DE (000000000) | 0.00 | 0.00 | 0.0044 | 0.0044 | |||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | 0.00 | 0.00 | 0.0044 | 0.0044 | |||||
| PURCHASED USD / SOLD ZAR / DFE (000000000) | 0.00 | 0.00 | 0.0044 | 0.0044 | |||||
| LXP / LXP Industrial Trust | 0.00 | 0.00 | 0.00 | 0.0043 | -0.0001 | ||||
| PURCHASED USD / SOLD NOK / DFE (000000000) | 0.00 | -100.00 | 0.0040 | 0.0040 | |||||
| GLEN / Glencore plc | 0.00 | -70.07 | 0.00 | -100.00 | 0.0039 | -0.0099 | |||
| BHP / BHP Group Limited - Depositary Receipt (Common Stock) | 0.00 | 0.00 | 0.00 | -100.00 | 0.0034 | -0.0000 | |||
| S+P 500 MINI INDEX FEB20 295 PUT / DE (000000000) | 0.00 | -100.00 | 0.0033 | 0.0033 | |||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.00 | -100.00 | 0.0032 | 0.0032 | |||||
| PURCHASED USD / SOLD TRY / DFE (000000000) | 0.00 | -100.00 | 0.0027 | 0.0027 | |||||
| S+P 500 MINI INDEX FEB20 299 PUT / DE (000000000) | 0.00 | -100.00 | 0.0026 | 0.0026 | |||||
| PURCHASED USD / SOLD HUF / DFE (000000000) | 0.00 | -100.00 | 0.0024 | 0.0024 | |||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | -100.00 | 0.0024 | 0.0024 | |||||
| S+P 500 MINI INDEX FEB20 298 PUT / DE (000000000) | 0.00 | -100.00 | 0.0023 | 0.0023 | |||||
| 2638 / HK Electric Investments and HK Electric Investments Limited - Debt/Equity Composite Units | 0.00 | -87.50 | 0.00 | -100.00 | 0.0022 | -0.0157 | |||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.00 | -100.00 | 0.0020 | 0.0020 | |||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.00 | -100.00 | 0.0020 | 0.0020 | |||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | 0.00 | -100.00 | 0.0019 | 0.0019 | |||||
| S+P 500 MINI INDEX FEB20 295 PUT / DE (000000000) | 0.00 | -100.00 | 0.0018 | 0.0018 | |||||
| VICI / VICI Properties Inc. | 0.00 | 0.00 | 0.00 | 0.0017 | 0.0002 | ||||
| PURCHASED USD / SOLD NZD / DFE (000000000) | 0.00 | -100.00 | 0.0016 | 0.0016 | |||||
| PURCHASED JPY / SOLD USD / DFE (000000000) | 0.00 | -100.00 | 0.0016 | 0.0016 | |||||
| S+P 500 MINI INDEX FEB20 298 PUT / DE (000000000) | 0.00 | -100.00 | 0.0010 | 0.0010 | |||||
| S+P 500 MINI INDEX FEB20 299 PUT / DE (000000000) | 0.00 | -100.00 | 0.0009 | 0.0009 | |||||
| ME8U / Mapletree Industrial Trust | 0.00 | 0.00 | 0.00 | -100.00 | 0.0009 | 0.0000 | |||
| PURCHASED USD / SOLD CZK / DFE (000000000) | 0.00 | -100.00 | 0.0008 | 0.0008 | |||||
| S+P 500 MINI INDEX FEB20 294 PUT / DE (000000000) | 0.00 | -100.00 | 0.0007 | 0.0007 | |||||
| CNP / CenterPoint Energy, Inc. | 0.00 | -97.14 | 0.00 | -100.00 | 0.0007 | -0.0267 | |||
| PURCHASED USD / SOLD MXN / DFE (000000000) | 0.00 | -100.00 | 0.0004 | 0.0004 | |||||
| PURCHASED USD / SOLD CAD / DFE (000000000) | 0.00 | -100.00 | 0.0003 | 0.0003 | |||||
| PURCHASED USD / SOLD MXN / DFE (000000000) | 0.00 | -100.00 | 0.0003 | 0.0003 | |||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | 0.00 | -100.00 | 0.0002 | 0.0002 | |||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | 0.00 | -100.00 | 0.0002 | 0.0002 | |||||
| PURCHASED USD / SOLD EUR / DFE (000000000) | 0.00 | -100.00 | 0.0002 | 0.0002 | |||||
| PURCHASED USD / SOLD CLP / DFE (000000000) | 0.00 | -100.00 | 0.0001 | 0.0001 | |||||
| S+P 500 MINI INDEX FEB20 365 CALL / DE (000000000) | 0.00 | -100.00 | 0.0001 | 0.0001 | |||||
| WRK / WestRock Company | 0.00 | -100.00 | 0.00 | -100.00 | -0.0208 | ||||
| S+P 500 MINI INDEX FEB20 370 CALL / DE (000000000) | 0.00 | -100.00 | 0.0000 | 0.0000 | |||||
| S+P 500 MINI INDEX FEB20 365 CALL / DE (000000000) | 0.00 | -100.00 | 0.0000 | 0.0000 | |||||
| S+P 500 MINI INDEX FEB20 370 CALL / DE (000000000) | 0.00 | -100.00 | 0.0000 | 0.0000 | |||||
| S+P 500 MINI INDEX FEB20 370 CALL / DE (000000000) | 0.00 | -100.00 | 0.0000 | 0.0000 | |||||
| S+P 500 MINI INDEX FEB20 337 CALL / DE (000000000) | 0.00 | -100.00 | 0.0000 | 0.0000 | |||||
| US912828Q608 / United States Treasury Inflation Indexed Bonds | 0.00 | -100.00 | 0.0000 | -3.7276 | |||||
| S+P 500 MINI INDEX FEB20 336 CALL / DE (000000000) | 0.00 | -100.00 | 0.0000 | 0.0000 | |||||
| S+P 500 MINI INDEX FEB20 360 CALL / DE (000000000) | 0.00 | -100.00 | 0.0000 | 0.0000 | |||||
| S+P 500 MINI INDEX FEB20 338 CALL / DE (000000000) | 0.00 | -100.00 | 0.0000 | 0.0000 | |||||
| S+P 500 MINI INDEX FEB20 365 CALL / DE (000000000) | 0.00 | -100.00 | 0.0000 | 0.0000 | |||||
| S+P 500 MINI INDEX FEB20 365 CALL / DE (000000000) | 0.00 | -100.00 | 0.0000 | 0.0000 | |||||
| PSB / PS Business Parks, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0906 | ||||
| FMC / FMC Corporation | 0.00 | -100.00 | 0.00 | -100.00 | -0.0270 | ||||
| HRB / H&R Block, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0215 | ||||
| MFGP / Micro Focus International Plc - ADR | 0.00 | -100.00 | 0.00 | -100.00 | -0.0122 | ||||
| OXY / Occidental Petroleum Corporation | 0.00 | -100.00 | 0.00 | -100.00 | -0.0401 | ||||
| XOM / Exxon Mobil Corporation | 0.00 | -100.00 | 0.00 | -100.00 | -0.0188 | ||||
| CF / CF Industries Holdings, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0197 | ||||
| KMI / Kinder Morgan, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0218 | ||||
| VIAB / Viacom, Inc. | 0.00 | -100.00 | 0.00 | -100.00 | -0.0335 | ||||
| DOV / Dover Corporation | 0.00 | -100.00 | 0.00 | -100.00 | -0.0307 | ||||
| HOG / Harley-Davidson, Inc. | 0.00 | -100.00 | 0.00 | -0.0026 | |||||
| AVY / Avery Dennison Corporation | 0.00 | -100.00 | 0.00 | -100.00 | -0.0063 | ||||
| PURCHASED CHF / SOLD USD / DFE (000000000) | -0.00 | -100.00 | -0.0001 | -0.0001 | |||||
| PURCHASED CLP / SOLD USD / DFE (000000000) | -0.00 | -100.00 | -0.0001 | -0.0001 | |||||
| S+P500 EMINI FUT MAR20 XCME 20200320 / DE (000000000) | -0.00 | -100.00 | -0.0002 | -0.0002 | |||||
| S+P 500 MINI INDEX FEB20 337 CALL / DE (000000000) | -0.00 | -100.00 | -0.0003 | -0.0003 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | -0.00 | -100.00 | -0.0003 | -0.0003 | |||||
| S+P 500 MINI INDEX FEB20 339 CALL / DE (000000000) | -0.00 | -100.00 | -0.0004 | -0.0004 | |||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -100.00 | -0.0004 | -0.0004 | |||||
| S+P 500 MINI INDEX FEB20 333 CALL / DE (000000000) | -0.00 | -100.00 | -0.0004 | -0.0004 | |||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.00 | -100.00 | -0.0005 | -0.0005 | |||||
| PURCHASED CZK / SOLD USD / DFE (000000000) | -0.00 | -100.00 | -0.0007 | -0.0007 | |||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.00 | -100.00 | -0.0007 | -0.0007 | |||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | -0.00 | -100.00 | -0.0007 | -0.0007 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | -0.00 | -100.00 | -0.0009 | -0.0009 | |||||
| PURCHASED MXN / SOLD USD / DFE (000000000) | -0.00 | -100.00 | -0.0012 | -0.0012 | |||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.00 | -100.00 | -0.0013 | -0.0013 | |||||
| PURCHASED BRL / SOLD USD / DFE (000000000) | -0.00 | -100.00 | -0.0013 | -0.0013 | |||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | -0.00 | -100.00 | -0.0016 | -0.0016 | |||||
| PURCHASED TRY / SOLD USD / DFE (000000000) | -0.00 | -100.00 | -0.0017 | -0.0017 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | -0.00 | -100.00 | -0.0019 | -0.0019 | |||||
| PURCHASED CZK / SOLD USD / DFE (000000000) | -0.00 | -100.00 | -0.0022 | -0.0022 | |||||
| S+P 500 MINI INDEX FEB20 332 CALL / DE (000000000) | -0.00 | -100.00 | -0.0024 | -0.0024 | |||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.00 | -100.00 | -0.0024 | -0.0024 | |||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -100.00 | -0.0030 | -0.0030 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | -0.00 | -100.00 | -0.0031 | -0.0031 | |||||
| S+P 500 MINI INDEX FEB20 333 CALL / DE (000000000) | -0.00 | -100.00 | -0.0031 | -0.0031 | |||||
| EQUITYTRS--USD-LIBOR-BBA-20201008 / DE (000000000) | -0.00 | -100.00 | -0.0033 | -0.0033 | |||||
| S+P 500 MINI INDEX FEB20 334 CALL / DE (000000000) | -0.00 | -100.00 | -0.0035 | -0.0035 | |||||
| PURCHASED SEK / SOLD USD / DFE (000000000) | -0.00 | -100.00 | -0.0038 | -0.0038 | |||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.00 | -100.00 | -0.0043 | -0.0043 | |||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -200.00 | -0.0045 | -0.0045 | |||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.00 | -200.00 | -0.0050 | -0.0050 | |||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | -0.00 | -200.00 | -0.0061 | -0.0061 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | -0.00 | -200.00 | -0.0068 | -0.0068 | |||||
| PURCHASED PLN / SOLD USD / DFE (000000000) | -0.00 | -200.00 | -0.0080 | -0.0080 | |||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | -0.00 | -200.00 | -0.0083 | -0.0083 | |||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -200.00 | -0.0086 | -0.0086 | |||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | -0.00 | -300.00 | -0.0090 | -0.0090 | |||||
| PURCHASED ZAR / SOLD USD / DFE (000000000) | -0.00 | -300.00 | -0.0099 | -0.0099 | |||||
| PURCHASED HUF / SOLD USD / DFE (000000000) | -0.00 | -300.00 | -0.0100 | -0.0100 | |||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.00 | -300.00 | -0.0101 | -0.0101 | |||||
| PURCHASED USD / SOLD CHF / DFE (000000000) | -0.00 | -300.00 | -0.0103 | -0.0103 | |||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | -0.00 | -300.00 | -0.0106 | -0.0106 | |||||
| S+P 500 MINI INDEX FEB20 320 PUT / DE (000000000) | -0.00 | -400.00 | -0.0137 | -0.0137 | |||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | -0.00 | -400.00 | -0.0143 | -0.0143 | |||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.00 | -400.00 | -0.0157 | -0.0157 | |||||
| TRSWAP: JPNBEDFN INDEX / DE (000000000) | -0.00 | -400.00 | -0.0168 | -0.0168 | |||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.00 | -500.00 | -0.0175 | -0.0175 | |||||
| PURCHASED KRW / SOLD USD / DFE (000000000) | -0.00 | -500.00 | -0.0181 | -0.0181 | |||||
| HSCEI FUTURES FEB20 XHKF 20200227 / DE (000000000) | -0.00 | -500.00 | -0.0210 | -0.0210 | |||||
| EURO STOXX 50 MAR20 XEUR 20200320 / DE (000000000) | -0.01 | -600.00 | -0.0223 | -0.0223 | |||||
| MSCI EAFE MAR20 IFUS 20200320 / DE (000000000) | -0.01 | -600.00 | -0.0228 | -0.0228 | |||||
| S+P 500 MINI INDEX FEB20 324 PUT / DE (000000000) | -0.01 | -600.00 | -0.0245 | -0.0245 | |||||
| S+P 500 MINI INDEX FEB20 322 PUT / DE (000000000) | -0.01 | -600.00 | -0.0253 | -0.0253 | |||||
| NIKKEI 225 (CME) MAR20 XCME 20200312 / DE (000000000) | -0.01 | -600.00 | -0.0256 | -0.0256 | |||||
| PURCHASED USD / SOLD JPY / DFE (000000000) | -0.01 | -600.00 | -0.0257 | -0.0257 | |||||
| S+P 500 MINI INDEX FEB20 323 PUT / DE (000000000) | -0.01 | -700.00 | -0.0276 | -0.0276 | |||||
| PURCHASED SEK / SOLD USD / DFE (000000000) | -0.01 | -700.00 | -0.0280 | -0.0280 | |||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | -0.01 | -700.00 | -0.0292 | -0.0292 | |||||
| S+P 500 MINI INDEX FEB20 320 PUT / DE (000000000) | -0.01 | -700.00 | -0.0296 | -0.0296 | |||||
| LONG GILT FUTURE MAR20 IFLL 20200327 / DIR (000000000) | -0.01 | -800.00 | -0.0309 | -0.0309 | |||||
| S+P 500 MINI INDEX FEB20 327 PUT / DE (000000000) | -0.01 | -800.00 | -0.0309 | -0.0309 | |||||
| S+P 500 MINI INDEX FEB20 321 PUT / DE (000000000) | -0.01 | -800.00 | -0.0310 | -0.0310 | |||||
| PURCHASED EUR / SOLD USD / DFE (000000000) | -0.01 | -800.00 | -0.0321 | -0.0321 | |||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | -0.01 | -800.00 | -0.0343 | -0.0343 | |||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -900.00 | -0.0352 | -0.0352 | |||||
| S+P 500 MINI INDEX FEB20 325 PUT / DE (000000000) | -0.01 | -900.00 | -0.0373 | -0.0373 | |||||
| PURCHASED BRL / SOLD USD / DFE (000000000) | -0.01 | -900.00 | -0.0377 | -0.0377 | |||||
| PURCHASED USD / SOLD GBP / DFE (000000000) | -0.01 | -900.00 | -0.0380 | -0.0380 | |||||
| S+P 500 MINI INDEX FEB20 326 PUT / DE (000000000) | -0.01 | -900.00 | -0.0385 | -0.0385 | |||||
| PURCHASED SEK / SOLD USD / DFE (000000000) | -0.01 | -1,000.00 | -0.0413 | -0.0413 | |||||
| TRSWAP: SPTRMATR INDEX / DE (000000000) | -0.01 | -1,000.00 | -0.0416 | -0.0416 | |||||
| TRSWAP: JPNBEDFN INDEX / DE (000000000) | -0.01 | -1,200.00 | -0.0515 | -0.0515 | |||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | -0.01 | -1,300.00 | -0.0540 | -0.0540 | |||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | -0.02 | -1,600.00 | -0.0687 | -0.0687 | |||||
| FTSE 100 IDX FUT MAR20 IFLL 20200320 / DE (000000000) | -0.02 | -1,700.00 | -0.0707 | -0.0707 | |||||
| PURCHASED CAD / SOLD USD / DFE (000000000) | -0.02 | -1,700.00 | -0.0711 | -0.0711 | |||||
| TRSWAP: SPTRUTIL INDEX / DE (000000000) | -0.02 | -1,700.00 | -0.0712 | -0.0712 | |||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | -0.02 | -1,800.00 | -0.0756 | -0.0756 | |||||
| TRSWAP: SPTRCONS INDEX / DE (000000000) | -0.02 | -1,800.00 | -0.0777 | -0.0777 | |||||
| EURO-BUND FUTURE MAR20 XEUR 20200306 / DIR (000000000) | -0.02 | -2,100.00 | -0.0896 | -0.0896 | |||||
| US 10YR ULTRA FUT MAR20 XCBT 20200320 / DIR (000000000) | -0.02 | -2,200.00 | -0.0924 | -0.0924 | |||||
| PURCHASED NZD / SOLD USD / DFE (000000000) | -0.02 | -2,300.00 | -0.0954 | -0.0954 | |||||
| TRSWAP: SPTRINDU INDEX / DE (000000000) | -0.02 | -2,500.00 | -0.1057 | -0.1057 | |||||
| US ULTRA BOND CBT MAR20 XCBT 20200320 / DIR (000000000) | -0.03 | -3,000.00 | -0.1253 | -0.1253 | |||||
| MSCI EMGMKT MAR20 IFUS 20200320 / DE (000000000) | -0.03 | -3,000.00 | -0.1274 | -0.1274 | |||||
| PURCHASED SEK / SOLD USD / DFE (000000000) | -0.03 | -3,100.00 | -0.1295 | -0.1295 | |||||
| PURCHASED AUD / SOLD USD / DFE (000000000) | -0.03 | -3,100.00 | -0.1303 | -0.1303 | |||||
| PURCHASED NOK / SOLD USD / DFE (000000000) | -0.03 | -3,200.00 | -0.1371 | -0.1371 | |||||
| TRSWAP: SPTR5UTL INDEX / DE (000000000) | -0.03 | -3,400.00 | -0.1427 | -0.1427 | |||||
| US LONG BOND(CBT) MAR20 XCBT 20200320 / DIR (000000000) | -0.03 | -3,400.00 | -0.1461 | -0.1461 |
