Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Income
Global Income Trust (Class Y) (PGGYX)
Seeking attractive bond investments across world markets since 1987
Skip to
Highlights
Objective
The fund seeks high current income by investing principally in debt securities of sovereign and private issuers worldwide, including supranational issuers. Preservation of capital and long-term total return are secondary objectives, but only to the extent consistent with the objective of seeking high current income.
Strategy and process
- Worldwide opportunities The fund's managers search for attractive income securities from a broad range of sectors in U.S. and international markets.
- Flexible risk allocations The fund takes a unique approach to asset allocation, dynamically establishing diversified risk exposures rather than sector exposures.
- Bottom-up approach Security selection is the primary driver of returns, with sub-sector allocations and macro strategies also serving as potential alpha generators.
Fund price
| Net asset value (yesterday’s close) |
$12.43 0.24% | $0.03 |
| 52-week high | $12.90 (01/05/21) |
| 52-week low | $12.34 (07/01/21) |
Yield
| Distribution rate before sales charge as of 08/02/21 |
1.93% |
|---|---|
| Distribution rate after sales charge as of 08/02/21 |
1.93% |
| 30-day SEC yield with subsidy as of 07/31/21 |
1.81% |
| 30-day SEC yield without subsidy as of 07/31/21 |
1.53% |
Consistency of positive performance over five years
Performance shown 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 click on the performance tab.
14.16%
Best 5-year annualized return
(for period ending 09/30/92)
0.22%
Worst 5-year annualized return
(for period ending 12/31/01)
5.73%
Average 5-year annualized return
Fund facts as of 06/30/21
Total net assets
$251.08M
$251.08M
Turnover (fiscal year end)
590%
590%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1119
1119
Fiscal year-end
October
October
CUSIP / Fund code
74677Q604 / 1820
74677Q604 / 1820
Inception date
10/04/05
10/04/05
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PGGYX
PGGYX
Management team
Chief Investment Officer, Fixed Income
Head of Macro and Sovereign Credit
Head of Portfolio Construction
Portfolio Manager
Co-Head of Corporate and Tax-exempt Credit
Literature
Fund documents |
|
| Fact Sheet (R6 share) (PDF) | |
| Fact Sheet (YA share) (PDF) | |
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Statement of Additional Information (SAI) (PDF) | |
| Annual Report (PDF) |
|
| Semiannual Report (PDF) |
|
| Proxy voting results (Form N-PX) (PDF) | |
| Putnam active strategies pursue diverse income opportunities for client portfolios (PDF) |
|
| Quarterly commentary (PDF) | |
| Comparing Putnam's taxable income funds (PDF) | |
| Alternating bond market leadership (PDF) | |
Bond markets in flux on rates and inflation outlook
Global financial markets were mixed during the second quarter.U.S. labor market — 55 is the new 65
Following broad-based recovery in the labor market when the economy initially reopened in 2020, the labor force participation rate has stagnated and started to diverge.State financial health adds to muni appeal
State financial health has improved as tax receipts rebound and states receive sizable federal aid.Performance
Total return (%) as of 06/30/21
Annual performance as of 06/30/21
Annualized Total return (%) as of 06/30/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 2.98% | 3.60% | 3.12% | 2.67% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays Global Aggregate Bond Index | 2.63% | 4.23% | 2.34% | 2.05% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 07/31/21 | 0.57% | - | |
| YTD as of 08/02/21 | -2.35% | - | |
Yield
| Distribution rate before sales charge as of 08/02/21 |
1.93% |
|---|---|
| Distribution rate after sales charge as of 08/02/21 |
1.93% |
| 30-day SEC yield with subsidy as of 07/31/21 |
1.81% |
| 30-day SEC yield without subsidy as of 07/31/21 |
1.53% |
Risk-adjusted performance as of 06/30/21
| Sharpe ratio (3 yrs.) | 0.44 |
|---|---|
| Information ratio (3 yrs.) | -0.21 |
Volatility as of 06/30/21
| Standard deviation (3 yrs.) | 5.43% |
|---|---|
| Beta | 1.03 |
| R-squared | 0.69 |
Fixed income statistics as of 06/30/21
| Average effective duration | 6.00 yrs. |
|---|
Lipper rankings as of 06/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 143/208 | 69% |
| 3 yrs. | 156/189 | 83% |
| 5 yrs. | 82/166 | 50% |
| 10 yrs. | 54/116 | 47% |
Morningstar Ratings™ as of 06/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 185 | |
| 3 yrs. | 185 | |
| 5 yrs. | 170 | |
| 10 yrs. | 126 |
Distributions
| Record/Ex dividend date | 07/28/21 |
|---|---|
| Payable date | 07/30/21 |
| Income | $0.02 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | 9.13% |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 07/01/2051 | 4.24% |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2051 | 3.35% |
| Japan (10 Year Issue) 00.8000 09/20/2023 | 3.32% |
| France (Govt Of) Regs 03.2500 10/25/2021 | 2.59% |
| Japan (30 Year Issue) 02.3000 03/20/2040 | 1.97% |
| Japan (20 Year Issue) 02.2000 03/20/2031 | 1.15% |
| Japan (20 Year Issue) 02.3000 06/20/2027 | 1.15% |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | 1.14% |
| Japan (40 Year Issue) 02.2000 03/20/2051 | 1.09% |
| Top 10 holdings, percent of portfolio | 29.13% |
| Top 10 holdings as of 06/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2051 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| France (Govt Of) Regs 03.2500 10/25/2021 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Japan (40 Year Issue) 02.2000 03/20/2051 | |
| Holdings represent 29.13% of portfolio | |
| Top 10 holdings as of 05/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| France (Govt Of) Regs 03.2500 10/25/2021 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2051 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Holdings represent 32.05% of portfolio | |
| Top 10 holdings as of 04/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| France (Govt Of) Regs 03.2500 10/25/2021 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 05/01/2051 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Holdings represent 29.22% of portfolio | |
| Top 10 holdings as of 03/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 05/01/2051 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| France (Govt Of) Regs 03.2500 10/25/2021 | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 02.0000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Fnma Fn30 Tba Umbs 04.0000 04/01/2051 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Holdings represent 30.31% of portfolio | |
| FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 9.14% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 07/01/2051 | 4.24% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2051 | 3.35% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.31% |
| US 5YR NOTE (CBT) SEP21 FVU1 | 3.10% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 2.53% |
| US 10YR NOTE (CBT)SEP21 TYU1 | 2.16% |
| LONG GILT FUTURE SEP21 G U1 | 2.05% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 1.96% |
| EURO-BOBL FUTURE SEP21 OEU1 | 1.33% |
| EURO-BUND FUTURE SEP21 RXU1 | 1.22% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.15% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.15% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.13% |
| US LONG BOND(CBT) SEP21 USU1 | 1.09% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.08% |
| US ULTRA BOND CBT SEP21 WNU1 | 1.07% |
| CAS 2016-C04 1M2 04.3415 01/25/2029 | 1.02% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 0.98% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.98% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.87% |
| GNMA GII30 TBA 04.0000 07/01/2051 | 0.84% |
| GNMA GII30 TBA 03.0000 07/01/2051 | 0.83% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.81% |
| CAS 2016-C06 1M2 04.3415 04/25/2029 | 0.78% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.68% |
| EURO-BUXL 30Y BND SEP21 UBU1 | 0.67% |
| COMCAST CORP 03.4500 02/01/2050 | 0.66% |
| BUONI POLIENNALI DEL TES REGS 00.0000 01/15/2024 | 0.63% |
| CASH MGMT BILL 00.0000 10/19/2021 | 0.60% |
| CAS 2015-C03 2M2 05.0915 07/25/2025 | 0.59% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.59% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.57% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.56% |
| BUONI POLIENNALI DEL TES REGS 02.5000 12/01/2024 | 0.55% |
| CAS 2020-R01 1M2 02.1415 01/25/2040 | 0.54% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.54% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.53% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.52% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.50% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.49% |
| CAS 2017-C01 1M2 03.6415 07/25/2029 | 0.48% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.46% |
| DBUBS 2011-LC3A D 144A 05.6054 08/10/2044 | 0.46% |
| BELGIUM KINGDOM REGS 01.0000 06/22/2026 | 0.46% |
| BROADCOM INC 04.1500 11/15/2030 | 0.45% |
| CASH MGMT BILL 00.0000 10/05/2021 | 0.44% |
| GNMA GII30 TBA 04.5000 07/01/2051 | 0.42% |
| GNMA GII30 TBA 03.5000 07/01/2051 | 0.42% |
| CFCRE 2011-C2 E P/P 144A 05.9710 12/15/2047 | 0.41% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.39% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.39% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.38% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.37% |
| CSAIL 2019-C15 A4 04.0529 03/15/2052 | 0.37% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.37% |
| STACR 2015-DNA3 M3 04.7915 04/25/2028 | 0.37% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.36% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.36% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.36% |
| JPMCC 2019-COR5 AS 03.6692 06/13/2052 | 0.35% |
| STACR 2016-DNA3 M3 05.0915 12/25/2028 | 0.35% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.35% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.35% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.35% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.34% |
| FRANCE (GOVT OF) REGS 00.0000 02/25/2023 | 0.34% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.34% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.33% |
| JPMBB 2014-C19 C 04.8207 04/15/2047 | 0.33% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.32% |
| CASH MGMT BILL 00.0000 09/07/2021 | 0.32% |
| BANK 2019-BN22 C 03.5766 11/15/2062 | 0.32% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.32% |
| CSAIL 2015-C1 C 04.4048 04/15/2050 | 0.31% |
| WFCM 2020-C57 C 04.1580 08/15/2053 | 0.31% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.30% |
| JPMCC 2019-COR5 IO 01.6539 06/13/2052 | 0.30% |
| SPST 2021-6 A 00.8908 04/25/2022 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.30% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.30% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.30% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.30% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.30% |
| NETFLIX INC 04.3750 11/15/2026 | 0.30% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.30% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.29% |
| COMM 2014-CR17 C 04.9460 05/10/2047 | 0.29% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.29% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.29% |
| CAS 2016-C07 2M2 04.4415 05/25/2029 | 0.29% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.29% |
| CAS 2015-C04 2M2 05.6415 04/25/2028 | 0.28% |
| CSMC 2016-NXSR C 04.5272 12/15/2049 | 0.28% |
| REPUBLIC OF AUSTRIA REGS 00.5000 04/20/2027 | 0.28% |
| CAN 10YR BOND FUT SEP21 CNU1 | 0.28% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.28% |
| TREASURY BILL 00.0000 08/03/2021 | 0.28% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.28% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.28% |
| MSBAM 2012-C5 E 144A 04.8182 08/15/2045 | 0.28% |
| OBRIGACOES DO TESO REGS 01.9500 06/15/2029 | 0.28% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.27% |
| CAS 2014-C03 2M2 02.9915 07/25/2024 | 0.27% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.27% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.27% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.27% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.27% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.27% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.27% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.27% |
| JPMCC 2012-C8 D 144A 04.8251 10/15/2045 | 0.27% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.26% |
| JPMCC 2012-C6 E 144A 05.3126 05/15/2045 | 0.26% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.26% |
| STACR 2017-DNA3 M2B 02.5915 03/25/2030 | 0.26% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.26% |
| BBCMS 2020-C8 XA IO 01.9725 10/15/2053 | 0.25% |
| MSBAM 2016-C31 B 03.8800 11/15/2049 | 0.25% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.25% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.25% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| AUST 3YR BOND FUT SEP21 YMU1 | 0.24% |
| BXMT 2021-FL4 A P/P 144A 01.1229 05/15/2038 | 0.24% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.24% |
| CAS 2017-C07 1EB2 01.0915 05/25/2030 | 0.24% |
| TREASURY BILL 00.0000 07/20/2021 | 0.24% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.24% |
| MSBAM 2014-C17 C 04.6369 08/15/2047 | 0.24% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.23% |
| BANK 2019-BN20 XA IO 00.9595 09/15/2062 | 0.23% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.23% |
| CAS 2016-C05 2M2 04.5415 01/25/2029 | 0.23% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.23% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.22% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.22% |
| WFCM 2016-LC25 AS 04.0936 12/15/2059 | 0.22% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.22% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.22% |
| WEC ENERGY GROUP INC 02.2684 05/15/2067 | 0.22% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.22% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.22% |
| MSC 2011-C3 B 144A 05.4752 07/15/2049 | 0.22% |
| BONOS Y OBLIG DEL ES P/P REGS 01.6000 04/30/2025 | 0.21% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.21% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.21% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.21% |
| STACR 2016-HQA3 M3 03.9415 03/25/2029 | 0.21% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.21% |
| EQUINIX INC 03.2000 11/18/2029 | 0.20% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.20% |
| JPMBB 2013-C17 D 144A 05.0479 01/15/2047 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.20% |
| IRISH TSY 0.20 2027 REGS 00.2000 05/15/2027 | 0.20% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.20% |
| CFMT 2020-HB4 M3 02.7195 12/26/2030 | 0.20% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| CAS 2016-C02 1M2 06.0915 09/25/2028 | 0.19% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.19% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.19% |
| BANK 2020-BN30 XA IO 01.4433 12/15/2053 | 0.19% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.19% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.19% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.19% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.19% |
| AT&T INC 02.2500 02/01/2032 | 0.19% |
| COMM 2016-COR1 AM 03.4940 10/10/2049 | 0.19% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.19% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.19% |
| WFCM 2015-C30 C 04.6483 09/15/2058 | 0.19% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.19% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.19% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.18% |
| INGIM 2013-2A A1R 144A 01.1458 04/25/2031 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.18% |
| COMM 2015-LC19 C 04.3753 02/10/2048 | 0.18% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.18% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.18% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.18% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.18% |
| AON PLC 04.2500 12/12/2042 | 0.18% |
| COMM 2013-CR13 C 05.0456 11/10/2046 | 0.18% |
| WFCM 2017-RC1 C 04.5910 01/15/2060 | 0.18% |
| GSMS 2020-GC47 C 03.5704 05/12/2053 | 0.18% |
| JPMBB 2014-C23 D 144A 04.1331 09/15/2047 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| RRAM 2020-12A AAR2 144A 01.5438 01/15/2036 | 0.18% |
| CAS 2015-C04 1M2 05.7915 04/25/2028 | 0.17% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% |
| WFRBS 2014-C22 AS 04.0690 09/15/2057 | 0.17% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.17% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.17% |
| MCAS 2019-01 M7 144A 01.7915 10/15/2049 | 0.17% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.17% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.17% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.17% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.17% |
| EUR/USD 09/15/2021 HSBCB | 0.17% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.17% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.17% |
| WFCM 2018-C45 A4 04.1840 06/15/2051 | 0.17% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.17% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.16% |
| MDPK 2018-30A A 144A 00.9338 04/15/2029 | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.16% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.16% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.16% |
| VERIZON COMM 04.3290 09/21/2028 | 0.16% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.16% |
| COMM 2014-CR18 C 04.9146 07/15/2047 | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.16% |
| MSBAM 2013-C8 B 03.6937 12/15/2048 | 0.16% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.16% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.16% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.16% |
| COMM 2017-COR2 AM 03.8030 09/10/2050 | 0.16% |
| MCAS 2019-01 M10 144A 03.3415 10/15/2049 | 0.15% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.15% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.15% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.15% |
| COMM 2012-CR2 D 144A 04.9917 08/15/2045 | 0.15% |
| WAMU 2005-AR12 1A8 02.9086 10/25/2035 | 0.15% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.15% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.15% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.15% |
| WFCM 2019-C52 XA IO 01.7602 08/15/2052 | 0.15% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.14% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.14% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.14% |
| HCA INC. 05.5000 06/15/2047 | 0.14% |
| FHMS K087 X1 IO 00.5099 12/25/2028 | 0.14% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.14% |
| CAS 2016-C03 1M2 05.3915 10/25/2028 | 0.14% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.14% |
| FHMS K118 X1 IO 01.0543 09/25/2030 | 0.14% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.14% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.14% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.14% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.14% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.14% |
| FINNISH GOVERNMENT P/P REGS 01.1250 04/15/2034 | 0.14% |
| VERIZON COMM 04.6720 03/15/2055 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.14% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.14% |
| CPTFEMU R 0.655 P 05/15/30 | 0.13% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.13% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.13% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.13% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.13% |
| MP3 2013-1A AR 144A 01.4383 10/20/2030 | 0.13% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.13% |
| FHMS K113 X1 IO 01.4902 06/25/2030 | 0.13% |
| WFCM 2013-LC12 C 04.4350 07/15/2046 | 0.13% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.13% |
| GSMS 2013-GCJ14 B P/P 144A 04.8996 08/10/2046 | 0.13% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.12% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.12% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| REPUBLIC OF ITALY P/P REGS 04.0000 02/01/2037 | 0.12% |
| FHR 4979 SN IO 05.9585 06/25/2050 | 0.12% |
| FISERV INC 04.2000 10/01/2028 | 0.12% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.12% |
| MSBAM 2014-C18 C 04.6759 10/15/2047 | 0.12% |
| SAMI 2007-AR7 1A1 00.9415 05/25/2047 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| CWALT 2006-OA10 4A1 00.4715 08/25/2046 | 0.12% |
| COMCAST CORP 03.9990 11/01/2049 | 0.12% |
| CWALT 2006-OA7 1A2 01.0563 06/25/2046 | 0.12% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.12% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.12% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.12% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.12% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.12% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.12% |
| WFCM 2015-C29 C 04.3538 06/15/2048 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| FHMS K123 X1 00.8658 02/25/2054 | 0.12% |
| JPMBB 2013-C12 B 04.2355 07/15/2045 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| STACR 2017-DNA2 M2 03.5415 10/25/2029 | 0.12% |
| CPTFEMU R 0.961 P 05/15/40 | 0.12% |
| UBSCM 2012-C1 C 144A 05.7542 05/10/2045 | 0.12% |
| WFRBS 2011-C4 C 144A 05.2661 06/15/2044 | 0.12% |
| AMGEN INC 04.6630 06/15/2051 | 0.12% |
| BANK 2019-BN23 AS 03.2030 12/15/2052 | 0.12% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.12% |
| FHMS K125 X1 IO 00.6778 01/25/2031 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| CGCMT 2014-GC19 D 144A 05.2617 03/10/2047 | 0.11% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.11% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.11% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.11% |
| LENNAR CORP 04.7500 11/29/2027 | 0.11% |
| FHMS K113 XAM IO 01.6927 06/25/2030 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.11% |
| MSBAM 2012-C6 D 144A 04.7545 11/15/2045 | 0.11% |
| MSBAM 2015-C24 B 04.4888 05/15/2048 | 0.11% |
| FHMS K111 X1 IO 01.6813 05/25/2030 | 0.11% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.11% |
| GNR 2016-H23 NI IO 02.3686 10/20/2066 | 0.11% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.11% |
| STACR 2015-HQA2 M3 04.8915 05/25/2028 | 0.11% |
| CGCMT 2013-GC17 C 05.2602 11/10/2046 | 0.11% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.11% |
| GSMS 2012-GCJ7 C 05.7861 05/10/2045 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.11% |
| GNR 2015-H09 AI IO 01.7112 04/20/2065 | 0.11% |
| COMM 2013-CR11 B 05.2773 08/10/2050 | 0.10% |
| FHMS K105 X1 IO 01.6448 03/25/2053 | 0.10% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.10% |
| EMIR 2018-1 M1 01.7915 11/25/2028 | 0.10% |
| GNR 2015-H03 DI IO 01.6753 01/20/2065 | 0.10% |
| ORACLE CORP 03.6500 03/25/2041 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.10% |
| SPANISH GOV'T P/P REGS 01.2500 10/31/2030 | 0.10% |
| STACR 2017-DNA3 M2 02.5915 03/25/2030 | 0.10% |
| WAMU 2005-AR9 A1C3 01.0515 07/25/2045 | 0.10% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.10% |
| BCC 2019-3A A 144A 01.5260 10/21/2032 | 0.10% |
| CBAM 2019-9A A 144A 01.4638 02/12/2030 | 0.10% |
| MVEW 2017-2A A 144A 01.3936 01/16/2031 | 0.10% |
| PLMRS 2018-2A A1A 144A 01.2836 07/16/2031 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.10% |
| SPEAK 2017-4A A 144A 01.3858 10/26/2029 | 0.10% |
| TMIR 2021-1 M1B 144A 03.0915 08/25/2033 | 0.10% |
| WINDR 2014-2A AR 144A 01.3238 01/15/2031 | 0.10% |
| BSP 2018-5BA A1A 144A 01.2783 04/20/2031 | 0.10% |
| CAS 2017-C02 2ED3 01.4415 09/25/2029 | 0.10% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.10% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.10% |
| MAGNE 2012-7A A1R2 144A 00.9838 01/15/2028 | 0.10% |
| MSBAM 2013-C9 D 144A 04.2477 05/15/2046 | 0.10% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.10% |
| COMM 2015-LC21 XA IO 00.8289 07/10/2048 | 0.10% |
| GSMS 2010-C1 D 144A 06.1851 08/10/2043 | 0.10% |
| STACR 2016-DNA4 M3 03.8915 03/25/2029 | 0.10% |
| EUR/USD 09/15/2021 RBSF | 0.10% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.10% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.10% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| MSBAM 2014-C14 C 05.2181 02/15/2047 | 0.09% |
| UBSCM 2017-C7 XA IO 01.1773 12/15/2050 | 0.09% |
| JPMCC 2010-C2 C 144A 05.8736 11/15/2043 | 0.09% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.09% |
| CAS 2017-C01 1EB1 01.3415 07/25/2029 | 0.09% |
| FHMS K098 X1 IO 01.2685 08/25/2029 | 0.09% |
| GNR 2016-H07 HI IO 01.5052 02/20/2066 | 0.09% |
| GNR 2017-H04 BI IO 02.4710 02/20/2067 | 0.09% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.09% |
| WAMU 2005-AR2 2A1B 00.8315 01/25/2045 | 0.09% |
| BOEING CO 05.9300 05/01/2060 | 0.09% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.09% |
| JPALT 2007-S1 A1 00.3715 04/25/2047 | 0.09% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.09% |
| NORWEGIAN GOVERNMENT P/P REGS 01.7500 02/17/2027 | 0.09% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| GNR 2017-H02 BI IO 02.4409 01/20/2067 | 0.09% |
| ZOETIS INC 03.9000 08/20/2028 | 0.09% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.09% |
| GNR 2016-H16 EI IO 02.2774 06/20/2066 | 0.09% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.08% |
| CCMFC 2006-4A A2 00.2715 11/25/2047 | 0.08% |
| JPMBB 2014-C22 C 04.7047 09/15/2047 | 0.08% |
| JPMBB 2014-C22 XA IO 00.9791 09/15/2047 | 0.08% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.08% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.08% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.08% |
| HCA INC 03.5000 07/15/2051 | 0.08% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.08% |
| COMM 2014-UBS6 XA IO 01.0326 12/10/2047 | 0.08% |
| GNR 2020-32 GS IO 06.0066 03/20/2050 | 0.08% |
| TREASURY BILL 00.0000 10/14/2021 | 0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.08% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.08% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.08% |
| BMIR 2019-4A M1C 144A 02.5915 10/25/2029 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.08% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.07% |
| MSC 2011-C3 D 144A 05.4752 07/15/2049 | 0.07% |
| FNR 2012-116 SA IO 07.1085 10/25/2042 | 0.07% |
| STACR 2014-HQ2 M3 03.8415 09/25/2024 | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| CMLTI 2005-2 1A2A 02.8005 05/25/2035 | 0.07% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.07% |
| CARR 2006-NC2 A4 00.3315 06/25/2036 | 0.07% |
| WFCM 2016-LC25 XA IO 01.1090 12/15/2059 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| RAMC 2003-4 A1 01.1315 03/25/2034 | 0.07% |
| WAMU 2005-AR13 A1C3 01.0715 10/25/2045 | 0.07% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.07% |
| GNR 2016-H20 NI IO 02.3273 09/20/2066 | 0.07% |
| SAMI 2007-AR1 2A1 00.2715 01/25/2037 | 0.07% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.07% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.07% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.07% |
| 1.645 R ISWP US0003M P 03/16/2031 | 0.06% |
| GNR 2015-H26 DI IO 01.9199 10/20/2065 | 0.06% |
| MSRR 2015-R4 CB1 00.9173 08/26/2047 | 0.06% |
| STACR 2020-HQA1 M2 01.9915 01/25/2050 | 0.06% |
| GNR 2014-H12 BI IO 01.5635 05/20/2064 | 0.06% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.06% |
| GNR 2016-H13 EI IO 01.5890 04/20/2066 | 0.06% |
| CWALT 2006-OA19 A1 00.2734 02/20/2047 | 0.06% |
| AHM 2007-1 GA1C 00.2815 05/25/2047 | 0.06% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.06% |
| JPMCC 2013-C16 XA IO 01.0790 12/15/2046 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.06% |
| UK TSY 3 1/2 2068 REGS 03.5000 07/22/2068 | 0.06% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.06% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.06% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.06% |
| WAMU 2005-AR1 A1B 00.8715 01/25/2045 | 0.06% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.06% |
| CAD/USD 07/21/2021 GSFX | 0.06% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.06% |
| EUR/USD PUT 1.18 20210823 GSFX | 0.06% |
| GNR 2014-H21 AI IO 01.6665 10/20/2064 | 0.06% |
| GNR 2015-H25 AI IO 01.6077 09/20/2065 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.06% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.06% |
| GNR 2017-H19 MI IO 02.0613 04/20/2067 | 0.06% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.06% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.06% |
| FNR 2012-103 LS IO 05.9085 09/25/2042 | 0.06% |
| GNR 2015-H26 EI IO 01.7202 10/20/2065 | 0.06% |
| BUMT 2005-1 1A1 00.6915 09/25/2045 | 0.05% |
| CWALT 2006-OA10 1A1 01.0763 08/25/2046 | 0.05% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.05% |
| GSMS 2013-GC10 XA IO 01.6287 02/10/2046 | 0.05% |
| JPY/USD 08/18/2021 BANKAM | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| STACR 2018-HRP2 M3 02.4915 02/25/2047 | 0.05% |
| JPMBB 2013-C12 XA IO 00.5710 07/15/2045 | 0.05% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.05% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| SWPTN 10YX10Y P 2.525 USD 04/15/2031 BA | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.05% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.05% |
| EUR/USD 09/15/2021 SSBT | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.05% |
| WAMU 2005-AR10 1A3 03.0989 09/25/2035 | 0.05% |
| WFRBS 2012-C10 D 144A 04.5733 12/15/2045 | 0.05% |
| CAS 2015-C01 1M2 04.3915 02/25/2025 | 0.05% |
| JPMBB 2015-C33 XA IO 01.0594 12/15/2048 | 0.05% |
| COMM 2014-UBS6 C 04.5932 12/10/2047 | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| WFRBS 2011-C4 E 144A 05.2661 06/15/2044 | 0.05% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.04% |
| UKRPI P 3.665 R 12/15/28 | 0.04% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.04% |
| GNR 2010-171 SB IO 06.3754 12/16/2040 | 0.04% |
| MLMI 2005-A2 A2 02.8095 02/25/2035 | 0.04% |
| AUSTRALIAN GOVERNMENT REGS 03.0000 03/21/2047 | 0.04% |
| CPURNSA P 2.67 R 05/12/31 | 0.04% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.04% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.04% |
| CASH MGMT BILL 00.0000 09/21/2021 | 0.04% |
| GNR 2016-H01 AI IO 01.6507 01/20/2066 | 0.04% |
| TREASURY BILL 00.0000 07/06/2021 | 0.04% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | 0.04% |
| GSMS 2011-GC3 D 144A 05.5850 03/10/2044 | 0.04% |
| JPY/USD 08/18/2021 GSFX | 0.04% |
| WFRBS 2013-C14 XA IO 00.8083 06/15/2046 | 0.04% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.04% |
| BTPS P/P REGS 01.7000 09/01/2051 | 0.04% |
| CPURNSA P 2.686 R 04/01/31 | 0.04% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.04% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% |
| HMIR 2018-1 M1 144A 01.6915 10/25/2028 | 0.04% |
| NRZT 2018-4A A1M 00.9915 01/25/2048 | 0.04% |
| WFMBS 2006-AR5 1A1 02.6208 04/25/2036 | 0.04% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.03% |
| CAS 2016-C01 1M2 06.8415 08/25/2028 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| JPY/USD 08/18/2021 SSBT | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.03% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.03% |
| GBP/USD PUT 1.37 20210823 MSCIL | 0.03% |
| GNR 2016-77 SL IO 06.0566 03/20/2043 | 0.03% |
| CAS 2015-C02 2M2 04.0915 05/25/2025 | 0.03% |
| CAS 2017-C05 1M2A 02.2915 01/25/2030 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| STACR 2017-DNA2 M1 01.2915 10/25/2029 | 0.03% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.03% |
| CAD/USD 07/21/2021 UBS | 0.02% |
| CAS 2016-C03 2M2 05.9915 10/25/2028 | 0.02% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.02% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.02% |
| CAS 2018-C05 1M2 02.4415 01/25/2031 | 0.02% |
| CAS 2019-HRP1 M2 02.2415 11/25/2039 | 0.02% |
| EUR/USD 09/15/2021 TDBK | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| STACR 2019-DNA1 M2 02.7415 01/25/2049 | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| SWPTN 3MX10Y R 1.355 USD 08/25/2021 CI | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.02% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.02% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.02% |
| CAS 2014-C04 2M2 05.0915 11/25/2024 | 0.02% |
| CAS 2015-C02 1M2 04.0915 05/25/2025 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| STACR 2014-HQ3 M3 04.8415 10/25/2024 | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| WFRBS 2012-C10 XA IO 144A 01.6618 12/15/2045 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| CPTFEMU P 1.71 R 07/15/37 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| 2.501 R ISWP FWD CDOR03 P 06/16/2051 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| JPY/USD 08/18/2021 JPMCB | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| EUR/USD 09/15/2021 CITI | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| 2.9445 R ISWP FWD CNRR007 P 09/15/2026 | 0.02% |
| UKRPI P 3.385 R 11/15/24 | 0.02% |
| 1.6355 R ISWP US0003M P 03/16/2031 | 0.01% |
| CAS 2019-R01 2M2 02.5415 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| UBSBB 2012-C4 XA IO 144A 01.7424 12/10/2045 | 0.01% |
| CNH/USD 08/18/2021 HSBCB | 0.01% |
| FHR 4076 MS IO 06.6271 07/15/2040 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| 2.845 R ISWP FWD CNRR007 P 09/15/2026 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNR 2010-46 SB IO 06.3585 05/25/2040 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| UKRPI P 3.4025 R 03/15/28 | 0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| BMIR 2020-2A M1A 144A 02.3915 08/26/2030 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.01% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.01% |
| GBP/USD 09/15/2021 CSI-FX | 0.01% |
| GBP/USD 09/15/2021 UBS | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| SPANISH GOV'T REGS 01.0000 10/31/2050 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| CAD/USD 07/21/2021 TDBK | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| GBP/USD 09/15/2021 CITI | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| UKRPI P 3.34 R 03/15/28 | 0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% |
| CAD/USD 07/21/2021 WPAC | 0.01% |
| CHF/USD 09/15/2021 SSBT | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CNH/USD 08/18/2021 GSFX | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| NZD/USD 07/21/2021 MSCIL | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
| 0.05 R ISWP FWD EUR006M P 09/15/2031 | 0.00% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| SEK/USD 09/15/2021 JPMCB | 0.00% |
| STACR 2018-HQA2 M2 02.3915 10/25/2048 | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 2.001 R ISWP FWD CDOR03 P 06/16/2031 | 0.00% |
| CHF/USD 09/15/2021 JPMCB | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| NZD/USD 07/21/2021 WPAC | 0.00% |
| PLN/USD 09/15/2021 GSFX | 0.00% |
| STACR 2019-HQA1 M2 02.4415 02/25/2049 | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.00% |
| 0.901 R ISWP FWD SONIA P 06/16/2051 | 0.00% |
| 1.701 R ISWP FWD AUDBB6M P 06/16/2031 | 0.00% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CNH/USD 08/18/2021 SSBT | 0.00% |
| DKK/USD 09/15/2021 CITI | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| NZD/USD 07/21/2021 JPMCB | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| STACR 2020-DNA5 M1 01.3180 10/25/2050 | 0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| UKRPI P 3.3875 R 03/15/28 | 0.00% |
| -0.05 R ISWP FWD CHL6M P 09/15/2031 | 0.00% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.00% |
| 0.501 R ISWP FWD EUR006M P 06/16/2051 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.00% |
| 1.99 R ISWP CDOR03 P 06/15/2031 | 0.00% |
| CAD/USD 07/21/2021 CITI | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 01.1442 12/12/2043 | 0.00% |
| STACR 2019-DNA2 M2 02.5415 03/25/2049 | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.00% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.00% |
| 0.77 R ISWP FWD SES3M P 09/15/2031 | 0.00% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.46049 R ISWP US0003M P 06/11/2031 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| GBP/USD 09/15/2021 BCAP-FX | 0.00% |
| GBP/USD 09/15/2021 HSBCB | 0.00% |
| GBP/USD 09/15/2021 TDBK | 0.00% |
| ILS/USD 07/21/2021 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 08/18/2021 WPAC | 0.00% |
| NOK/USD 09/15/2021 HSBCB | 0.00% |
| NZD/USD 07/21/2021 CITI | 0.00% |
| NZD/USD 07/21/2021 RBSF | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% |
| SWPTN 3MX10Y P 1.67 USD 08/18/2021 BA | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.101 R ISWP FWD EUR006M P 06/16/2031 | 0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.00% |
| 0.701 R ISWP FWD SONIA P 06/16/2031 | 0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | 0.00% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.00% |
| 1.401 R ISWP FWD CDOR03 P 06/16/2026 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% |
| 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.70 R ISWP FWD NOKOIB6M P 09/15/2031 | 0.00% |
| 1.819 R ISWP FWD CDOR03 P 06/15/2031 | 0.00% |
| 1.864 R ISWP FWD CDOR03 P 06/15/2031 | 0.00% |
| 1.894 R ISWP FWD CDOR03 P 06/15/2031 | 0.00% |
| AUD/USD 07/21/2021 CSI-FX | 0.00% |
| AUD/USD 07/21/2021 MSCIL | 0.00% |
| AUD/USD 07/21/2021 RBSF | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7620 12/11/2038 | 0.00% |
| CAD/USD 07/21/2021 HSBCB | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.6518 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CNH/USD 08/18/2021 JPMCB | 0.00% |
| CNH/USD 08/18/2021 RBSF | 0.00% |
| CNH/USD 08/18/2021 UBS | 0.00% |
| CSFB 2003-C3 AX IO 144A 02.2673 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO 144A 00.9499 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0484 01/15/2049 | 0.00% |
| DKK/USD 09/15/2021 MSCIL | 0.00% |
| HKD/USD 08/18/2021 BANKAM | 0.00% |
| HKD/USD 08/18/2021 GSFX | 0.00% |
| HKD/USD 08/18/2021 HSBCB | 0.00% |
| HKD/USD 08/18/2021 SSBT | 0.00% |
| HKD/USD 08/18/2021 TDBK | 0.00% |
| HKD/USD 08/18/2021 UBS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2965 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.5742 01/15/2049 | 0.00% |
| JPY/USD 08/18/2021 HSBCB | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.7760 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.3361 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3361 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| RUB/USD 09/15/2021 BANKAM | 0.00% |
| RUB/USD 09/15/2021 GSFX | 0.00% |
| SEK/USD 09/15/2021 BANKAM | 0.00% |
| SEK/USD 09/15/2021 TDBK | 0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 13WX5Y P 1.724 CAD 08/16/2021 TD | 0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.00% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.00% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | 0.00% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.00% |
| SWPTN 5WX5Y P 0.98 USD 07/26/2021 CI | 0.00% |
| SWPTN 5WX5Y R 0.98 USD 07/26/2021 CI | 0.00% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | 0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| ZAR/USD 07/21/2021 GSFX | 0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% |
| 0.851 R ISWP FWD AUDBB6M P 06/16/2026 | -0.00% |
| 0.926 R ISWP US0003M P 03/16/2026 | -0.00% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | -0.00% |
| 1.924 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CNH/USD 08/18/2021 BANKAM | -0.00% |
| IDR/USD 08/18/2021 BCAP-FX | -0.00% |
| IDR/USD 08/18/2021 GSFX | -0.00% |
| NOK/USD 09/15/2021 JPMCB | -0.00% |
| NZD/USD 07/21/2021 UBS | -0.00% |
| RON/USD 09/15/2021 CITI | -0.00% |
| SGD/USD 08/18/2021 JPMCB | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.00% |
| SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.00% |
| SWPTN 3MX10Y P 1.8775 USD 09/02/2021 BA | -0.00% |
| SWPTN 3MX10Y R 1.67 USD 08/18/2021 BA | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% |
| -0.501 R ISWP FWD EUR006M P 06/16/2023 | -0.00% |
| 0.401 R ISWP FWD SONIA P 06/16/2026 | -0.00% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.00% |
| 0.9255 R ISWP US0003M P 03/16/2026 | -0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | -0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.00% |
| CAD/USD 07/21/2021 RBSF | -0.00% |
| CLP/USD 07/21/2021 CITI | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CZK/USD 09/15/2021 BANKAM | -0.00% |
| EUR/USD 09/15/2021 CSI-FX | -0.00% |
| HUF/USD 09/15/2021 SSBT | -0.00% |
| JPY/USD 08/18/2021 CITI | -0.00% |
| PEN/USD 07/21/2021 BCAP-FX | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 3MX10Y P 1.88 USD 08/27/2021 BA | -0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 1.4425 R ISWP US0003M P 06/15/2031 | -0.00% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.00% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPTFEMU R 1.4 P 07/15/27 | -0.00% |
| CPURNSA P 2.79 R 04/15/26 | -0.00% |
| GBP/USD 09/15/2021 BANKAM | -0.00% |
| KRW/USD 08/18/2021 JPMCB | -0.00% |
| MXN/USD 07/21/2021 BANKAM | -0.00% |
| NZD/USD 07/21/2021 GSFX | -0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| -0.301 R ISWP FWD EUR006M P 06/16/2026 | -0.00% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.00% |
| 1.83 R ISWP FWD NFIX3MID P 09/15/2031 | -0.00% |
| CAD/USD 07/21/2021 SSBT | -0.00% |
| CHF/USD 09/15/2021 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 09/15/2021 WPAC | -0.00% |
| NOK/USD 09/15/2021 BANKAM | -0.00% |
| NZD/USD 07/21/2021 TDBK | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 2YX10Y R 1.005 USD 05/25/2023 CI | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| THB/USD 08/18/2021 CITI | -0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.00% |
| 1.84 R ISWP FWD CDOR03 P 09/15/2031 | -0.00% |
| CHF/USD 09/15/2021 GSFX | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.00% |
| JPY/USD 08/18/2021 TDBK | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 09/15/2021 UBS | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.00% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.00% |
| -0.16 R ISWP FWD CHL6M P 06/16/2031 | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| 1.448 R ISWP US0003M P 06/23/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CNH/USD 08/18/2021 TDBK | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| CHF/USD 09/15/2021 HSBCB | -0.01% |
| SEK/USD 09/15/2021 RBSF | -0.01% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.01% |
| AUD/USD 07/21/2021 CITI | -0.01% |
| AUD/USD 07/21/2021 HSBCB | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 09/15/2021 RBSF | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.01% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| 1.55 R ISWP FWD AUDBB6M P 09/15/2031 | -0.01% |
| CAD/USD 07/21/2021 BCAP-FX | -0.01% |
| CAD/USD 07/21/2021 CSI-FX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| GBP/USD 09/15/2021 WPAC | -0.01% |
| GBP/USD CALL 1.4198 20210823 MSCIL | -0.01% |
| NZD/USD 07/21/2021 HSBCB | -0.01% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NOK/USD 09/15/2021 SSBT | -0.01% |
| SEK/USD 09/15/2021 SSBT | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.01% |
| JPY/USD 08/18/2021 RBSF | -0.01% |
| SEK/USD 09/15/2021 MSCIL | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.01% |
| CAD/USD 07/21/2021 BANKAM | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| NOK/USD 09/15/2021 TDBK | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| AUD/USD 07/21/2021 TDBK | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| CAD/USD 07/21/2021 JPMCB | -0.01% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.01% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.01% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.01% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.01% |
| EUR/USD 09/15/2021 BANKAM | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NOK/USD 09/15/2021 MSCIL | -0.02% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| AUD/USD 07/21/2021 UBS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| AUD/USD 07/21/2021 JPMCB | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| 0.975 R ISWP FWD SONIA P 09/15/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| JPY/USD 08/18/2021 MSCIL | -0.02% |
| AUD/USD 07/21/2021 BCAP-FX | -0.02% |
| EUR/USD 09/15/2021 BCAP-FX | -0.02% |
| EUR/USD CALL 1.2114 20210823 GSFX | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.02% |
| 1.45 R ISWP FWD SOFRRATE P 09/15/2031 | -0.02% |
| AUD/USD 07/21/2021 SSBT | -0.02% |
| JPY/USD 08/18/2021 BCAP-FX | -0.02% |
| GBP/USD 09/15/2021 JPMCB | -0.02% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| NZD/USD 07/21/2021 SSBT | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.03% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| JPY/USD 08/18/2021 UBS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.04% |
| AUD/USD 07/21/2021 GSFX | -0.04% |
| GBP/USD 09/15/2021 SSBT | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.04% |
| SEK/USD 09/15/2021 GSFX | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | -0.05% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.05% |
| NOK/USD 09/15/2021 GSFX | -0.05% |
| SEK/USD 09/15/2021 UBS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 10YX10Y R 2.525 USD 04/15/2031 BA | -0.06% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.07% |
| EUR/USD 09/15/2021 MSCIL | -0.07% |
| GBP/USD 09/15/2021 GSFX | -0.07% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.07% |
| EUR/USD 09/15/2021 UBS | -0.09% |
| GBP/USD 09/15/2021 MSCIL | -0.09% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| 2.09 R ISWP US0003M P 03/16/2051 | -0.10% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% |
| EUR/USD 09/15/2021 JPMCB | -0.12% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.14% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.15% |
| EUR/USD 09/15/2021 GSFX | -0.15% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.15% |
| CPTFEMU P 1.13 R 05/15/50 | -0.17% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.22% |
| CPTFEMU P 0.935 R 05/15/40 | -0.24% |
| CPTFEMU P 0.93 R 05/15/40 | -0.24% |
| EURO-SCHATZ FUT SEP21 DUU1 | -0.32% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.33% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2051 | -0.82% |
| JPN 10Y BOND(OSE) SEP21 JBU1 | -2.72% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -6.39% |
| FNMA FN30 TBA UMBS 02.0000 07/01/2051 | -6.84% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -16.94% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 11.87% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 06/01/2051 | 4.22% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 3.34% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.32% |
| US 5YR NOTE (CBT) SEP21 FVU1 | 3.08% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 2.59% |
| US 10YR NOTE (CBT)SEP21 TYU1 | 2.14% |
| LONG GILT FUTURE SEP21 G U1 | 2.07% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 1.96% |
| EURO-BOBL FUTURE JUN21 OEM1 | 1.36% |
| EURO-BUND FUTURE JUN21 RXM1 | 1.31% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 1.24% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.15% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.15% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.14% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.09% |
| US LONG BOND(CBT) SEP21 USU1 | 1.05% |
| US ULTRA BOND CBT SEP21 WNU1 | 1.02% |
| CAS 2016-C04 1M2 04.3416 01/25/2029 | 1.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.00% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 0.98% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.89% |
| GNMA GII30 TBA 04.0000 06/01/2051 | 0.84% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 0.82% |
| GNMA GII30 TBA 03.0000 06/01/2051 | 0.82% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.82% |
| CAS 2016-C06 1M2 04.3416 04/25/2029 | 0.78% |
| TREASURY BILL 00.0000 06/29/2021 | 0.71% |
| STACR 2016-DNA2 M3 04.7416 10/25/2028 | 0.71% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.69% |
| CAS 2015-C03 2M2 05.0916 07/25/2025 | 0.68% |
| EURO-BUXL 30Y BND JUN21 UBM1 | 0.68% |
| COMCAST CORP 03.4500 02/01/2050 | 0.63% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.60% |
| TREASURY BILL 00.0000 06/10/2021 | 0.59% |
| CAS 2020-R01 1M2 02.1416 01/25/2040 | 0.59% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.59% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.57% |
| BUONI POLIENNALI DEL TES REGS 02.5000 12/01/2024 | 0.56% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.55% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.54% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.54% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.51% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.51% |
| CAS 2017-C01 1M2 03.6416 07/25/2029 | 0.48% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.48% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.47% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.46% |
| DBUBS 2011-LC3A D 144A 05.4266 08/10/2044 | 0.45% |
| BROADCOM INC 04.1500 11/15/2030 | 0.44% |
| GNMA GII30 TBA 04.5000 06/01/2051 | 0.42% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.42% |
| GNMA GII30 TBA 03.5000 06/01/2051 | 0.42% |
| CFCRE 2011-C2 E P/P 144A 05.7481 12/15/2047 | 0.41% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.39% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.39% |
| STACR 2015-DNA3 M3 04.7916 04/25/2028 | 0.39% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.38% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.38% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.37% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.37% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.37% |
| CSAIL 2019-C15 A4 04.0529 03/15/2052 | 0.37% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.36% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.36% |
| TREASURY BILL 00.0000 06/01/2021 | 0.36% |
| STACR 2016-DNA3 M3 05.0916 12/25/2028 | 0.35% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.35% |
| JPMCC 2019-COR5 AS 03.6692 06/13/2052 | 0.35% |
| FRANCE (GOVT OF) REGS 00.0000 02/25/2023 | 0.35% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.34% |
| JPMBB 2014-C19 C 04.6747 04/15/2047 | 0.33% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.33% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.33% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.32% |
| CASH MGMT BILL 00.0000 09/07/2021 | 0.32% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.31% |
| CSAIL 2015-C1 C 04.2630 04/15/2050 | 0.31% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.31% |
| JPMCC 2019-COR5 IO 01.4952 06/13/2052 | 0.30% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.30% |
| SPST 2021-6 A 00.8925 04/25/2022 | 0.30% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.30% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.30% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.30% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.29% |
| COMM 2014-CR17 C 04.7844 05/10/2047 | 0.29% |
| NETFLIX INC 04.3750 11/15/2026 | 0.29% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.29% |
| CAS 2014-C03 2M2 02.9916 07/25/2024 | 0.29% |
| JPMCC 2012-C6 E 144A 05.1413 05/15/2045 | 0.29% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.29% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.29% |
| CAS 2016-C07 2M2 04.4416 05/25/2029 | 0.28% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.28% |
| CAS 2015-C04 2M2 05.6416 04/25/2028 | 0.28% |
| CAN 10YR BOND FUT SEP21 CNU1 | 0.28% |
| CSMC 2016-NXSR C 04.3557 12/15/2049 | 0.28% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.28% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.28% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.28% |
| CASH MGMT BILL 00.0000 08/03/2021 | 0.28% |
| MSBAM 2012-C5 E 144A 04.6629 08/15/2045 | 0.28% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.28% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.27% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.27% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.27% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.27% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.27% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.27% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.27% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.26% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.26% |
| JPMCC 2012-C8 D 144A 04.6696 10/15/2045 | 0.26% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.26% |
| STACR 2017-DNA3 M2B 02.5916 03/25/2030 | 0.26% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.25% |
| BBCMS 2020-C8 XA IO 01.8503 10/15/2053 | 0.25% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.25% |
| MSBAM 2016-C31 B 03.8800 11/15/2049 | 0.25% |
| AUST 3YR BOND FUT JUN21 YMM1 | 0.25% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.25% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.25% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.25% |
| BXMT 2021-FL4 A P/P 144A 01.1509 05/15/2038 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.24% |
| CAS 2017-C07 1EB2 01.0916 05/25/2030 | 0.24% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.24% |
| TREASURY BILL 00.0000 07/20/2021 | 0.24% |
| BANK 2019-BN20 XA IO 00.8362 09/15/2062 | 0.24% |
| MSBAM 2014-C17 C 04.4788 08/15/2047 | 0.23% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.23% |
| CAS 2016-C05 2M2 04.5416 01/25/2029 | 0.23% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.22% |
| WFCM 2016-LC25 AS 03.9466 12/15/2059 | 0.22% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.22% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.22% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.22% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.22% |
| 10YR MINI JGB FUT JUN21 BJM1 | 0.22% |
| BONOS Y OBLIG DEL ES P/P REGS 01.6000 04/30/2025 | 0.22% |
| COMM 2015-CR24 B 04.3792 08/10/2048 | 0.22% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.22% |
| FRANCE (GOVT OF) P/P REGS 04.0000 04/25/2055 | 0.22% |
| WEC ENERGY GROUP INC 02.2684 05/15/2067 | 0.22% |
| COMM 2013-CR11 C 144A 05.1193 08/10/2050 | 0.21% |
| MSC 2011-C3 B 144A 05.2155 07/15/2049 | 0.21% |
| BUONI POLIENNALI DEL TES REGS 00.9000 08/01/2022 | 0.21% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.21% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.20% |
| STACR 2016-HQA3 M3 03.9416 03/25/2029 | 0.20% |
| WFCM 2020-C57 C 04.0239 08/15/2053 | 0.20% |
| IRISH TSY 0.20 2027 REGS 00.2000 05/15/2027 | 0.20% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.20% |
| JPMBB 2013-C17 D 144A 04.8886 01/15/2047 | 0.20% |
| EQUINIX INC 03.2000 11/18/2029 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.20% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.20% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.20% |
| CFMT 2020-HB4 M3 02.7195 12/26/2030 | 0.20% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.20% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.20% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.20% |
| CAS 2016-C02 1M2 06.0916 09/25/2028 | 0.19% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.19% |
| BANK 2020-BN30 XA IO 01.3410 12/15/2053 | 0.19% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.19% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.19% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| COMM 2016-COR1 AM 03.4940 10/10/2049 | 0.19% |
| WFCM 2015-C30 C 04.4984 09/15/2058 | 0.19% |
| AT&T INC 04.3000 02/15/2030 | 0.18% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.18% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.18% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.18% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.18% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.18% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.18% |
| COMM 2013-CR13 C 04.8832 11/10/2046 | 0.18% |
| INGIM 2013-2A A1R 144A 01.1458 04/25/2031 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| COMM 2015-LC19 C 04.2344 02/10/2048 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.18% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.18% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.18% |
| WFCM 2017-RC1 C 04.5910 01/15/2060 | 0.18% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.18% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.18% |
| JPMBB 2014-C23 D 144A 03.9789 09/15/2047 | 0.18% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.17% |
| GSMS 2020-GC47 C 03.4553 05/12/2053 | 0.17% |
| RRAM 2020-12A AAR2 144A 01.5438 01/15/2036 | 0.17% |
| AON PLC 04.2500 12/12/2042 | 0.17% |
| MCAS 2019-01 M7 144A 01.7916 10/15/2049 | 0.17% |
| WFRBS 2014-C22 AS 04.0690 09/15/2057 | 0.17% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.17% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.17% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.17% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.17% |
| WFCM 2018-C45 A4 04.1840 06/15/2051 | 0.17% |
| 02.2500 03/01/2031 | 0.16% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.16% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.16% |
| MDPK 2018-30A A 144A 00.9338 04/15/2029 | 0.16% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.16% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.16% |
| COMM 2014-CR18 C 04.7562 07/15/2047 | 0.16% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.16% |
| MSBAM 2013-C8 B 03.5586 12/15/2048 | 0.16% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.16% |
| VERIZON COMM 04.3290 09/21/2028 | 0.16% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.16% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.16% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.16% |
| COMM 2017-COR2 AM 03.8030 09/10/2050 | 0.16% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.16% |
| WAMU 2005-AR12 1A8 02.9027 10/25/2035 | 0.15% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.15% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.15% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.15% |
| COMM 2012-CR2 D 144A 04.8307 08/15/2045 | 0.15% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.15% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.15% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.15% |
| WFCM 2019-C52 XA IO 01.6149 08/15/2052 | 0.15% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.14% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.14% |
| FHMS K087 X1 IO 00.3625 12/25/2028 | 0.14% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.14% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.14% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| CAS 2016-C03 1M2 05.3916 10/25/2028 | 0.14% |
| FHMS K118 X1 IO 00.9613 09/25/2030 | 0.14% |
| FINNISH GOVERNMENT P/P REGS 01.1250 04/15/2034 | 0.14% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.14% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.14% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.14% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.14% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.14% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.14% |
| HCA INC. 05.5000 06/15/2047 | 0.14% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.14% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.14% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.14% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.14% |
| CPTFEMU R 0.655 P 05/15/30 | 0.13% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.13% |
| VERIZON COMM 04.6720 03/15/2055 | 0.13% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.13% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.13% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.13% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.13% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.13% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.13% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.13% |
| MP3 2013-1A AR 144A 01.4383 10/20/2030 | 0.13% |
| FHMS K113 X1 IO 01.3875 06/25/2030 | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| WFCM 2013-LC12 C 04.3086 07/15/2046 | 0.13% |
| REPUBLIC OF ITALY P/P REGS 04.0000 02/01/2037 | 0.12% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.12% |
| WFCM 2015-C29 C 04.2134 06/15/2048 | 0.12% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.12% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.12% |
| CWALT 2006-OA10 4A1 00.4716 08/25/2046 | 0.12% |
| FHR 4979 SN IO 05.9584 06/25/2050 | 0.12% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| MSBAM 2014-C18 C 04.5248 10/15/2047 | 0.12% |
| FISERV INC 04.2000 10/01/2028 | 0.12% |
| GNR 2016-H23 NI IO 02.3830 10/20/2066 | 0.12% |
| CWALT 2006-OA7 1A2 01.0666 06/25/2046 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.12% |
| GSMS 2013-GCJ14 B P/P 144A 04.7418 08/10/2046 | 0.12% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.12% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.12% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.12% |
| TREASURY BILL 00.0000 06/03/2021 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| CPTFEMU R 0.961 P 05/15/40 | 0.12% |
| SAMI 2007-AR7 1A1 00.9416 05/25/2047 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| EUR/USD 06/16/2021 JPMCB | 0.12% |
| FHMS K123 X1 00.7750 12/25/2030 | 0.12% |
| GNR 2015-H09 AI IO 01.7109 04/20/2065 | 0.12% |
| JPMBB 2013-C12 B 04.0989 07/15/2045 | 0.12% |
| CAS 2015-C04 1M2 05.7916 04/25/2028 | 0.12% |
| CGCMT 2018-C6 B 04.7378 11/10/2051 | 0.12% |
| COMCAST CORP 03.9990 11/01/2049 | 0.12% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.12% |
| STACR 2017-DNA2 M2 03.5416 10/25/2029 | 0.12% |
| FHMS K125 X1 IO 00.5861 01/25/2031 | 0.12% |
| WFRBS 2011-C4 C 144A 05.1338 06/15/2044 | 0.12% |
| BANK 2019-BN23 AS 03.2030 12/15/2052 | 0.11% |
| CGCMT 2014-GC19 D 144A 05.0921 03/10/2047 | 0.11% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.11% |
| UBSCM 2012-C1 C 144A 05.5686 05/10/2045 | 0.11% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.11% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.11% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.11% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.11% |
| GSMS 2012-GCJ7 C 05.6058 05/10/2045 | 0.11% |
| FHMS K113 XAM IO 01.5899 06/25/2030 | 0.11% |
| LENNAR CORP 04.7500 11/29/2027 | 0.11% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.11% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.11% |
| MSBAM 2015-C24 B 04.3442 05/15/2048 | 0.11% |
| AMGEN INC 04.6630 06/15/2051 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.11% |
| MSBAM 2012-C6 D 144A 04.6051 11/15/2045 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| FHMS K111 X1 IO 01.5721 05/25/2030 | 0.11% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| STACR 2015-HQA2 M3 04.8916 05/25/2028 | 0.11% |
| CGCMT 2013-GC17 C 05.1088 11/10/2046 | 0.11% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.11% |
| GNR 2017-H02 BI IO 02.4480 01/20/2067 | 0.11% |
| FHMS K105 X1 IO 01.5229 01/25/2030 | 0.10% |
| GNR 2015-H03 DI IO 01.6756 01/20/2065 | 0.10% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.10% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.10% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.10% |
| WAMU 2005-AR9 A1C3 01.0516 07/25/2045 | 0.10% |
| COMM 2013-CR11 B 05.1118 08/10/2050 | 0.10% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.10% |
| SPANISH GOV'T P/P REGS 01.2500 10/31/2030 | 0.10% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.10% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.10% |
| EMIR 2018-1 M1 01.7916 11/25/2028 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| COMM 2015-LC21 XA IO 00.6848 07/10/2048 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| GNR 2017-H04 BI IO 02.4691 02/20/2067 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.10% |
| STACR 2017-DNA3 M2 02.5916 03/25/2030 | 0.10% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.10% |
| BCC 2019-3A A 144A 01.5260 10/21/2032 | 0.10% |
| BSP 2018-5BA A1A 144A 01.2783 04/20/2031 | 0.10% |
| CAS 2017-C02 2ED3 01.4416 09/25/2029 | 0.10% |
| CBAM 2019-9A A 144A 01.4638 02/12/2030 | 0.10% |
| MSBAM 2013-C9 D 144A 04.1110 05/15/2046 | 0.10% |
| MVEW 2017-2A A 144A 01.3936 01/16/2031 | 0.10% |
| ORACLE CORP 03.6500 03/25/2041 | 0.10% |
| PLMRS 2018-2A A1A 144A 01.2836 07/16/2031 | 0.10% |
| SPEAK 2017-4A A 144A 01.3858 10/26/2029 | 0.10% |
| TMIR 2021-1 M1B 144A 03.0916 08/25/2033 | 0.10% |
| WINDR 2014-2A AR 144A 01.3238 01/15/2031 | 0.10% |
| MAGNE 2012-7A A1R2 144A 00.9838 01/15/2028 | 0.10% |
| OZLM 2015-11A A1R 144A 01.4355 10/30/2030 | 0.10% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.10% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.10% |
| JPALT 2007-S1 A1 00.3716 04/25/2047 | 0.10% |
| STACR 2016-DNA4 M3 03.8916 03/25/2029 | 0.10% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.10% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.10% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.10% |
| GNR 2016-H16 EI IO 02.4729 06/20/2066 | 0.10% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0259 12/15/2050 | 0.10% |
| MSBAM 2014-C14 C 05.0498 02/15/2047 | 0.09% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.09% |
| WAMU 2005-AR2 2A1B 00.8316 01/25/2045 | 0.09% |
| JPMCC 2010-C2 C 144A 05.6841 11/15/2043 | 0.09% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.09% |
| FHMS K098 X1 IO 01.1441 08/25/2029 | 0.09% |
| GNR 2016-H07 HI IO 01.5088 02/20/2066 | 0.09% |
| CAS 2017-C01 1EB1 01.3416 07/25/2029 | 0.09% |
| NORWEGIAN GOVERNMENT P/P REGS 01.7500 02/17/2027 | 0.09% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.09% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.09% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.09% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.09% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.09% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| JPMBB 2014-C22 XA IO 00.8279 09/15/2047 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| ZOETIS INC 03.9000 08/20/2028 | 0.09% |
| BOEING CO 05.9300 05/01/2060 | 0.08% |
| CCMFC 2006-4A A2 00.2716 11/25/2047 | 0.08% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.08% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.08% |
| GNR 2020-32 GS IO 06.0008 03/20/2050 | 0.08% |
| GSMS 2010-C1 D 144A 06.1540 08/10/2043 | 0.08% |
| JPMBB 2014-C22 C 04.5531 09/15/2047 | 0.08% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.08% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.08% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| COMM 2014-UBS6 XA IO 00.8850 12/10/2047 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.08% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.08% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.08% |
| BMIR 2019-4A M1C 144A 02.5916 10/25/2029 | 0.08% |
| STACR 2014-HQ2 M3 03.8416 09/25/2024 | 0.08% |
| CMLTI 2005-2 1A2A 02.7961 05/25/2035 | 0.07% |
| FNR 2012-116 SA IO 07.1084 10/25/2042 | 0.07% |
| GNR 2016-H20 NI IO 02.3696 09/20/2066 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| GNR 2014-H12 BI IO 01.5790 05/20/2064 | 0.07% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.07% |
| STACR 2020-HQA1 M2 01.9916 01/25/2050 | 0.07% |
| GNR 2016-H13 EI IO 01.5902 04/20/2066 | 0.07% |
| MSC 2011-C3 D 144A 05.2155 07/15/2049 | 0.07% |
| WAMU 2005-AR13 A1C3 01.0716 10/25/2045 | 0.07% |
| WFCM 2016-LC25 XA IO 00.9629 12/15/2059 | 0.07% |
| CARR 2006-NC2 A4 00.3316 06/25/2036 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| RAMC 2003-4 A1 01.1316 03/25/2034 | 0.07% |
| SAMI 2007-AR1 2A1 00.2716 01/25/2037 | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| WFRBS 2012-C10 D 144A 04.4260 12/15/2045 | 0.07% |
| GNR 2015-H26 DI IO 01.9220 10/20/2065 | 0.07% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.07% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.07% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.06% |
| CAD/USD 07/21/2021 GSFX | 0.06% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.06% |
| GNR 2014-H21 AI IO 01.6702 10/20/2064 | 0.06% |
| MSRR 2015-R4 CB1 00.9318 08/26/2047 | 0.06% |
| AHM 2007-1 GA1C 00.2816 05/25/2047 | 0.06% |
| CWALT 2006-OA19 A1 00.2793 02/20/2047 | 0.06% |
| JPMCC 2013-C16 XA IO 00.9128 12/15/2046 | 0.06% |
| BUONI POLIENNALI DEL TES REGS 00.0000 01/15/2024 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.06% |
| EUR/USD 06/16/2021 UBS | 0.06% |
| EUR/USD 06/16/2021 GSFX | 0.06% |
| UK TSY 3 1/2 2068 REGS 03.5000 07/22/2068 | 0.06% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.06% |
| WAMU 2005-AR1 A1B 00.8716 01/25/2045 | 0.06% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.06% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.06% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.06% |
| GNR 2015-H25 AI IO 01.6228 09/20/2065 | 0.06% |
| GNR 2017-H19 MI IO 02.0634 04/20/2067 | 0.06% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.06% |
| CWALT 2006-OA10 1A1 01.0866 08/25/2046 | 0.06% |
| FNR 2012-103 LS IO 05.9084 09/25/2042 | 0.06% |
| GSMS 2013-GC10 XA IO 01.4832 02/10/2046 | 0.06% |
| BUMT 2005-1 1A1 00.6916 09/25/2045 | 0.06% |
| GNR 2015-H26 EI IO 01.7275 10/20/2065 | 0.06% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.06% |
| JPMBB 2013-C12 XA IO 00.4629 07/15/2045 | 0.05% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.05% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| STACR 2018-HRP2 M3 02.4916 02/25/2047 | 0.05% |
| CAS 2015-C01 1M2 04.3916 02/25/2025 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.05% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.05% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.05% |
| WAMU 2005-AR10 1A3 03.0948 09/25/2035 | 0.05% |
| CNH/USD 08/18/2021 HSBCB | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| JPMBB 2015-C33 XA IO 00.9059 12/15/2048 | 0.05% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.05% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.05% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.05% |
| COMM 2014-UBS6 C 04.4452 12/10/2047 | 0.05% |
| GNR 2010-171 SB IO 06.3491 12/16/2040 | 0.05% |
| WFRBS 2011-C4 E 144A 05.1338 06/15/2044 | 0.05% |
| GBP/USD 06/16/2021 MSCIL | 0.04% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% |
| UKRPI P 3.665 R 12/15/28 | 0.04% |
| GNR 2016-H01 AI IO 01.6588 01/20/2066 | 0.04% |
| MLMI 2005-A2 A2 02.7985 02/25/2035 | 0.04% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.04% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.04% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.04% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.04% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.04% |
| WFRBS 2013-C14 XA IO 00.7072 06/15/2046 | 0.04% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.04% |
| AUSTRALIAN GOVERNMENT REGS 03.0000 03/21/2047 | 0.04% |
| TREASURY BILL 00.0000 07/06/2021 | 0.04% |
| GSMS 2011-GC3 D 144A 05.3796 03/10/2044 | 0.04% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.04% |
| WFMBS 2006-AR5 1A1 02.6206 04/25/2036 | 0.04% |
| NRZT 2018-4A A1M 00.9916 01/25/2048 | 0.04% |
| HMIR 2018-1 M1 144A 01.6916 10/25/2028 | 0.03% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| CAS 2015-C02 2M2 04.0916 05/25/2025 | 0.03% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.03% |
| 1.645 R ISWP US0003M P 03/16/2031 | 0.03% |
| CAS 2016-C01 1M2 06.8416 08/25/2028 | 0.03% |
| GNR 2016-77 SL IO 06.0508 03/20/2043 | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| CAS 2017-C05 1M2A 02.2916 01/25/2030 | 0.03% |
| CPURNSA P 2.67 R 05/12/31 | 0.03% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.03% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| BTPS P/P REGS 01.7000 09/01/2051 | 0.03% |
| EUR/USD 06/16/2021 MSCIL | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.03% |
| CPURNSA P 2.686 R 04/01/31 | 0.03% |
| STACR 2017-DNA2 M1 01.2916 10/25/2029 | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| CAD/USD 07/21/2021 MSCIL | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.03% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.03% |
| CAD/USD 07/21/2021 UBS | 0.02% |
| CAS 2016-C03 2M2 05.9916 10/25/2028 | 0.02% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.02% |
| STACR 2014-HQ3 M3 04.8416 10/25/2024 | 0.02% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.02% |
| CAS 2018-C05 1M2 02.4416 01/25/2031 | 0.02% |
| CAS 2019-HRP1 M2 02.2416 11/25/2039 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| CNH/USD 08/18/2021 GSFX | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| SEK/USD 06/16/2021 UBS | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| CAS 2014-C04 2M2 05.0916 11/25/2024 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.02% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.02% |
| STACR 2019-DNA1 M2 02.7416 01/25/2049 | 0.02% |
| BMIR 2020-2A M1A 144A 02.3916 08/26/2030 | 0.02% |
| CAS 2015-C02 1M2 04.0916 05/25/2025 | 0.02% |
| WFRBS 2012-C10 XA IO 144A 01.5158 12/15/2045 | 0.02% |
| 2.9445 R ISWP FWD CNRR007 P 09/15/2026 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| CPTFEMU P 1.71 R 07/15/37 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.02% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% |
| 0.05 R ISWP FWD EUR006M P 06/16/2031 | 0.02% |
| GBP/USD 06/16/2021 GSFX | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| JPY/USD 08/18/2021 BANKAM | 0.02% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.02% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.02% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.02% |
| UKRPI P 3.385 R 11/15/24 | 0.02% |
| CAD/USD 07/21/2021 WPAC | 0.02% |
| CAS 2019-R01 2M2 02.5416 07/25/2031 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| 1.5911 R ISWP US0003M P 05/13/2031 | 0.02% |
| 2.845 R ISWP FWD CNRR007 P 09/15/2026 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| FHR 4076 MS IO 06.5991 07/15/2040 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.01% |
| UBSBB 2012-C4 XA IO 144A 01.5948 12/10/2045 | 0.01% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| OPTN FN30 3.0 07/07/21 CALL 104.421875 JPMC | 0.01% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CPURNSA P 2.79 R 04/15/26 | 0.01% |
| EUR/USD 06/16/2021 BCAP-FX | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| UKRPI P 3.4025 R 03/15/28 | 0.01% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.01% |
| CNH/USD 08/18/2021 SSBT | 0.01% |
| FNR 2010-46 SB IO 06.3584 05/25/2040 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| SWPTN 10YX10Y P 2.525 USD 04/15/2031 BA | 0.01% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.01% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.01% |
| 0.9935 R ISWP US0003M P 04/09/2026 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| JPY/USD 08/18/2021 GSFX | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.01% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| CAD/USD 07/21/2021 CITI | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| SPANISH GOV'T P/P REGS 01.0000 10/31/2050 | 0.01% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.01% |
| 1.0241 R ISWP US0003M P 04/08/2026 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| NOK/USD 06/16/2021 GSFX | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.01% |
| UKRPI P 3.34 R 03/15/28 | 0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% |
| 1.0161 R ISWP US0003M P 04/08/2026 | 0.01% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| SWPTN 2YX10Y R 1.005 USD 05/25/2023 CI | 0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.01% |
| -0.16 R ISWP FWD CHL6M P 06/16/2031 | 0.01% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 1.6355 R ISWP US0003M P 03/16/2031 | 0.01% |
| 1.736 R ISWP US0003M P 04/21/2031 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| 2.501 R ISWP FWD CDOR03 P 06/16/2051 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| NOK/USD 06/16/2021 TDBK | 0.01% |
| SEK/USD 06/16/2021 MSCIL | 0.01% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.00% |
| 1.6191 R ISWP US0003M P 05/17/2031 | 0.00% |
| 1.62364 R ISWP US0003M P 05/17/2031 | 0.00% |
| CAD/USD 07/21/2021 HSBCB | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| GBP/USD 06/16/2021 RBSF | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| JPY/USD 08/18/2021 SSBT | 0.00% |
| STACR 2018-HQA2 M2 02.3916 10/25/2048 | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.00% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.00% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.00% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.00% |
| 1.564 R ISWP US0003M P 05/14/2031 | 0.00% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 08/18/2021 JPMCB | 0.00% |
| STACR 2019-HQA1 M2 02.4416 02/25/2049 | 0.00% |
| STACR 2020-DNA5 M1 01.3100 10/25/2050 | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.00% |
| UKRPI P 3.3875 R 03/15/28 | 0.00% |
| 0.77 R ISWP FWD SES3M P 06/16/2031 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CZK/USD 06/16/2021 BANKAM | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HUF/USD 06/16/2021 SSBT | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| KRW/USD 08/18/2021 JPMCB | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| SEK/USD 06/16/2021 RBSF | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.00% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| 1.5585 R ISWP US0003M P 05/27/2031 | 0.00% |
| 1.5614 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1.5625 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1.76 R ISWP FWD AUDBB6M P 06/16/2031 | 0.00% |
| 1.82 R ISWP FWD NOKOIB6M P 06/16/2031 | 0.00% |
| 2.001 R ISWP FWD CDOR03 P 06/16/2031 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 08/18/2021 UBS | 0.00% |
| EUR/USD 06/16/2021 CSI-FX | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 00.9302 12/12/2043 | 0.00% |
| NOK/USD 06/16/2021 BANKAM | 0.00% |
| RUB/USD 06/16/2021 BANKAM | 0.00% |
| STACR 2019-DNA2 M2 02.5416 03/25/2049 | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 4WX10Y R 1.99 CAD 06/15/2021 TD | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.254 R ISWP US0003M P 05/13/2023 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.00% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.00% |
| AUD/USD 07/21/2021 MSCIL | 0.00% |
| CAD/USD 07/21/2021 TDBK | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 08/18/2021 RBSF | 0.00% |
| GBP/USD 06/16/2021 TDBK | 0.00% |
| ILS/USD 07/21/2021 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 08/18/2021 HSBCB | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.6874 09/15/2039 | 0.00% |
| NOK/USD 06/16/2021 JPMCB | 0.00% |
| NOK/USD 06/16/2021 UBS | 0.00% |
| NZD/USD 07/21/2021 HSBCB | 0.00% |
| NZD/USD 07/21/2021 TDBK | 0.00% |
| SGD/USD 08/18/2021 JPMCB | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.00% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | 0.00% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | 0.00% |
| 0.93 R ISWP FWD SONIA P 06/16/2031 | 0.00% |
| 1.401 R ISWP FWD CDOR03 P 06/16/2026 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.701 R ISWP FWD AUDBB6M P 06/16/2031 | 0.00% |
| 1.9765 R ISWP US0003M P 04/20/2051 | 0.00% |
| AUD/USD 07/21/2021 TDBK | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5617 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.5135 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 08/18/2021 JPMCB | 0.00% |
| CSFB 2003-C3 AX IO 144A 02.0576 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO 144A 00.8704 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0157 01/15/2049 | 0.00% |
| DKK/USD 06/16/2021 MSCIL | 0.00% |
| GBP/USD 06/16/2021 BANKAM | 0.00% |
| GBP/USD 06/16/2021 SSBT | 0.00% |
| GBP/USD 06/16/2021 WPAC | 0.00% |
| HKD/USD 08/18/2021 BANKAM | 0.00% |
| HKD/USD 08/18/2021 GSFX | 0.00% |
| HKD/USD 08/18/2021 HSBCB | 0.00% |
| HKD/USD 08/18/2021 TDBK | 0.00% |
| HKD/USD 08/18/2021 UBS | 0.00% |
| IDR/USD 08/18/2021 BCAP-FX | 0.00% |
| IDR/USD 08/18/2021 GSFX | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2972 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.4021 01/15/2049 | 0.00% |
| JPY/USD 08/18/2021 WPAC | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.1449 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1449 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| RON/USD 06/16/2021 CITI | 0.00% |
| RUB/USD 06/16/2021 GSFX | 0.00% |
| SEK/USD 06/16/2021 TDBK | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 13WX5Y P 1.724 CAD 08/16/2021 TD | 0.00% |
| SWPTN 1MX10Y R 1.629 USD 06/18/2021 CI | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 3MX10Y P 1.67 USD 08/18/2021 BA | 0.00% |
| SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | 0.00% |
| SWPTN 3MX10Y P 1.88 USD 08/27/2021 BA | 0.00% |
| SWPTN 3MX10Y R 1.67 USD 08/18/2021 BA | 0.00% |
| SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.00% |
| SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 4WX10Y P 1.99 CAD 06/15/2021 TD | 0.00% |
| SWPTN 5WX5Y P 0.884 USD 06/28/2021 CI | 0.00% |
| SWPTN 5WX5Y R 0.884 USD 06/28/2021 CI | 0.00% |
| THB/USD 08/18/2021 CITI | 0.00% |
| 0.501 R ISWP FWD EUR006M P 06/16/2051 | -0.00% |
| 0.851 R ISWP FWD AUDBB6M P 06/16/2026 | -0.00% |
| 0.901 R ISWP FWD SONIA P 06/16/2051 | -0.00% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.00% |
| 1.91 R ISWP FWD CDOR03 P 06/16/2031 | -0.00% |
| 1.9515 R ISWP US0003M P 04/19/2051 | -0.00% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.00% |
| AUD/USD 07/21/2021 BCAP-FX | -0.00% |
| AUD/USD 07/21/2021 GSFX | -0.00% |
| CHF/USD 06/16/2021 GSFX | -0.00% |
| CLP/USD 07/21/2021 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| DKK/USD 06/16/2021 CITI | -0.00% |
| HKD/USD 08/18/2021 SSBT | -0.00% |
| JPY/USD 08/18/2021 CITI | -0.00% |
| PEN/USD 07/21/2021 BCAP-FX | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 1MX10Y P 1.568 USD 06/10/2021 CI | -0.00% |
| SWPTN 1MX10Y P 1.629 USD 06/18/2021 CI | -0.00% |
| SWPTN 1MX10Y R 1.568 USD 06/10/2021 CI | -0.00% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.00% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.00% |
| ZAR/USD 07/21/2021 GSFX | -0.00% |
| -0.501 R ISWP FWD EUR006M P 06/16/2023 | -0.00% |
| 0.401 R ISWP FWD SONIA P 06/16/2026 | -0.00% |
| 1.96 R ISWP FWD NFIX3MID P 06/16/2031 | -0.00% |
| AUD/USD 07/21/2021 CITI | -0.00% |
| AUD/USD 07/21/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| PLN/USD 06/16/2021 GSFX | -0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| AUD/USD 07/21/2021 HSBCB | -0.00% |
| AUD/USD 07/21/2021 UBS | -0.00% |
| CHF/USD 06/16/2021 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 08/18/2021 BANKAM | -0.00% |
| CPTFEMU R 1.4 P 07/15/27 | -0.00% |
| EUR/USD 06/16/2021 BANKAM | -0.00% |
| GBP/USD 06/16/2021 HSBCB | -0.00% |
| GBP/USD 06/16/2021 JPMCB | -0.00% |
| MXN/USD 07/21/2021 BANKAM | -0.00% |
| NZD/USD 07/21/2021 CITI | -0.00% |
| NZD/USD 07/21/2021 MSCIL | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 0.701 R ISWP FWD SONIA P 06/16/2031 | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.00% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.00% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| 1.35 R ISWP FWD SOFRRATE P 06/16/2031 | -0.00% |
| 1.65 R ISWP FWD US0003M P 08/16/2031 | -0.00% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.00% |
| AUD/USD 07/21/2021 RBSF | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| JPY/USD 08/18/2021 TDBK | -0.00% |
| NOK/USD 06/16/2021 MSCIL | -0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.00% |
| -0.301 R ISWP FWD EUR006M P 06/16/2026 | -0.00% |
| 0.926 R ISWP US0003M P 03/16/2026 | -0.00% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.00% |
| 1.6785 R ISWP FWD US0003M P 06/14/2031 | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SEK/USD 06/16/2021 GSFX | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.01% |
| 1.66091 R ISWP US0003M P 05/04/2031 | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 06/16/2021 BCAP-FX | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| JPY/USD 08/18/2021 RBSF | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| 0.101 R ISWP FWD EUR006M P 06/16/2031 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| GBP/USD 06/16/2021 CSI-FX | -0.01% |
| JPY/USD 08/18/2021 BCAP-FX | -0.01% |
| SEK/USD 06/16/2021 JPMCB | -0.01% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| CAD/USD 07/21/2021 RBSF | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/16/2021 WPAC | -0.01% |
| GBP/USD 06/16/2021 CITI | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| 0.9255 R ISWP US0003M P 03/16/2026 | -0.01% |
| CAD/USD 07/21/2021 BCAP-FX | -0.01% |
| CAD/USD 07/21/2021 CSI-FX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| JPY/USD 08/18/2021 MSCIL | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.01% |
| NZD/USD 07/21/2021 JPMCB | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% |
| UKRPI R 3.4425 P 07/15/49 | -0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.01% |
| CHF/USD 06/16/2021 SSBT | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| NZD/USD 07/21/2021 WPAC | -0.01% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| GBP/USD 06/16/2021 UBS | -0.01% |
| SEK/USD 06/16/2021 SSBT | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| JPY/USD 08/18/2021 UBS | -0.02% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| SWPTN 3MX10Y R 1.355 USD 08/25/2021 CI | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| OPTN FN30 3.0 07/07/21 PUT 104.421875 JPMC | -0.02% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.02% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.02% |
| CAD/USD 07/21/2021 SSBT | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| NZD/USD 07/21/2021 UBS | -0.02% |
| SWPTN 10YX10Y R 2.525 USD 04/15/2031 BA | -0.02% |
| AUD/USD 07/21/2021 SSBT | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.02% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.02% |
| CAD/USD 07/21/2021 JPMCB | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.02% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.02% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.02% |
| NZD/USD 07/21/2021 RBSF | -0.02% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.02% |
| CNH/USD 08/18/2021 TDBK | -0.02% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| EUR/USD 06/16/2021 CITI | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| NZD/USD 07/21/2021 SSBT | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| 1.7655 R ISWP US0003M P 04/07/2031 | -0.03% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| 2.09 R ISWP US0003M P 03/16/2051 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.03% |
| NZD/USD 07/21/2021 GSFX | -0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.03% |
| EUR/USD 06/16/2021 TDBK | -0.03% |
| CAD/USD 07/21/2021 BANKAM | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.05% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | -0.05% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| EUR/USD 06/16/2021 RBSF | -0.08% |
| EUR/USD 06/16/2021 SSBT | -0.09% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.12% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.12% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.12% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.14% |
| EUR/USD 06/16/2021 HSBCB | -0.14% |
| CPTFEMU P 1.13 R 05/15/50 | -0.17% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.18% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.22% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.23% |
| CPTFEMU P 0.935 R 05/15/40 | -0.25% |
| CPTFEMU P 0.93 R 05/15/40 | -0.25% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.28% |
| EURO-SCHATZ FUT JUN21 DUM1 | -0.38% |
| JPN 10Y BOND(OSE) JUN21 JBM1 | -2.72% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2051 | -4.79% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -6.24% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -16.84% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 11.91% |
|---|---|
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.36% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 2.58% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 2.53% |
| US 10YR NOTE (CBT)JUN21 TYM1 | 2.15% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 2.13% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 1.98% |
| LONG GILT FUTURE JUN21 G M1 | 1.96% |
| EURO-BOBL FUTURE JUN21 OEM1 | 1.35% |
| EURO-BUND FUTURE JUN21 RXM1 | 1.30% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 1.25% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.16% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.16% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.10% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.10% |
| US LONG BOND(CBT) JUN21 USM1 | 1.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.05% |
| US ULTRA BOND CBT JUN21 WNM1 | 1.03% |
| CAS 2016-C04 1M2 04.3561 01/25/2029 | 1.02% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 0.99% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.88% |
| US 10YR ULTRA FUT JUN21 UXYM1 | 0.87% |
| GNMA GII30 TBA 04.0000 05/01/2051 | 0.85% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 0.84% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 0.83% |
| GNMA GII30 TBA 03.0000 05/01/2051 | 0.83% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.82% |
| CAS 2015-C03 2M2 05.1061 07/25/2025 | 0.80% |
| CAS 2016-C06 1M2 04.3561 04/25/2029 | 0.78% |
| TREASURY BILL 00.0000 06/29/2021 | 0.71% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.69% |
| EURO-BUXL 30Y BND JUN21 UBM1 | 0.67% |
| CAS 2020-R01 1M2 02.1561 01/25/2040 | 0.66% |
| COMCAST CORP 03.4500 02/01/2050 | 0.63% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.60% |
| TREASURY BILL 00.0000 06/10/2021 | 0.60% |
| STACR 2016-DNA2 M3 04.7561 10/25/2028 | 0.59% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.58% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.56% |
| BUONI POLIENNALI DEL TES REGS 02.5000 12/01/2024 | 0.55% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.55% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.54% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.53% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.52% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.50% |
| CAS 2017-C01 1M2 03.6561 07/25/2029 | 0.48% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.47% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.47% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.47% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.46% |
| DBUBS 2011-LC3A D P/P 144A 05.5170 08/10/2044 | 0.45% |
| BROADCOM INC 04.1500 11/15/2030 | 0.44% |
| GNMA GII30 TBA 04.5000 05/01/2051 | 0.43% |
| GNMA GII30 TBA 03.5000 05/01/2051 | 0.42% |
| CFCRE 2011-C2 E P/P 144A 05.9355 12/15/2047 | 0.41% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.39% |
| STACR 2015-DNA3 M3 04.8061 04/25/2028 | 0.39% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.38% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.38% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.37% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.37% |
| CSAIL 2019-C15 A4 04.0529 03/15/2052 | 0.37% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.37% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.37% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.36% |
| TREASURY BILL 00.0000 06/01/2021 | 0.36% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.36% |
| STACR 2016-DNA3 M3 05.1061 12/25/2028 | 0.36% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.35% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.35% |
| JPMCC 2019-COR5 AS 03.6692 06/13/2052 | 0.35% |
| FRANCE (GOVT OF) REGS 00.0000 02/25/2023 | 0.34% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.33% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.33% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.33% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.33% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.32% |
| JPMBB 2014-C19 C 04.8308 04/15/2047 | 0.32% |
| CAS 2014-C03 2M2 03.0061 07/25/2024 | 0.32% |
| TREASURY BILL 00.0000 05/13/2021 | 0.32% |
| CAN 10YR BOND FUT JUN21 CNM1 | 0.32% |
| CSAIL 2015-C1 C 04.4053 04/15/2050 | 0.31% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.31% |
| JPMCC 2019-COR5 IO 01.6547 06/13/2052 | 0.31% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.30% |
| SPST 2021-6 A 00.9061 04/25/2022 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.30% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.30% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.30% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.29% |
| COMM 2014-CR17 C 04.9445 05/10/2047 | 0.29% |
| NETFLIX INC 04.3750 11/15/2026 | 0.29% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.29% |
| CAS 2015-C04 2M2 05.6561 04/25/2028 | 0.29% |
| CAS 2016-C07 2M2 04.4561 05/25/2029 | 0.29% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.29% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.29% |
| CSMC 2016-NXSR C 04.5065 12/15/2049 | 0.28% |
| CASH MGMT BILL 00.0000 08/03/2021 | 0.28% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.28% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.28% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.28% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.28% |
| MSBAM 2012-C5 E P/P 144A 04.8186 08/15/2045 | 0.28% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.28% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.27% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.27% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.27% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.27% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.27% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.27% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| JPMCC 2012-C8 D P/P 144A 04.8253 10/15/2045 | 0.26% |
| STACR 2017-DNA3 M2B 02.6061 03/25/2030 | 0.26% |
| JPMCC 2012-C6 E P/P 144A 05.3128 05/15/2045 | 0.26% |
| BBCMS 2020-C8 XA IO 01.9735 10/15/2053 | 0.25% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.25% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.25% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.25% |
| AUST 3YR BOND FUT JUN21 YMM1 | 0.25% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.25% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.25% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.25% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.25% |
| BXMT 2021-FL4 A P/P 144A 01.1700 05/15/2038 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.24% |
| CAS 2017-C07 1EB2 01.1061 05/25/2030 | 0.24% |
| CASH MGMT BILL 00.0000 07/20/2021 | 0.24% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.24% |
| BANK 2019-BN20 XA IO 00.9602 09/15/2062 | 0.24% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| MSBAM 2014-C17 C 04.6363 08/15/2047 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.23% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.23% |
| CAS 2016-C05 2M2 04.5561 01/25/2029 | 0.23% |
| MP3 2013-1A AR P/P 144A 01.4383 10/20/2030 | 0.23% |
| SHRP 2020-1 NOTE 03.0758 07/25/2024 | 0.23% |
| WFCM 2016-LC25 AS 04.0940 12/15/2059 | 0.22% |
| 10YR MINI JGB FUT JUN21 BJM1 | 0.22% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.22% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.22% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.22% |
| COMM 2015-CR24 B 04.5249 08/10/2048 | 0.22% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.22% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.22% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.22% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.22% |
| BONOS Y OBLIG DEL ES P/P REGS 01.6000 04/30/2025 | 0.22% |
| FRANCE (GOVT OF) P/P REGS 04.0000 04/25/2055 | 0.22% |
| MSC 2011-C3 B P/P 144A 05.4338 07/15/2049 | 0.22% |
| COMM 2013-CR11 C P/P 144A 05.2850 08/10/2050 | 0.21% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.21% |
| WEC ENERGY GROUP INC 02.3063 05/15/2067 | 0.21% |
| FIDELITY NATL INFO SERV 02.2500 03/01/2031 | 0.21% |
| BUONI POLIENNALI DEL TES REGS 00.9000 08/01/2022 | 0.21% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.21% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.21% |
| STACR 2016-HQA3 M3 03.9561 03/25/2029 | 0.21% |
| WFCM 2020-C57 C 04.1581 08/15/2053 | 0.20% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.20% |
| IRISH TSY 0.20 2027 REGS 00.2000 05/15/2027 | 0.20% |
| JPMBB 2013-C17 D P/P 144A 05.0514 01/15/2047 | 0.20% |
| EQUINIX INC 03.2000 11/18/2029 | 0.20% |
| CFMT 2020-HB4 M3 02.7195 12/26/2030 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.20% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.20% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.20% |
| VERIZON COMM 04.3290 09/21/2028 | 0.20% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.20% |
| CAS 2016-C02 1M2 06.1061 09/25/2028 | 0.20% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.20% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.19% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.19% |
| BANK 2020-BN30 XA IO 01.4457 12/15/2053 | 0.19% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.19% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.19% |
| COMM 2016-COR1 AM 03.4940 10/10/2049 | 0.19% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.19% |
| WFCM 2015-C30 C 04.6483 09/15/2058 | 0.19% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.19% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.18% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.18% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.18% |
| AT&T INC 04.3000 02/15/2030 | 0.18% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.18% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.18% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.18% |
| INGIM 2013-2A A1R P/P 144A 01.1458 04/25/2031 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| COMM 2013-CR13 C 05.0463 11/10/2046 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| COMM 2015-LC19 C 04.3757 02/10/2048 | 0.18% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.18% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.18% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.18% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.18% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.18% |
| JPMBB 2014-C23 D P/P 144A 04.1204 09/15/2047 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| MCAS 2019-01 M7 P/P 144A 01.8061 10/15/2049 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.17% |
| RRAM 2020-12A AAR2 P/P 144A 01.5438 01/15/2036 | 0.17% |
| AON PLC 04.2500 12/12/2042 | 0.17% |
| WFRBS 2014-C22 AS 04.0690 09/15/2057 | 0.17% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% |
| GSMS 2020-GC47 C 03.5705 05/12/2053 | 0.17% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.17% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.17% |
| WFCM 2017-RC1 C 04.5910 01/15/2060 | 0.17% |
| WFCM 2018-C45 A4 04.1840 06/15/2051 | 0.16% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.16% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.16% |
| MDPK 2018-30A A P/P 144A 00.9338 04/15/2029 | 0.16% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.16% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.16% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.16% |
| COMM 2014-CR18 C 04.9007 07/15/2047 | 0.16% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.16% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.16% |
| MSBAM 2013-C8 B 03.6938 12/15/2048 | 0.16% |
| TREASURY BILL 00.0000 05/25/2021 | 0.16% |
| WAMU 2005-AR12 1A8 02.8962 10/25/2035 | 0.16% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.16% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.16% |
| COMM 2017-COR2 AM 03.8030 09/10/2050 | 0.16% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.16% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.15% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.15% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.15% |
| FISERV INC 04.2000 10/01/2028 | 0.15% |
| COMM 2012-CR2 D P/P 144A 04.9917 08/15/2045 | 0.15% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.15% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.15% |
| WFCM 2019-C52 XA IO 01.7615 08/15/2052 | 0.15% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.15% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.15% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.14% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.14% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.14% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.14% |
| FHMS K087 X1 IO 00.5097 12/25/2028 | 0.14% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.14% |
| CAS 2016-C03 1M2 05.4061 10/25/2028 | 0.14% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.14% |
| FHMS K118 X1 IO 01.0545 09/25/2030 | 0.14% |
| FHR 4979 SN IO 05.9439 06/25/2050 | 0.14% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.14% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.14% |
| LENNAR CORP 04.7500 11/29/2027 | 0.14% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| FINNISH GOVERNMENT P/P REGS 01.1250 04/15/2034 | 0.14% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.14% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.14% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.14% |
| HCA INC. 05.5000 06/15/2047 | 0.14% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.14% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.13% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.13% |
| FHMS K104 XAM 01.5052 01/25/2030 | 0.13% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.13% |
| VERIZON COMM 04.6720 03/15/2055 | 0.13% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.13% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.13% |
| FHMS K113 X1 IO 01.4902 06/25/2030 | 0.13% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.13% |
| JPY/USD 05/19/2021 BANKAM | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.13% |
| GNR 2016-H23 NI IO 02.3846 10/20/2066 | 0.12% |
| WFCM 2013-LC12 C 04.4052 07/15/2046 | 0.12% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.12% |
| CWALT 2006-OA7 1A2 01.0819 06/25/2046 | 0.12% |
| REPUBLIC OF ITALY P/P REGS 04.0000 02/01/2037 | 0.12% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.12% |
| WFCM 2015-C29 C 04.3539 06/15/2048 | 0.12% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.12% |
| CWALT 2006-OA10 4A1 00.4861 08/25/2046 | 0.12% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.12% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| MSBAM 2014-C18 C 04.6764 10/15/2047 | 0.12% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.12% |
| GSMS 2013-GCJ14 B P/P 144A 04.9001 08/10/2046 | 0.12% |
| SAMI 2007-AR7 1A1 00.9561 05/25/2047 | 0.12% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.12% |
| CPTFEMU R 0.655 P 05/15/30 | 0.12% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.12% |
| TREASURY BILL 00.0000 06/03/2021 | 0.12% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| FHMS K123 X1 00.8660 12/25/2030 | 0.12% |
| GNR 2015-H09 AI IO 01.7576 04/20/2065 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| CAS 2015-C04 1M2 05.8061 04/25/2028 | 0.12% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.12% |
| COMCAST CORP 03.9990 11/01/2049 | 0.12% |
| JPMBB 2013-C12 B 04.2356 07/15/2045 | 0.12% |
| CGCMT 2018-C6 B 04.9067 11/10/2051 | 0.12% |
| FHMS K125 X1 IO 00.6780 01/25/2031 | 0.12% |
| STACR 2017-DNA2 M2 03.5561 10/25/2029 | 0.12% |
| UBSCM 2012-C1 C P/P 144A 05.7543 05/10/2045 | 0.12% |
| WFRBS 2011-C4 C P/P 144A 05.3166 06/15/2044 | 0.12% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.11% |
| BANK 2019-BN23 AS 03.2030 12/15/2052 | 0.11% |
| GSMS 2012-GCJ7 C 05.8062 05/10/2045 | 0.11% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.11% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.11% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.11% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.11% |
| CPTFEMU R 0.961 P 05/15/40 | 0.11% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.11% |
| FHMS K113 XAM IO 01.6927 06/25/2030 | 0.11% |
| MSBAM 2015-C24 B 04.4872 05/15/2048 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.11% |
| FHMS K111 X1 IO 01.6814 05/25/2030 | 0.11% |
| MSBAM 2012-C6 D P/P 144A 04.7587 11/15/2045 | 0.11% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.11% |
| GNR 2015-H03 DI IO 01.6651 01/20/2065 | 0.11% |
| GNR 2017-H02 BI IO 02.4568 01/20/2067 | 0.11% |
| STACR 2015-HQA2 M3 04.9061 05/25/2028 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| AMGEN INC 04.6630 06/15/2051 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| ZOETIS INC 03.9000 08/20/2028 | 0.11% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.11% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.11% |
| FHMS K105 X1 IO 01.6449 01/25/2030 | 0.11% |
| WAMU 2005-AR9 A1C3 01.0661 07/25/2045 | 0.11% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.11% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.10% |
| CGCMT 2013-GC17 C 05.2604 11/10/2046 | 0.10% |
| GNR 2017-H04 BI IO 02.4722 02/20/2067 | 0.10% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.10% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.10% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.10% |
| COMM 2015-LC21 XA IO 00.8298 07/10/2048 | 0.10% |
| EMIR 2018-1 M1 01.8061 11/25/2028 | 0.10% |
| SPANISH GOV'T P/P REGS 01.2500 10/31/2030 | 0.10% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.10% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| STACR 2017-DNA3 M2 02.6061 03/25/2030 | 0.10% |
| JPALT 2007-S1 A1 00.3861 04/25/2047 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.10% |
| BCC 2019-3A A P/P 144A 01.5260 10/21/2032 | 0.10% |
| BSP 2018-5BA A1A P/P 144A 01.2783 04/20/2031 | 0.10% |
| CBAM 2019-9A A P/P 144A 01.4638 02/12/2030 | 0.10% |
| MSBAM 2013-C9 D P/P 144A 04.2484 05/15/2046 | 0.10% |
| MVEW 2017-2A A P/P 144A 01.3936 01/16/2031 | 0.10% |
| ORACLE CORP 03.6500 03/25/2041 | 0.10% |
| PLMRS 2018-2A A1A P/P 144A 01.2836 07/16/2031 | 0.10% |
| SPEAK 2017-4A A P/P 144A 01.3858 10/26/2029 | 0.10% |
| TMIR 2021-1 M1B P/P 144A 03.1061 08/25/2033 | 0.10% |
| WAMU 2005-AR2 2A1B 00.8461 01/25/2045 | 0.10% |
| WINDR 2014-2A AR P/P 144A 01.3238 01/15/2031 | 0.10% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.10% |
| MAGNE 2012-7A A1R2 P/P 144A 00.9838 01/15/2028 | 0.10% |
| OZLM 2015-11A A1R P/P 144A 01.4355 10/30/2030 | 0.10% |
| CAS 2017-C02 2ED3 01.4561 09/25/2029 | 0.10% |
| GNR 2016-H16 EI IO 02.4837 06/20/2066 | 0.10% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.10% |
| STACR 2016-DNA4 M3 03.9061 03/25/2029 | 0.10% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.10% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.10% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.10% |
| UBSCM 2017-C7 XA IO 01.1801 12/15/2050 | 0.10% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.10% |
| GNR 2016-H07 HI IO 01.4954 02/20/2066 | 0.10% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.10% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.10% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| MSBAM 2014-C14 C 05.2182 02/15/2047 | 0.09% |
| FHMS K098 X1 IO 01.2687 08/25/2029 | 0.09% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.09% |
| NORWEGIAN GOVERNMENT P/P REGS 01.7500 02/17/2027 | 0.09% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.09% |
| CAS 2017-C01 1EB1 01.3561 07/25/2029 | 0.09% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.09% |
| JPMCC 2010-C2 C P/P 144A 05.8736 11/15/2043 | 0.09% |
| JPY/USD 05/19/2021 GSFX | 0.09% |
| JPMBB 2014-C22 XA IO 00.9799 09/15/2047 | 0.09% |
| GNR 2020-32 GS IO 05.9841 03/20/2050 | 0.09% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.09% |
| CCMFC 2006-4A A2 00.2861 11/25/2047 | 0.09% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.09% |
| BOEING CO 05.9300 05/01/2060 | 0.08% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.08% |
| COMM 2014-UBS6 XA IO 01.0336 12/10/2047 | 0.08% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.08% |
| GSMS 2010-C1 D P/P 144A 06.1831 08/10/2043 | 0.08% |
| JPMBB 2014-C22 C 04.7049 09/15/2047 | 0.08% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.08% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.08% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| STACR 2014-HQ2 M3 03.8561 09/25/2024 | 0.08% |
| STACR 2020-HQA1 M2 02.0061 01/25/2050 | 0.08% |
| CMLTI 2005-2 1A2A 02.8001 05/25/2035 | 0.08% |
| CGCMT 2014-GC19 D P/P 144A 05.2618 03/10/2047 | 0.08% |
| GNR 2016-H20 NI IO 02.3996 09/20/2066 | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| BMIR 2019-4A M1C P/P 144A 02.6061 10/25/2029 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| FNR 2012-116 SA IO 07.0939 10/25/2042 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.08% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.08% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.07% |
| WAMU 2005-AR13 A1C3 01.0861 10/25/2045 | 0.07% |
| GNR 2014-H12 BI IO 01.5734 05/20/2064 | 0.07% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.07% |
| GNR 2016-H13 EI IO 01.9286 04/20/2066 | 0.07% |
| GSMS 2011-GC3 D P/P 144A 05.5584 03/10/2044 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| WFCM 2016-LC25 XA IO 01.1110 12/15/2059 | 0.07% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.07% |
| MSC 2011-C3 D P/P 144A 05.4338 07/15/2049 | 0.07% |
| SAMI 2007-AR1 2A1 00.2861 01/25/2037 | 0.07% |
| CARR 2006-NC2 A4 00.3461 06/25/2036 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| RAMC 2003-4 A1 01.1461 03/25/2034 | 0.07% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| GNR 2015-H26 DI IO 01.9111 10/20/2065 | 0.07% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.07% |
| JPMCC 2013-C16 XA IO 01.0812 12/15/2046 | 0.07% |
| GNR 2014-H21 AI IO 01.6594 10/20/2064 | 0.07% |
| AHM 2007-1 GA1C 00.2961 05/25/2047 | 0.07% |
| EUR/USD 06/16/2021 JPMCB | 0.07% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.07% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.07% |
| WFRBS 2012-C10 D P/P 144A 04.5738 12/15/2045 | 0.07% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.06% |
| CWALT 2006-OA19 A1 00.2959 02/20/2047 | 0.06% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.06% |
| MSRR 2015-R4 CB1 00.9343 08/26/2047 | 0.06% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.06% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.06% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.06% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.06% |
| WAMU 2005-AR1 A1B 00.8861 01/25/2045 | 0.06% |
| BUONI POLIENNALI DEL TES REGS 00.0000 01/15/2024 | 0.06% |
| GNR 2017-H19 MI IO 02.0652 04/20/2067 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| UK TSY 3 1/2 2068 REGS 03.5000 07/22/2068 | 0.06% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.06% |
| FNR 2012-103 LS IO 05.8939 09/25/2042 | 0.06% |
| GNR 2015-H25 AI IO 01.6169 09/20/2065 | 0.06% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.06% |
| GSMS 2013-GC10 XA IO 01.6310 02/10/2046 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| CWALT 2006-OA10 1A1 01.1019 08/25/2046 | 0.06% |
| GNR 2015-H26 EI IO 01.7169 10/20/2065 | 0.06% |
| JPMBB 2013-C12 XA IO 00.5744 07/15/2045 | 0.06% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.06% |
| BUMT 2005-1 1A1 00.7061 09/25/2045 | 0.06% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.06% |
| CAS 2015-C01 1M2 04.4061 02/25/2025 | 0.06% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.06% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.06% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.05% |
| UKRPI P 3.665 R 12/15/28 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| STACR 2018-HRP2 M3 02.5061 02/25/2047 | 0.05% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.05% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.05% |
| WAMU 2005-AR10 1A3 03.0905 09/25/2035 | 0.05% |
| WFRBS 2013-C14 XA IO 00.8484 06/15/2046 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.05% |
| JPMBB 2015-C33 XA IO 01.0598 12/15/2048 | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.05% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.05% |
| COMM 2014-UBS6 C 04.5935 12/10/2047 | 0.05% |
| GNR 2010-171 SB IO 06.3344 12/16/2040 | 0.05% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.05% |
| GNR 2016-H01 AI IO 01.6526 01/20/2066 | 0.05% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.04% |
| WFRBS 2011-C4 E P/P 144A 05.3166 06/15/2044 | 0.04% |
| MLMI 2005-A2 A2 02.7826 02/25/2035 | 0.04% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.04% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.04% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.04% |
| 0.05 R ISWP FWD EUR006M P 06/16/2031 | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.04% |
| ZOETIS INC 02.0000 05/15/2030 | 0.04% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.04% |
| CAS 2015-C02 2M2 04.1061 05/25/2025 | 0.04% |
| CASH MGMT BILL 00.0000 07/06/2021 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| AUSTRALIAN GOVERNMENT REGS 03.0000 03/21/2047 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FISERV INC 03.5000 07/01/2029 | 0.04% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.04% |
| WFMBS 2006-AR5 1A1 02.6204 04/25/2036 | 0.04% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.04% |
| CAD/USD 07/21/2021 GSFX | 0.04% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.04% |
| NRZT 2018-4A A1M 01.0061 01/25/2048 | 0.04% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.04% |
| BMIR 2020-2A M1A P/P 144A 02.4061 08/26/2030 | 0.04% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.04% |
| HMIR 2018-1 M1 P/P 144A 01.7061 10/25/2028 | 0.04% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.04% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.03% |
| CAS 2017-C05 1M2A 02.3061 01/25/2030 | 0.03% |
| EUR/USD 06/16/2021 UBS | 0.03% |
| GNR 2016-77 SL IO 06.0341 03/20/2043 | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% |
| CAS 2016-C01 1M2 06.8561 08/25/2028 | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.03% |
| UKRPI P 3.385 R 11/15/24 | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.03% |
| STACR 2014-HQ3 M3 04.8561 10/25/2024 | 0.03% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.03% |
| STACR 2017-DNA2 M1 01.3061 10/25/2029 | 0.03% |
| BTPS P/P REGS 01.7000 09/01/2051 | 0.03% |
| ENERGY TRANSFER LP 06.5000 02/01/2042 | 0.03% |
| HCA INC 05.2500 06/15/2026 | 0.03% |
| JPY/USD 05/19/2021 JPMCB | 0.03% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.03% |
| CAS 2014-C04 2M2 05.1061 11/25/2024 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.03% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.03% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.03% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% |
| CAS 2016-C03 2M2 06.0061 10/25/2028 | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.02% |
| SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| CAS 2015-C02 1M2 04.1061 05/25/2025 | 0.02% |
| CAS 2018-C05 1M2 02.4561 01/25/2031 | 0.02% |
| CAS 2019-HRP1 M2 02.2561 11/25/2039 | 0.02% |
| CPTFEMU P 1.71 R 07/15/37 | 0.02% |
| EUR/USD 06/16/2021 GSFX | 0.02% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.02% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6648 12/15/2045 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| STACR 2019-DNA1 M2 02.7561 01/25/2049 | 0.02% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% |
| 2.9445 R ISWP FWD CNRR007 P 09/15/2026 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| GBP/USD 06/16/2021 SSBT | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| UKRPI P 3.34 R 03/15/28 | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| 1.57 R ISWP US0003M P 04/20/2031 | 0.02% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| OPTN FN30 3.0 05/06/21 CALL 104.453125 JPMC | 0.02% |
| CAS 2019-R01 2M2 02.5561 07/25/2031 | 0.02% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.02% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.02% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.02% |
| CAD/USD 07/21/2021 UBS | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% |
| FHR 4076 MS IO 06.5854 07/15/2040 | 0.02% |
| NOK/USD 06/16/2021 GSFX | 0.02% |
| CAD/USD 07/21/2021 MSCIL | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7464 12/10/2045 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| EUR/USD 06/16/2021 MSCIL | 0.01% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.01% |
| GBP/USD 06/16/2021 UBS | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 2.845 R ISWP FWD CNRR007 P 09/15/2026 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.01% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.01% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.01% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNR 2010-46 SB IO 06.3439 05/25/2040 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
| CNH/USD 05/20/2021 HSBCB | 0.01% |
| CPURNSA R 2.4275 P 03/23/31 | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| JPY/USD 05/19/2021 SSBT | 0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.01% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.01% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| CAD/USD 07/21/2021 WPAC | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CPURNSA R 2.45 P 03/23/31 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SPANISH GOV'T P/P REGS 01.0000 10/31/2050 | 0.01% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| NOK/USD 06/16/2021 TDBK | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.01% |
| GBP/USD 06/16/2021 CITI | 0.01% |
| SEK/USD 06/16/2021 MSCIL | 0.01% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| -0.16 R ISWP FWD CHL6M P 06/16/2031 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| 0.77 R ISWP FWD SES3M P 06/16/2031 | 0.01% |
| 1.645 R ISWP US0003M P 03/16/2031 | 0.01% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/20/2024 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| STACR 2020-DNA5 M1 01.3100 10/25/2050 | 0.01% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.00% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.00% |
| CAD/USD 07/21/2021 CITI | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CNH/USD 05/20/2021 GSFX | 0.00% |
| GBP/USD 06/16/2021 CSI-FX | 0.00% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| STACR 2018-HQA2 M2 02.4061 10/25/2048 | 0.00% |
| SWPTN 10YX10Y P 2.525 USD 04/15/2031 BA | 0.00% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.00% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.00% |
| 1.0241 R ISWP US0003M P 04/08/2026 | 0.00% |
| 1.35 R ISWP FWD SOFRRATE P 06/16/2031 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CHF/USD 06/16/2021 BANKAM | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| STACR 2019-HQA1 M2 02.4561 02/25/2049 | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.00% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.00% |
| 0.9935 R ISWP US0003M P 04/09/2026 | 0.00% |
| 1.0161 R ISWP US0003M P 04/08/2026 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| 1.736 R ISWP US0003M P 04/21/2031 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CPURNSA R 2.51 P 04/01/31 | 0.00% |
| CPURNSA R 2.515 P 04/01/31 | 0.00% |
| GBP/USD 06/16/2021 JPMCB | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| JPY/USD 05/19/2021 WPAC | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| STACR 2020-HQA4 M1 01.4061 09/25/2050 | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 1.96 R ISWP FWD NFIX3MID P 06/16/2031 | 0.00% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAD/USD 07/21/2021 HSBCB | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| EUR/USD 06/16/2021 BCAP-FX | 0.00% |
| GBP/USD 06/16/2021 BCAP-FX | 0.00% |
| GBP/USD 06/16/2021 GSFX | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 01.1442 12/12/2043 | 0.00% |
| KRW/USD 05/20/2021 JPMCB | 0.00% |
| NOK/USD 06/16/2021 BANKAM | 0.00% |
| STACR 2019-DNA2 M2 02.5561 03/25/2049 | 0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.00% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.00% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.6355 R ISWP US0003M P 03/16/2031 | 0.00% |
| 1.82 R ISWP FWD NOKOIB6M P 06/16/2031 | 0.00% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.00% |
| AUD/USD 07/21/2021 MSCIL | 0.00% |
| AUD/USD 07/21/2021 TDBK | 0.00% |
| CHF/USD 06/16/2021 GSFX | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 05/20/2021 UBS | 0.00% |
| EUR/USD 06/16/2021 CSI-FX | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| ILS/USD 07/21/2021 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.7767 09/15/2039 | 0.00% |
| NOK/USD 06/16/2021 JPMCB | 0.00% |
| NOK/USD 06/16/2021 UBS | 0.00% |
| OPTN FN30 4.0 05/06/21 CALL 107.4375 JPMC | 0.00% |
| PLN/USD 06/16/2021 GSFX | 0.00% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | 0.00% |
| 0.9255 R ISWP US0003M P 03/16/2026 | 0.00% |
| 0.926 R ISWP US0003M P 03/16/2026 | 0.00% |
| 1.401 R ISWP FWD CDOR03 P 06/16/2026 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7597 12/11/2038 | 0.00% |
| CAD/USD 07/21/2021 TDBK | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7155 10/15/2049 | 0.00% |
| CHF/USD 06/16/2021 BCAP-FX | 0.00% |
| CHF/USD 06/16/2021 HSBCB | 0.00% |
| CHF/USD 06/16/2021 MSCIL | 0.00% |
| CLP/USD 07/21/2021 CITI | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 05/20/2021 JPMCB | 0.00% |
| CNH/USD 05/20/2021 RBSF | 0.00% |
| CNH/USD 05/20/2021 SSBT | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2673 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 01.0019 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0485 01/15/2049 | 0.00% |
| CZK/USD 06/16/2021 BANKAM | 0.00% |
| DKK/USD 06/16/2021 CITI | 0.00% |
| DKK/USD 06/16/2021 MSCIL | 0.00% |
| GBP/USD 06/16/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 GSFX | 0.00% |
| HKD/USD 05/20/2021 TDBK | 0.00% |
| HUF/USD 06/16/2021 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2844 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.5814 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.3362 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3362 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MXN/USD 07/21/2021 BANKAM | 0.00% |
| NZD/USD 07/21/2021 TDBK | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| RON/USD 06/16/2021 CITI | 0.00% |
| RUB/USD 06/16/2021 GSFX | 0.00% |
| SEK/USD 06/16/2021 RBSF | 0.00% |
| SEK/USD 06/16/2021 TDBK | 0.00% |
| SGD/USD 05/19/2021 JPMCB | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 1MX10Y P 1.583 USD 05/19/2021 CI | 0.00% |
| SWPTN 1MX5Y P 0.962 USD 05/26/2021 CI | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| ZAR/USD 07/21/2021 GSFX | 0.00% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | -0.00% |
| 0.851 R ISWP FWD AUDBB6M P 06/16/2026 | -0.00% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | -0.00% |
| 1.66091 R ISWP US0003M P 05/04/2031 | -0.00% |
| 2.001 R ISWP FWD CDOR03 P 06/16/2031 | -0.00% |
| 2.501 R ISWP FWD CDOR03 P 06/16/2051 | -0.00% |
| AUD/USD 07/21/2021 GSFX | -0.00% |
| CHF/USD 06/16/2021 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 05/20/2021 BANKAM | -0.00% |
| EUR/USD 06/16/2021 BANKAM | -0.00% |
| IDR/USD 05/20/2021 BCAP-FX | -0.00% |
| NZD/USD 07/21/2021 CITI | -0.00% |
| NZD/USD 07/21/2021 HSBCB | -0.00% |
| NZD/USD 07/21/2021 MSCIL | -0.00% |
| OPTN FN30 3.0 05/06/21 PUT 104.453125 JPMC | -0.00% |
| OPTN FN30 4.0 05/06/21 PUT 107.4375 JPMC | -0.00% |
| PEN/USD 07/21/2021 BCAP-FX | -0.00% |
| RUB/USD 06/16/2021 BANKAM | -0.00% |
| SEK/USD 06/16/2021 JPMCB | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 1MX5Y R 0.962 USD 05/26/2021 CI | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.00% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.00% |
| -0.501 R ISWP FWD EUR006M P 06/16/2023 | -0.00% |
| 0.901 R ISWP FWD SONIA P 06/16/2051 | -0.00% |
| 1.701 R ISWP FWD AUDBB6M P 06/16/2031 | -0.00% |
| 1.76 R ISWP FWD AUDBB6M P 06/16/2031 | -0.00% |
| AUD/USD 07/21/2021 CITI | -0.00% |
| AUD/USD 07/21/2021 HSBCB | -0.00% |
| AUD/USD 07/21/2021 JPMCB | -0.00% |
| CHF/USD 06/16/2021 TDBK | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| GBP/USD 06/16/2021 TDBK | -0.00% |
| JPY/USD 05/19/2021 TDBK | -0.00% |
| NOK/USD 06/16/2021 MSCIL | -0.00% |
| SEK/USD 06/16/2021 UBS | -0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 1MX10Y R 1.583 USD 05/19/2021 CI | -0.00% |
| SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.00% |
| 0.401 R ISWP FWD SONIA P 06/16/2026 | -0.00% |
| 0.93 R ISWP FWD SONIA P 06/16/2031 | -0.00% |
| 1.9515 R ISWP US0003M P 04/19/2051 | -0.00% |
| 1.9765 R ISWP US0003M P 04/20/2051 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IDR/USD 05/20/2021 GSFX | -0.00% |
| JPY/USD 05/19/2021 HSBCB | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.00% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.00% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| AUD/USD 07/21/2021 RBSF | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 06/16/2021 WPAC | -0.00% |
| 0.501 R ISWP FWD EUR006M P 06/16/2051 | -0.00% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.00% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.00% |
| CAD/USD 07/21/2021 CSI-FX | -0.00% |
| CAD/USD 07/21/2021 RBSF | -0.00% |
| CHF/USD 06/16/2021 UBS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CNH/USD 05/20/2021 TDBK | -0.00% |
| CPURNSA P 2.496 R 04/01/26 | -0.00% |
| GBP/USD 06/16/2021 RBSF | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| -0.301 R ISWP FWD EUR006M P 06/16/2026 | -0.01% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| 1.5614 R ISWP US0003M P 04/28/2031 | -0.01% |
| 1.5625 R ISWP US0003M P 04/28/2031 | -0.01% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.01% |
| CAD/USD 07/21/2021 BCAP-FX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CPTFEMU R 1.4 P 07/15/27 | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NZD/USD 07/21/2021 JPMCB | -0.01% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.01% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| THB/USD 05/19/2021 CITI | -0.01% |
| 0.701 R ISWP FWD SONIA P 06/16/2031 | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| EUR/USD 06/16/2021 WPAC | -0.01% |
| NOK/USD 06/16/2021 SSBT | -0.01% |
| NZD/USD 07/21/2021 WPAC | -0.01% |
| SEK/USD 06/16/2021 GSFX | -0.01% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.01% |
| CHF/USD 06/16/2021 SSBT | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.01% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% |
| 1.91 R ISWP FWD CDOR03 P 06/16/2031 | -0.01% |
| CAD/USD 07/21/2021 JPMCB | -0.01% |
| CAD/USD 07/21/2021 SSBT | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/16/2021 CITI | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.01% |
| JPY/USD 05/19/2021 CITI | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| NZD/USD 07/21/2021 UBS | -0.01% |
| 2.09 R ISWP US0003M P 03/16/2051 | -0.01% |
| EUR/USD 06/16/2021 TDBK | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| NZD/USD 07/21/2021 RBSF | -0.01% |
| SEK/USD 06/16/2021 SSBT | -0.01% |
| SWPTN 10YX10Y R 2.525 USD 04/15/2031 BA | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 0.101 R ISWP FWD EUR006M P 06/16/2031 | -0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| CPURNSA P 2.51 R 03/23/26 | -0.02% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.02% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| CPURNSA P 2.28 R 02/25/31 | -0.02% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.02% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| JPY/USD 05/19/2021 UBS | -0.02% |
| NZD/USD 07/21/2021 GSFX | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| 1.7655 R ISWP US0003M P 04/07/2031 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CPURNSA P 2.278 R 02/25/31 | -0.02% |
| CPURNSA P 2.281 R 02/24/31 | -0.02% |
| CPURNSA P 2.445 R 03/23/26 | -0.02% |
| JPY/USD 05/19/2021 RBSF | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.02% |
| AUD/USD 07/21/2021 SSBT | -0.02% |
| CAD/USD 07/21/2021 BANKAM | -0.02% |
| CPURNSA P 2.2675 R 02/25/31 | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| CPURNSA P 2.53 R 04/01/26 | -0.02% |
| GBP/USD 06/16/2021 MSCIL | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| NZD/USD 07/21/2021 SSBT | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| UKRPI R 3.4425 P 07/15/49 | -0.02% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.02% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.02% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| CPURNSA P 2.35 R 03/05/31 | -0.03% |
| CPURNSA P 2.351 R 03/05/31 | -0.03% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.03% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.03% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.03% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.03% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.03% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.03% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.03% |
| EUR/USD 06/16/2021 RBSF | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| EUR/USD 06/16/2021 SSBT | -0.04% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.04% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.04% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| CPURNSA P 2.286 R 02/24/31 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.04% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| JPY/USD 05/19/2021 BCAP-FX | -0.05% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.05% |
| JPY/USD 05/19/2021 MSCIL | -0.05% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| EUR/USD 06/16/2021 HSBCB | -0.06% |
| 1.242 R ISWP US0003M P 04/29/2051 | -0.07% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.09% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.09% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.12% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.12% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.12% |
| CPURNSA P 1.586 R 06/30/30 | -0.13% |
| CPTFEMU P 1.13 R 05/15/50 | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.22% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.23% |
| CPTFEMU P 0.935 R 05/15/40 | -0.23% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.23% |
| CPTFEMU P 0.93 R 05/15/40 | -0.23% |
| CPURNSA P 1.6625 R 07/10/30 | -0.24% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.27% |
| EURO-SCHATZ FUT JUN21 DUM1 | -0.37% |
| JPN 10Y BOND(OSE) JUN21 JBM1 | -2.75% |
| US 5YR NOTE (CBT) JUN21 FVM1 | -4.52% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -17.34% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2051 | 8.84% |
|---|---|
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.28% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 2.96% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 2.49% |
| FNMA FN30 TBA UMBS 02.0000 04/01/2051 | 2.35% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2051 | 2.34% |
| US 10YR NOTE (CBT)JUN21 TYM1 | 2.11% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 2.04% |
| LONG GILT FUTURE JUN21 G M1 | 1.93% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 1.93% |
| EURO-BOBL FUTURE JUN21 OEM1 | 1.31% |
| FNMA FN30 TBA UMBS 04.0000 04/01/2051 | 1.26% |
| EURO-BUND FUTURE JUN21 RXM1 | 1.26% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.14% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.14% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.08% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.08% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.07% |
| US LONG BOND(CBT) JUN21 USM1 | 1.03% |
| CAS 2016-C04 1M2 04.3586 01/25/2029 | 1.01% |
| US ULTRA BOND CBT JUN21 WNM1 | 1.00% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 0.96% |
| CAS 2015-C03 2M2 05.1086 07/25/2025 | 0.89% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.86% |
| US 10YR ULTRA FUT JUN21 UXYM1 | 0.85% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 0.84% |
| GNMA GII30 TBA 04.0000 04/01/2051 | 0.84% |
| FNMA FN30 TBA UMBS 03.5000 04/01/2051 | 0.83% |
| GNMA GII30 TBA 03.0000 04/01/2051 | 0.82% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.80% |
| CAS 2016-C06 1M2 04.3586 04/25/2029 | 0.78% |
| CASH MGMT BILL 00.0000 06/29/2021 | 0.71% |
| CAS 2020-R01 1M2 02.1586 01/25/2040 | 0.68% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.68% |
| EURO-BUXL 30Y BND JUN21 UBM1 | 0.66% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.66% |
| COMCAST CORP 03.4500 02/01/2050 | 0.62% |
| TREASURY BILL 00.0000 06/10/2021 | 0.59% |
| STACR 2016-DNA2 M3 04.7586 10/25/2028 | 0.58% |
| BUONI POLIENNALI DEL P/P REGS 04.7500 08/01/2023 | 0.58% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.55% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.54% |
| BUONI POLIENNALI DEL TES REGS 02.5000 12/01/2024 | 0.54% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.53% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.53% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.51% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.50% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.49% |
| CAS 2017-C01 1M2 03.6586 07/25/2029 | 0.48% |
| TREASURY BILL 00.0000 04/15/2021 | 0.47% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.46% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.46% |
| BELGIUM KINGDOM P/P REGS 01.0000 06/22/2026 | 0.45% |
| DBUBS 2011-LC3A D P/P 144A 05.3511 08/10/2044 | 0.44% |
| BROADCOM INC 04.1500 11/15/2030 | 0.43% |
| GNMA GII30 TBA 04.5000 04/01/2051 | 0.42% |
| GNMA GII30 TBA 03.5000 04/01/2051 | 0.41% |
| CFCRE 2011-C2 E P/P 144A 05.7582 12/15/2047 | 0.40% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.39% |
| STACR 2015-DNA3 M3 04.8086 04/25/2028 | 0.39% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.39% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.38% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.37% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.37% |
| CSAIL 2019-C15 A4 04.0529 03/15/2052 | 0.36% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.36% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.36% |
| TREASURY BILL 00.0000 06/01/2021 | 0.35% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.35% |
| STACR 2016-DNA3 M3 05.1086 12/25/2028 | 0.35% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.35% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.35% |
| JPMCC 2019-COR5 AS 03.6692 06/13/2052 | 0.34% |
| CAS 2014-C03 2M2 03.0086 07/25/2024 | 0.34% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.34% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.33% |
| CSAIL 2015-C1 C 04.2640 04/15/2050 | 0.32% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.32% |
| JPMBB 2014-C19 C 04.6740 04/15/2047 | 0.32% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.32% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.32% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.31% |
| TREASURY BILL 00.0000 05/13/2021 | 0.31% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.31% |
| CAN 10YR BOND FUT JUN21 CNM1 | 0.30% |
| JPMCC 2019-COR5 IO 01.4962 06/13/2052 | 0.30% |
| SPST 2021-6 A 00.9103 04/25/2022 | 0.30% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.30% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.29% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.29% |
| COMM 2014-CR17 C 04.7836 05/10/2047 | 0.29% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.29% |
| NETFLIX INC 04.3750 11/15/2026 | 0.29% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.28% |
| CAS 2015-C04 2M2 05.6586 04/25/2028 | 0.28% |
| CAS 2016-C07 2M2 04.4586 05/25/2029 | 0.28% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.28% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.28% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.28% |
| REPUBLIC OF AUSTRIA P/P REGS 00.5000 04/20/2027 | 0.28% |
| CSMC 2016-NXSR C 04.3934 12/15/2049 | 0.28% |
| MSBAM 2012-C5 E P/P 144A 04.6752 08/15/2045 | 0.27% |
| OBRIGACOES DO TESO P/P REGS 01.9500 06/15/2029 | 0.27% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.27% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.27% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.27% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.27% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.27% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.26% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.26% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.26% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.26% |
| JPMCC 2012-C8 D P/P 144A 04.6707 10/15/2045 | 0.26% |
| JPMCC 2012-C6 E P/P 144A 05.1424 05/15/2045 | 0.25% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.25% |
| STACR 2017-DNA3 M2B 02.6086 03/25/2030 | 0.25% |
| BBCMS 2020-C8 XA IO 01.8514 10/15/2053 | 0.25% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.25% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.25% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.25% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.25% |
| AUST 3YR BOND FUT JUN21 YMM1 | 0.24% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.24% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.24% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| CAS 2017-C07 1EB2 01.1086 05/25/2030 | 0.24% |
| BANK 2019-BN20 XA IO 00.8370 09/15/2062 | 0.24% |
| CASH MGMT BILL 00.0000 07/20/2021 | 0.24% |
| FRANCE (GOVT OF) REGS 00.0000 02/25/2023 | 0.23% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.23% |
| MSBAM 2014-C17 C 04.4736 08/15/2047 | 0.23% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.23% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.23% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.23% |
| CAS 2016-C05 2M2 04.5586 01/25/2029 | 0.23% |
| MP3 2013-1A AR P/P 144A 01.4740 10/20/2030 | 0.22% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.22% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.22% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.22% |
| COMM 2015-CR24 B 04.3800 08/10/2048 | 0.22% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.22% |
| FRANCE (GOVT OF) P/P REGS 04.0000 04/25/2055 | 0.22% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.22% |
| 10YR MINI JGB FUT JUN21 BJM1 | 0.21% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.21% |
| MSC 2011-C3 B P/P 144A 05.2611 07/15/2049 | 0.21% |
| COMM 2013-CR11 C P/P 144A 05.1200 08/10/2050 | 0.21% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.21% |
| BONOS Y OBLIG DEL ES P/P REGS 01.6000 04/30/2025 | 0.21% |
| WEC ENERGY GROUP INC 02.3063 05/15/2067 | 0.21% |
| FIDELITY NATL INFO SERV 02.2500 03/01/2031 | 0.21% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.20% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.20% |
| STACR 2016-HQA3 M3 03.9586 03/25/2029 | 0.20% |
| BUONI POLIENNALI DEL TES REGS 00.9000 08/01/2022 | 0.20% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.20% |
| WFCM 2020-C57 C 04.0242 08/15/2053 | 0.20% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.20% |
| JPMBB 2013-C17 D P/P 144A 04.8887 01/15/2047 | 0.20% |
| CFMT 2020-HB4 M3 02.7195 12/26/2030 | 0.20% |
| EQUINIX INC 03.2000 11/18/2029 | 0.20% |
| IRISH TSY 0.20 2027 REGS 00.2000 05/15/2027 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.20% |
| VERIZON COMM 04.3290 09/21/2028 | 0.20% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.19% |
| CAS 2016-C02 1M2 06.1086 09/25/2028 | 0.19% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.19% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.19% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.19% |
| BANK 2020-BN30 XA IO 01.3437 12/15/2053 | 0.19% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.19% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.19% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.19% |
| COMM 2016-COR1 AM 03.4940 10/10/2049 | 0.19% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.18% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.18% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.18% |
| WFCM 2015-C30 C 04.4990 09/15/2058 | 0.18% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.18% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.18% |
| AT&T INC 04.3000 02/15/2030 | 0.18% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.18% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.18% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| MCAS 2019-01 M7 P/P 144A 01.8086 10/15/2049 | 0.18% |
| INGIM 2013-2A A1R P/P 144A 01.1878 04/25/2031 | 0.18% |
| COMM 2013-CR13 C 04.8851 11/10/2046 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.18% |
| COMM 2015-LC19 C 04.2352 02/10/2048 | 0.18% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.18% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.17% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.17% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.17% |
| RRAM 2020-12A AAR2 P/P 144A 01.6110 01/15/2036 | 0.17% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.17% |
| JPMBB 2014-C23 D P/P 144A 03.9720 09/15/2047 | 0.17% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.17% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.17% |
| WFRBS 2014-C22 AS 04.0690 09/15/2057 | 0.17% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.17% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.17% |
| GSMS 2020-GC47 C 03.4554 05/12/2053 | 0.17% |
| WFCM 2017-RC1 C 04.5910 01/15/2060 | 0.16% |
| AON PLC 04.2500 12/12/2042 | 0.16% |
| JPY/USD 05/19/2021 BANKAM | 0.16% |
| MDPK 2018-30A A P/P 144A 00.9913 04/15/2029 | 0.16% |
| WFCM 2018-C45 A4 04.1840 06/15/2051 | 0.16% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.16% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.16% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.16% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.16% |
| COMM 2014-CR18 C 04.7371 07/15/2047 | 0.16% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.16% |
| MSBAM 2013-C8 B 03.5594 12/15/2048 | 0.16% |
| WAMU 2005-AR12 1A8 02.9062 10/25/2035 | 0.16% |
| TREASURY BILL 00.0000 05/25/2021 | 0.16% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.16% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.16% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.16% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.15% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.15% |
| COMM 2017-COR2 AM 03.8030 09/10/2050 | 0.15% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.15% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.15% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.15% |
| FISERV INC 04.2000 10/01/2028 | 0.15% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.15% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.15% |
| WFCM 2019-C52 XA IO 01.6161 08/15/2052 | 0.15% |
| COMM 2012-CR2 D P/P 144A 04.8316 08/15/2045 | 0.15% |
| FHR 4979 SN IO 05.9414 06/25/2050 | 0.14% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.14% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.14% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.14% |
| FHMS K087 X1 IO 00.3624 12/25/2028 | 0.14% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.14% |
| CAS 2016-C03 1M2 05.4086 10/25/2028 | 0.14% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.14% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.14% |
| FHMS K118 X1 IO 00.9616 09/25/2030 | 0.14% |
| TRK 2020-1 A1 03.2500 03/25/2023 | 0.14% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.14% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.14% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.14% |
| LENNAR CORP 04.7500 11/29/2027 | 0.14% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.14% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| HCA INC. 05.5000 06/15/2047 | 0.13% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.13% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.13% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.13% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.13% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.13% |
| JPY/USD 05/19/2021 GSFX | 0.13% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.13% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.13% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.13% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% |
| CWALT 2006-OA7 1A2 01.1990 06/25/2046 | 0.13% |
| FHMS K113 X1 IO 01.3875 06/25/2030 | 0.13% |
| GNR 2016-H23 NI IO 02.3613 10/20/2066 | 0.13% |
| CWALT 2006-OA10 4A1 00.4886 08/25/2046 | 0.13% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.13% |
| VERIZON COMM 04.6720 03/15/2055 | 0.13% |
| WFCM 2013-LC12 C 04.2741 07/15/2046 | 0.13% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.12% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.12% |
| REPUBLIC OF ITALY P/P REGS 04.0000 02/01/2037 | 0.12% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.12% |
| FHMS K123 X1 00.7751 12/25/2030 | 0.12% |
| WFCM 2015-C29 C 04.2140 06/15/2048 | 0.12% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.12% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.12% |
| GNR 2015-H09 AI IO 02.5390 04/20/2065 | 0.12% |
| MSBAM 2014-C18 C 04.5167 10/15/2047 | 0.12% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.12% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.12% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| GSMS 2013-GCJ14 B P/P 144A 04.7432 08/10/2046 | 0.12% |
| SAMI 2007-AR7 1A1 00.9586 05/25/2047 | 0.12% |
| TREASURY BILL 00.0000 06/03/2021 | 0.12% |
| BOEING CO 04.8750 05/01/2025 | 0.12% |
| CAS 2015-C04 1M2 05.8086 04/25/2028 | 0.12% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| JPMBB 2013-C12 B 04.1051 07/15/2045 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.12% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.12% |
| FHMS K125 X1 IO 00.5864 01/25/2031 | 0.12% |
| STACR 2017-DNA2 M2 03.5586 10/25/2029 | 0.12% |
| COMCAST CORP 03.9990 11/01/2049 | 0.11% |
| UBSCM 2012-C1 C P/P 144A 05.5698 05/10/2045 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| WFRBS 2011-C4 C P/P 144A 05.2263 06/15/2044 | 0.11% |
| CGCMT 2018-C6 B 04.7381 11/10/2051 | 0.11% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.11% |
| BANK 2019-BN23 AS 03.2030 12/15/2052 | 0.11% |
| GSMS 2012-GCJ7 C 05.6215 05/10/2045 | 0.11% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.11% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.11% |
| FHMS K113 XAM IO 01.5899 06/25/2030 | 0.11% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.11% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.11% |
| GNR 2015-H03 DI IO 01.6424 01/20/2065 | 0.11% |
| FHMS K111 X1 IO 01.5723 05/25/2030 | 0.11% |
| GNR 2017-H02 BI IO 02.4704 01/20/2067 | 0.11% |
| MSBAM 2012-C6 D P/P 144A 04.6064 11/15/2045 | 0.11% |
| STACR 2015-HQA2 M3 04.9086 05/25/2028 | 0.11% |
| CPTFEMU R 0.655 P 05/15/30 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.11% |
| AMGEN INC 04.6630 06/15/2051 | 0.11% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.11% |
| CVS PASS-THRU TRUST P/P 144A 07.5070 01/10/2032 | 0.11% |
| MSBAM 2015-C24 B 04.3442 05/15/2048 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.10% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.10% |
| COMM 2015-LC21 XA IO 00.6864 07/10/2048 | 0.10% |
| CPTFEMU R 0.961 P 05/15/40 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.10% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.10% |
| GNR 2017-H04 BI IO 02.4814 02/20/2067 | 0.10% |
| JPALT 2007-S1 A1 00.3886 04/25/2047 | 0.10% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.10% |
| WAMU 2005-AR9 A1C3 01.0776 07/25/2045 | 0.10% |
| ZOETIS INC 03.9000 08/20/2028 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.10% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.10% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.10% |
| CGCMT 2013-GC17 C 05.1096 11/10/2046 | 0.10% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.10% |
| EMIR 2018-1 M1 01.8086 11/25/2028 | 0.10% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.10% |
| SPANISH GOV'T P/P REGS 01.2500 10/31/2030 | 0.10% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.10% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.10% |
| GNR 2016-H16 EI IO 02.4879 06/20/2066 | 0.10% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| STACR 2017-DNA3 M2 02.6086 03/25/2030 | 0.10% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.10% |
| WAMU 2005-AR2 2A1B 00.8486 01/25/2045 | 0.10% |
| BCC 2019-3A A P/P 144A 01.5636 10/21/2032 | 0.10% |
| BSP 2018-5BA A1A P/P 144A 01.3140 04/20/2031 | 0.10% |
| CBAM 2019-9A A P/P 144A 01.5213 02/12/2030 | 0.10% |
| GNR 2016-H07 HI IO 01.4706 02/20/2066 | 0.10% |
| MAGNE 2012-7A A1R2 P/P 144A 01.0413 01/15/2028 | 0.10% |
| MSBAM 2013-C9 D P/P 144A 04.1147 05/15/2046 | 0.10% |
| MVEW 2017-2A A P/P 144A 01.4334 01/16/2031 | 0.10% |
| PLMRS 2018-2A A1A P/P 144A 01.3234 07/16/2031 | 0.10% |
| SPEAK 2017-4A A P/P 144A 01.4253 10/26/2029 | 0.10% |
| WINDR 2014-2A AR P/P 144A 01.3813 01/15/2031 | 0.10% |
| ORACLE CORP 03.6500 03/25/2041 | 0.10% |
| OZLM 2015-11A A1R P/P 144A 01.4550 10/30/2030 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| TMIR 2021-1 M1B P/P 144A 03.1086 08/25/2033 | 0.10% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.10% |
| CAS 2017-C02 2ED3 01.4586 09/25/2029 | 0.10% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.10% |
| STACR 2016-DNA4 M3 03.9086 03/25/2029 | 0.10% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.10% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.10% |
| WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.10% |
| GNR 2020-32 GS IO 05.9891 03/20/2050 | 0.09% |
| UBSCM 2017-C7 XA IO 01.0296 12/15/2050 | 0.09% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.09% |
| MSBAM 2014-C14 C 05.0509 02/15/2047 | 0.09% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.09% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.09% |
| JPMBB 2014-C22 XA IO 00.8292 09/15/2047 | 0.09% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.09% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.09% |
| CAS 2017-C01 1EB1 01.3586 07/25/2029 | 0.09% |
| JPMCC 2010-C2 C P/P 144A 05.7221 11/15/2043 | 0.09% |
| FHMS K098 X1 IO 01.1444 08/25/2029 | 0.09% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.09% |
| NORWEGIAN GOVERNMENT P/P REGS 01.7500 02/17/2027 | 0.09% |
| STACR 2020-HQA1 M2 02.0086 01/25/2050 | 0.09% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.09% |
| CCMFC 2006-4A A2 00.2976 11/25/2047 | 0.09% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.09% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.09% |
| COMM 2014-UBS6 XA IO 00.8867 12/10/2047 | 0.08% |
| STACR 2014-HQ2 M3 03.8586 09/25/2024 | 0.08% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.08% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.08% |
| GSMS 2010-C1 D P/P 144A 05.9849 08/10/2043 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.08% |
| JPMBB 2014-C22 C 04.5536 09/15/2047 | 0.08% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.08% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.08% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.08% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.08% |
| CMLTI 2005-2 1A2A 02.8038 05/25/2035 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.08% |
| EUR/USD 06/16/2021 HSBCB | 0.08% |
| GNR 2016-H20 NI IO 02.3990 09/20/2066 | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| CGCMT 2014-GC19 D P/P 144A 05.0930 03/10/2047 | 0.08% |
| FNR 2012-116 SA IO 07.0914 10/25/2042 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| WAMU 2005-AR13 A1C3 01.0886 10/25/2045 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| BMIR 2019-4A M1C P/P 144A 02.6086 10/25/2029 | 0.07% |
| GNR 2014-H12 BI IO 01.5681 05/20/2064 | 0.07% |
| GNR 2016-H13 EI IO 02.3194 04/20/2066 | 0.07% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.07% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.07% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.07% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.07% |
| GSMS 2011-GC3 D P/P 144A 05.3975 03/10/2044 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.07% |
| SAMI 2007-AR1 2A1 00.2886 01/25/2037 | 0.07% |
| JPMCC 2013-C16 XA IO 00.9160 12/15/2046 | 0.07% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.07% |
| MSC 2011-C3 D P/P 144A 05.2611 07/15/2049 | 0.07% |
| RAMC 2003-4 A1 01.1486 03/25/2034 | 0.07% |
| SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.07% |
| CARR 2006-NC2 A4 00.3486 06/25/2036 | 0.07% |
| GNR 2015-H26 DI IO 01.8912 10/20/2065 | 0.07% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| AHM 2007-1 GA1C 00.2986 05/25/2047 | 0.07% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.07% |
| GNR 2014-H21 AI IO 01.6345 10/20/2064 | 0.07% |
| GNR 2015-H26 EI IO 01.7118 10/20/2065 | 0.07% |
| WFCM 2016-LC25 XA IO 00.9654 12/15/2059 | 0.07% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.07% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.07% |
| CWALT 2006-OA19 A1 00.2909 02/20/2047 | 0.06% |
| WAMU 2005-AR1 A1B 00.8976 01/25/2045 | 0.06% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.06% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.06% |
| MSRR 2015-R4 CB1 00.9433 08/26/2047 | 0.06% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.06% |
| GNR 2017-H19 MI IO 02.0635 04/20/2067 | 0.06% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.06% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.06% |
| FNR 2012-103 LS IO 05.8914 09/25/2042 | 0.06% |
| GSMS 2013-GC10 XA IO 01.4865 02/10/2046 | 0.06% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.06% |
| WFRBS 2012-C10 D P/P 144A 04.4274 12/15/2045 | 0.06% |
| BUONI POLIENNALI DEL TES REGS 00.0000 01/15/2024 | 0.06% |
| GNR 2015-H25 AI IO 01.6121 09/20/2065 | 0.06% |
| JPMBB 2013-C12 XA IO 00.4711 07/15/2045 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.06% |
| UK TSY 3 1/2 2068 REGS 03.5000 07/22/2068 | 0.06% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.06% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.06% |
| BUMT 2005-1 1A1 00.7086 09/25/2045 | 0.06% |
| CWALT 2006-OA10 1A1 01.2190 08/25/2046 | 0.06% |
| BMIR 2020-2A M1A 02.4086 08/26/2030 | 0.06% |
| CAS 2015-C01 1M2 04.4086 02/25/2025 | 0.06% |
| EUR/USD 06/16/2021 SSBT | 0.06% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.06% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.06% |
| WFRBS 2013-C14 XA IO 00.7174 06/15/2046 | 0.06% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.05% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.05% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| WAMU 2005-AR10 1A3 03.0972 09/25/2035 | 0.05% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.05% |
| STACR 2018-HRP2 M3 02.5086 02/25/2047 | 0.05% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.05% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.05% |
| JPMBB 2015-C33 XA IO 00.9067 12/15/2048 | 0.05% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.05% |
| GNR 2010-171 SB IO 06.3439 12/16/2040 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| UKRPI P 3.665 R 12/15/28 | 0.05% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.05% |
| GNR 2016-H01 AI IO 01.6286 01/20/2066 | 0.05% |
| COMM 2014-UBS6 C 04.4461 12/10/2047 | 0.04% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.04% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.04% |
| CAS 2015-C02 2M2 04.1086 05/25/2025 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.04% |
| MLMI 2005-A2 A2 02.7871 02/25/2035 | 0.04% |
| WFRBS 2011-C4 E P/P 144A 05.2263 06/15/2044 | 0.04% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.04% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.04% |
| SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.04% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.04% |
| GNR 2016-H25 GI IO 01.4861 11/20/2066 | 0.04% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% |
| EL PASO NATURAL GAS 08.3750 06/15/2032 | 0.04% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.04% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% |
| ZOETIS INC 02.0000 05/15/2030 | 0.04% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.04% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.04% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.04% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% |
| WFMBS 2006-AR5 1A1 02.8714 04/25/2036 | 0.04% |
| CASH MGMT BILL 00.0000 07/06/2021 | 0.04% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.04% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.04% |
| AUSTRALIAN GOVERNMENT REGS 03.0000 03/21/2047 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FISERV INC 03.5000 07/01/2029 | 0.04% |
| NRZT 2018-4A A1M 01.0086 01/25/2048 | 0.04% |
| BRISTOL-MYERS SQUIBB CO 02.5500 11/13/2050 | 0.04% |
| EUR/USD 06/16/2021 RBSF | 0.04% |
| HCA INC 04.1250 06/15/2029 | 0.04% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.04% |
| NZD/USD 04/21/2021 GSFX | 0.04% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.04% |
| 2.09 R ISWP US0003M P 03/16/2051 | 0.04% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.04% |
| GNR 2016-77 SL IO 06.0391 03/20/2043 | 0.04% |
| NZD/USD 04/21/2021 SSBT | 0.04% |
| STACR 2014-HQ3 M3 04.8586 10/25/2024 | 0.04% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.04% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.04% |
| CAS 2017-C05 1M2A 02.3086 01/25/2030 | 0.03% |
| HMIR 2018-1 M1 P/P 144A 01.7086 10/25/2028 | 0.03% |
| JPY/USD 05/19/2021 JPMCB | 0.03% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.03% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.03% |
| PRUDENTIAL FINANCIAL INC 06.6250 06/21/2040 | 0.03% |
| AUD/USD 04/21/2021 SSBT | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| NZD/USD 04/21/2021 RBSF | 0.03% |
| NZD/USD 04/21/2021 UBS | 0.03% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.03% |
| CAS 2016-C01 1M2 06.8586 08/25/2028 | 0.03% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.03% |
| COMCAST CORP 06.5000 11/15/2035 | 0.03% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.03% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.03% |
| 1.5505 R ISWP US0003M P 03/05/2031 | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| GBP/USD 06/16/2021 SSBT | 0.03% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% |
| SAIL 2004-10 A10 01.0086 11/25/2034 | 0.03% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.03% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.03% |
| 1.552 R ISWP US0003M P 03/05/2031 | 0.03% |
| BTPS P/P REGS 01.7000 09/01/2051 | 0.03% |
| CAS 2014-C04 2M2 05.1086 11/25/2024 | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.03% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.03% |
| STACR 2017-DNA2 M1 01.3086 10/25/2029 | 0.03% |
| ENERGY TRANSFER OPERATNG 06.5000 02/01/2042 | 0.03% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.03% |
| CPTFEMU P 1.71 R 07/15/37 | 0.03% |
| HCA INC 05.2500 06/15/2026 | 0.03% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.03% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| UKRPI P 3.385 R 11/15/24 | 0.03% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.02% |
| CAS 2016-C03 2M2 06.0086 10/25/2028 | 0.02% |
| STACR 2020-HQA4 M1 01.4086 09/25/2050 | 0.02% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.02% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5198 12/15/2045 | 0.02% |
| CAS 2015-C02 1M2 04.1086 05/25/2025 | 0.02% |
| CAS 2018-C05 1M2 02.4586 01/25/2031 | 0.02% |
| CAS 2019-HRP1 M2 02.2586 11/25/2039 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.02% |
| 1.443 R ISWP US0003M P 02/25/2031 | 0.02% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.02% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 0.02% |
| CPURNSA R 1.703 P 11/29/24 | 0.02% |
| STACR 2019-DNA1 M2 02.7586 01/25/2049 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| FHR 4076 MS IO 06.5940 07/15/2040 | 0.02% |
| GBP/USD 06/16/2021 UBS | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% |
| CPURNSA R 1.7625 P 12/10/24 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| CAS 2019-R01 2M2 02.5586 07/25/2031 | 0.02% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.02% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| JPY/USD 05/19/2021 SSBT | 0.02% |
| UBSBB 2012-C4 XA IO P/P 144A 01.5997 12/10/2045 | 0.02% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.02% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% |
| EUR/USD 06/16/2021 TDBK | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.02% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% |
| 2.9445 R ISWP FWD CNRR007 P 09/15/2026 | 0.02% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.02% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.02% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.02% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.02% |
| SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| 0.05 R ISWP FWD EUR006M P 06/16/2031 | 0.01% |
| AUD/USD 04/21/2021 UBS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| EUR/USD 06/16/2021 CITI | 0.01% |
| FNR 2012-124 JI IO 03.5000 11/25/2042 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| CNH/USD 05/20/2021 TDBK | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NZD/USD 04/21/2021 JPMCB | 0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.01% |
| UKRPI P 3.34 R 03/15/28 | 0.01% |
| UKRPI P 3.381 R 11/15/24 | 0.01% |
| -0.16 R ISWP FWD CHL6M P 06/16/2031 | 0.01% |
| 0.9255 R ISWP US0003M P 03/16/2026 | 0.01% |
| 1.35 R ISWP FWD SOFRRATE P 06/16/2031 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNR 2010-46 SB IO 06.3414 05/25/2040 | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.01% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.01% |
| UKRPI P 3.42 R 12/15/24 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.01% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.01% |
| CAD/USD 04/21/2021 GSFX | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| NZD/USD 04/21/2021 WPAC | 0.01% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| CHF/USD 06/16/2021 SSBT | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SEK/USD 06/16/2021 MSCIL | 0.01% |
| SPANISH GOV'T P/P REGS 01.0000 10/31/2050 | 0.01% |
| STACR 2020-DNA5 M1 01.3167 10/25/2050 | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | 0.01% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| GBP/USD 06/16/2021 CITI | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| SEK/USD 06/16/2021 JPMCB | 0.01% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.01% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.01% |
| CHF/USD 06/16/2021 TDBK | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.01% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.01% |
| BANK OF AMERICA CORP 05.1250 06/17/2049 | 0.01% |
| CHF/USD 06/16/2021 GSFX | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.01% |
| GBP/USD 06/16/2021 CSI-FX | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NZD/USD 04/21/2021 HSBCB | 0.01% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.01% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| 0.926 R ISWP US0003M P 03/16/2026 | 0.00% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CHF/USD 06/16/2021 JPMCB | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
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| STACR 2018-HQA2 M2 02.4086 10/25/2048 | 0.00% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| UKRPI P 3.3875 R 03/15/28 | 0.00% |
| 0.77 R ISWP FWD SES3M P 06/16/2031 | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| CAD/USD 04/21/2021 MSCIL | 0.00% |
| CHF/USD 06/16/2021 BANKAM | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CPURNSA R 2.45 P 03/23/31 | 0.00% |
| GBP/USD 06/16/2021 JPMCB | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| INTERNATIONAL PAPER CO 08.7000 06/15/2038 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 05/19/2021 WPAC | 0.00% |
| MXN/USD 04/21/2021 BANKAM | 0.00% |
| SEK/USD 06/16/2021 GSFX | 0.00% |
| STACR 2019-HQA1 M2 02.4586 02/25/2049 | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.00% |
| -0.451 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.00% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 2.845 R ISWP FWD CNRR007 P 09/15/2026 | 0.00% |
| CAD/USD 04/21/2021 UBS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| DKK/USD 06/16/2021 CITI | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| NZD/USD 04/21/2021 BCAP-FX | 0.00% |
| OPTN FN30 4.0 05/06/21 CALL 107.4375 JPMC | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| SWPTN 1MX10Y P 1.736 USD 04/19/2021 CI | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | 0.00% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| AUD/USD 04/21/2021 CITI | 0.00% |
| CAD/USD 04/21/2021 CITI | 0.00% |
| CHF/USD 06/16/2021 UBS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 05/20/2021 BANKAM | 0.00% |
| EUR/USD 06/16/2021 BANKAM | 0.00% |
| GBP/USD 06/16/2021 BCAP-FX | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 00.7385 12/12/2043 | 0.00% |
| NOK/USD 06/16/2021 SSBT | 0.00% |
| STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 1MX10Y R 1.736 USD 04/19/2021 CI | 0.00% |
| SWPTN 5WX10Y P 1.665 USD 04/26/2021 CI | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 0.684 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| LBUBS 2006-C6 XCL IO P/P 144A 00.6884 09/15/2039 | 0.00% |
| NOK/USD 06/16/2021 JPMCB | 0.00% |
| SEK/USD 06/16/2021 SSBT | 0.00% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.00% |
| 0.93 R ISWP FWD SONIA P 06/16/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4668 12/11/2038 | 0.00% |
| CAD/USD 04/21/2021 HSBCB | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.4826 10/15/2049 | 0.00% |
| CHF/USD 06/16/2021 MSCIL | 0.00% |
| CLP/USD 04/21/2021 CITI | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CNH/USD 05/20/2021 JPMCB | 0.00% |
| CNH/USD 05/20/2021 RBSF | 0.00% |
| CPURNSA P 2.53 R 04/01/26 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2759 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO P/P 144A 00.9157 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0000 01/15/2049 | 0.00% |
| DKK/USD 06/16/2021 MSCIL | 0.00% |
| EUR/USD 06/16/2021 CSI-FX | 0.00% |
| HKD/USD 05/20/2021 GSFX | 0.00% |
| HKD/USD 05/20/2021 TDBK | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2855 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.4102 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XCL IO P/P 144A 00.0930 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.0930 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 05.7043 12/15/2049 | 0.00% |
| NZD/USD 04/21/2021 TDBK | 0.00% |
| OPTN FN30 3.0 04/07/21 CALL 104.96875 JPMC | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| RUB/USD 06/16/2021 GSFX | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX10Y R 0.93 USD 04/28/2021 CI | 0.00% |
| SWPTN 3MX10Y R 1.13 USD 04/28/2021 CI | 0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | 0.00% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.00% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | 0.00% |
| 1.7371 R ISWP US0003M P 04/01/2031 | -0.00% |
| 1.766 R ISWP US0003M P 04/01/2031 | -0.00% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.00% |
| 1.96 R ISWP FWD NFIX3MID P 06/16/2031 | -0.00% |
| AUD/USD 04/21/2021 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA P 2.496 R 04/01/26 | -0.00% |
| CPURNSA R 2.51 P 04/01/31 | -0.00% |
| CPURNSA R 2.515 P 04/01/31 | -0.00% |
| GBP/USD 06/16/2021 HSBCB | -0.00% |
| HUF/USD 06/16/2021 SSBT | -0.00% |
| NOK/USD 06/16/2021 BANKAM | -0.00% |
| NOK/USD 06/16/2021 TDBK | -0.00% |
| NOK/USD 06/16/2021 UBS | -0.00% |
| NZD/USD 04/21/2021 CITI | -0.00% |
| PEN/USD 04/21/2021 BCAP-FX | -0.00% |
| RON/USD 06/16/2021 CITI | -0.00% |
| SGD/USD 05/19/2021 JPMCB | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | -0.00% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.00% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | -0.00% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | -0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | -0.00% |
| 1.7475 R ISWP US0003M P 04/01/2031 | -0.00% |
| 1.82 R ISWP FWD NOKOIB6M P 06/16/2031 | -0.00% |
| CAD/USD 04/21/2021 BCAP-FX | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CPURNSA P 2.51 R 03/23/26 | -0.00% |
| CZK/USD 06/16/2021 BANKAM | -0.00% |
| EUR/USD 06/16/2021 BCAP-FX | -0.00% |
| GBP/USD 06/16/2021 TDBK | -0.00% |
| IDR/USD 05/20/2021 BCAP-FX | -0.00% |
| NZD/USD 04/21/2021 CSI-FX | -0.00% |
| RUB/USD 06/16/2021 BANKAM | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 5WX10Y R 1.665 USD 04/26/2021 CI | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| ZAR/USD 04/21/2021 GSFX | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.00% |
| CAD/USD 04/21/2021 CSI-FX | -0.00% |
| CAD/USD 04/21/2021 WPAC | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| ILS/USD 04/21/2021 SSBT | -0.00% |
| JPY/USD 05/19/2021 HSBCB | -0.00% |
| NOK/USD 06/16/2021 GSFX | -0.00% |
| OPTN FN30 4.0 05/06/21 PUT 107.4375 JPMC | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.00% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| AUD/USD 04/21/2021 CSI-FX | -0.00% |
| AUD/USD 04/21/2021 JPMCB | -0.00% |
| AUD/USD 04/21/2021 WPAC | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 06/16/2021 WPAC | -0.00% |
| IDR/USD 05/20/2021 GSFX | -0.00% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.00% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.00% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.00% |
| 1.7155 R ISWP US0003M P 03/23/2031 | -0.00% |
| 1.72 R ISWP US0003M P 03/23/2031 | -0.00% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.00% |
| AUD/USD 04/21/2021 TDBK | -0.00% |
| GBP/USD 06/16/2021 RBSF | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.00% |
| JPY/USD 05/19/2021 TDBK | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.00% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.00% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | -0.01% |
| 0.751 R ISWP FWD CDOR03 P 12/16/2025 | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/16/2021 WPAC | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.01% |
| THB/USD 05/19/2021 CITI | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| CAD/USD 04/21/2021 TDBK | -0.01% |
| CPURNSA P 2.445 R 03/23/26 | -0.01% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.01% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.01% |
| 0.351 R ISWP FWD AUDBB6M P 12/16/2025 | -0.01% |
| CAD/USD 04/21/2021 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CPTFEMU R 1.4 P 07/15/27 | -0.01% |
| KRW/USD 05/20/2021 JPMCB | -0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| 1.6355 R ISWP US0003M P 03/16/2031 | -0.01% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.01% |
| AUD/USD 04/21/2021 RBSF | -0.01% |
| CAD/USD 04/21/2021 RBSF | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CNH/USD 05/20/2021 SSBT | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| 1.76 R ISWP FWD AUDBB6M P 06/16/2031 | -0.01% |
| CAD/USD 04/21/2021 BANKAM | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.01% |
| 0.001 R ISWP FWD SONIA P 12/16/2025 | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| CPURNSA P 2.28 R 02/25/31 | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| JPY/USD 05/19/2021 CITI | -0.01% |
| NZD/USD 04/21/2021 MSCIL | -0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| CNH/USD 05/20/2021 GSFX | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.01% |
| CPURNSA P 2.278 R 02/25/31 | -0.02% |
| CPURNSA P 2.281 R 02/24/31 | -0.02% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA P 2.2675 R 02/25/31 | -0.02% |
| SEK/USD 06/16/2021 UBS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CPURNSA P 2.351 R 03/05/31 | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.02% |
| 0.851 R ISWP FWD AUDBB6M P 12/16/2030 | -0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CPURNSA P 2.35 R 03/05/31 | -0.02% |
| EUR/USD 06/16/2021 JPMCB | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.02% |
| 0.401 R ISWP FWD SONIA P 12/16/2050 | -0.02% |
| AUD/USD 04/21/2021 GSFX | -0.02% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.02% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| 1.91 R ISWP FWD CDOR03 P 06/16/2031 | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| UKRPI R 3.4425 P 07/15/49 | -0.02% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | -0.02% |
| EUR/USD 06/16/2021 MSCIL | -0.02% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.02% |
| JPY/USD 05/19/2021 RBSF | -0.02% |
| EUR/USD 06/16/2021 GSFX | -0.02% |
| JPY/USD 05/19/2021 UBS | -0.03% |
| GBP/USD 06/16/2021 MSCIL | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| 1.051 R ISWP FWD CDOR03 P 12/16/2030 | -0.03% |
| CNH/USD 05/20/2021 HSBCB | -0.03% |
| CPURNSA P 2.286 R 02/24/31 | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.03% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.03% |
| 0.201 R ISWP FWD SONIA P 12/16/2030 | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.03% |
| AUD/USD 04/21/2021 MSCIL | -0.03% |
| CAD/USD 04/21/2021 SSBT | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.03% |
| EUR/USD 06/16/2021 UBS | -0.03% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% |
| 1.645 R ISWP US0003M P 03/16/2031 | -0.04% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.04% |
| 0.051 R ISWP FWD EUR006M P 12/16/2050 | -0.04% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.04% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.04% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.05% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.05% |
| -0.151 R ISWP FWD EUR006M P 12/16/2030 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.05% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.05% |
| SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.06% |
| OPTN FN30 3.0 04/07/21 PUT 104.96875 JPMC | -0.06% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.06% |
| JPY/USD 05/19/2021 BCAP-FX | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| JPY/USD 05/19/2021 MSCIL | -0.07% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.08% |
| SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.08% |
| 1.451 R ISWP FWD CDOR03 P 12/16/2050 | -0.08% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.08% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.09% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.10% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.12% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.12% |
| CPTFEMU P 1.13 R 05/15/50 | -0.16% |
| CPURNSA P 1.586 R 06/30/30 | -0.21% |
| CPTFEMU P 0.935 R 05/15/40 | -0.22% |
| CPTFEMU P 0.93 R 05/15/40 | -0.22% |
| CPURNSA P 1.6625 R 07/10/30 | -0.22% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.23% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.23% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.24% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.27% |
| EURO-SCHATZ FUT JUN21 DUM1 | -0.36% |
| JPN 10Y BOND(OSE) JUN21 JBM1 | -2.68% |
| US 5YR NOTE (CBT) JUN21 FVM1 | -4.46% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -17.15% |
Fixed income statistics as of 06/30/21
| Average effective maturity | 8.14 yrs. |
|---|---|
| Average effective duration | 6.00 yrs. |
| Average yield to maturity | 2.32% |
| Average coupon | 3.63% |
Sector weightings as of 06/30/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| International Treasury/agency | 27.66% | 2.50 | 0.00% | 0.30 | 27.66% | 2.80 |
| Commercial MBS | 19.52% | 0.73 | 0.14% | -0.01 | 19.66% | 0.72 |
| Investment-grade corporate bonds | 18.56% | 1.76 | 0.00% | 0.00 | 18.56% | 1.76 |
| Agency pass-through | 0.00% | 0.00 | 12.30% | 0.25 | 12.30% | 0.25 |
| Residential MBS (non-agency) | 11.45% | 0.18 | 0.00% | 0.00 | 11.45% | 0.18 |
| Emerging-market bonds | 6.94% | 0.44 | 0.00% | 0.00 | 6.94% | 0.44 |
| Agency CMO | 3.27% | 0.10 | 0.02% | 0.00 | 3.29% | 0.10 |
| High-yield corporate bonds | 2.57% | 0.13 | 0.00% | 0.00 | 2.57% | 0.13 |
| Asset-backed securities (ABS) | 1.93% | 0.02 | 0.00% | 0.00 | 1.93% | 0.02 |
| Collateralized loan obligations | 1.45% | 0.04 | 0.00% | 0.00 | 1.45% | 0.04 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | 0.48 | 0.00% | 0.48 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -0.28 | 0.00% | -0.28 |
| Net cash | 6.65% | 0.00 | 0.00% | 0.00 | 6.65% | 0.00 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Maturity detail as of 06/30/21
| 0 - 1 yr. | 5.05% |
|---|---|
| 1 - 5 yrs. | 51.98% |
| 5 - 10 yrs. | 23.18% |
| 10 - 15 yrs. | 4.23% |
| Over 15 yrs. | 15.56% |
Quality rating as of 06/30/21
| AAA | 30.90% |
|---|---|
| AA | 13.67% |
| A | 23.21% |
| BBB | 28.31% |
| BB | 4.98% |
| B | 1.63% |
| CCC and Below | 1.03% |
| Not Rated | -3.73% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund concentrates on a limited group of industries and is non-diversified. Because the fund may invest in fewer issuers than a diversified fund, it is vulnerable to common economic forces and may result in greater losses and volatility. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country allocation as of 06/30/21
| United States | 61.42% |
|---|---|
| Japan | 10.19% |
| France | 6.93% |
| Italy | 3.31% |
| Canada | 2.42% |
| Spain | 2.26% |
| United Kingdom | 1.50% |
| Switzerland | 1.15% |
| Mexico | 0.98% |
| Other | 9.84% |
1
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 1.20% | 1.95% | 1.95% | 1.45% | 0.86% | 0.79% | 0.95% |
| What you pay† | 0.89% | 1.64% | 1.64% | 1.14% | 0.55% | 0.48% | 0.64% |
† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 02/28/22
Sales charge
| Breakpoint | Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.25% / 2.75% | -- | 0.00% / 1.00% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% / 2.00% | -- | 0.00% / 1.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.50% | 0.00% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $500,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
The Bloomberg Barclays Global Aggregate Bond Index is an unmanaged index of global investment-grade fixed-income securities. You cannot invest directly in an index.
Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund concentrates on a limited group of industries and is non-diversified. Because the fund may invest in fewer issuers than a diversified fund, it is vulnerable to common economic forces and may result in greater losses and volatility. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.