Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, and Putnam Fixed Income Absolute Return Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Income
Global Income Trust (Class Y) (PGGYX)
Seeking attractive bond investments across world markets since 1987
Advisor-only tools (login required)
Manager commentary: Rate strategy struggles amid shifting backdrop
Manager commentary: Rate strategy struggles amid shifting backdrop
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) |
$11.70 -0.43% | $-0.05 |
| 52-week high | $12.80 (01/26/21) |
| 52-week low | $11.70 (01/26/22) |
Yield
| Distribution rate before sales charge as of 01/25/22 |
2.04% |
|---|---|
| Distribution rate after sales charge as of 01/25/22 |
2.04% |
| 30-day SEC yield with subsidy as of 12/31/21 |
1.96% |
| 30-day SEC yield without subsidy as of 12/31/21 |
1.64% |
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)
5.67%
Average 5-year annualized return
Fund facts as of 12/31/21
Total net assets
$234.51M
$234.51M
Turnover (fiscal year end)
838%
838%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1052
1052
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) | |
Precautionary stockpiling and its impact on growth
Companies are buying raw and intermediate goods at a record pace, which will influence economic growth in 2022.Charting the road ahead for ultrashort bond funds
After an eventful decade for ultrashort bond funds, we remain steadfast in our belief that an ultrashort allocation is viable in all market environments.How could the yield curve impact risk assets in 2022?
The Fed's policy changes will have implications for the U.S. Treasury market and other financial assets.Performance
Total return (%) as of 12/31/21
Annual performance as of 12/31/21
Annualized Total return (%) as of 12/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -6.07% | 3.01% | 2.84% | 2.57% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Global Aggregate Bond Index | -4.71% | 3.59% | 3.36% | 1.77% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/21 | -0.50% | - | |
| YTD as of 01/25/22 | -0.93% | - | |
Yield
| Distribution rate before sales charge as of 01/25/22 |
2.04% |
|---|---|
| Distribution rate after sales charge as of 01/25/22 |
2.04% |
| 30-day SEC yield with subsidy as of 12/31/21 |
1.96% |
| 30-day SEC yield without subsidy as of 12/31/21 |
1.64% |
Risk-adjusted performance as of 12/31/21
| Sharpe ratio (3 yrs.) | 0.39 |
|---|---|
| Information ratio (3 yrs.) | -0.19 |
Volatility as of 12/31/21
| Standard deviation (3 yrs.) | 5.50% |
|---|---|
| Beta | 1.05 |
| R-squared | 0.70 |
Fixed income statistics as of 12/31/21
| Average effective duration | 6.84 yrs. |
|---|
Lipper rankings as of 12/31/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 190/207 | 92% |
| 3 yrs. | 167/198 | 84% |
| 5 yrs. | 119/162 | 74% |
| 10 yrs. | 46/116 | 40% |
Morningstar Ratings™ as of 12/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 190 | |
| 3 yrs. | 190 | |
| 5 yrs. | 164 | |
| 10 yrs. | 128 |
Distributions
| Record/Ex dividend date | 12/28/21 |
|---|---|
| Payable date | 12/30/21 |
| 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
See how this fund stacks up against its peers with FundVisualizer®
New to FundVisualizer? Watch tutorials on how to get started.
For more tutorials, please visit fundvisualizer.com
** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 03.0000 01/01/2052 | 6.19% |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | 5.44% |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2052 | 3.53% |
| Japan (10 Year Issue) 00.8000 09/20/2023 | 2.37% |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2052 | 2.24% |
| Japan (30 Year Issue) 02.3000 03/20/2040 | 2.01% |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2052 | 1.35% |
| Japan (20 Year Issue) 02.2000 03/20/2031 | 1.18% |
| Japan (20 Year Issue) 02.3000 06/20/2027 | 1.17% |
| United Kingdom Gilt Regs 04.0000 01/22/2060 | 1.12% |
| Top 10 holdings, percent of portfolio | 26.60% |
| Top 10 holdings as of 12/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 01/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2052 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2052 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2052 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| United Kingdom Gilt Regs 04.0000 01/22/2060 | |
| Holdings represent 26.60% of portfolio | |
| Top 10 holdings as of 11/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 12/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2051 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| United Kingdom Gilt Regs 04.0000 01/22/2060 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Japan (40 Year Issue) 02.2000 03/20/2051 | |
| Japan (20 Year Issue) 00.4000 03/20/2036 | |
| Holdings represent 29.24% of portfolio | |
| Top 10 holdings as of 10/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2051 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Fnma Fn30 Tba Umbs 03.0000 12/01/2051 | |
| United Kingdom Gilt Regs 04.0000 01/22/2060 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Japan (40 Year Issue) 02.2000 03/20/2051 | |
| Holdings represent 27.78% of portfolio | |
| Top 10 holdings as of 09/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | |
| 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 11/01/2051 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Japan (40 Year Issue) 02.2000 03/20/2051 | |
| Holdings represent 29.77% of portfolio | |
| FNMA FN30 TBA UMBS 03.0000 01/01/2052 | 6.19% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 5.44% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2052 | 3.53% |
| US 5YR NOTE (CBT) MAR22 FVH2 | 3.30% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 2.37% |
| US 10YR NOTE (CBT)MAR22 TYH2 | 2.34% |
| FNMA FN30 TBA UMBS 03.5000 02/01/2052 | 2.24% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.00% |
| LONG GILT FUTURE MAR22 G H2 | 1.95% |
| EURO-BOBL FUTURE MAR22 OEH2 | 1.42% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2052 | 1.35% |
| EURO-BUND FUTURE MAR22 RXH2 | 1.25% |
| US LONG BOND(CBT) MAR22 USH2 | 1.23% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.18% |
| US ULTRA BOND CBT MAR22 WNH2 | 1.18% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.17% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.11% |
| UNITED KINGDOM GILT REGS 04.0000 01/22/2060 | 1.11% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.01% |
| TREASURY BILL 00.0000 02/17/2022 | 0.94% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.89% |
| GNMA GII30 TBA 03.0000 01/01/2052 | 0.88% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.82% |
| CAS 2016-C06 1M2 04.3528 04/25/2029 | 0.77% |
| TREASURY BILL 00.0000 03/03/2022 | 0.76% |
| EURO-BUXL 30Y BND MAR22 UBH2 | 0.70% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.69% |
| BUONI POLIENNALI DEL TES REGS 00.0000 01/15/2024 | 0.65% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.59% |
| COMCAST CORP 03.4500 02/01/2050 | 0.58% |
| BUONI POLIENNALI DEL REGS 01.6500 03/01/2032 | 0.58% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.58% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.55% |
| FHR 5152 IQ IO 04.5000 10/25/2051 | 0.55% |
| BUONI POLIENNALI DEL TES REGS 02.5000 12/01/2024 | 0.55% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.54% |
| TREASURY BILL 00.0000 04/21/2022 | 0.53% |
| BUONI POLIENNALI REGS 04.7500 09/01/2044 | 0.53% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.52% |
| BONOS Y OBLIG REGS 05.1500 10/31/2028 | 0.50% |
| CAS 2017-C01 1M2 03.6528 07/25/2029 | 0.50% |
| GNR 2021-122 GI IO 04.5000 11/20/2047 | 0.49% |
| FHR 4941 IO IO 04.0000 12/15/2047 | 0.48% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.47% |
| BELGIUM KINGDOM REGS 01.0000 06/22/2026 | 0.46% |
| GNMA GII30 TBA 04.5000 01/01/2052 | 0.45% |
| CFCRE 2011-C2 E P/P 144A 05.1863 12/15/2047 | 0.45% |
| GNMA GII30 TBA 03.5000 01/01/2052 | 0.44% |
| GNR 2021-191 BI IO 02.5000 10/20/2051 | 0.44% |
| DBUBS 2011-LC3A D 144A 05.3652 08/10/2044 | 0.44% |
| STACR 2019-HRP1 M2 01.5028 02/25/2049 | 0.41% |
| FHR 5152 EI IO 03.5000 10/25/2051 | 0.41% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.41% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.41% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| BROADCOM INC 04.1500 11/15/2030 | 0.40% |
| NETHERLANDS GOV REGS 00.5000 07/15/2026 | 0.40% |
| FHR 4973 LI IO 04.0000 04/25/2050 | 0.39% |
| CSAIL 2019-C15 A4 04.0529 03/15/2052 | 0.39% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.38% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.38% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.38% |
| JPMCC 2021-1MEM D 144A 02.6535 10/09/2042 | 0.37% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.37% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.37% |
| FNR 2019-42 SA IO 05.9481 08/25/2049 | 0.37% |
| CAS 2020-R01 1M2 02.1528 01/25/2040 | 0.36% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.36% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.35% |
| FHR 5148 EI IO 03.0000 10/25/2051 | 0.35% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.34% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.34% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.34% |
| STACR 2018-HRP2 M3AS 01.1028 02/25/2047 | 0.34% |
| BANK 2019-BN22 C 03.4612 11/15/2062 | 0.33% |
| CSAIL 2015-C1 C 04.2612 04/15/2050 | 0.33% |
| SPST 2021-16 A1 00.7124 11/07/2022 | 0.33% |
| SPST 2021-10 A 00.8519 08/08/2022 | 0.32% |
| SPST 2021-6 A 00.9019 04/25/2022 | 0.32% |
| FHR 5160 IA IO 04.0000 11/25/2051 | 0.32% |
| FHR 5077 GI IO 03.5000 02/25/2051 | 0.32% |
| CAS 2015-C04 2M2 05.6528 04/25/2028 | 0.32% |
| CAS 2016-C07 2M2 04.4528 05/25/2029 | 0.31% |
| FHR 4972 IO IO 06.0000 05/25/2050 | 0.31% |
| COMM 2014-CR17 C 04.7839 05/10/2047 | 0.31% |
| SPANISH GOV'T REGS 05.1500 10/31/2044 | 0.30% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.30% |
| CSMC 2016-NXSR C 04.4551 12/15/2049 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.30% |
| JPMCC 2019-COR5 IO 01.4812 06/13/2052 | 0.30% |
| MALAYSIA GOVERNMENT 03.8850 08/15/2029 | 0.30% |
| MCAS 2019-01 M10 144A 03.3519 10/15/2049 | 0.30% |
| STACR 2016-DNA3 M3 05.1028 12/25/2028 | 0.30% |
| THAILAND GOVERNMENT BOND 02.0000 12/17/2031 | 0.30% |
| MSBAM 2012-C5 E 144A 04.6358 08/15/2045 | 0.29% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.29% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.29% |
| STACR 2017-DNA3 M2AS 01.2028 03/25/2030 | 0.29% |
| REPUBLIC OF AUSTRIA REGS 00.5000 04/20/2027 | 0.29% |
| CAN 10YR BOND FUT MAR22 CNH2 | 0.29% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.29% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.29% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.29% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.28% |
| OBRIGACOES DO TESO REGS 01.9500 06/15/2029 | 0.28% |
| STACR 2017-DNA3 M2B 02.6028 03/25/2030 | 0.28% |
| SPANISH GOV'T REGS 01.5000 04/30/2027 | 0.27% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.27% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.27% |
| STACR 2015-DNA3 M3 04.8028 04/25/2028 | 0.27% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.26% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.26% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.26% |
| NETFLIX INC 04.3750 11/15/2026 | 0.26% |
| BXMT 2021-FL4 A P/P 144A 01.1598 05/15/2038 | 0.26% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.26% |
| CAS 2017-C07 1EB2 01.1019 05/25/2030 | 0.26% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.26% |
| ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.26% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.26% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.26% |
| TREASURY BILL 00.0000 02/03/2022 | 0.26% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.26% |
| BBCMS 2020-C8 XA IO 01.8470 10/15/2053 | 0.25% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.25% |
| AT&T INC 03.5500 09/15/2055 | 0.25% |
| MSBAM 2014-C17 C 04.4799 08/15/2047 | 0.25% |
| ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.25% |
| AUST 3YR BOND FUT MAR22 YMH2 | 0.25% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.25% |
| MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.25% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.25% |
| JPMCC 2012-C6 E 144A 05.1223 05/15/2045 | 0.25% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.25% |
| CAS 2016-C05 2M2 04.5528 01/25/2029 | 0.24% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.24% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.24% |
| WMABS 2006-HE2 A3 00.4019 05/25/2036 | 0.24% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.24% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.24% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.23% |
| NETHERLANDS GOVT REGS 03.7500 01/15/2042 | 0.23% |
| BANK 2019-BN20 XA IO 00.8333 09/15/2062 | 0.23% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.23% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.22% |
| JPMCC 2012-C8 D 144A 04.6716 10/15/2045 | 0.22% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.22% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.22% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.22% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.22% |
| BONOS Y OBLIG DEL ES REGS 01.6000 04/30/2025 | 0.22% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.22% |
| ARES 2016-41A AR2 144A 01.1938 04/15/2034 | 0.21% |
| CFMT 2020-HB4 M3 144A 02.7195 12/26/2030 | 0.21% |
| US BANCORP 02.4910 11/03/2036 | 0.21% |
| JPMBB 2013-C17 D 144A 04.8860 01/15/2047 | 0.21% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.21% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.21% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.21% |
| CAS 2014-C03 2M2 03.0028 07/25/2024 | 0.20% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.20% |
| IRELAND GOVERNMENT BOND REGS 00.2000 05/15/2027 | 0.20% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.20% |
| WEC ENERGY GROUP INC 02.2685 05/15/2067 | 0.20% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.20% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.19% |
| WFCM 2015-C30 C 04.4983 09/15/2058 | 0.19% |
| BANK 2020-BN30 XA IO 01.3323 12/15/2053 | 0.19% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.19% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.19% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.19% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.19% |
| COMM 2015-LC19 C 04.2311 02/10/2048 | 0.19% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.19% |
| CAS 2015-C04 1M2 05.8028 04/25/2028 | 0.19% |
| AON PLC 04.2500 12/12/2042 | 0.19% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.19% |
| RRAM 2020-12A AAR2 144A 01.4838 01/15/2036 | 0.19% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.19% |
| VMWARE INC 02.2000 08/15/2031 | 0.19% |
| COMM 2013-CR13 C 04.8808 11/10/2046 | 0.18% |
| JPMBB 2014-C23 D 144A 03.9841 09/15/2047 | 0.18% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.18% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.18% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.18% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% |
| EQUINIX INC 03.2000 11/18/2029 | 0.18% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.18% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.18% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.18% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.18% |
| WFRBS 2014-C22 AS 04.0690 09/15/2057 | 0.18% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.18% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.18% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.18% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.18% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.18% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.18% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.18% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.18% |
| GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.17% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.17% |
| REPUBLIC OF AUSTRIA REGS 01.5000 02/20/2047 | 0.17% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.17% |
| GUGG4 2016-1A A1S1 144A 01.3538 10/15/2031 | 0.17% |
| AT&T INC 02.2500 02/01/2032 | 0.17% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.17% |
| COMM 2014-CR18 C 04.7493 07/15/2047 | 0.17% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.17% |
| CAS 2016-C01 1M2 06.8528 08/25/2028 | 0.17% |
| COMM 2012-CR2 D 144A 04.8305 08/15/2045 | 0.17% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.17% |
| MSBAM 2013-C8 B 03.5250 12/15/2048 | 0.17% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.17% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.16% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.16% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.16% |
| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.16% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.16% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.16% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.16% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.16% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.16% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.16% |
| UNITED KINGDOM GILT REGS 02.7500 09/07/2024 | 0.16% |
| STACR 2020-HQA2 M2 03.2028 03/25/2050 | 0.16% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.16% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.16% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.16% |
| ZAIS 2019-13A A1A 144A 01.6138 07/15/2032 | 0.16% |
| CAS 2015-C03 2M2 05.1028 07/25/2025 | 0.15% |
| LHOME 2021-RTL2 A1 02.0900 06/25/2026 | 0.15% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.15% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.15% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.15% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.15% |
| PSTAT 2021-3A A1 144A 00.9710 07/20/2029 | 0.15% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.15% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.15% |
| TRNTS 2021-16A A1 144A 01.3115 07/20/2034 | 0.15% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.15% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.15% |
| WFCM 2020-C57 C 04.0235 08/15/2053 | 0.15% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.15% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.14% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.14% |
| VERIZON COMM 04.3290 09/21/2028 | 0.14% |
| FINNISH GOVERNMENT P/P REGS 01.1250 04/15/2034 | 0.14% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.14% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% |
| FHMS K087 X1 IO 00.3623 12/25/2028 | 0.14% |
| SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.14% |
| WAMU 2005-AR12 1A8 02.8328 10/25/2035 | 0.14% |
| WFCM 2013-LC12 C 04.3055 07/15/2046 | 0.14% |
| BLACK 2021-1A A1A 144A 01.4515 11/22/2034 | 0.14% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.14% |
| SNDPT 2021-1A A 144A 01.1939 04/25/2034 | 0.14% |
| BONOS Y OBLIG DEL ES REGS 04.6500 07/30/2025 | 0.14% |
| WFCM 2019-C52 XA IO 01.5926 08/15/2052 | 0.14% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.14% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.14% |
| SWPTN 1YX1Y P 0.5825 USD 10/03/2022 JP | 0.14% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.14% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.13% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.13% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.13% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.13% |
| CGCMT 2018-C6 AS 04.6420 11/10/2051 | 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% |
| GSMS 2013-GCJ14 B P/P 144A 04.7379 08/10/2046 | 0.13% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.13% |
| HCA INC. 05.5000 06/15/2047 | 0.13% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.13% |
| FHMS K113 X1 IO 01.3874 06/25/2030 | 0.13% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.13% |
| MSBAM 2014-C18 C 04.4988 10/15/2047 | 0.13% |
| TREASURY BILL 00.0000 05/19/2022 | 0.13% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.13% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.13% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.13% |
| AT&T INC 02.5500 12/01/2033 | 0.12% |
| CWALT 2006-OA10 4A1 00.4819 08/25/2046 | 0.12% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.12% |
| CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.12% |
| JPMBB 2013-C12 B 04.0984 07/15/2045 | 0.12% |
| STACR 2017-DNA2 M2 03.5528 10/25/2029 | 0.12% |
| REPUBLIC OF ITALY REGS 04.0000 02/01/2037 | 0.12% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.12% |
| UBSCM 2012-C1 C 144A 05.5168 05/10/2045 | 0.12% |
| CAS 2016-C02 1M2 06.1028 09/25/2028 | 0.12% |
| SHACK 2017-11A AR 144A 01.2460 08/15/2030 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| CGCMT 2014-GC19 D 144A 05.0907 03/10/2047 | 0.12% |
| FHMS K123 X1 00.7745 12/25/2030 | 0.12% |
| SAMI 2007-AR7 1A1 00.9519 05/25/2047 | 0.12% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.12% |
| MSBAM 2012-C6 D 144A 04.5976 11/15/2045 | 0.12% |
| CWALT 2006-OA7 1A2 01.0220 06/25/2046 | 0.12% |
| GSMS 2012-GCJ7 C 05.5424 05/10/2045 | 0.12% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.12% |
| MSBAM 2015-C24 B 04.3427 05/15/2048 | 0.12% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.11% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.11% |
| FHMS K113 XAM IO 01.5899 06/25/2030 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.11% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% |
| CGCMT 2013-GC17 C 05.1020 11/10/2046 | 0.11% |
| SPST 2021-14 A1 00.7924 12/08/2022 | 0.11% |
| BONOS Y OBLIG DEL ES REGS 02.9000 10/31/2046 | 0.11% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.11% |
| EMIR 2018-1 M1 01.8019 11/25/2028 | 0.11% |
| FHR 4979 SN IO 05.9481 06/25/2050 | 0.11% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.11% |
| COMM 2013-CR11 B 05.1113 08/10/2050 | 0.11% |
| FHMS K111 X1 IO 01.5716 05/25/2030 | 0.11% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.11% |
| COMCAST CORP 03.9990 11/01/2049 | 0.11% |
| MSBAM 2013-C9 D 144A 04.1086 05/15/2046 | 0.11% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.11% |
| STACR 2017-DNA3 M2 02.6028 03/25/2030 | 0.11% |
| BONOS Y OBLIG DEL ES REGS 04.2000 01/31/2037 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.11% |
| GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.11% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.11% |
| LOGN1 2021-1A A 144A 01.3125 07/20/2034 | 0.11% |
| NIAPK 2019-1A AR P/P 144A 01.1223 07/17/2032 | 0.11% |
| PAIA 2018-1A A1AR 144A 01.1315 10/20/2031 | 0.11% |
| RAD 2021-10A A P/P 144A 01.3300 04/23/2034 | 0.11% |
| ABBSL 2021-2A A 144A 01.2238 04/15/2034 | 0.11% |
| APID 2021-35A A 144A 01.1815 04/20/2034 | 0.11% |
| ARES 2021-60A A 144A 01.2423 07/18/2034 | 0.11% |
| BSP 2018-5BA A1A 144A 01.2215 04/20/2031 | 0.11% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.11% |
| MAGNE 2020-26A A1R 144A 01.2102 07/25/2034 | 0.11% |
| RSRVA 2016-3A ARR 144A 01.1823 01/18/2034 | 0.11% |
| WOODS 2018-17A A 144A 01.1883 04/22/2031 | 0.11% |
| GALXY 2017-23A AR 144A 00.9939 04/24/2029 | 0.10% |
| OZLM 2015-11A A1R 144A 01.3816 10/30/2030 | 0.10% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.10% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.10% |
| MCAS 2019-01 M7 144A 01.8019 10/15/2049 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.10% |
| SPANISH GOV'T REGS 01.2500 10/31/2030 | 0.10% |
| AMGEN INC 04.6630 06/15/2051 | 0.10% |
| GSMS 2010-C1 D 144A 05.9889 08/10/2043 | 0.10% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.10% |
| WFCM 2017-RC1 C 04.5910 01/15/2060 | 0.10% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.10% |
| FRANCE (GOVT OF) REGS 00.0000 11/25/2030 | 0.10% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.10% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% |
| CAS 2017-C02 2ED3 01.4528 09/25/2029 | 0.10% |
| LENNAR CORP 04.7500 11/29/2027 | 0.10% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.10% |
| CAS 2017-C01 1EB1 01.3528 07/25/2029 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.10% |
| WAMU 2005-AR9 A1C3 01.0619 07/25/2045 | 0.10% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.10% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.10% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.10% |
| CAS 2016-C01 2M2 07.0528 08/25/2028 | 0.09% |
| GNR 2015-H03 DI IO 01.6553 01/20/2065 | 0.09% |
| JPMBB 2014-C22 C 04.5526 09/15/2047 | 0.09% |
| UBSCM 2017-C7 XA IO 01.0149 12/15/2050 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| FHMS K098 X1 IO 01.1433 08/25/2029 | 0.09% |
| NORWEGIAN GOVERNMENT P/P REGS 01.7500 02/17/2027 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| GENERAL ELECTRIC CO 03.5328 12/29/2049 | 0.09% |
| GNR 2015-H09 AI IO 01.7381 04/20/2065 | 0.09% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.09% |
| COMM 2015-LC21 XA IO 00.6744 07/10/2048 | 0.09% |
| ORACLE CORP 03.6500 03/25/2041 | 0.09% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.09% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.09% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| GNR 2016-H23 NI IO 02.1201 10/20/2066 | 0.09% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.09% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.09% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.08% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.08% |
| GNR 2016-H07 HI IO 01.5046 02/20/2066 | 0.08% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.08% |
| JPALT 2007-S1 A1 00.6619 04/25/2047 | 0.08% |
| BOEING CO 05.9300 05/01/2060 | 0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.08% |
| STACR 2016-DNA4 M3 03.9028 03/25/2029 | 0.08% |
| WAMU 2005-AR2 2A1B 00.8419 01/25/2045 | 0.08% |
| BMIR 2019-4A M1C 144A 02.6019 10/25/2029 | 0.08% |
| CCMFC 2006-4A A2 00.2819 11/25/2047 | 0.08% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.08% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.08% |
| AUTONATION INC 02.4000 08/01/2031 | 0.08% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| MSC 2011-C3 D 144A 05.0861 07/15/2049 | 0.08% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.08% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.08% |
| WFRBS 2011-C4 C 144A 04.8872 06/15/2044 | 0.08% |
| MSBAM 2014-C14 C 05.0494 02/15/2047 | 0.08% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.08% |
| AUD/USD 01/19/2022 SSBT | 0.08% |
| GNR 2017-H02 BI IO 02.4213 01/20/2067 | 0.08% |
| GNR 2017-H04 BI IO 02.4521 02/20/2067 | 0.08% |
| CARR 2006-NC2 A4 00.3419 06/25/2036 | 0.08% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.07% |
| HCA INC 03.5000 07/15/2051 | 0.07% |
| 2.56 R ISWP FWD CNRR007 P 03/16/2027 | 0.07% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.07% |
| GNR 2016-H16 EI IO 02.1975 06/20/2066 | 0.07% |
| JPMBB 2014-C22 XA IO 00.8227 09/15/2047 | 0.07% |
| COMM 2014-UBS6 XA IO 00.8622 12/10/2047 | 0.07% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.07% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.07% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.07% |
| MSRR 2015-R4 CB1 00.9177 08/26/2047 | 0.07% |
| SWPTN 10YX10Y P 2.525 USD 04/15/2031 BA | 0.07% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% |
| CECLO 2020-29A AR 144A 01.3244 10/20/2034 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| RAMC 2003-4 A1 01.1419 03/25/2034 | 0.07% |
| UNITED KINGDOM GILT REGS 03.5000 07/22/2068 | 0.07% |
| AHM 2007-1 GA1C 00.2919 05/25/2047 | 0.07% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.07% |
| SAMI 2007-AR1 2A1 00.2819 01/25/2037 | 0.07% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.06% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.06% |
| TMIR 2021-1 M1B 144A 03.1019 08/25/2033 | 0.06% |
| WAMU 2005-AR13 A1C3 01.0819 10/25/2045 | 0.06% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.06% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.06% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.06% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.06% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.06% |
| GNR 2020-32 GS IO 05.9961 03/20/2050 | 0.06% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.06% |
| WFCM 2016-LC25 XA IO 00.8359 12/15/2059 | 0.06% |
| CMLTI 2005-2 1A2A 02.7632 05/25/2035 | 0.06% |
| CWALT 2006-OA19 A1 00.2839 02/20/2047 | 0.06% |
| GNR 2014-H12 BI IO 01.5721 05/20/2064 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| FNR 2012-116 SA IO 07.0981 10/25/2042 | 0.06% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.06% |
| GNR 2016-H20 NI IO 02.0141 09/20/2066 | 0.06% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% |
| STACR 2018-HRP2 M3 02.5028 02/25/2047 | 0.06% |
| WAMU 2005-AR1 A1B 00.8819 01/25/2045 | 0.06% |
| GNR 2015-H26 DI IO 01.7319 10/20/2065 | 0.06% |
| GNR 2016-H13 EI IO 02.1334 04/20/2066 | 0.06% |
| IRELAND GOVERNMENT BOND REGS 02.0000 02/18/2045 | 0.06% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.06% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.05% |
| JPMCC 2010-C2 C 144A 05.6942 11/15/2043 | 0.05% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% |
| CAS 2016-C03 1M2 05.4028 10/25/2028 | 0.05% |
| GNR 2014-H21 AI IO 01.4703 10/20/2064 | 0.05% |
| WFRBS 2012-C10 D 144A 04.4117 12/15/2045 | 0.05% |
| BUMT 2005-1 1A1 00.7019 09/25/2045 | 0.05% |
| CWALT 2006-OA10 1A1 01.0420 08/25/2046 | 0.05% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.05% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.05% |
| GNR 2015-H25 AI IO 01.6207 09/20/2065 | 0.05% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.05% |
| WFRBS 2011-C4 E 144A 04.8872 06/15/2044 | 0.05% |
| 1.40 R ISWP FWD SOFRRATE P 03/16/2032 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.05% |
| COMM 2014-UBS6 C 04.4393 12/10/2047 | 0.05% |
| GNR 2015-H26 EI IO 01.7362 10/20/2065 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.05% |
| JPMBB 2015-C33 XA IO 00.9044 12/15/2048 | 0.04% |
| FNR 2012-103 LS IO 05.8981 09/25/2042 | 0.04% |
| WAMU 2005-AR10 1A3 02.9224 09/25/2035 | 0.04% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.04% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.04% |
| GNR 2017-H19 MI IO 02.0528 04/20/2067 | 0.04% |
| JPMCC 2013-C16 XA IO 00.8640 12/15/2046 | 0.04% |
| AUSTRALIAN GOVERNMENT REGS 03.0000 03/21/2047 | 0.04% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.04% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.04% |
| CAS 2013-C01 M2 05.3528 10/25/2023 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.04% |
| 1.60 R ISWP FWD SOFRRATE P 03/16/2052 | 0.04% |
| CNH/USD 02/16/2022 HSBCB | 0.04% |
| GBP/USD 03/16/2022 MSCIL | 0.04% |
| MLMI 2005-A2 A2 02.8339 02/25/2035 | 0.04% |
| HMIR 2018-1 M1 144A 01.7019 10/25/2028 | 0.04% |
| BTPS REGS 01.7000 09/01/2051 | 0.04% |
| CAS 2015-C01 1M2 04.4028 02/25/2025 | 0.04% |
| GNR 2010-171 SB IO 06.3425 12/16/2040 | 0.04% |
| STACR 2020-HQA1 M2 02.0028 01/25/2050 | 0.04% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.04% |
| JPMBB 2013-C12 XA IO 00.4511 07/15/2045 | 0.04% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.03% |
| GNR 2016-H01 AI IO 01.5478 01/20/2066 | 0.03% |
| GSMS 2013-GC10 XA IO 01.4749 02/10/2046 | 0.03% |
| JPY/USD 02/16/2022 SSBT | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.03% |
| PETROLEOS MEXICANOS P/P 144A 06.7000 02/16/2032 | 0.03% |
| SWPTN 1YX10Y P 1.529 USD 09/13/2022 CI | 0.03% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.03% |
| ORACLE CORP 03.9500 03/25/2051 | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| NRZT 2018-4A A1M 01.0028 01/25/2048 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.03% |
| WFRBS 2013-C14 XA IO 00.6598 06/15/2046 | 0.03% |
| JPY/USD 02/16/2022 GSFX | 0.03% |
| AUD/USD 01/19/2022 JPMCB | 0.03% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.03% |
| JPY/USD 02/16/2022 BANKAM | 0.02% |
| CAS 2019-HRP1 M2 02.2528 11/25/2039 | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| STACR 2019-DNA1 M2 02.7528 01/25/2049 | 0.02% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.02% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.02% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 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 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| EUR/USD 03/16/2022 GSFX | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| 1.695 R ISWP FWD NOKOIB6M P 03/16/2032 | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.02% |
| CAS 2015-C02 1M2 04.1028 05/25/2025 | 0.02% |
| CHF/USD 03/16/2022 SSBT | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| CAS 2017-C05 1M2A 02.3028 01/25/2030 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| JPY/USD 02/16/2022 JPMCB | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.02% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.02% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.02% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| GNR 2016-77 SL IO 06.0461 03/20/2043 | 0.01% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.01% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% |
| EUR/USD 03/16/2022 JPMCB | 0.01% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| 0.90 R ISWP FWD SOFRRATE P 03/16/2024 | 0.01% |
| CAS 2014-C04 2M2 05.1028 11/25/2024 | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 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 MS | 0.01% |
| EUR/USD 03/16/2022 UBS | 0.01% |
| STACR 2017-DNA2 M1 01.3028 10/25/2029 | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| CAD/USD 01/19/2022 BANKAM | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.01% |
| WFRBS 2012-C10 XA IO 144A 01.4829 12/15/2045 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 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.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% |
| FNR 2010-46 SB IO 06.3481 05/25/2040 | 0.01% |
| SPANISH GOV'T REGS 01.0000 10/31/2050 | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 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% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.01% |
| 2.201 R ISWP FWD CDOR03 P 12/15/2051 | 0.01% |
| CAS 2017-C01 1M2C 03.6528 07/25/2029 | 0.01% |
| CAS 2019-R01 2M2 02.5528 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 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% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| 1.385 R ISWP FWD SOFRRATE P 03/16/2032 | 0.01% |
| 2.59 R ISWP FWD NFIX3MID P 03/16/2032 | 0.01% |
| CAS 2015-C02 2M2 04.1028 05/25/2025 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 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 JP | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| STACR 2018-DNA3 M2B 02.2028 09/25/2048 | 0.01% |
| STACR 2021-HQA3 M1 00.8997 09/25/2041 | 0.01% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 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 6WX10Y P 1.505 USD 01/28/2022 TD | 0.01% |
| UBSBB 2012-C4 XA IO 144A 01.5750 12/10/2045 | 0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% |
| 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.01% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.01% |
| CAS 2017-C04 2ED1 00.7028 11/25/2029 | 0.01% |
| CAS 2018-C05 1ED1 00.7528 01/25/2031 | 0.01% |
| GBP/USD 03/16/2022 WPAC | 0.01% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.01% |
| 0.85 R ISWP FWD SES3M P 03/16/2032 | 0.00% |
| 0.85 R ISWP FWD SONIA P 03/16/2032 | 0.00% |
| 1.355 R ISWP SOFRRATE P 12/31/2031 | 0.00% |
| 2.08 R ISWP FWD CDOR03 P 03/16/2032 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| STACR 2014-HQ3 M3 04.8528 10/25/2024 | 0.00% |
| STACR 2018-HQA2 M2 02.4028 10/25/2048 | 0.00% |
| STACR 2019-HQA1 M2 02.4528 02/25/2049 | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | 0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.00% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.00% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.00% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | 0.00% |
| CAS 2021-R01 1M1 00.7997 10/25/2041 | 0.00% |
| CHF/USD 03/16/2022 GSFX | 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.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% |
| 0.2529 R ISWP FWD MUTKCALM P 08/29/2043 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 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.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.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-.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 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% |
| CNH/USD 02/16/2022 SSBT | 0.00% |
| GBP/USD 03/16/2022 BANKAM | 0.00% |
| ILS/USD 01/19/2022 SSBT | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 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% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.00% |
| CHF/USD 03/16/2022 RBSF | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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 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-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CZK/USD 03/16/2022 BANKAM | 0.00% |
| FHR 4076 MS IO 06.5903 07/15/2040 | 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 03/16/2022 BCAP-FX | 0.00% |
| GBP/USD 03/16/2022 TDBK | 0.00% |
| JPMCC 2006-CB17 X IO 00.9302 12/12/2043 | 0.00% |
| JPY/USD 02/16/2022 WPAC | 0.00% |
| NOK/USD 03/16/2022 GSFX | 0.00% |
| STACR 2019-DNA2 M2 02.5528 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 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| SWPTN 6WX10Y P 1.8 USD 01/28/2022 TD | 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% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.00% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.00% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | 0.00% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.00% |
| 1.333 R ISWP FWD SOFRRATE P 01/07/2032 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| CHF/USD 03/16/2022 BANKAM | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 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.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-.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 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-.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-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| EUR/USD 03/16/2022 BCAP-FX | 0.00% |
| EUR/USD 03/16/2022 TDBK | 0.00% |
| GBP/USD 03/16/2022 CITI | 0.00% |
| GBP/USD 03/16/2022 RBSF | 0.00% |
| IDR/USD 02/16/2022 BCAP-FX | 0.00% |
| IDR/USD 02/16/2022 GSFX | 0.00% |
| PEN/USD 01/19/2022 BCAP-FX | 0.00% |
| SEK/USD 03/16/2022 SSBT | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 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 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.00% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.00% |
| SWPTN 7YX30Y P 1.405 USD 12/14/2028 BA | 0.00% |
| 0.0619 R ISWP MUTKCALM P 02/25/2031 | 0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.00% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.00% |
| 1.331 R ISWP SOFRRATE P 12/31/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.00% |
| 2.04 R ISWP FWD AUDBB6M P 03/16/2032 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5165 12/11/2038 | 0.00% |
| CAD/USD 01/19/2022 SSBT | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.4008 10/15/2049 | 0.00% |
| CHF/USD 03/16/2022 HSBCB | 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.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.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.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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| 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 GS | 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 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 MS | 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 JP | 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 02/16/2022 MSCIL | 0.00% |
| CSMC 2006-C4 AX IO 144A 00.8979 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0151 01/15/2049 | 0.00% |
| DKK/USD 03/16/2022 CITI | 0.00% |
| EUR/USD 03/16/2022 CSI-FX | 0.00% |
| EUR/USD 03/16/2022 MSCIL | 0.00% |
| EUR/USD 03/16/2022 WPAC | 0.00% |
| HKD/USD 02/16/2022 SSBT | 0.00% |
| JPL6M P ISWP MUTKCALM R 02/25/2022 | 0.00% |
| JPY/USD 02/16/2022 TDBK | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.4348 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.0000 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.0000 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| NOK/USD 03/16/2022 BANKAM | 0.00% |
| NOK/USD 03/16/2022 RBSF | 0.00% |
| NOK/USD 03/16/2022 UBS | 0.00% |
| RON/USD 03/16/2022 CITI | 0.00% |
| RUB/USD 03/16/2022 GSFX | 0.00% |
| SEK/USD 03/16/2022 BANKAM | 0.00% |
| SEK/USD 03/16/2022 BCAP-FX | 0.00% |
| SEK/USD 03/16/2022 CITI | 0.00% |
| SEK/USD 03/16/2022 GSFX | 0.00% |
| SEK/USD 03/16/2022 HSBCB | 0.00% |
| SEK/USD 03/16/2022 JPMCB | 0.00% |
| SEK/USD 03/16/2022 MSCIL | 0.00% |
| SEK/USD 03/16/2022 UBS | 0.00% |
| SGD/USD 02/16/2022 JPMCB | 0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.00% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | 0.00% |
| SWPTN 3MX10Y P 1.37 USD 03/29/2022 CI | 0.00% |
| SWPTN 3MX10Y R 1.37 USD 03/29/2022 CI | 0.00% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.00% |
| THB/USD 02/17/2022 CITI | 0.00% |
| ZAR/USD 01/19/2022 GSFX | 0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.00% |
| CHF/USD 03/16/2022 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 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.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-.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% |
| EUR/USD 03/16/2022 CITI | -0.00% |
| HUF/USD 03/16/2022 SSBT | -0.00% |
| KRW/USD 02/16/2022 JPMCB | -0.00% |
| NOK/USD 03/16/2022 MSCIL | -0.00% |
| NOK/USD 03/16/2022 SSBT | -0.00% |
| NOK/USD 03/16/2022 TDBK | -0.00% |
| PLN/USD 03/16/2022 GSFX | -0.00% |
| RUB/USD 03/16/2022 BANKAM | -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 P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | -0.00% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | -0.00% |
| 0.343 R ISWP FWD MUTKCALM P 08/29/2043 | -0.00% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.00% |
| 0.451 R ISWP FWD EUR006M P 12/15/2051 | -0.00% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | -0.00% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -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-.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 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| MXN/USD 01/19/2022 BANKAM | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.00% |
| SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 1.451 R ISWP FWD CDOR03 P 12/15/2026 | -0.00% |
| CHF/USD 03/16/2022 BCAP-FX | -0.00% |
| CLP/USD 01/19/2022 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| GBP/USD 03/16/2022 GSFX | -0.00% |
| GBP/USD 03/16/2022 JPMCB | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.00% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| 1.801 R ISWP FWD CDOR03 P 12/15/2031 | -0.00% |
| CHF/USD 03/16/2022 UBS | -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% |
| JPY/USD 02/16/2022 HSBCB | -0.00% |
| NZD/USD 01/19/2022 MSCIL | -0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 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% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.00% |
| 0.701 R ISWP FWD SONIA P 12/15/2051 | -0.00% |
| CHF/USD 03/16/2022 CITI | -0.00% |
| CHF/USD 03/16/2022 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -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 BA | -0.00% |
| EUR/USD 03/16/2022 BANKAM | -0.00% |
| GBP/USD 03/16/2022 CSI-FX | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.00% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.00% |
| SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | -0.00% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| CNH/USD 02/16/2022 GSFX | -0.01% |
| NOK/USD 03/16/2022 JPMCB | -0.01% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.01% |
| -0.451 R ISWP FWD EUR006M P 12/15/2023 | -0.01% |
| 0.8084 R ISWP FWD MUTKCALM P 08/29/2043 | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% |
| EUR/USD 03/16/2022 SSBT | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 3YX2Y P 1.39 USD 12/09/2024 BA | -0.01% |
| SWPTN 3YX2Y R 1.39 USD 12/09/2024 BA | -0.01% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| 1.551 R ISWP FWD AUDBB6M P 12/15/2031 | -0.01% |
| GBP/USD 03/16/2022 SSBT | -0.01% |
| JPY/USD 02/16/2022 CITI | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 7YX30Y R 1.405 USD 12/14/2028 BA | -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% |
| 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 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| SWPTN 6WX10Y P 1.65 USD 01/28/2022 TD | -0.01% |
| 0.951 R ISWP FWD AUDBB6M P 12/15/2026 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| JPY/USD 02/16/2022 RBSF | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -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% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -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 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 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 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 0.501 R ISWP FWD SONIA P 12/15/2026 | -0.01% |
| EUR/USD 03/16/2022 RBSF | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| GBP/USD 03/16/2022 UBS | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| JPY/USD 02/16/2022 MSCIL | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| JPY/USD 02/16/2022 BCAP-FX | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.601 R ISWP FWD SONIA P 12/15/2031 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| EUR/USD 03/16/2022 HSBCB | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| -0.201 R ISWP FWD EUR006M P 12/15/2026 | -0.02% |
| GBP/USD 03/16/2022 HSBCB | -0.02% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% |
| -0.07 R ISWP FWD SARON P 03/16/2032 | -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.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| JPY/USD 02/16/2022 UBS | -0.02% |
| 0.15 R ISWP FWD EUR006M P 03/16/2032 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -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 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 1YX10Y P 1.849 USD 09/13/2022 CI | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.04% |
| AUD/USD 01/19/2022 MSCIL | -0.05% |
| CAD/USD 01/19/2022 MSCIL | -0.05% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.05% |
| 0.101 R ISWP FWD EUR006M P 12/15/2031 | -0.05% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.06% |
| NZD/USD 01/19/2022 SSBT | -0.07% |
| 1.25 R ISWP FWD SOFRRATE P 03/16/2027 | -0.07% |
| SWPTN 1YX1Y P 1.0325 USD 10/03/2022 JP | -0.08% |
| SWPTN 10YX10Y R 2.525 USD 04/15/2031 BA | -0.08% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.09% |
| SWPTN 1YX1Y P 0.8075 USD 10/03/2022 JP | -0.11% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.11% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| CPURNSA P 2.78 R 01/15/32 | -0.13% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.14% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.17% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.18% |
| EURO-SCHATZ FUT MAR22 DUH2 | -0.33% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.36% |
| JPN 10Y BOND(OSE) MAR22 JBH2 | -2.81% |
| US 10YR ULTRA FUT MAR22 UXYH2 | -4.31% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2052 | -11.32% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2052 | -14.04% |
| US 2YR NOTE (CBT) MAR22 TUH2 | -16.28% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2051 | 9.79% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 3.65% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2051 | 3.60% |
| US 5YR NOTE (CBT) MAR22 FVH2 | 3.33% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 2.43% |
| US 10YR NOTE (CBT)MAR22 TYH2 | 2.35% |
| LONG GILT FUTURE MAR22 G H2 | 2.23% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.06% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2051 | 1.83% |
| EURO-BOBL FUTURE DEC21 OEZ1 | 1.38% |
| EURO-BUND FUTURE DEC21 RXZ1 | 1.34% |
| UNITED KINGDOM GILT REGS 04.0000 01/22/2060 | 1.29% |
| US LONG BOND(CBT) MAR22 USH2 | 1.25% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.21% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.20% |
| US ULTRA BOND CBT MAR22 WNH2 | 1.20% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.15% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.04% |
| TREASURY BILL 00.0000 02/17/2022 | 0.94% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.90% |
| GNMA GII30 TBA 03.0000 12/01/2051 | 0.89% |
| CAS 2016-C06 1M2 04.3420 04/25/2029 | 0.83% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.83% |
| TREASURY BILL 00.0000 03/03/2022 | 0.77% |
| EURO-BUXL 30Y BND DEC21 UBZ1 | 0.74% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.71% |
| BUONI POLIENNALI DEL TES REGS 00.0000 01/15/2024 | 0.65% |
| BUONI POLIENNALI DEL REGS 01.6500 03/01/2032 | 0.60% |
| COMCAST CORP 03.4500 02/01/2050 | 0.59% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.59% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.58% |
| FHR 5152 IQ IO 04.5000 10/25/2051 | 0.57% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.56% |
| BUONI POLIENNALI DEL TES REGS 02.5000 12/01/2024 | 0.56% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.55% |
| BUONI POLIENNALI REGS 04.7500 09/01/2044 | 0.54% |
| TREASURY BILL 00.0000 04/21/2022 | 0.54% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.52% |
| BONOS Y OBLIG REGS 05.1500 10/31/2028 | 0.51% |
| CAS 2017-C01 1M2 03.6420 07/25/2029 | 0.51% |
| FHR 4941 IO IO 04.0000 12/15/2047 | 0.50% |
| GNR 2021-122 GI IO 04.5000 11/20/2047 | 0.50% |
| DBUBS 2011-LC3A D 144A 05.5442 08/10/2044 | 0.50% |
| GNR 2021-191 BI IO 02.5000 10/20/2051 | 0.48% |
| BELGIUM KINGDOM REGS 01.0000 06/22/2026 | 0.47% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.46% |
| GNMA GII30 TBA 04.5000 12/01/2051 | 0.45% |
| CFCRE 2011-C2 E P/P 144A 05.3593 12/15/2047 | 0.45% |
| GNMA GII30 TBA 03.5000 12/01/2051 | 0.45% |
| FHR 5152 EI IO 03.5000 10/25/2051 | 0.42% |
| STACR 2019-HRP1 M2 01.4920 02/25/2049 | 0.42% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.41% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.41% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| NETHERLANDS GOV REGS 00.5000 07/15/2026 | 0.40% |
| BROADCOM INC 04.1500 11/15/2030 | 0.40% |
| CAS 2020-R01 1M2 02.1420 01/25/2040 | 0.40% |
| FHR 4973 LI IO 04.0000 04/25/2050 | 0.39% |
| CSAIL 2019-C15 A4 04.0529 03/15/2052 | 0.39% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.39% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.38% |
| JPMCC 2021-1MEM D 144A 02.7420 10/09/2042 | 0.37% |
| FNR 2019-42 SA IO 05.9580 08/25/2049 | 0.37% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.37% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.37% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.37% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.37% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.35% |
| FRANCE (GOVT OF) REGS 00.0000 02/25/2023 | 0.35% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.35% |
| FHR 5148 EI IO 03.0000 10/25/2051 | 0.35% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.34% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.34% |
| BANK 2019-BN22 C 03.5765 11/15/2062 | 0.33% |
| FHR 5160 IA IO 04.0000 11/25/2051 | 0.33% |
| CSAIL 2015-C1 C 04.4035 04/15/2050 | 0.33% |
| FHR 5077 GI IO 03.5000 02/25/2051 | 0.33% |
| SPST 2021-16 A1 00.6979 11/07/2022 | 0.33% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.33% |
| SPST 2021-6 A 00.8924 04/25/2022 | 0.33% |
| CAS 2015-C04 2M2 05.6420 04/25/2028 | 0.32% |
| CAS 2016-C07 2M2 04.4420 05/25/2029 | 0.32% |
| FHR 4972 IO IO 06.0000 05/25/2050 | 0.32% |
| SPANISH GOV'T REGS 05.1500 10/31/2044 | 0.32% |
| STACR 2016-DNA3 M3 05.0920 12/25/2028 | 0.31% |
| COMM 2014-CR17 C 04.9456 05/10/2047 | 0.31% |
| CSMC 2016-NXSR C 04.4985 12/15/2049 | 0.31% |
| JPMCC 2019-COR5 IO 01.6515 06/13/2052 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.30% |
| MCAS 2019-01 M10 144A 03.3416 10/15/2049 | 0.30% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.30% |
| THAILAND GOVERNMENT BOND 02.0000 12/17/2031 | 0.30% |
| MALAYSIA GOVERNMENT 03.8850 08/15/2029 | 0.30% |
| MSBAM 2012-C5 E 144A 04.8082 08/15/2045 | 0.30% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.30% |
| REPUBLIC OF AUSTRIA REGS 00.5000 04/20/2027 | 0.29% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.29% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.29% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.29% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.29% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.28% |
| EUR/USD 12/15/2021 HSBCB | 0.28% |
| STACR 2015-DNA3 M3 04.7920 04/25/2028 | 0.28% |
| CAN 10YR BOND FUT MAR22 CNH2 | 0.28% |
| OBRIGACOES DO TESO REGS 01.9500 06/15/2029 | 0.28% |
| STACR 2017-DNA3 M2B 02.5920 03/25/2030 | 0.28% |
| SPANISH GOV'T REGS 01.5000 04/30/2027 | 0.28% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.27% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.27% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.26% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.26% |
| BXMT 2021-FL4 A P/P 144A 01.1395 05/15/2038 | 0.26% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.26% |
| NETFLIX INC 04.3750 11/15/2026 | 0.26% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.26% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.26% |
| CAS 2017-C07 1EB2 01.0916 05/25/2030 | 0.26% |
| BBCMS 2020-C8 XA IO 01.9701 10/15/2053 | 0.26% |
| TREASURY BILL 00.0000 02/03/2022 | 0.26% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.26% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.25% |
| AT&T INC 03.5500 09/15/2055 | 0.25% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.25% |
| MSBAM 2014-C17 C 04.6374 08/15/2047 | 0.25% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.25% |
| ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.25% |
| BOBA 2020-1A A 144A 01.4815 01/20/2032 | 0.25% |
| MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.25% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.25% |
| EUR/USD 12/15/2021 RBSF | 0.25% |
| CAS 2016-C05 2M2 04.5420 01/25/2029 | 0.25% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.25% |
| AUST 3YR BOND FUT DEC21 YMZ1 | 0.24% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.24% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.24% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| NETHERLANDS GOVT REGS 03.7500 01/15/2042 | 0.24% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.24% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.24% |
| BANK 2019-BN20 XA IO 00.9574 09/15/2062 | 0.24% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.24% |
| TRNTS 2021-16A A1 144A 01.3115 07/20/2034 | 0.23% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.23% |
| JPMCC 2012-C6 E 144A 05.3100 05/15/2045 | 0.23% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.23% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.23% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.22% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.22% |
| JPMCC 2012-C8 D 144A 04.8275 10/15/2045 | 0.22% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.22% |
| CAS 2014-C03 2M2 02.9920 07/25/2024 | 0.22% |
| BONOS Y OBLIG DEL ES REGS 01.6000 04/30/2025 | 0.22% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.22% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.22% |
| ARES 2016-41A AR2 144A 01.1938 04/15/2034 | 0.21% |
| NIAPK 2019-1A AR 144A 01.1223 07/17/2032 | 0.21% |
| CAS 2015-C03 2M2 05.0920 07/25/2025 | 0.21% |
| CFMT 2020-HB4 M3 144A 02.7195 12/26/2030 | 0.21% |
| US BANCORP 02.4910 11/03/2036 | 0.21% |
| JPMBB 2013-C17 D 144A 05.0488 01/15/2047 | 0.21% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.21% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.21% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.21% |
| VMWARE INC 02.2000 08/15/2031 | 0.21% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.20% |
| IRELAND GOVERNMENT BOND REGS 00.2000 05/15/2027 | 0.20% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.20% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.20% |
| WEC ENERGY GROUP INC 02.2685 05/15/2067 | 0.20% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.20% |
| BANK 2020-BN30 XA IO 01.4371 12/15/2053 | 0.20% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.20% |
| WFCM 2015-C30 C 04.6483 09/15/2058 | 0.20% |
| AON PLC 04.2500 12/12/2042 | 0.19% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.19% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.19% |
| COMM 2015-LC19 C 04.3723 02/10/2048 | 0.19% |
| CAS 2015-C04 1M2 05.7920 04/25/2028 | 0.19% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.19% |
| RRAM 2020-12A AAR2 144A 01.4838 01/15/2036 | 0.19% |
| COMM 2013-CR13 C 05.0438 11/10/2046 | 0.19% |
| JPMBB 2014-C23 D 144A 04.1324 09/15/2047 | 0.19% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.18% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.18% |
| CAS 2016-C01 1M2 06.8420 08/25/2028 | 0.18% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.18% |
| EQUINIX INC 03.2000 11/18/2029 | 0.18% |
| REPUBLIC OF AUSTRIA REGS 01.5000 02/20/2047 | 0.18% |
| WFRBS 2014-C22 AS 04.0690 09/15/2057 | 0.18% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.18% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.18% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.18% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.18% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.18% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.18% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.17% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.17% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.17% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.17% |
| GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.17% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.17% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.17% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.17% |
| COMM 2014-CR18 C 04.9078 07/15/2047 | 0.17% |
| GUGG4 2016-1A A1S1 144A 01.3538 10/15/2031 | 0.17% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.17% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.17% |
| MSBAM 2013-C8 B 03.6591 12/15/2048 | 0.17% |
| STACR 2020-HQA2 M2 03.1920 03/25/2050 | 0.17% |
| AT&T INC 02.2500 02/01/2032 | 0.17% |
| COMM 2012-CR2 D 144A 04.9915 08/15/2045 | 0.17% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.17% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.17% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.17% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.17% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.17% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.16% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.16% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.16% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.16% |
| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.16% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.16% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.16% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.16% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.16% |
| LHOME 2021-RTL2 A1 02.0900 06/25/2026 | 0.16% |
| ZAIS 2019-13A A1A 144A 01.6138 07/15/2032 | 0.16% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.15% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.15% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.15% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.15% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.15% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.15% |
| WFCM 2020-C57 C 04.1577 08/15/2053 | 0.15% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.15% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.15% |
| FINNISH GOVERNMENT P/P REGS 01.1250 04/15/2034 | 0.14% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.14% |
| VERIZON COMM 04.3290 09/21/2028 | 0.14% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.14% |
| FHMS K087 X1 IO 00.5097 12/25/2028 | 0.14% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.14% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.14% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.14% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% |
| SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.14% |
| WAMU 2005-AR12 1A8 02.8217 10/25/2035 | 0.14% |
| SNDPT 2021-1A A 144A 01.1939 04/25/2034 | 0.14% |
| WFCM 2013-LC12 C 04.4411 07/15/2046 | 0.14% |
| WFCM 2019-C52 XA IO 01.7393 08/15/2052 | 0.14% |
| BLACK 2021-1A A1A 144A 01.4515 11/22/2034 | 0.14% |
| BONOS Y OBLIG DEL ES REGS 04.6500 07/30/2025 | 0.14% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.14% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 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% |
| CAS 2016-C02 1M2 06.0920 09/25/2028 | 0.13% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.13% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.13% |
| GSMS 2013-GCJ14 B P/P 144A 04.8961 08/10/2046 | 0.13% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.13% |
| CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.13% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.13% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.13% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.13% |
| HCA INC. 05.5000 06/15/2047 | 0.13% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.13% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.13% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.13% |
| FHMS K113 X1 IO 01.4902 06/25/2030 | 0.13% |
| MSBAM 2014-C18 C 04.6500 10/15/2047 | 0.13% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.13% |
| TREASURY BILL 00.0000 05/19/2022 | 0.13% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.13% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.13% |
| CWALT 2006-OA10 4A1 00.4716 08/25/2046 | 0.13% |
| REPUBLIC OF ITALY REGS 04.0000 02/01/2037 | 0.13% |
| CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.12% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.12% |
| JPMBB 2013-C12 B 04.2351 07/15/2045 | 0.12% |
| STACR 2017-DNA2 M2 03.5420 10/25/2029 | 0.12% |
| AT&T INC 02.5500 12/01/2033 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.12% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.12% |
| UBSCM 2012-C1 C 144A 05.7137 05/10/2045 | 0.12% |
| SHACK 2017-11A AR 144A 01.2460 08/15/2030 | 0.12% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.12% |
| FHMS K123 X1 00.8655 12/25/2030 | 0.12% |
| SAMI 2007-AR7 1A1 00.9416 05/25/2047 | 0.12% |
| CGCMT 2014-GC19 D 144A 05.2605 03/10/2047 | 0.12% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.12% |
| CWALT 2006-OA7 1A2 01.0232 06/25/2046 | 0.12% |
| MSBAM 2012-C6 D 144A 04.7510 11/15/2045 | 0.12% |
| SWPTN 1YX1Y P 0.5825 USD 10/03/2022 JP | 0.12% |
| GSMS 2012-GCJ7 C 05.7199 05/10/2045 | 0.12% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.12% |
| BONOS Y OBLIG DEL ES REGS 02.9000 10/31/2046 | 0.12% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.12% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.12% |
| MSBAM 2015-C24 B 04.4876 05/15/2048 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.12% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.11% |
| FHMS K113 XAM IO 01.6927 06/25/2030 | 0.11% |
| FHR 4979 SN IO 05.9580 06/25/2050 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.11% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.11% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.11% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% |
| CGCMT 2013-GC17 C 05.2595 11/10/2046 | 0.11% |
| SPST 2021-14 A1 00.7804 12/08/2022 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| EMIR 2018-1 M1 01.7916 11/25/2028 | 0.11% |
| FHMS K111 X1 IO 01.6809 05/25/2030 | 0.11% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.11% |
| MCAS 2019-01 M7 144A 01.7916 10/15/2049 | 0.11% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.11% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.11% |
| BONOS Y OBLIG DEL ES REGS 04.2000 01/31/2037 | 0.11% |
| COMM 2013-CR11 B 05.2769 08/10/2050 | 0.11% |
| COMCAST CORP 03.9990 11/01/2049 | 0.11% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.11% |
| MSBAM 2013-C9 D 144A 04.2459 05/15/2046 | 0.11% |
| STACR 2017-DNA3 M2 02.5920 03/25/2030 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.11% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.11% |
| ABBSL 2021-2A A P/P 144A 01.2238 04/15/2034 | 0.11% |
| APID 2021-35A A 144A 01.1815 04/20/2034 | 0.11% |
| ARES 2021-60A A 144A 01.2423 07/18/2034 | 0.11% |
| BSP 2018-5BA A1A 144A 01.2215 04/20/2031 | 0.11% |
| GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.11% |
| KAYNE 2021-10A A 144A 01.3300 04/23/2034 | 0.11% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.11% |
| LOGN1 2021-1A A 144A 01.3125 07/20/2034 | 0.11% |
| MAGNE 2020-26A A1R 144A 01.2102 07/25/2034 | 0.11% |
| PAIA 2018-1A A1AR 144A 01.1315 10/20/2031 | 0.11% |
| RSRVA 2016-3A ARR 144A 01.1823 01/18/2034 | 0.11% |
| WOODS 2018-17A A 144A 01.1883 04/22/2031 | 0.11% |
| OZLM 2015-11A A1R 144A 01.3816 10/30/2030 | 0.11% |
| SPANISH GOV'T REGS 01.2500 10/31/2030 | 0.11% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.11% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.11% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.10% |
| AMGEN INC 04.6630 06/15/2051 | 0.10% |
| GSMS 2010-C1 D 144A 06.1879 08/10/2043 | 0.10% |
| WFCM 2017-RC1 C 04.5910 01/15/2060 | 0.10% |
| FRANCE (GOVT OF) REGS 00.0000 11/25/2030 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.10% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.10% |
| CAS 2017-C02 2ED3 01.4420 09/25/2029 | 0.10% |
| GNR 2015-H03 DI IO 01.6507 01/20/2065 | 0.10% |
| LENNAR CORP 04.7500 11/29/2027 | 0.10% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% |
| WAMU 2005-AR9 A1C3 01.0520 07/25/2045 | 0.10% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.10% |
| CAS 2017-C01 1EB1 01.3420 07/25/2029 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| GNR 2015-H09 AI IO 01.7344 04/20/2065 | 0.10% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.10% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.10% |
| FHMS K098 X1 IO 01.2680 08/25/2029 | 0.09% |
| GNR 2016-H23 NI IO 02.1105 10/20/2066 | 0.09% |
| JPMBB 2014-C22 C 04.7045 09/15/2047 | 0.09% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.09% |
| UBSCM 2017-C7 XA IO 01.1691 12/15/2050 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| EUR/USD 12/15/2021 SSBT | 0.09% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.09% |
| COMM 2015-LC21 XA IO 00.8193 07/10/2048 | 0.09% |
| ORACLE CORP 03.6500 03/25/2041 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| NORWEGIAN GOVERNMENT P/P REGS 01.7500 02/17/2027 | 0.09% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.09% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.09% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.09% |
| GNR 2016-H07 HI IO 01.5302 02/20/2066 | 0.09% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.09% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.09% |
| AUD/USD 01/19/2022 SSBT | 0.09% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.09% |
| STACR 2016-DNA4 M3 03.8920 03/25/2029 | 0.09% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.09% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.08% |
| JPALT 2007-S1 A1 00.6520 04/25/2047 | 0.08% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.08% |
| WAMU 2005-AR2 2A1B 00.8320 01/25/2045 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.08% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.08% |
| BMIR 2019-4A M1C 144A 02.5916 10/25/2029 | 0.08% |
| BOEING CO 05.9300 05/01/2060 | 0.08% |
| CCMFC 2006-4A A2 00.2716 11/25/2047 | 0.08% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.08% |
| GNR 2017-H04 BI IO 02.4545 02/20/2067 | 0.08% |
| TMIR 2021-1 M1B 144A 03.0916 08/25/2033 | 0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.08% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.08% |
| AUTONATION INC 02.4000 08/01/2031 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| GNR 2017-H02 BI IO 02.4278 01/20/2067 | 0.08% |
| MSC 2011-C3 D 144A 05.2349 07/15/2049 | 0.08% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.08% |
| WFRBS 2011-C4 C 144A 05.0241 06/15/2044 | 0.08% |
| MSBAM 2014-C14 C 05.2178 02/15/2047 | 0.08% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.08% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.08% |
| CARR 2006-NC2 A4 00.3316 06/25/2036 | 0.08% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.08% |
| COMM 2014-UBS6 XA IO 01.0107 12/10/2047 | 0.08% |
| HCA INC 03.5000 07/15/2051 | 0.08% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.07% |
| GNR 2016-H16 EI IO 02.1971 06/20/2066 | 0.07% |
| JPMBB 2014-C22 XA IO 00.9750 09/15/2047 | 0.07% |
| EUR/USD 12/15/2021 BANKAM | 0.07% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.07% |
| UNITED KINGDOM GILT REGS 03.5000 07/22/2068 | 0.07% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.07% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.07% |
| MSRR 2015-R4 CB1 00.9149 08/26/2047 | 0.07% |
| RAMC 2003-4 A1 01.1316 03/25/2034 | 0.07% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.07% |
| CECLO 2020-29A AR 144A 01.3244 10/20/2034 | 0.07% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.07% |
| SWPTN 10YX10Y P 2.525 USD 04/15/2031 BA | 0.07% |
| AHM 2007-1 GA1C 00.2816 05/25/2047 | 0.07% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.07% |
| SAMI 2007-AR1 2A1 00.2716 01/25/2037 | 0.07% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.07% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| WAMU 2005-AR13 A1C3 01.0720 10/25/2045 | 0.06% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.06% |
| CMLTI 2005-2 1A2A 02.7561 05/25/2035 | 0.06% |
| GNR 2020-32 GS IO 06.0089 03/20/2050 | 0.06% |
| CWALT 2006-OA19 A1 00.2711 02/20/2047 | 0.06% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.06% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.06% |
| WFCM 2016-LC25 XA IO 01.0003 12/15/2059 | 0.06% |
| GNR 2014-H12 BI IO 01.5643 05/20/2064 | 0.06% |
| GNR 2016-H20 NI IO 02.0040 09/20/2066 | 0.06% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.06% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.06% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.06% |
| FNR 2012-116 SA IO 07.1080 10/25/2042 | 0.06% |
| GNR 2015-H26 DI IO 01.7242 10/20/2065 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.06% |
| GNR 2016-H13 EI IO 02.1259 04/20/2066 | 0.06% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% |
| WAMU 2005-AR1 A1B 00.8720 01/25/2045 | 0.06% |
| CAS 2016-C03 1M2 05.3920 10/25/2028 | 0.06% |
| IRELAND GOVERNMENT BOND REGS 02.0000 02/18/2045 | 0.06% |
| STACR 2018-HRP2 M3 02.4920 02/25/2047 | 0.06% |
| GNR 2014-H21 AI IO 01.4629 10/20/2064 | 0.06% |
| JPMCC 2010-C2 C 144A 05.9035 11/15/2043 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.06% |
| BUMT 2005-1 1A1 00.6916 09/25/2045 | 0.05% |
| CWALT 2006-OA10 1A1 01.0432 08/25/2046 | 0.05% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.05% |
| GNR 2015-H25 AI IO 01.6148 09/20/2065 | 0.05% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% |
| WFRBS 2012-C10 D 144A 04.5590 12/15/2045 | 0.05% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.05% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.05% |
| WFRBS 2011-C4 E 144A 05.0241 06/15/2044 | 0.05% |
| GNR 2015-H26 EI IO 01.7308 10/20/2065 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| COMM 2014-UBS6 C 04.5874 12/10/2047 | 0.05% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| JPMBB 2015-C33 XA IO 01.0584 12/15/2048 | 0.05% |
| WAMU 2005-AR10 1A3 02.9108 09/25/2035 | 0.05% |
| JPMCC 2013-C16 XA IO 01.0363 12/15/2046 | 0.04% |
| 1.645 R ISWP US0003M P 03/16/2031 | 0.04% |
| FNR 2012-103 LS IO 05.9080 09/25/2042 | 0.04% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.04% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.04% |
| GNR 2017-H19 MI IO 02.0564 04/20/2067 | 0.04% |
| AUSTRALIAN GOVERNMENT REGS 03.0000 03/21/2047 | 0.04% |
| CAS 2013-C01 M2 05.3420 10/25/2023 | 0.04% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.04% |
| NOK/USD 12/15/2021 SSBT | 0.04% |
| CAD/USD 01/19/2022 TDBK | 0.04% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.04% |
| STACR 2020-HQA1 M2 01.9920 01/25/2050 | 0.04% |
| MLMI 2005-A2 A2 02.8342 02/25/2035 | 0.04% |
| CAD/USD 01/19/2022 BCAP-FX | 0.04% |
| GBP/USD 12/15/2021 HSBCB | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.04% |
| SWPTN 1YX10Y P 1.529 USD 09/13/2022 CI | 0.04% |
| BTPS REGS 01.7000 09/01/2051 | 0.04% |
| CAS 2015-C01 1M2 04.3920 02/25/2025 | 0.04% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.04% |
| GSMS 2013-GC10 XA IO 01.6228 02/10/2046 | 0.04% |
| JPMBB 2013-C12 XA IO 00.5621 07/15/2045 | 0.04% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.04% |
| GNR 2010-171 SB IO 06.3609 12/16/2040 | 0.04% |
| HMIR 2018-1 M1 144A 01.6916 10/25/2028 | 0.04% |
| GNR 2016-H01 AI IO 01.5708 01/20/2066 | 0.04% |
| 2.03 R ISWP FWD NFIX3MID P 12/15/2031 | 0.03% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.03% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | 0.03% |
| 2.56 R ISWP FWD CNRR007 P 03/16/2027 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| NRZT 2018-4A A1M 00.9920 01/25/2048 | 0.03% |
| WFMBS 2006-AR5 1A1 02.6139 04/25/2036 | 0.03% |
| WFRBS 2013-C14 XA IO 00.7943 06/15/2046 | 0.03% |
| GBP/USD 12/15/2021 UBS | 0.03% |
| AUD/USD 01/19/2022 UBS | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| UNITED KINGDOM GILT REGS 02.7500 09/07/2024 | 0.03% |
| 1.046 R ISWP US0003M P 10/07/2026 | 0.03% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| 1.985 R ISWP FWD US0003M P 10/09/2054 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.03% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.03% |
| 0.9255 R ISWP US0003M P 03/16/2026 | 0.03% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.03% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.03% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| STACR 2019-DNA1 M2 02.7420 01/25/2049 | 0.02% |
| CAS 2019-HRP1 M2 02.2420 11/25/2039 | 0.02% |
| STACR 2017-DNA2 M1 01.2920 10/25/2029 | 0.02% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.02% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.02% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.02% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| CNH/USD 02/16/2022 HSBCB | 0.02% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.02% |
| NZD/USD 01/19/2022 GSFX | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| 0.451 R ISWP FWD EUR006M P 12/15/2051 | 0.02% |
| AUD/USD 01/19/2022 BANKAM | 0.02% |
| AUD/USD 01/19/2022 JPMCB | 0.02% |
| CAD/USD 01/19/2022 UBS | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| EUR/USD 12/15/2021 TDBK | 0.02% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| CAS 2017-C05 1M2A 02.2920 01/25/2030 | 0.02% |
| NOK/USD 12/15/2021 UBS | 0.02% |
| 1.4755 R ISWP US0003M P 11/26/2026 | 0.02% |
| CAS 2015-C02 1M2 04.0920 05/25/2025 | 0.02% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.02% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.02% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.02% |
| CAD/USD 01/19/2022 BANKAM | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| NZD/USD 01/19/2022 RBSF | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 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% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.02% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.02% |
| 1.704 R ISWP US0003M P 11/26/2031 | 0.02% |
| CAD/USD 01/19/2022 CITI | 0.02% |
| GNR 2016-77 SL IO 06.0589 03/20/2043 | 0.02% |
| JPY/USD 02/16/2022 UBS | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| AUD/USD 01/19/2022 RBSF | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.01% |
| 0.926 R ISWP US0003M P 03/16/2026 | 0.01% |
| 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.01% |
| CAS 2014-C04 2M2 05.0920 11/25/2024 | 0.01% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% |
| STACR 2018-HRP2 M3AS 01.0920 02/25/2047 | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| 1.354 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% |
| GBP/USD 12/15/2021 CSI-FX | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% |
| WFRBS 2012-C10 XA IO 144A 01.6315 12/15/2045 | 0.01% |
| 1.355 R ISWP US0003M P 09/23/2031 | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| 0.65 R ISWP FWD SES3M P 12/15/2031 | 0.01% |
| 1.324 R ISWP US0003M P 09/17/2031 | 0.01% |
| 1.5715 R ISWP US0003M P 10/04/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| EUR/USD 12/15/2021 CITI | 0.01% |
| FNR 2010-46 SB IO 06.3580 05/25/2040 | 0.01% |
| JPY/USD 02/16/2022 BCAP-FX | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.01% |
| 0.64825 R ISWP US0003M P 11/04/2023 | 0.01% |
| 0.6525 R ISWP FWD SONIA P 12/15/2031 | 0.01% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.01% |
| 1.63 R ISWP FWD NOKOIB6M P 12/15/2031 | 0.01% |
| 1.6355 R ISWP US0003M P 03/16/2031 | 0.01% |
| 1.7555 R ISWP US0003M P 11/16/2051 | 0.01% |
| CAS 2015-C02 2M2 04.0920 05/25/2025 | 0.01% |
| CAS 2019-R01 2M2 02.5420 07/25/2031 | 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.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% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| NOK/USD 12/15/2021 JPMCB | 0.01% |
| SPANISH GOV'T REGS 01.0000 10/31/2050 | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | 0.01% |
| UBSBB 2012-C4 XA IO 144A 01.7250 12/10/2045 | 0.01% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.01% |
| AUD/USD 01/19/2022 CITI | 0.01% |
| CAS 2017-C01 1M2C 03.6420 07/25/2029 | 0.01% |
| CHF/USD 12/15/2021 SSBT | 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 ML | 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 JP | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| JPY/USD 02/16/2022 MSCIL | 0.01% |
| NOK/USD 12/15/2021 MSCIL | 0.01% |
| PLN/USD 12/15/2021 GSFX | 0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| STACR 2014-HQ3 M3 04.8420 10/25/2024 | 0.01% |
| STACR 2018-DNA3 M2B 02.1920 09/25/2048 | 0.01% |
| STACR 2021-HQA3 M1 00.8997 09/25/2041 | 0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% |
| SWPTN 14WX1Y R 1.4675 USD 01/04/2022 JP | 0.01% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 1.449 R ISWP US0003M P 11/26/2026 | 0.01% |
| CAS 2017-C04 2ED1 00.6920 11/25/2029 | 0.01% |
| CAS 2018-C05 1ED1 00.7420 01/25/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.01% |
| MXN/USD 01/19/2022 BANKAM | 0.01% |
| NZD/USD 01/19/2022 BCAP-FX | 0.01% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.01% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.01% |
| 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.00% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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 GS | 0.00% |
| DKK/USD 12/15/2021 CITI | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.00% |
| NZD/USD 01/19/2022 BANKAM | 0.00% |
| NZD/USD 01/19/2022 CITI | 0.00% |
| NZD/USD 01/19/2022 TDBK | 0.00% |
| STACR 2018-HQA2 M2 02.3920 10/25/2048 | 0.00% |
| STACR 2019-HQA1 M2 02.4420 02/25/2049 | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.00% |
| CAS 2021-R01 1M1 00.8000 10/25/2041 | 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.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| JPY/USD 02/16/2022 RBSF | 0.00% |
| SEK/USD 12/15/2021 CITI | 0.00% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.00% |
| SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | 0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | 0.00% |
| 0.701 R ISWP FWD SONIA P 12/15/2051 | 0.00% |
| 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.00% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.00% |
| 1.671 R ISWP US0003M P 07/27/2051 | 0.00% |
| 2.201 R ISWP FWD CDOR03 P 12/15/2051 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.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.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 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-.13 2072-12-16 300.0 12/16/2072 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 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% |
| FHR 4076 MS IO 06.6108 07/15/2040 | 0.00% |
| GBP/USD 12/15/2021 RBSF | 0.00% |
| JPY/USD 02/16/2022 CITI | 0.00% |
| JPY/USD 02/16/2022 HSBCB | 0.00% |
| JPY/USD 02/16/2022 TDBK | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 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 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | 0.00% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 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 5YX2Y R 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 1.29 R ISWP US0003M P 08/20/2031 | 0.00% |
| 1.3955 R ISWP US0003M P 09/27/2031 | 0.00% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.00% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.00% |
| AUD/USD 01/19/2022 HSBCB | 0.00% |
| CHF/USD 12/15/2021 GSFX | 0.00% |
| CHF/USD 12/15/2021 JPMCB | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 02/16/2022 SSBT | 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 12/15/2021 CITI | 0.00% |
| ILS/USD 01/19/2022 SSBT | 0.00% |
| JPMCC 2006-CB17 X IO 01.1442 12/12/2043 | 0.00% |
| STACR 2019-DNA2 M2 02.5420 03/25/2049 | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 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 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.00% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 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% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| CHF/USD 12/15/2021 BANKAM | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 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.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 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-.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 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-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| PEN/USD 01/19/2022 BCAP-FX | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | 0.00% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.00% |
| THB/USD 02/17/2022 CITI | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | 0.00% |
| 1.357 R ISWP US0003M P 09/14/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | 0.00% |
| 1.584 R ISWP US0003M P 10/19/2031 | 0.00% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| AUD/USD 01/19/2022 BCAP-FX | 0.00% |
| AUD/USD 01/19/2022 CSI-FX | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.6232 12/11/2038 | 0.00% |
| CAD/USD 01/19/2022 HSBCB | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.5990 10/15/2049 | 0.00% |
| CHF/USD 12/15/2021 HSBCB | 0.00% |
| CHF/USD 12/15/2021 UBS | 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.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.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.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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| 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 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 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-.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 GS | 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-.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% |
| CSMC 2006-C4 AX IO 144A 01.0791 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0482 01/15/2049 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HKD/USD 02/16/2022 SSBT | 0.00% |
| IDR/USD 02/16/2022 BCAP-FX | 0.00% |
| IDR/USD 02/16/2022 GSFX | 0.00% |
| KRW/USD 02/16/2022 JPMCB | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.4348 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.1566 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1566 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| NZD/USD 01/19/2022 WPAC | 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 12/15/2021 BANKAM | 0.00% |
| RUB/USD 12/15/2021 GSFX | 0.00% |
| SEK/USD 12/15/2021 HSBCB | 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 P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | 0.00% |
| ZAR/USD 01/19/2022 GSFX | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.00% |
| 1.46049 R ISWP US0003M P 06/11/2031 | -0.00% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.00% |
| 1.6175 R ISWP US0003M P 10/21/2031 | -0.00% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.00% |
| CAD/USD 01/19/2022 RBSF | -0.00% |
| CAD/USD 01/19/2022 SSBT | -0.00% |
| CHF/USD 12/15/2021 RBSF | -0.00% |
| CLP/USD 01/19/2022 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 MS | -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 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| JPY/USD 02/16/2022 WPAC | -0.00% |
| RON/USD 12/15/2021 CITI | -0.00% |
| SGD/USD 02/16/2022 JPMCB | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | -0.00% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.00% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.00% |
| 1.3105 R ISWP US0003M P 11/30/2026 | -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% |
| 1.73 R ISWP FWD US0003M P 11/17/2051 | -0.00% |
| CAD/USD 01/19/2022 CSI-FX | -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 MS | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -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% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.00% |
| SWPTN 5YX30Y P 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% |
| 0.02 R ISWP FWD EUR006M P 12/15/2031 | -0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% |
| 1.299 R ISWP US0003M P 10/26/2026 | -0.00% |
| 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.00% |
| 1.605 R ISWP FWD US0003M P 11/12/2031 | -0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.00% |
| CHF/USD 12/15/2021 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CNH/USD 02/16/2022 GSFX | -0.00% |
| CZK/USD 12/15/2021 BANKAM | -0.00% |
| EUR/USD 12/15/2021 CSI-FX | -0.00% |
| GBP/USD 12/15/2021 JPMCB | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.00% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.00% |
| 1.451 R ISWP FWD CDOR03 P 12/15/2026 | -0.00% |
| 1.529 R ISWP FWD US0003M P 09/15/2032 | -0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -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.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.00% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.00% |
| SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.00% |
| SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| -0.451 R ISWP FWD EUR006M P 12/15/2023 | -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-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| HUF/USD 12/15/2021 SSBT | -0.00% |
| NZD/USD 01/19/2022 CSI-FX | -0.00% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.00% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | -0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| -0.05 R ISWP FWD SARON FIXING 3. (MARKET CLOSE. P 12/15/2031 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.01% |
| 1.453 R ISWP FWD US0003M P 11/30/2026 | -0.01% |
| CAD/USD 01/19/2022 WPAC | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| NZD/USD 01/19/2022 MSCIL | -0.01% |
| SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | -0.01% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.01% |
| 1.801 R ISWP FWD CDOR03 P 12/15/2031 | -0.01% |
| CHF/USD 12/15/2021 MSCIL | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% |
| EUR/USD 12/15/2021 WPAC | -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% |
| -0.201 R ISWP FWD EUR006M P 12/15/2026 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| 0.101 R ISWP FWD EUR006M P 12/15/2031 | -0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.01% |
| 1.551 R ISWP FWD AUDBB6M P 12/15/2031 | -0.01% |
| 1.6155 R ISWP US0003M P 11/16/2031 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| JPY/USD 02/16/2022 JPMCB | -0.01% |
| 0.501 R ISWP FWD SONIA P 12/15/2026 | -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 BA | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 0.601 R ISWP FWD SONIA P 12/15/2031 | -0.01% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.01% |
| 0.951 R ISWP FWD AUDBB6M P 12/15/2026 | -0.01% |
| 1.21625 R ISWP US0003M P 11/04/2026 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| 1.5941 R ISWP US0003M P 11/05/2031 | -0.01% |
| CAD/USD 01/19/2022 GSFX | -0.01% |
| CHF/USD 12/15/2021 BCAP-FX | -0.01% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -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% |
| AUD/USD 01/19/2022 GSFX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| GBP/USD 12/15/2021 TDBK | -0.01% |
| JPY/USD 02/16/2022 GSFX | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| 1.395 R ISWP FWD AUDBB6M P 12/15/2031 | -0.01% |
| 1.5955 R ISWP US0003M P 11/03/2031 | -0.01% |
| SEK/USD 12/15/2021 SSBT | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| GBP/USD 12/15/2021 BANKAM | -0.01% |
| GBP/USD 12/15/2021 WPAC | -0.01% |
| JPY/USD 02/16/2022 BANKAM | -0.01% |
| NZD/USD 01/19/2022 HSBCB | -0.01% |
| NZD/USD 01/19/2022 UBS | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.02% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| GBP/USD 12/15/2021 SSBT | -0.02% |
| JPY/USD 02/16/2022 SSBT | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| 1.10 R ISWP FWD SOFRRATE P 12/15/2031 | -0.02% |
| GBP/USD 12/15/2021 BCAP-FX | -0.02% |
| AUD/USD 01/19/2022 TDBK | -0.02% |
| 1.895 R ISWP FWD US0003M P 11/24/2033 | -0.02% |
| 1.915 R ISWP FWD US0003M P 10/10/2033 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SEK/USD 12/15/2021 GSFX | -0.02% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | -0.02% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| SWPTN 10WX10Y R 1.292 USD 12/08/2021 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 14WX1Y R 0.745 USD 01/04/2022 JP | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.02% |
| 0.944 R ISWP US0003M P 10/25/2026 | -0.02% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.03% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | -0.03% |
| EUR/USD 12/15/2021 BCAP-FX | -0.03% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| NZD/USD 01/19/2022 JPMCB | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| SEK/USD 12/15/2021 UBS | -0.04% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| 1.70 R ISWP FWD CDOR03 P 12/15/2031 | -0.04% |
| GBP/USD 12/15/2021 GSFX | -0.04% |
| 0.5155 R ISWP US0003M P 10/19/2023 | -0.04% |
| AUD/USD 01/19/2022 MSCIL | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| CAD/USD 01/19/2022 JPMCB | -0.04% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.04% |
| EUR/USD 12/15/2021 MSCIL | -0.04% |
| CAD/USD 01/19/2022 MSCIL | -0.05% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| NZD/USD 01/19/2022 SSBT | -0.05% |
| SWPTN 1YX10Y P 1.849 USD 09/13/2022 CI | -0.06% |
| CPURNSA P 2.783 R 09/14/26 | -0.06% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.06% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.06% |
| SWPTN 1YX1Y P 1.0325 USD 10/03/2022 JP | -0.07% |
| CPURNSA P 2.78 R 01/15/32 | -0.08% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.08% |
| SWPTN 1YX1Y P 0.8075 USD 10/03/2022 JP | -0.10% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.10% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.10% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.12% |
| SWPTN 10YX10Y R 2.525 USD 04/15/2031 BA | -0.12% |
| GBP/USD 12/15/2021 MSCIL | -0.15% |
| 2.09 R ISWP US0003M P 03/16/2051 | -0.15% |
| EUR/USD 12/15/2021 UBS | -0.16% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | -0.16% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.16% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.19% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.19% |
| EUR/USD 12/15/2021 JPMCB | -0.20% |
| EURO-SCHATZ FUT DEC21 DUZ1 | -0.33% |
| EUR/USD 12/15/2021 GSFX | -0.34% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.38% |
| JPN 10Y BOND(OSE) DEC21 JBZ1 | -2.88% |
| US 10YR ULTRA FUT MAR22 UXYH2 | -4.34% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2052 | -5.56% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2051 | -8.58% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2052 | -11.39% |
| US 2YR NOTE (CBT) MAR22 TUH2 | -16.40% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2051 | 8.37% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 11/01/2051 | 5.42% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2051 | 3.57% |
| US 5YR NOTE (CBT) DEC21 FVZ1 | 3.24% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 2.37% |
| US 10YR NOTE (CBT)DEC21 TYZ1 | 2.26% |
| LONG GILT FUTURE DEC21 G Z1 | 2.16% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.01% |
| EURO-BOBL FUTURE DEC21 OEZ1 | 1.37% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2051 | 1.32% |
| EURO-BUND FUTURE DEC21 RXZ1 | 1.31% |
| UNITED KINGDOM GILT REGS 04.0000 01/22/2060 | 1.23% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.18% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.18% |
| US ULTRA BOND CBT DEC21 WNZ1 | 1.16% |
| US LONG BOND(CBT) DEC21 USZ1 | 1.15% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.12% |
| CAS 2016-C04 1M2 04.3393 01/25/2029 | 1.05% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.01% |
| TREASURY BILL 00.0000 02/17/2022 | 0.93% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.90% |
| GNMA GII30 TBA 03.0000 11/01/2051 | 0.88% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.82% |
| CAS 2016-C06 1M2 04.3393 04/25/2029 | 0.82% |
| TREASURY BILL 00.0000 03/03/2022 | 0.76% |
| EURO-BUXL 30Y BND DEC21 UBZ1 | 0.71% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.70% |
| BUONI POLIENNALI DEL TES REGS 00.0000 01/15/2024 | 0.65% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.60% |
| FHR 5152 IQ IO 04.5000 10/25/2051 | 0.59% |
| BUONI POLIENNALI DEL REGS 01.6500 03/01/2032 | 0.58% |
| COMCAST CORP 03.4500 02/01/2050 | 0.58% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.57% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.56% |
| BUONI POLIENNALI DEL TES REGS 02.5000 12/01/2024 | 0.56% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.54% |
| BUONI POLIENNALI REGS 04.7500 09/01/2044 | 0.53% |
| TREASURY BILL 00.0000 04/21/2022 | 0.53% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.51% |
| FHR 4941 IO IO 04.0000 12/15/2047 | 0.51% |
| GNR 2021-122 GI IO 04.5000 11/20/2047 | 0.51% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.50% |
| CAS 2017-C01 1M2 03.6393 07/25/2029 | 0.50% |
| DBUBS 2011-LC3A D 144A 05.3656 08/10/2044 | 0.49% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.47% |
| BELGIUM KINGDOM REGS 01.0000 06/22/2026 | 0.46% |
| GNR 2021-191 BI IO 02.5000 10/20/2051 | 0.46% |
| GNMA GII30 TBA 04.5000 11/01/2051 | 0.45% |
| CFCRE 2011-C2 E P/P 144A 05.4856 12/15/2047 | 0.44% |
| GNMA GII30 TBA 03.5000 11/01/2051 | 0.44% |
| FHR 5152 EI IO 03.5000 10/25/2051 | 0.43% |
| CAS 2020-R01 1M2 02.1393 01/25/2040 | 0.43% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.41% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.41% |
| STACR 2019-HRP1 M2 01.4893 02/25/2049 | 0.41% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.41% |
| NETHERLANDS GOV REGS 00.5000 07/15/2026 | 0.40% |
| FHR 4973 LI IO 04.0000 04/25/2050 | 0.40% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.40% |
| BROADCOM INC 04.1500 11/15/2030 | 0.40% |
| CSAIL 2019-C15 A4 04.0529 03/15/2052 | 0.39% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.38% |
| FNR 2019-42 SA IO 05.9608 08/25/2049 | 0.38% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.38% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.38% |
| JPMCC 2021-1MEM D 144A 02.7420 10/09/2042 | 0.37% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.37% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.36% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.36% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.36% |
| FHR 5148 EI IO 03.0000 10/25/2051 | 0.35% |
| FHR 5160 IA IO 04.0000 11/25/2051 | 0.35% |
| FRANCE (GOVT OF) REGS 00.0000 02/25/2023 | 0.35% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.35% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.34% |
| FHR 5077 GI IO 03.5000 02/25/2051 | 0.34% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.33% |
| BANK 2019-BN22 C 03.4612 11/15/2062 | 0.33% |
| CSAIL 2015-C1 C 04.2617 04/15/2050 | 0.33% |
| STACR 2016-DNA3 M3 05.0893 12/25/2028 | 0.33% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.32% |
| SPST 2021-16 A1 00.6979 11/07/2022 | 0.32% |
| SPST 2021-6 A 00.8893 04/25/2022 | 0.32% |
| FHR 4972 IO IO 06.0000 05/25/2050 | 0.32% |
| CAS 2015-C04 2M2 05.6393 04/25/2028 | 0.32% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.31% |
| SPANISH GOV'T REGS 05.1500 10/31/2044 | 0.31% |
| COMM 2014-CR17 C 04.7841 05/10/2047 | 0.31% |
| JPMCC 2019-COR5 IO 01.4929 06/13/2052 | 0.30% |
| CAS 2016-C07 2M2 04.4393 05/25/2029 | 0.30% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.30% |
| CSMC 2016-NXSR C 04.3537 12/15/2049 | 0.30% |
| MCAS 2019-01 M10 144A 03.3393 10/15/2049 | 0.30% |
| STACR 2015-DNA3 M3 04.7893 04/25/2028 | 0.30% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.30% |
| MALAYSIA GOVERNMENT 03.8850 08/15/2029 | 0.29% |
| THAILAND GOVERNMENT BOND 02.0000 12/17/2031 | 0.29% |
| MSBAM 2012-C5 E 144A 04.6532 08/15/2045 | 0.29% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.29% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.29% |
| REPUBLIC OF AUSTRIA REGS 00.5000 04/20/2027 | 0.29% |
| CAN 10YR BOND FUT DEC21 CNZ1 | 0.29% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.29% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.28% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.28% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.28% |
| OBRIGACOES DO TESO REGS 01.9500 06/15/2029 | 0.28% |
| CAS 2015-C03 2M2 05.0893 07/25/2025 | 0.28% |
| STACR 2017-DNA3 M2B 02.5893 03/25/2030 | 0.28% |
| SPANISH GOV'T REGS 01.5000 04/30/2027 | 0.27% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.27% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.27% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.27% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.27% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.26% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.26% |
| NETFLIX INC 04.3750 11/15/2026 | 0.26% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| BXMT 2021-FL4 A P/P 144A 01.1403 05/15/2038 | 0.26% |
| JPMCC 2012-C6 E 144A 05.1388 05/15/2045 | 0.26% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.26% |
| CAS 2017-C07 1EB2 01.0893 05/25/2030 | 0.26% |
| BBCMS 2020-C8 XA IO 01.8480 10/15/2053 | 0.25% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.25% |
| TREASURY BILL 00.0000 02/03/2022 | 0.25% |
| AUST 3YR BOND FUT DEC21 YMZ1 | 0.25% |
| AT&T INC 03.5500 09/15/2055 | 0.25% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.25% |
| MSBAM 2014-C17 C 04.4799 08/15/2047 | 0.25% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.25% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.25% |
| BOBA 2020-1A A 144A 01.4815 01/20/2032 | 0.25% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.25% |
| ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.24% |
| MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.24% |
| CAS 2016-C05 2M2 04.5393 01/25/2029 | 0.24% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.24% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.24% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.24% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| BANK 2019-BN20 XA IO 00.8342 09/15/2062 | 0.24% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.24% |
| NETHERLANDS GOVT REGS 03.7500 01/15/2042 | 0.23% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.23% |
| CAS 2014-C03 2M2 02.9893 07/25/2024 | 0.23% |
| TRNTS 2021-16A A1 144A 01.3115 07/20/2034 | 0.23% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.23% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.23% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.23% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.22% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.22% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.22% |
| BONOS Y OBLIG DEL ES REGS 01.6000 04/30/2025 | 0.22% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.22% |
| JPMCC 2012-C8 D 144A 04.6718 10/15/2045 | 0.22% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.22% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.22% |
| ARES 2016-41A AR2 144A 01.1938 04/15/2034 | 0.21% |
| NIAPK 2019-1A AR 144A 01.1223 07/17/2032 | 0.21% |
| CFMT 2020-HB4 M3 144A 02.7195 12/26/2030 | 0.21% |
| US BANCORP 02.4910 11/03/2036 | 0.21% |
| JPMBB 2013-C17 D 144A 04.8860 01/15/2047 | 0.21% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.21% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.21% |
| VMWARE INC 02.2000 08/15/2031 | 0.20% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.20% |
| IRELAND GOVERNMENT BOND REGS 00.2000 05/15/2027 | 0.20% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.20% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.20% |
| WEC ENERGY GROUP INC 02.2373 05/15/2067 | 0.20% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.20% |
| BANK 2020-BN30 XA IO 01.3348 12/15/2053 | 0.20% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.20% |
| WFCM 2015-C30 C 04.4983 09/15/2058 | 0.20% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.19% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.19% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.19% |
| COMM 2015-LC19 C 04.2335 02/10/2048 | 0.19% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.19% |
| AON PLC 04.2500 12/12/2042 | 0.19% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.19% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.19% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.19% |
| COMM 2013-CR13 C 04.8815 11/10/2046 | 0.18% |
| RRAM 2020-12A AAR2 144A 01.4838 01/15/2036 | 0.18% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.18% |
| JPMBB 2014-C23 D 144A 03.9831 09/15/2047 | 0.18% |
| STACR 2020-HQA2 M2 03.1893 03/25/2050 | 0.18% |
| CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.18% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.18% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.18% |
| CAS 2016-C01 1M2 06.8393 08/25/2028 | 0.18% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.18% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.18% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% |
| EQUINIX INC 03.2000 11/18/2029 | 0.18% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.18% |
| WFRBS 2014-C22 AS 04.0690 09/15/2057 | 0.18% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.18% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.18% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.18% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.18% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.18% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.18% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.17% |
| MDPK 2018-30A A 144A 00.8738 04/15/2029 | 0.17% |
| GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.17% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.17% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.17% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.17% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.17% |
| COMM 2014-CR18 C 04.7496 07/15/2047 | 0.17% |
| GUGG4 2016-1A A1S1 144A 01.3538 10/15/2031 | 0.17% |
| MSBAM 2013-C8 B 03.5251 12/15/2048 | 0.17% |
| AT&T INC 02.2500 02/01/2032 | 0.17% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.17% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.16% |
| EUR/USD 12/15/2021 HSBCB | 0.16% |
| COMM 2012-CR2 D 144A 04.8306 08/15/2045 | 0.16% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.16% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.16% |
| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.16% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.16% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.16% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.16% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.16% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.16% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.16% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.16% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.16% |
| ZAIS 2019-13A A1A 144A 01.6138 07/15/2032 | 0.15% |
| LHOME 2021-RTL2 A1 02.0900 06/25/2026 | 0.15% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.15% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.15% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.15% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.15% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.15% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.15% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.15% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.15% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.15% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.15% |
| WFCM 2020-C57 C 04.0236 08/15/2053 | 0.15% |
| MCAS 2019-01 M7 144A 01.7893 10/15/2049 | 0.15% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.15% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.14% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.14% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.14% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.14% |
| WAMU 2005-AR12 1A8 02.8194 10/25/2035 | 0.14% |
| WFCM 2017-RC1 C 04.5910 01/15/2060 | 0.14% |
| FHMS K087 X1 IO 00.3623 12/25/2028 | 0.14% |
| FINNISH GOVERNMENT P/P REGS 01.1250 04/15/2034 | 0.14% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.14% |
| VERIZON COMM 04.3290 09/21/2028 | 0.14% |
| CAS 2016-C02 1M2 06.0893 09/25/2028 | 0.14% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% |
| BONOS Y OBLIG DEL ES REGS 04.6500 07/30/2025 | 0.14% |
| SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.14% |
| WFCM 2019-C52 XA IO 01.5940 08/15/2052 | 0.14% |
| SNDPT 2021-1A A 144A 01.1939 04/25/2034 | 0.14% |
| WFCM 2013-LC12 C 04.3061 07/15/2046 | 0.14% |
| EUR/USD 12/15/2021 RBSF | 0.14% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.14% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.14% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.13% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.13% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.13% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.13% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.13% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.13% |
| CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.13% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.13% |
| GSMS 2013-GCJ14 B P/P 144A 04.7384 08/10/2046 | 0.13% |
| FHMS K113 X1 IO 01.3874 06/25/2030 | 0.13% |
| HCA INC. 05.5000 06/15/2047 | 0.13% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.13% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.13% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.13% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.13% |
| MSBAM 2014-C18 C 04.4997 10/15/2047 | 0.13% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.13% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.13% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.13% |
| VERIZON COMM 04.6720 03/15/2055 | 0.13% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.12% |
| REPUBLIC OF ITALY REGS 04.0000 02/01/2037 | 0.12% |
| AT&T INC 02.5500 12/01/2033 | 0.12% |
| CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| JPMBB 2013-C12 B 04.0985 07/15/2045 | 0.12% |
| STACR 2017-DNA2 M2 03.5393 10/25/2029 | 0.12% |
| CWALT 2006-OA10 4A1 00.4693 08/25/2046 | 0.12% |
| UBSCM 2012-C1 C 144A 05.5358 05/10/2045 | 0.12% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.12% |
| FHMS K123 X1 00.7747 12/25/2030 | 0.12% |
| SAMI 2007-AR7 1A1 00.9393 05/25/2047 | 0.12% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.12% |
| CGCMT 2014-GC19 D 144A 05.0739 03/10/2047 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| CWALT 2006-OA7 1A2 01.0274 06/25/2046 | 0.12% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.12% |
| MSBAM 2012-C6 D 144A 04.6012 11/15/2045 | 0.12% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.12% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.12% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.12% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.11% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| FHMS K113 XAM IO 01.5899 06/25/2030 | 0.11% |
| FHR 4979 SN IO 05.9608 06/25/2050 | 0.11% |
| GSMS 2012-GCJ7 C 05.5453 05/10/2045 | 0.11% |
| MSBAM 2015-C24 B 04.3431 05/15/2048 | 0.11% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.11% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% |
| CGCMT 2013-GC17 C 05.1081 11/10/2046 | 0.11% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.11% |
| FHMS K111 X1 IO 01.5718 05/25/2030 | 0.11% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.11% |
| SPST 2021-14 A1 00.7804 12/08/2022 | 0.11% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.11% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.11% |
| COMM 2013-CR11 B 05.1114 08/10/2050 | 0.11% |
| EMIR 2018-1 M1 01.7893 11/25/2028 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.11% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.11% |
| BONOS Y OBLIG DEL ES REGS 04.2000 01/31/2037 | 0.11% |
| COMCAST CORP 03.9990 11/01/2049 | 0.11% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.11% |
| STACR 2017-DNA3 M2 02.5893 03/25/2030 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.11% |
| ABBSL 2021-2A A 144A 01.2238 04/15/2034 | 0.11% |
| APID 2021-35A A 144A 01.1815 04/20/2034 | 0.11% |
| ARES 2021-60A A 144A 01.2423 07/18/2034 | 0.11% |
| CGMS 2017-3A A1AR 144A 01.0315 07/20/2029 | 0.11% |
| GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.11% |
| MAGNE 2020-26A A1R P/P 144A 01.2102 07/25/2034 | 0.11% |
| MDPK 2021-48A A 144A 01.2736 04/19/2033 | 0.11% |
| PAIA 2018-1A A1AR 144A 01.1315 10/20/2031 | 0.11% |
| SWPTN 1YX1Y P 0.5825 USD 10/03/2022 JP | 0.11% |
| BSP 2018-5BA A1A 144A 01.2215 04/20/2031 | 0.10% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.10% |
| RSRVA 2016-3A ARR 144A 01.1823 01/18/2034 | 0.10% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.10% |
| WOODS 2018-17A A 144A 01.1883 04/22/2031 | 0.10% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.10% |
| MSBAM 2013-C9 D 144A 04.1093 05/15/2046 | 0.10% |
| OZLM 2015-11A A1R 144A 01.3816 10/30/2030 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.10% |
| SPANISH GOV'T REGS 01.2500 10/31/2030 | 0.10% |
| AMGEN INC 04.6630 06/15/2051 | 0.10% |
| GSMS 2010-C1 D 144A 05.9877 08/10/2043 | 0.10% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.10% |
| FRANCE (GOVT OF) REGS 00.0000 11/25/2030 | 0.10% |
| GNR 2015-H03 DI IO 01.6978 01/20/2065 | 0.10% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.10% |
| CAS 2017-C02 2ED3 01.4393 09/25/2029 | 0.10% |
| GNR 2015-H09 AI IO 01.7287 04/20/2065 | 0.10% |
| WAMU 2005-AR9 A1C3 01.0493 07/25/2045 | 0.10% |
| TMIR 2021-1 M1B 144A 03.0893 08/25/2033 | 0.10% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.10% |
| LENNAR CORP 04.7500 11/29/2027 | 0.10% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.10% |
| CAS 2017-C01 1EB1 01.3393 07/25/2029 | 0.10% |
| GNR 2016-H23 NI IO 02.1391 10/20/2066 | 0.10% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.10% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.10% |
| NORWEGIAN GOVERNMENT P/P REGS 01.7500 02/17/2027 | 0.10% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0181 12/15/2050 | 0.09% |
| COMM 2015-LC21 XA IO 00.6754 07/10/2048 | 0.09% |
| FHMS K098 X1 IO 01.1435 08/25/2029 | 0.09% |
| JPMBB 2014-C22 C 04.5528 09/15/2047 | 0.09% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.09% |
| ORACLE CORP 03.6500 03/25/2041 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| STACR 2016-DNA4 M3 03.8893 03/25/2029 | 0.09% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.09% |
| JPALT 2007-S1 A1 00.6493 04/25/2047 | 0.09% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.09% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.09% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.09% |
| GNR 2016-H07 HI IO 01.5258 02/20/2066 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.09% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.09% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.09% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.09% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.08% |
| WAMU 2005-AR2 2A1B 00.8293 01/25/2045 | 0.08% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.08% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.08% |
| BOEING CO 05.9300 05/01/2060 | 0.08% |
| GNR 2017-H04 BI IO 02.4582 02/20/2067 | 0.08% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.08% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.08% |
| CCMFC 2006-4A A2 00.2693 11/25/2047 | 0.08% |
| BMIR 2019-4A M1C 144A 02.5893 10/25/2029 | 0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.08% |
| GNR 2017-H02 BI IO 02.4334 01/20/2067 | 0.08% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.08% |
| AUTONATION INC 02.4000 08/01/2031 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| MSC 2011-C3 D 144A 05.0906 07/15/2049 | 0.08% |
| WFRBS 2011-C4 C 144A 04.8868 06/15/2044 | 0.08% |
| MSBAM 2014-C14 C 05.0493 02/15/2047 | 0.08% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.08% |
| ZOETIS INC 03.9000 08/20/2028 | 0.08% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.08% |
| COMM 2014-UBS6 XA IO 00.8689 12/10/2047 | 0.08% |
| JPMBB 2014-C22 XA IO 00.8238 09/15/2047 | 0.08% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.08% |
| CARR 2006-NC2 A4 00.3293 06/25/2036 | 0.08% |
| GNR 2016-H16 EI IO 02.1962 06/20/2066 | 0.08% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.07% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.07% |
| HCA INC 03.5000 07/15/2051 | 0.07% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.07% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.07% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.07% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.07% |
| MSRR 2015-R4 CB1 00.9117 08/26/2047 | 0.07% |
| RAMC 2003-4 A1 01.1293 03/25/2034 | 0.07% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.07% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% |
| AHM 2007-1 GA1C 00.2793 05/25/2047 | 0.07% |
| UNITED KINGDOM GILT REGS 03.5000 07/22/2068 | 0.07% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.07% |
| CECLO 2020-29A AR P/P 144A 01.3059 10/20/2034 | 0.07% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.07% |
| GNR 2020-32 GS IO 06.0144 03/20/2050 | 0.07% |
| SAMI 2007-AR1 2A1 00.2693 01/25/2037 | 0.07% |
| CMLTI 2005-2 1A2A 02.7534 05/25/2035 | 0.07% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.07% |
| SWPTN 1YX10Y P 1.529 USD 09/13/2022 CI | 0.07% |
| WAMU 2005-AR13 A1C3 01.0693 10/25/2045 | 0.07% |
| JPY/USD 11/17/2021 BANKAM | 0.06% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.06% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.06% |
| WFCM 2016-LC25 XA IO 00.8556 12/15/2059 | 0.06% |
| CWALT 2006-OA19 A1 00.2656 02/20/2047 | 0.06% |
| GNR 2016-H20 NI IO 02.0004 09/20/2066 | 0.06% |
| FNR 2012-116 SA IO 07.1108 10/25/2042 | 0.06% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.06% |
| GNR 2014-H12 BI IO 01.5675 05/20/2064 | 0.06% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.06% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.06% |
| GNR 2015-H26 DI IO 01.8484 10/20/2065 | 0.06% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.06% |
| JPMCC 2010-C2 C 144A 05.7131 11/15/2043 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.06% |
| GNR 2016-H13 EI IO 02.1289 04/20/2066 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% |
| SWPTN 10YX10Y P 2.525 USD 04/15/2031 BA | 0.06% |
| WAMU 2005-AR1 A1B 00.8693 01/25/2045 | 0.06% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% |
| CAS 2016-C03 1M2 05.3893 10/25/2028 | 0.06% |
| IRELAND GOVERNMENT BOND REGS 02.0000 02/18/2045 | 0.06% |
| STACR 2018-HRP2 M3 02.4893 02/25/2047 | 0.06% |
| GNR 2014-H21 AI IO 01.5404 10/20/2064 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.05% |
| CWALT 2006-OA10 1A1 01.0474 08/25/2046 | 0.05% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.05% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% |
| BUMT 2005-1 1A1 00.6893 09/25/2045 | 0.05% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.05% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.05% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% |
| GNR 2015-H26 EI IO 01.7303 10/20/2065 | 0.05% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.05% |
| WFRBS 2012-C10 D 144A 04.4122 12/15/2045 | 0.05% |
| GNR 2015-H25 AI IO 01.6132 09/20/2065 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| WFRBS 2011-C4 E 144A 04.8868 06/15/2044 | 0.05% |
| AUD/USD 01/19/2022 MSCIL | 0.05% |
| CNH/USD 11/17/2021 HSBCB | 0.05% |
| COMM 2014-UBS6 C 04.4417 12/10/2047 | 0.05% |
| FNR 2012-103 LS IO 05.9108 09/25/2042 | 0.05% |
| JPMCC 2013-C16 XA IO 00.8707 12/15/2046 | 0.05% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.05% |
| JPMBB 2015-C33 XA IO 00.9049 12/15/2048 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| WAMU 2005-AR10 1A3 02.9041 09/25/2035 | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.04% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.04% |
| STACR 2020-HQA1 M2 01.9893 01/25/2050 | 0.04% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.04% |
| CAS 2013-C01 M2 05.3393 10/25/2023 | 0.04% |
| EUR/USD 12/15/2021 BANKAM | 0.04% |
| EUR/USD PUT 1.155 20211112 GSFX | 0.04% |
| GNR 2017-H19 MI IO 02.0605 04/20/2067 | 0.04% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.04% |
| EUR/USD 12/15/2021 SSBT | 0.04% |
| GSMS 2013-GC10 XA IO 01.4773 02/10/2046 | 0.04% |
| JPMBB 2013-C12 XA IO 00.4546 07/15/2045 | 0.04% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% |
| AUD/USD 01/19/2022 JPMCB | 0.04% |
| AUSTRALIAN GOVERNMENT REGS 03.0000 03/21/2047 | 0.04% |
| CAS 2015-C01 1M2 04.3893 02/25/2025 | 0.04% |
| NZD/USD 01/19/2022 JPMCB | 0.04% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.04% |
| JPY/USD 11/17/2021 JPMCB | 0.04% |
| MLMI 2005-A2 A2 02.8382 02/25/2035 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.04% |
| GNR 2010-171 SB IO 06.3641 12/16/2040 | 0.04% |
| BTPS REGS 01.7000 09/01/2051 | 0.04% |
| GNR 2016-H01 AI IO 01.6538 01/20/2066 | 0.04% |
| HMIR 2018-1 M1 144A 01.6893 10/25/2028 | 0.04% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.03% |
| JPY/USD 11/17/2021 SSBT | 0.03% |
| WFRBS 2013-C14 XA IO 00.6726 06/15/2046 | 0.03% |
| NRZT 2018-4A A1M 00.9893 01/25/2048 | 0.03% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.03% |
| WFMBS 2006-AR5 1A1 02.6139 04/25/2036 | 0.03% |
| 1.10 R ISWP FWD SOFRRATE P 12/15/2031 | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| NOK/USD 12/15/2021 TDBK | 0.03% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | 0.03% |
| UNITED KINGDOM GILT REGS 02.7500 09/07/2024 | 0.03% |
| 0.6525 R ISWP FWD SONIA P 12/15/2031 | 0.03% |
| CAD/USD 01/19/2022 GSFX | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.03% |
| 1.645 R ISWP US0003M P 03/16/2031 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.03% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.03% |
| CNH/USD 11/17/2021 GSFX | 0.03% |
| NOK/USD 12/15/2021 MSCIL | 0.03% |
| CAS 2016-C03 2M2 05.9893 10/25/2028 | 0.03% |
| CAS 2018-C05 1M2 02.4393 01/25/2031 | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| 0.9255 R ISWP US0003M P 03/16/2026 | 0.02% |
| 1.046 R ISWP US0003M P 10/07/2026 | 0.02% |
| CAS 2019-HRP1 M2 02.2393 11/25/2039 | 0.02% |
| STACR 2017-DNA2 M1 01.2893 10/25/2029 | 0.02% |
| STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.02% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 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% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.02% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.02% |
| CAS 2017-C05 1M2A 02.2893 01/25/2030 | 0.02% |
| CAD/USD 01/19/2022 UBS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| CAS 2015-C02 1M2 04.0893 05/25/2025 | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| AUD/USD 01/19/2022 TDBK | 0.02% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.02% |
| CAD/USD 01/19/2022 CITI | 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% |
| 1.985 R ISWP FWD US0003M P 10/09/2054 | 0.02% |
| EUR/USD PUT 1.146 20211112 JPMCB | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| GNR 2016-77 SL IO 06.0644 03/20/2043 | 0.02% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.02% |
| 0.451 R ISWP FWD EUR006M P 12/15/2051 | 0.02% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.02% |
| 1.355 R ISWP US0003M P 09/23/2031 | 0.02% |
| CAS 2014-C04 2M2 05.0893 11/25/2024 | 0.02% |
| CHF/USD 12/15/2021 SSBT | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.01% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| WFRBS 2012-C10 XA IO 144A 01.4861 12/15/2045 | 0.01% |
| 1.324 R ISWP US0003M P 09/17/2031 | 0.01% |
| 1.63 R ISWP FWD NOKOIB6M P 12/15/2031 | 0.01% |
| AUD/USD PUT 0.731 20211118 GSFX | 0.01% |
| STACR 2018-HRP2 M3AS 01.0893 02/25/2047 | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| CAS 2015-C02 2M2 04.0893 05/25/2025 | 0.01% |
| NOK/USD 12/15/2021 CITI | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| 0.926 R ISWP US0003M P 03/16/2026 | 0.01% |
| 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.01% |
| AUD/USD 01/19/2022 UBS | 0.01% |
| CAD/USD 01/19/2022 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% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| USD/CAD CALL 1.255 20211126 TDBK | 0.01% |
| CAS 2019-R01 2M2 02.5393 07/25/2031 | 0.01% |
| FNR 2010-46 SB IO 06.3608 05/25/2040 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| STACR 2014-HQ3 M3 04.8393 10/25/2024 | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.01% |
| UBSBB 2012-C4 XA IO 144A 01.5777 12/10/2045 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| NOK/USD 12/15/2021 RBSF | 0.01% |
| SPANISH GOV'T REGS 01.0000 10/31/2050 | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 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% |
| CNH/USD 11/17/2021 SSBT | 0.01% |
| GBP/USD 12/15/2021 BCAP-FX | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| 0.65 R ISWP FWD SES3M P 12/15/2031 | 0.01% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.01% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.01% |
| CAD/USD 01/19/2022 SSBT | 0.01% |
| CAD/USD 01/19/2022 WPAC | 0.01% |
| CAS 2017-C01 1M2C 03.6393 07/25/2029 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 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% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GBP/USD 12/15/2021 HSBCB | 0.01% |
| JPY/USD 11/17/2021 GSFX | 0.01% |
| NZD/USD 01/19/2022 CSI-FX | 0.01% |
| STACR 2018-DNA3 M2B 02.1893 09/25/2048 | 0.01% |
| STACR 2021-HQA3 M1 00.8987 09/25/2041 | 0.01% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | 0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.01% |
| 1.6355 R ISWP US0003M P 03/16/2031 | 0.01% |
| CAS 2018-C05 1ED1 00.7393 01/25/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| EUR/USD 12/15/2021 CITI | 0.01% |
| GBP/USD 12/15/2021 TDBK | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| JPY/USD 11/17/2021 WPAC | 0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% |
| SWPTN 14WX1Y R 1.4675 USD 01/04/2022 JP | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.00% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.00% |
| CAS 2021-R01 1M1 00.8000 10/25/2041 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| GBP/USD 12/15/2021 UBS | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| NZD/USD 01/19/2022 HSBCB | 0.00% |
| PLN/USD 12/15/2021 GSFX | 0.00% |
| SEK/USD 12/15/2021 JPMCB | 0.00% |
| STACR 2018-HQA2 M2 02.3893 10/25/2048 | 0.00% |
| STACR 2019-HQA1 M2 02.4393 02/25/2049 | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.00% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.00% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.00% |
| CHF/USD 12/15/2021 GSFX | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 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.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 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| FHR 4076 MS IO 06.6098 07/15/2040 | 0.00% |
| GBP/USD 12/15/2021 CITI | 0.00% |
| GBP/USD PUT 1.332 20211112 BANKAM | 0.00% |
| RUB/USD 12/15/2021 BANKAM | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.00% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 1.29 R ISWP US0003M P 08/20/2031 | 0.00% |
| 1.3955 R ISWP US0003M P 09/27/2031 | 0.00% |
| CHF/USD 12/15/2021 BANKAM | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.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.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-.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 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 12/15/2021 CITI | 0.00% |
| EUR/USD 12/15/2021 TDBK | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| GBP/USD 12/15/2021 CSI-FX | 0.00% |
| IDR/USD 11/17/2021 GSFX | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| SEK/USD 12/15/2021 BCAP-FX | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.00% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.00% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | 0.00% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.00% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.00% |
| AUD/USD 01/19/2022 CITI | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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 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-.13 2072-12-16 300.0 12/16/2072 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 MS | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| JPMCC 2006-CB17 X IO 00.9302 12/12/2043 | 0.00% |
| STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.00% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 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 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 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% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | 0.00% |
| 1.5715 R ISWP US0003M P 10/04/2031 | 0.00% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.00% |
| CAD/USD 01/19/2022 RBSF | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 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.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-.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 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-.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-.8 2057-10-17 300.0 10/17/2057 GS | 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% |
| IDR/USD 11/17/2021 BCAP-FX | 0.00% |
| ILS/USD 01/19/2022 SSBT | 0.00% |
| NZD/USD PUT 0.678 20211112 UBS | 0.00% |
| PEN/USD 01/19/2022 BCAP-FX | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 1MX5Y R 1.3025 USD 11/26/2021 CI | 0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 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% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% |
| 1.584 R ISWP US0003M P 10/19/2031 | 0.00% |
| 1.6175 R ISWP US0003M P 10/21/2031 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.00% |
| AUD/USD 01/19/2022 CSI-FX | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5635 12/11/2038 | 0.00% |
| CAD/USD 01/19/2022 CSI-FX | 0.00% |
| CAD/USD 01/19/2022 HSBCB | 0.00% |
| CAD/USD 01/19/2022 JPMCB | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.4027 10/15/2049 | 0.00% |
| CHF/USD 12/15/2021 HSBCB | 0.00% |
| CHF/USD 12/15/2021 JPMCB | 0.00% |
| CHF/USD 12/15/2021 RBSF | 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.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.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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| 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 GS | 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 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 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 GS | 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% |
| CSMC 2006-C4 AX IO 144A 00.8963 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0153 01/15/2049 | 0.00% |
| GBP/USD 12/15/2021 RBSF | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2300 05/15/2045 | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.4348 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.0555 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.0555 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| MXN/USD 01/19/2022 BANKAM | 0.00% |
| NOK/USD 12/15/2021 GSFX | 0.00% |
| NOK/USD 12/15/2021 HSBCB | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| SEK/USD 12/15/2021 RBSF | 0.00% |
| SGD/USD 11/17/2021 JPMCB | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 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 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 1MX5Y P 1.3025 USD 11/26/2021 CI | 0.00% |
| SWPTN 1MX5Y R 1.81 CAD 11/26/2021 TD | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 5WX5Y R 1.758 CAD 11/22/2021 TD | 0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.00% |
| THB/USD 11/17/2021 CITI | 0.00% |
| ZAR/USD 01/19/2022 GSFX | 0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.00% |
| 1.357 R ISWP US0003M P 09/14/2031 | -0.00% |
| 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.00% |
| 1.605 R ISWP FWD US0003M P 11/12/2031 | -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% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.00% |
| CAD/USD 01/19/2022 BCAP-FX | -0.00% |
| CLP/USD 01/19/2022 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 MS | -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 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| HKD/USD 11/17/2021 SSBT | -0.00% |
| NOK/USD 12/15/2021 BCAP-FX | -0.00% |
| RON/USD 12/15/2021 CITI | -0.00% |
| RUB/USD 12/15/2021 GSFX | -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 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% |
| 1.46049 R ISWP US0003M P 06/11/2031 | -0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.00% |
| AUD/USD 01/19/2022 RBSF | -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 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 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| EUR/USD 12/15/2021 CSI-FX | -0.00% |
| SEK/USD 12/15/2021 BANKAM | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -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 5YX30Y P 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% |
| 0.701 R ISWP FWD SONIA P 12/15/2051 | -0.00% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.00% |
| AUD/USD 01/19/2022 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -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-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CZK/USD 12/15/2021 BANKAM | -0.00% |
| GBP/USD 12/15/2021 WPAC | -0.00% |
| HUF/USD 12/15/2021 SSBT | -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 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.00% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.00% |
| 1.671 R ISWP US0003M P 07/27/2051 | -0.00% |
| CHF/USD 12/15/2021 UBS | -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 CG | -0.00% |
| EUR/USD 12/15/2021 WPAC | -0.00% |
| NZD/USD 01/19/2022 UBS | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.00% |
| SWPTN 5WX5Y P 1.758 CAD 11/22/2021 TD | -0.00% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | -0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.00% |
| 1.451 R ISWP FWD CDOR03 P 12/15/2026 | -0.00% |
| CAD/USD 01/19/2022 TDBK | -0.00% |
| CHF/USD 12/15/2021 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -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 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 12/15/2021 BANKAM | -0.00% |
| NOK/USD 12/15/2021 JPMCB | -0.00% |
| SEK/USD 12/15/2021 CITI | -0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.00% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.00% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.00% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 1.529 R ISWP FWD US0003M P 09/15/2032 | -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% |
| JPY/USD 11/17/2021 HSBCB | -0.01% |
| NZD/USD 01/19/2022 TDBK | -0.01% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.01% |
| 1.299 R ISWP US0003M P 10/26/2026 | -0.01% |
| CHF/USD 12/15/2021 BCAP-FX | -0.01% |
| NZD/USD 01/19/2022 CITI | -0.01% |
| SWPTN 1MX5Y P 1.81 CAD 11/26/2021 TD | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.01% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.01% |
| AUD/USD 01/19/2022 GSFX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NZD/USD 01/19/2022 BCAP-FX | -0.01% |
| NZD/USD 01/19/2022 SSBT | -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 2YX10Y P 2.07 USD 08/21/2023 GS | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.01% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.01% |
| 1.915 R ISWP FWD US0003M P 10/10/2033 | -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% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.01% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.01% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| AUD/USD 01/19/2022 BCAP-FX | -0.01% |
| CHF/USD 12/15/2021 MSCIL | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -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% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| GBP/USD 12/15/2021 JPMCB | -0.01% |
| SEK/USD 12/15/2021 UBS | -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 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| 1.551 R ISWP FWD AUDBB6M P 12/15/2031 | -0.01% |
| 1.801 R ISWP FWD CDOR03 P 12/15/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| KRW/USD 11/17/2021 JPMCB | -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 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| -0.05 R ISWP FWD SARON FIXING 3. (MARKET CLOSE. P 12/15/2031 | -0.01% |
| 0.501 R ISWP FWD SONIA P 12/15/2026 | -0.01% |
| 0.951 R ISWP FWD AUDBB6M P 12/15/2026 | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| USD/CAD PUT 1.2252 20211126 TDBK | -0.01% |
| -0.451 R ISWP FWD EUR006M P 12/15/2023 | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| 2.201 R ISWP FWD CDOR03 P 12/15/2051 | -0.01% |
| AUD/USD 01/19/2022 SSBT | -0.01% |
| NZD/USD 01/19/2022 WPAC | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| GBP/USD 12/15/2021 SSBT | -0.02% |
| SWPTN 10WX10Y R 1.292 USD 12/08/2021 CI | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| JPY/USD 11/17/2021 TDBK | -0.02% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -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% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NOK/USD 12/15/2021 UBS | -0.02% |
| SEK/USD 12/15/2021 MSCIL | -0.02% |
| CAD/USD 01/19/2022 BANKAM | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| JPY/USD 11/17/2021 CITI | -0.02% |
| NOK/USD 12/15/2021 SSBT | -0.02% |
| NZD/USD 01/19/2022 BANKAM | -0.02% |
| SEK/USD 12/15/2021 GSFX | -0.02% |
| SWPTN 14WX1Y R 0.745 USD 01/04/2022 JP | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| 0.601 R ISWP FWD SONIA P 12/15/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.02% |
| 0.944 R ISWP US0003M P 10/25/2026 | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| EUR/USD 12/15/2021 BCAP-FX | -0.02% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | -0.02% |
| -0.201 R ISWP FWD EUR006M P 12/15/2026 | -0.02% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.02% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SEK/USD 12/15/2021 SSBT | -0.02% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% |
| JPY/USD 11/17/2021 RBSF | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| UKRPI P 3.385 R 11/15/24 | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | -0.03% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.03% |
| 0.5155 R ISWP US0003M P 10/19/2023 | -0.03% |
| SEK/USD 12/15/2021 TDBK | -0.03% |
| JPY/USD 11/17/2021 MSCIL | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| AUD/USD 01/19/2022 BANKAM | -0.03% |
| NZD/USD 01/19/2022 GSFX | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| NZD/USD 01/19/2022 RBSF | -0.03% |
| NZD/USD 01/19/2022 MSCIL | -0.03% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| GBP/USD 12/15/2021 GSFX | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| 2.03 R ISWP FWD NFIX3MID P 12/15/2031 | -0.04% |
| EUR/USD 12/15/2021 MSCIL | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.04% |
| GBP/USD 12/15/2021 MSCIL | -0.04% |
| JPY/USD 11/17/2021 BCAP-FX | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| 0.101 R ISWP FWD EUR006M P 12/15/2031 | -0.05% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.05% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.05% |
| 2.56 R ISWP FWD CNRR007 P 03/16/2027 | -0.05% |
| JPY/USD 11/17/2021 UBS | -0.05% |
| 1.70 R ISWP FWD CDOR03 P 12/15/2031 | -0.06% |
| 0.02 R ISWP FWD EUR006M P 12/15/2031 | -0.06% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.06% |
| SWPTN 1YX1Y P 1.0325 USD 10/03/2022 JP | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.07% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.08% |
| CPURNSA P 2.783 R 09/14/26 | -0.08% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.08% |
| 1.395 R ISWP FWD AUDBB6M P 12/15/2031 | -0.08% |
| SWPTN 1YX10Y P 1.849 USD 09/13/2022 CI | -0.09% |
| SWPTN 1YX1Y P 0.8075 USD 10/03/2022 JP | -0.09% |
| CPURNSA P 2.78 R 01/15/32 | -0.09% |
| EUR/USD 12/15/2021 UBS | -0.09% |
| SWPTN 10YX10Y R 2.525 USD 04/15/2031 BA | -0.09% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.10% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.11% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| EUR/USD 12/15/2021 JPMCB | -0.11% |
| 2.09 R ISWP US0003M P 03/16/2051 | -0.12% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.14% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.17% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.17% |
| EUR/USD 12/15/2021 GSFX | -0.21% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | -0.23% |
| EURO-SCHATZ FUT DEC21 DUZ1 | -0.33% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.35% |
| JPN 10Y BOND(OSE) DEC21 JBZ1 | -2.80% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -4.22% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2051 | -11.24% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2051 | -13.90% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | -16.66% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2051 | 7.76% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 5.30% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 3.49% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.41% |
| US 5YR NOTE (CBT) DEC21 FVZ1 | 3.19% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 2.54% |
| US 10YR NOTE (CBT)DEC21 TYZ1 | 2.22% |
| LONG GILT FUTURE DEC21 G Z1 | 2.08% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.02% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2051 | 1.72% |
| EURO-BOBL FUTURE DEC21 OEZ1 | 1.35% |
| EURO-BUND FUTURE DEC21 RXZ1 | 1.30% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.18% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.18% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.12% |
| US LONG BOND(CBT) DEC21 USZ1 | 1.12% |
| US ULTRA BOND CBT DEC21 WNZ1 | 1.10% |
| UNITED KINGDOM GILT REGS 04.0000 01/22/2060 | 1.10% |
| CAS 2016-C04 1M2 04.3360 01/25/2029 | 1.03% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.01% |
| TREASURY BILL 00.0000 02/17/2022 | 0.91% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.88% |
| GNMA GII30 TBA 03.0000 10/01/2051 | 0.86% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.81% |
| CAS 2016-C06 1M2 04.3360 04/25/2029 | 0.80% |
| TREASURY BILL 00.0000 03/03/2022 | 0.74% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.68% |
| EURO-BUXL 30Y BND DEC21 UBZ1 | 0.68% |
| BUONI POLIENNALI DEL TES REGS 00.0000 01/15/2024 | 0.64% |
| FHR 5152 IQ IO 04.5000 10/25/2051 | 0.60% |
| BUONI POLIENNALI DEL REGS 01.6500 03/01/2032 | 0.59% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.58% |
| COMCAST CORP 03.4500 02/01/2050 | 0.56% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.56% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.56% |
| BUONI POLIENNALI DEL TES REGS 02.5000 12/01/2024 | 0.55% |
| BUONI POLIENNALI REGS 04.7500 09/01/2044 | 0.53% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.53% |
| TREASURY BILL 00.0000 10/19/2021 | 0.52% |
| GNR 2021-122 GI IO 04.5000 11/20/2047 | 0.51% |
| 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 03.6360 07/25/2029 | 0.49% |
| DBUBS 2011-LC3A D 144A 05.5454 08/10/2044 | 0.48% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.46% |
| BELGIUM KINGDOM REGS 01.0000 06/22/2026 | 0.46% |
| TREASURY BILL 00.0000 10/05/2021 | 0.45% |
| CAS 2020-R01 1M2 02.1360 01/25/2040 | 0.45% |
| FHR 5152 EI IO 03.5000 10/25/2051 | 0.45% |
| GNMA GII30 TBA 04.5000 10/01/2051 | 0.44% |
| GNMA GII30 TBA 03.5000 10/01/2051 | 0.43% |
| CFCRE 2011-C2 E P/P 144A 05.8868 12/15/2047 | 0.43% |
| FHR 4973 LI IO 04.0000 04/25/2050 | 0.41% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.40% |
| STACR 2019-HRP1 M2 01.4860 02/25/2049 | 0.40% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.40% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| NETHERLANDS GOV REGS 00.5000 07/15/2026 | 0.40% |
| BROADCOM INC 04.1500 11/15/2030 | 0.39% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.39% |
| CSAIL 2019-C15 A4 04.0529 03/15/2052 | 0.38% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.37% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.37% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.37% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.36% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.36% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.36% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.35% |
| CAS 2015-C03 2M2 05.0860 07/25/2025 | 0.35% |
| FRANCE (GOVT OF) REGS 00.0000 02/25/2023 | 0.34% |
| STACR 2016-DNA3 M3 05.0860 12/25/2028 | 0.34% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.34% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.33% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.33% |
| BANK 2019-BN22 C 03.5766 11/15/2062 | 0.32% |
| CSAIL 2015-C1 C 04.4041 04/15/2050 | 0.32% |
| FHR 4972 IO IO 06.0000 05/25/2050 | 0.32% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.31% |
| SPST 2021-6 A 00.8833 04/25/2022 | 0.31% |
| STACR 2015-DNA3 M3 04.7860 04/25/2028 | 0.31% |
| CAS 2015-C04 2M2 05.6360 04/25/2028 | 0.31% |
| SPANISH GOV'T REGS 05.1500 10/31/2044 | 0.30% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.30% |
| JPMCC 2019-COR5 IO 01.6525 06/13/2052 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.30% |
| COMM 2014-CR17 C 04.9457 05/10/2047 | 0.30% |
| CSMC 2016-NXSR C 04.4995 12/15/2049 | 0.30% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.30% |
| CAS 2016-C07 2M2 04.4360 05/25/2029 | 0.29% |
| MCAS 2019-01 M10 144A 03.3360 10/15/2049 | 0.29% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.29% |
| MALAYSIA GOVERNMENT 03.8850 08/15/2029 | 0.29% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.29% |
| REPUBLIC OF AUSTRIA REGS 00.5000 04/20/2027 | 0.29% |
| MSBAM 2012-C5 E 144A 04.8129 08/15/2045 | 0.28% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.28% |
| THAILAND GOVERNMENT BOND 02.0000 12/17/2031 | 0.28% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.28% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.28% |
| OBRIGACOES DO TESO REGS 01.9500 06/15/2029 | 0.28% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.28% |
| CAN 10YR BOND FUT DEC21 CNZ1 | 0.28% |
| SPANISH GOV'T REGS 01.5000 04/30/2027 | 0.27% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.27% |
| STACR 2017-DNA3 M2B 02.5860 03/25/2030 | 0.27% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.27% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.26% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.26% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.26% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| BBCMS 2020-C8 XA IO 01.9711 10/15/2053 | 0.26% |
| NETFLIX INC 04.3750 11/15/2026 | 0.26% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.25% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.25% |
| BXMT 2021-FL4 A P/P 144A 01.1338 05/15/2038 | 0.25% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.25% |
| CAS 2017-C07 1EB2 01.0860 05/25/2030 | 0.25% |
| TREASURY BILL 00.0000 02/03/2022 | 0.25% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.24% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.24% |
| AUST 3YR BOND FUT DEC21 YMZ1 | 0.24% |
| JPMCC 2012-C6 E 144A 05.3102 05/15/2045 | 0.24% |
| MSBAM 2014-C17 C 04.6375 08/15/2047 | 0.24% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.24% |
| ABBSL 2020-1A A1A 144A 01.6261 01/15/2033 | 0.24% |
| BOBA 2020-1A A 144A 01.4843 01/20/2032 | 0.24% |
| MORGN 2019-5A A1 144A 01.5161 01/15/2033 | 0.24% |
| AT&T INC 03.5500 09/15/2055 | 0.24% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.24% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.23% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.23% |
| BANK 2019-BN20 XA IO 00.9584 09/15/2062 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.23% |
| CAS 2016-C05 2M2 04.5360 01/25/2029 | 0.23% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.23% |
| CAS 2014-C03 2M2 02.9860 07/25/2024 | 0.23% |
| NETHERLANDS GOVT REGS 03.7500 01/15/2042 | 0.23% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.23% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.23% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.22% |
| TRNTS 2021-16A A1 144A 01.3143 07/20/2034 | 0.22% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.22% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.22% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.22% |
| BONOS Y OBLIG DEL ES P/P REGS 01.6000 04/30/2025 | 0.22% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.22% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.21% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.21% |
| JPMCC 2012-C8 D 144A 04.8277 10/15/2045 | 0.21% |
| JPMBB 2013-C17 D 144A 05.0488 01/15/2047 | 0.21% |
| ARES 2016-41A AR2 144A 01.1961 04/15/2034 | 0.21% |
| CFMT 2020-HB4 M3 144A 02.7195 12/26/2030 | 0.20% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.20% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.20% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.20% |
| IRELAND GOVERNMENT BOND REGS 00.2000 05/15/2027 | 0.20% |
| VMWARE INC 02.2000 08/15/2031 | 0.20% |
| BANK 2020-BN30 XA IO 01.4396 12/15/2053 | 0.19% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.19% |
| WEC ENERGY GROUP INC 02.2373 05/15/2067 | 0.19% |
| CPTFEMU R 0.655 P 05/15/30 | 0.19% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.19% |
| WFCM 2015-C30 C 04.6483 09/15/2058 | 0.19% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.19% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.19% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.19% |
| COMM 2015-LC19 C 04.3748 02/10/2048 | 0.19% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.19% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.19% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.19% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.19% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.18% |
| AON PLC 04.2500 12/12/2042 | 0.18% |
| COMM 2013-CR13 C 05.0446 11/10/2046 | 0.18% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.18% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% |
| JPMBB 2014-C23 D 144A 04.1327 09/15/2047 | 0.18% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.18% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.18% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.18% |
| CAS 2016-C01 1M2 06.8360 08/25/2028 | 0.18% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% |
| CAS 2015-C04 1M2 05.7860 04/25/2028 | 0.18% |
| EQUINIX INC 03.2000 11/18/2029 | 0.18% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.18% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.18% |
| WFRBS 2014-C22 AS 04.0690 09/15/2057 | 0.18% |
| CPTFEMU R 0.961 P 05/15/40 | 0.18% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.17% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.17% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.17% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.17% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.17% |
| MDPK 2018-30A A 144A 00.8761 04/15/2029 | 0.17% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.17% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.17% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.17% |
| GALXY 2016-22A ARR 144A 01.3264 04/16/2034 | 0.17% |
| COMM 2014-CR18 C 04.9142 07/15/2047 | 0.16% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.16% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.16% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.16% |
| AT&T INC 02.2500 02/01/2032 | 0.16% |
| GUGG4 2016-1A A1S1 144A 01.3561 10/15/2031 | 0.16% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.16% |
| MSBAM 2013-C8 B 03.6592 12/15/2048 | 0.16% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.16% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.16% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.16% |
| COMM 2012-CR2 D 144A 04.9916 08/15/2045 | 0.16% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.16% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.16% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.16% |
| AGL 2021-13A A1 P/P 144A 01.2923 10/20/2034 | 0.16% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.16% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.16% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.15% |
| OZLM 2014-9A A1AR 144A 01.4143 10/20/2031 | 0.15% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.15% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.15% |
| MCAS 2019-01 M7 144A 01.7860 10/15/2049 | 0.15% |
| LHOME 2021-RTL2 A1 02.0900 06/25/2026 | 0.15% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.15% |
| ZAIS 2019-13A A1A 144A 01.6161 07/15/2032 | 0.15% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.15% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.15% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% |
| EUR/USD 12/15/2021 HSBCB | 0.15% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.15% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.15% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.15% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.14% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.14% |
| WFCM 2020-C57 C 04.1578 08/15/2053 | 0.14% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.14% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.14% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.14% |
| WAMU 2005-AR12 1A8 02.8080 10/25/2035 | 0.14% |
| FHMS K087 X1 IO 00.5098 12/25/2028 | 0.14% |
| WFCM 2017-RC1 C 04.5910 01/15/2060 | 0.14% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.14% |
| FINNISH GOVERNMENT P/P REGS 01.1250 04/15/2034 | 0.14% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.14% |
| VERIZON COMM 04.3290 09/21/2028 | 0.14% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.14% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% |
| BONOS Y OBLIG DEL ES REGS 04.6500 07/30/2025 | 0.14% |
| CAS 2016-C02 1M2 06.0860 09/25/2028 | 0.14% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.14% |
| WFCM 2019-C52 XA IO 01.7408 08/15/2052 | 0.14% |
| SPEAK 2020-8A A 144A 01.4043 04/20/2033 | 0.14% |
| SNDPT 2021-1A A 144A 01.2100 04/25/2034 | 0.13% |
| WFCM 2013-LC12 C 04.4429 07/15/2046 | 0.13% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.13% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 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% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.13% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.13% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.13% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.13% |
| CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.13% |
| GSMS 2013-GCJ14 B P/P 144A 04.8966 08/10/2046 | 0.13% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.13% |
| FHMS K113 X1 IO 01.4902 06/25/2030 | 0.13% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.13% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 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% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.13% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.13% |
| MSBAM 2014-C18 C 04.6494 10/15/2047 | 0.13% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.12% |
| HCA INC. 05.5000 06/15/2047 | 0.12% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.12% |
| REPUBLIC OF ITALY REGS 04.0000 02/01/2037 | 0.12% |
| TREASURY BILL 00.0000 10/07/2021 | 0.12% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.12% |
| CWALT 2006-OA10 4A1 00.4660 08/25/2046 | 0.12% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.12% |
| AT&T INC 02.5500 12/01/2033 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| JPMBB 2013-C12 B 04.2352 07/15/2045 | 0.12% |
| CARVL 2019-1A ANR 144A 01.2443 04/20/2032 | 0.12% |
| EUR/USD 12/15/2021 RBSF | 0.12% |
| STACR 2017-DNA2 M2 03.5360 10/25/2029 | 0.12% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.12% |
| SAMI 2007-AR7 1A1 00.9360 05/25/2047 | 0.12% |
| UBSCM 2012-C1 C 144A 05.7344 05/10/2045 | 0.12% |
| CWALT 2006-OA7 1A2 01.0321 06/25/2046 | 0.12% |
| FHMS K123 X1 00.8656 12/25/2030 | 0.12% |
| VERIZON COMM 04.6720 03/15/2055 | 0.12% |
| CGCMT 2014-GC19 D 144A 05.2598 03/10/2047 | 0.12% |
| FHR 4979 SN IO 05.9640 06/25/2050 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.12% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.11% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.11% |
| MSBAM 2012-C6 D 144A 04.7566 11/15/2045 | 0.11% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.11% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.11% |
| MSBAM 2015-C24 B 04.4881 05/15/2048 | 0.11% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.11% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| FHMS K113 XAM IO 01.6927 06/25/2030 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.11% |
| GSMS 2012-GCJ7 C 05.7399 05/10/2045 | 0.11% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.11% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% |
| CGCMT 2013-GC17 C 05.2597 11/10/2046 | 0.11% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.11% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.11% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.11% |
| FHMS K111 X1 IO 01.6810 05/25/2030 | 0.11% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.11% |
| BONOS Y OBLIG DEL ES REGS 04.2000 01/31/2037 | 0.11% |
| COMM 2013-CR11 B 05.2771 08/10/2050 | 0.11% |
| EMIR 2018-1 M1 01.7860 11/25/2028 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.11% |
| FISERV INC 04.2000 10/01/2028 | 0.11% |
| COMCAST CORP 03.9990 11/01/2049 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| STACR 2017-DNA3 M2 02.5860 03/25/2030 | 0.10% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.10% |
| MSBAM 2013-C9 D 144A 04.2466 05/15/2046 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.10% |
| ABBSL 2021-2A A 144A 01.2301 04/15/2034 | 0.10% |
| APID 2021-35A A 144A 01.2486 04/20/2034 | 0.10% |
| ARES 2021-60A A 144A 01.2549 07/18/2034 | 0.10% |
| BSP 2018-5BA A1A 144A 01.2243 04/20/2031 | 0.10% |
| GCBSL 2020-48A A1 144A 01.4439 04/17/2033 | 0.10% |
| INGIM 2013-2A A1R 144A 01.0953 04/25/2031 | 0.10% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.10% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.10% |
| RSRVA 2016-3A ARR 144A 01.1939 01/18/2034 | 0.10% |
| SPANISH GOV'T REGS 01.2500 10/31/2030 | 0.10% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.10% |
| TMIR 2021-1 M1B 144A 03.0860 08/25/2033 | 0.10% |
| WOODS 2018-17A A 144A 01.1983 04/22/2031 | 0.10% |
| GNR 2015-H03 DI IO 01.6837 01/20/2065 | 0.10% |
| OZLM 2015-11A A1R 144A 01.3785 10/30/2030 | 0.10% |
| GNR 2015-H09 AI IO 01.7170 04/20/2065 | 0.10% |
| FRANCE (GOVT OF) REGS 00.0000 11/25/2030 | 0.10% |
| GSMS 2010-C1 D 144A 06.1868 08/10/2043 | 0.10% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% |
| WAMU 2005-AR9 A1C3 01.0460 07/25/2045 | 0.10% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.10% |
| AMGEN INC 04.6630 06/15/2051 | 0.10% |
| CAS 2017-C02 2ED3 01.4360 09/25/2029 | 0.10% |
| GNR 2016-H23 NI IO 02.2248 10/20/2066 | 0.10% |
| LENNAR CORP 04.7500 11/29/2027 | 0.10% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.10% |
| CAS 2017-C01 1EB1 01.3360 07/25/2029 | 0.10% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.09% |
| STACR 2016-DNA4 M3 03.8860 03/25/2029 | 0.09% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.09% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.09% |
| COMM 2015-LC21 XA IO 00.8203 07/10/2048 | 0.09% |
| UBSCM 2017-C7 XA IO 01.1724 12/15/2050 | 0.09% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.09% |
| FHMS K098 X1 IO 01.2682 08/25/2029 | 0.09% |
| JPMBB 2014-C22 C 04.7046 09/15/2047 | 0.09% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.09% |
| GNR 2016-H07 HI IO 01.5104 02/20/2066 | 0.09% |
| NORWEGIAN GOVERNMENT P/P REGS 01.7500 02/17/2027 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| JPALT 2007-S1 A1 00.6460 04/25/2047 | 0.09% |
| ORACLE CORP 03.6500 03/25/2041 | 0.09% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.09% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.09% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.09% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| GNR 2017-H04 BI IO 02.4588 02/20/2067 | 0.08% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.08% |
| CCMFC 2006-4A A2 00.2660 11/25/2047 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.08% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.08% |
| GNR 2017-H02 BI IO 02.4363 01/20/2067 | 0.08% |
| WAMU 2005-AR2 2A1B 00.8260 01/25/2045 | 0.08% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.08% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 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% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.08% |
| BMIR 2019-4A M1C 144A 02.5860 10/25/2029 | 0.08% |
| BOEING CO 05.9300 05/01/2060 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.08% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.08% |
| AUTONATION INC 02.4000 08/01/2031 | 0.08% |
| COMM 2014-UBS6 XA IO 01.0252 12/10/2047 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| JPMBB 2014-C22 XA IO 00.9761 09/15/2047 | 0.08% |
| WFRBS 2011-C4 C 144A 05.0235 06/15/2044 | 0.08% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.08% |
| GNR 2016-H16 EI IO 02.1940 06/20/2066 | 0.08% |
| MSBAM 2014-C14 C 05.2178 02/15/2047 | 0.08% |
| MSC 2011-C3 D 144A 05.4666 07/15/2049 | 0.08% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.08% |
| ZOETIS INC 03.9000 08/20/2028 | 0.08% |
| EUR/USD PUT 1.1615 20211027 JPMCB | 0.07% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.07% |
| CARR 2006-NC2 A4 00.3260 06/25/2036 | 0.07% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.07% |
| GNR 2020-32 GS IO 06.0126 03/20/2050 | 0.07% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.07% |
| FHMS K118 X1 IO 01.0540 09/25/2030 | 0.07% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.07% |
| HCA INC 03.5000 07/15/2051 | 0.07% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.07% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.07% |
| AHM 2007-1 GA1C 00.2760 05/25/2047 | 0.07% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.07% |
| MSRR 2015-R4 CB1 00.9100 08/26/2047 | 0.07% |
| RAMC 2003-4 A1 01.1260 03/25/2034 | 0.07% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.07% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.07% |
| SAMI 2007-AR1 2A1 00.2660 01/25/2037 | 0.07% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| CMLTI 2005-2 1A2A 02.7514 05/25/2035 | 0.07% |
| GBP/USD PUT 1.332 20211112 BANKAM | 0.07% |
| SWPTN 1YX10Y P 1.529 USD 09/13/2022 CI | 0.06% |
| WAMU 2005-AR13 A1C3 01.0660 10/25/2045 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.06% |
| EUR/USD PUT 1.155 20211112 GSFX | 0.06% |
| GNR 2016-H20 NI IO 02.0094 09/20/2066 | 0.06% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.06% |
| WFCM 2016-LC25 XA IO 01.1061 12/15/2059 | 0.06% |
| CWALT 2006-OA19 A1 00.2674 02/20/2047 | 0.06% |
| FNR 2012-116 SA IO 07.1140 10/25/2042 | 0.06% |
| GNR 2014-H12 BI IO 01.5582 05/20/2064 | 0.06% |
| GNR 2015-H26 DI IO 01.8983 10/20/2065 | 0.06% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.06% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.06% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.06% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.06% |
| UNITED KINGDOM GILT REGS 03.5000 07/22/2068 | 0.06% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.06% |
| GNR 2016-H13 EI IO 02.1290 04/20/2066 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% |
| JPMCC 2010-C2 C 144A 05.8722 11/15/2043 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| WAMU 2005-AR1 A1B 00.8660 01/25/2045 | 0.06% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.06% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.06% |
| NZD/USD PUT 0.678 20211112 UBS | 0.06% |
| CAS 2016-C03 1M2 05.3860 10/25/2028 | 0.06% |
| GNR 2014-H21 AI IO 01.6194 10/20/2064 | 0.06% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.06% |
| IRELAND GOVERNMENT BOND REGS 02.0000 02/18/2045 | 0.06% |
| STACR 2018-HRP2 M3 02.4860 02/25/2047 | 0.06% |
| CWALT 2006-OA10 1A1 01.0521 08/25/2046 | 0.05% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.05% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.05% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.05% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% |
| BUMT 2005-1 1A1 00.6860 09/25/2045 | 0.05% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.05% |
| GNR 2015-H26 EI IO 01.7205 10/20/2065 | 0.05% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.05% |
| GNR 2015-H25 AI IO 01.6042 09/20/2065 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| SWPTN 10YX10Y P 2.525 USD 04/15/2031 BA | 0.05% |
| FNR 2012-103 LS IO 05.9140 09/25/2042 | 0.05% |
| JPMCC 2013-C16 XA IO 01.0753 12/15/2046 | 0.05% |
| STACR 2020-HQA1 M2 01.9860 01/25/2050 | 0.05% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.05% |
| WFRBS 2011-C4 E 144A 05.0235 06/15/2044 | 0.05% |
| WFRBS 2012-C10 D 144A 04.5596 12/15/2045 | 0.05% |
| COMM 2014-UBS6 C 04.5921 12/10/2047 | 0.05% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.05% |
| JPMBB 2015-C33 XA IO 01.0588 12/15/2048 | 0.05% |
| WAMU 2005-AR10 1A3 02.9099 09/25/2035 | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.04% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.04% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.04% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.04% |
| CAS 2013-C01 M2 05.3360 10/25/2023 | 0.04% |
| GNR 2017-H19 MI IO 02.0600 04/20/2067 | 0.04% |
| GSMS 2013-GC10 XA IO 01.6252 02/10/2046 | 0.04% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.04% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.04% |
| JPMBB 2013-C12 XA IO 00.5658 07/15/2045 | 0.04% |
| EUR/USD 12/15/2021 SSBT | 0.04% |
| 1.645 R ISWP US0003M P 03/16/2031 | 0.04% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.04% |
| CAS 2015-C01 1M2 04.3860 02/25/2025 | 0.04% |
| AUSTRALIAN GOVERNMENT REGS 03.0000 03/21/2047 | 0.04% |
| GNR 2010-171 SB IO 06.3654 12/16/2040 | 0.04% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.04% |
| MLMI 2005-A2 A2 02.8240 02/25/2035 | 0.04% |
| EUR/USD 12/15/2021 BANKAM | 0.04% |
| GNR 2016-H01 AI IO 01.6547 01/20/2066 | 0.04% |
| BTPS REGS 01.7000 09/01/2051 | 0.04% |
| HMIR 2018-1 M1 144A 01.6860 10/25/2028 | 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% |
| AUD/USD 10/20/2021 GSFX | 0.03% |
| NRZT 2018-4A A1M 00.9860 01/25/2048 | 0.03% |
| WFRBS 2013-C14 XA IO 00.8057 06/15/2046 | 0.03% |
| WFMBS 2006-AR5 1A1 02.6140 04/25/2036 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| 1.10 R ISWP FWD SOFRRATE P 12/15/2031 | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.03% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% |
| UNITED KINGDOM GILT REGS 02.7500 09/07/2024 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.03% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.03% |
| CAS 2016-C03 2M2 05.9860 10/25/2028 | 0.03% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| CAS 2018-C05 1M2 02.4360 01/25/2031 | 0.02% |
| CNH/USD 11/17/2021 HSBCB | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| GNR 2016-77 SL IO 06.0626 03/20/2043 | 0.02% |
| STACR 2017-DNA2 M1 01.2860 10/25/2029 | 0.02% |
| CAS 2019-HRP1 M2 02.2360 11/25/2039 | 0.02% |
| STACR 2019-DNA1 M2 02.7360 01/25/2049 | 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% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 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% |
| CAS 2017-C05 1M2A 02.2860 01/25/2030 | 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% |
| GBP/USD 12/15/2021 UBS | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| AUD/USD 10/20/2021 RBSF | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| CAS 2015-C02 1M2 04.0860 05/25/2025 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| GBP/USD 12/15/2021 HSBCB | 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% |
| NZD/USD 10/20/2021 RBSF | 0.02% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.02% |
| CAS 2014-C04 2M2 05.0860 11/25/2024 | 0.02% |
| CAS 2015-C02 2M2 04.0860 05/25/2025 | 0.02% |
| CHF/USD 12/15/2021 UBS | 0.02% |
| NZD/USD 10/20/2021 SSBT | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| 0.65 R ISWP FWD SES3M P 12/15/2031 | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| WFRBS 2012-C10 XA IO 144A 01.6347 12/15/2045 | 0.02% |
| CAD/USD 10/20/2021 SSBT | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| JPY/USD 11/17/2021 BANKAM | 0.01% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| 1.355 R ISWP US0003M P 09/23/2031 | 0.01% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CNH/USD 11/17/2021 GSFX | 0.01% |
| STACR 2014-HQ3 M3 04.8360 10/25/2024 | 0.01% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 1.324 R ISWP US0003M P 09/17/2031 | 0.01% |
| 1.63 R ISWP FWD NOKOIB6M P 12/15/2031 | 0.01% |
| CAS 2019-R01 2M2 02.5360 07/25/2031 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| CPTFEMU R 1.4 P 07/15/27 | 0.01% |
| JPY/USD 11/17/2021 JPMCB | 0.01% |
| SEK/USD 12/15/2021 JPMCB | 0.01% |
| UBSBB 2012-C4 XA IO 144A 01.7277 12/10/2045 | 0.01% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.01% |
| 2.56 R ISWP FWD CNRR007 P 03/16/2027 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNR 2010-46 SB IO 06.3640 05/25/2040 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 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% |
| CHF/USD 12/15/2021 MSCIL | 0.01% |
| GBP/USD 12/15/2021 CITI | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| SPANISH GOV'T REGS 01.0000 10/31/2050 | 0.01% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.01% |
| 1.6355 R ISWP US0003M P 03/16/2031 | 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% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.01% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.01% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.01% |
| CHF/USD 12/15/2021 CITI | 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.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GBP/USD 12/15/2021 CSI-FX | 0.01% |
| STACR 2021-HQA3 M1 00.9000 09/25/2041 | 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% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.01% |
| AUD/USD 10/20/2021 SSBT | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| NOK/USD 12/15/2021 UBS | 0.01% |
| NZD/USD 10/20/2021 BANKAM | 0.01% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| CAD/USD 10/20/2021 BANKAM | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CPURNSA P 2.783 R 09/14/26 | 0.00% |
| EUR/USD 12/15/2021 CITI | 0.00% |
| FHR 4076 MS IO 06.6163 07/15/2040 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| STACR 2018-HQA2 M2 02.3860 10/25/2048 | 0.00% |
| STACR 2019-HQA1 M2 02.4360 02/25/2049 | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.00% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 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% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| 0.9255 R ISWP US0003M P 03/16/2026 | 0.00% |
| AUD/USD 10/20/2021 HSBCB | 0.00% |
| CAD/USD 10/20/2021 TDBK | 0.00% |
| CHF/USD 12/15/2021 BCAP-FX | 0.00% |
| CHF/USD 12/15/2021 JPMCB | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 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.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 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CNH/USD 11/17/2021 SSBT | 0.00% |
| CPTFEMU R 1.4375 P 09/15/23 | 0.00% |
| CPTFEMU R 1.4413 P 09/15/23 | 0.00% |
| CPTFEMU R 1.4425 P 09/15/23 | 0.00% |
| CPTFEMU R 1.4438 P 09/15/23 | 0.00% |
| GBP/USD 12/15/2021 BCAP-FX | 0.00% |
| NOK/USD 12/15/2021 SSBT | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| PLN/USD 12/15/2021 GSFX | 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% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.00% |
| 0.6525 R ISWP FWD SONIA P 12/15/2031 | 0.00% |
| 1.3955 R ISWP US0003M P 09/27/2031 | 0.00% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 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.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.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-.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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| EUR/USD 12/15/2021 TDBK | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| MXN/USD 10/20/2021 BANKAM | 0.00% |
| NZD/USD 10/20/2021 WPAC | 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 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| THB/USD 11/17/2021 CITI | 0.00% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.00% |
| 0.926 R ISWP US0003M P 03/16/2026 | 0.00% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.00% |
| 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 1.29 R ISWP US0003M P 08/20/2031 | 0.00% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.00% |
| AUD/USD 10/20/2021 CSI-FX | 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.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-.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-.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% |
| DKK/USD 12/15/2021 CITI | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| GBP/USD 12/15/2021 TDBK | 0.00% |
| IDR/USD 11/17/2021 GSFX | 0.00% |
| JPMCC 2006-CB17 X IO 01.1442 12/12/2043 | 0.00% |
| NZD/USD 10/20/2021 BCAP-FX | 0.00% |
| STACR 2019-DNA2 M2 02.5360 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 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 1YX10Y P 1.7875 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% |
| 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% |
| 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.00% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.00% |
| AUD/USD 10/20/2021 BCAP-FX | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 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.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-.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 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-.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% |
| CNH/USD 11/17/2021 RBSF | 0.00% |
| CNH/USD 11/17/2021 UBS | 0.00% |
| IDR/USD 11/17/2021 BCAP-FX | 0.00% |
| ILS/USD 10/20/2021 SSBT | 0.00% |
| JPY/USD 11/17/2021 WPAC | 0.00% |
| NZD/USD 10/20/2021 TDBK | 0.00% |
| NZD/USD 10/20/2021 UBS | 0.00% |
| RUB/USD 12/15/2021 BANKAM | 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 20YX5Y P 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | 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% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.00% |
| 1.357 R ISWP US0003M P 09/14/2031 | 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% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7631 12/11/2038 | 0.00% |
| CAD/USD 10/20/2021 CSI-FX | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.6074 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.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.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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 GS | 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 11/17/2021 JPMCB | 0.00% |
| CSMC 2006-C4 AX IO 144A 00.9510 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0483 01/15/2049 | 0.00% |
| GBP/USD 12/15/2021 RBSF | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HKD/USD 11/17/2021 BANKAM | 0.00% |
| HKD/USD 11/17/2021 GSFX | 0.00% |
| HKD/USD 11/17/2021 HSBCB | 0.00% |
| HKD/USD 11/17/2021 SSBT | 0.00% |
| HKD/USD 11/17/2021 TDBK | 0.00% |
| HKD/USD 11/17/2021 UBS | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2300 05/15/2045 | 0.00% |
| JPY/USD 11/17/2021 HSBCB | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.7750 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.2530 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.2530 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| NOK/USD 12/15/2021 BCAP-FX | 0.00% |
| NOK/USD 12/15/2021 HSBCB | 0.00% |
| NOK/USD 12/15/2021 MSCIL | 0.00% |
| NOK/USD 12/15/2021 RBSF | 0.00% |
| NZD/USD 10/20/2021 MSCIL | 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 12/15/2021 GSFX | 0.00% |
| SEK/USD 12/15/2021 TDBK | 0.00% |
| SGD/USD 11/17/2021 JPMCB | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 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 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.00% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | 0.00% |
| SWPTN 1MX5Y R 1.6 CAD 10/29/2021 TD | 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 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.00% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.00% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | 0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| ZAR/USD 10/20/2021 GSFX | 0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.00% |
| 1.451 R ISWP FWD CDOR03 P 12/15/2026 | -0.00% |
| 1.46049 R ISWP US0003M P 06/11/2031 | -0.00% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.00% |
| CAD/USD 10/20/2021 HSBCB | -0.00% |
| CAD/USD 10/20/2021 JPMCB | -0.00% |
| CAD/USD 10/20/2021 RBSF | -0.00% |
| CAD/USD 10/20/2021 UBS | -0.00% |
| CHF/USD 12/15/2021 BANKAM | -0.00% |
| CHF/USD 12/15/2021 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.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 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-.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-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CNH/USD 11/17/2021 BANKAM | -0.00% |
| GBP/USD 12/15/2021 JPMCB | -0.00% |
| NOK/USD 12/15/2021 GSFX | -0.00% |
| NOK/USD 12/15/2021 JPMCB | -0.00% |
| NZD/USD 10/20/2021 CITI | -0.00% |
| NZD/USD 10/20/2021 HSBCB | -0.00% |
| PEN/USD 10/20/2021 BCAP-FX | -0.00% |
| RON/USD 12/15/2021 CITI | -0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 1MX5Y P 1.6 CAD 10/29/2021 TD | -0.00% |
| SWPTN 1MX5Y R 0.944 USD 10/21/2021 CI | -0.00% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.00% |
| SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 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 5YX2Y R 1.9 USD 06/22/2026 CI | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| 0.951 R ISWP FWD AUDBB6M P 12/15/2026 | -0.00% |
| 1.59 R ISWP FWD US0003M P 10/07/2031 | -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% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.00% |
| CHF/USD 12/15/2021 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -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 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-.12 2061-08-17 300.0 08/17/2061 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% |
| CZK/USD 12/15/2021 BANKAM | -0.00% |
| EUR/USD 12/15/2021 CSI-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 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.00% |
| SWPTN 5YX30Y R 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% |
| -0.451 R ISWP FWD EUR006M P 12/15/2023 | -0.00% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.00% |
| 1.551 R ISWP FWD AUDBB6M P 12/15/2031 | -0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.00% |
| CAD/USD 10/20/2021 CITI | -0.00% |
| CAD/USD 10/20/2021 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 12/15/2021 WPAC | -0.00% |
| HUF/USD 12/15/2021 SSBT | -0.00% |
| NZD/USD 10/20/2021 GSFX | -0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% |
| -0.201 R ISWP FWD EUR006M P 12/15/2026 | -0.00% |
| 0.451 R ISWP FWD EUR006M P 12/15/2051 | -0.00% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.00% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| CHF/USD 12/15/2021 GSFX | -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 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% |
| JPY/USD 11/17/2021 CITI | -0.00% |
| JPY/USD 11/17/2021 TDBK | -0.00% |
| SEK/USD 12/15/2021 RBSF | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| -0.05 R ISWP FWD SARON FIXING 3. (MARKET CLOSE. P 12/15/2031 | -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% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.00% |
| AUD/USD 10/20/2021 UBS | -0.00% |
| CAD/USD 10/20/2021 WPAC | -0.00% |
| CHF/USD 12/15/2021 RBSF | -0.00% |
| CLP/USD 10/20/2021 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| JPY/USD 11/17/2021 RBSF | -0.00% |
| NZD/USD 10/20/2021 CSI-FX | -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% |
| 0.501 R ISWP FWD SONIA P 12/15/2026 | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| 1.529 R ISWP FWD US0003M P 09/15/2032 | -0.01% |
| 1.801 R ISWP FWD CDOR03 P 12/15/2031 | -0.01% |
| CAD/USD 10/20/2021 MSCIL | -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% |
| GBP/USD 12/15/2021 SSBT | -0.01% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.01% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.01% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| JPY/USD 11/17/2021 MSCIL | -0.01% |
| NOK/USD 12/15/2021 TDBK | -0.01% |
| SEK/USD 12/15/2021 MSCIL | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CPTFEMU P 1.71 R 07/15/37 | -0.01% |
| GBP/USD 12/15/2021 WPAC | -0.01% |
| SEK/USD 12/15/2021 BANKAM | -0.01% |
| SEK/USD 12/15/2021 SSBT | -0.01% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -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 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 0.701 R ISWP FWD SONIA P 12/15/2051 | -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% |
| AUD/USD 10/20/2021 CITI | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 12/15/2021 BANKAM | -0.01% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.01% |
| UKRPI P 3.665 R 12/15/28 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| JPY/USD 11/17/2021 BCAP-FX | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 11/17/2021 GSFX | -0.01% |
| JPY/USD 11/17/2021 SSBT | -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 5YX20Y P 1.11125 JPY 08/24/2023 BC | -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% |
| UKRPI P 3.3875 R 03/15/28 | -0.01% |
| 1.671 R ISWP US0003M P 07/27/2051 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CNH/USD 11/17/2021 TDBK | -0.01% |
| SEK/USD 12/15/2021 GSFX | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 1MX5Y P 0.944 USD 10/21/2021 CI | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.01% |
| 2.03 R ISWP FWD NFIX3MID P 12/15/2031 | -0.01% |
| 2.201 R ISWP FWD CDOR03 P 12/15/2051 | -0.01% |
| AUD/USD 10/20/2021 BANKAM | -0.01% |
| AUD/USD 10/20/2021 TDBK | -0.01% |
| NZD/USD 10/20/2021 JPMCB | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.01% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| JPY/USD 11/17/2021 UBS | -0.02% |
| SEK/USD 12/15/2021 UBS | -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 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| 0.601 R ISWP FWD SONIA P 12/15/2031 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD PUT 1.135 20211112 GSFX | -0.02% |
| GBP/USD PUT 1.30 20211112 BANKAM | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| KRW/USD 11/17/2021 JPMCB | -0.02% |
| NZD/USD PUT 0.66 20211112 UBS | -0.02% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 3MX10Y R 1.1635 USD 12/08/2021 CI | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| EUR/USD 12/15/2021 BCAP-FX | -0.02% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| 0.101 R ISWP FWD EUR006M P 12/15/2031 | -0.02% |
| AUD/USD 10/20/2021 MSCIL | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| UKRPI P 3.34 R 02/15/28 | -0.02% |
| EUR/USD PUT 1.149 20211027 JPMCB | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% |
| UKRPI P 3.4025 R 03/15/28 | -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% |
| 1.70 R ISWP FWD CDOR03 P 12/15/2031 | -0.03% |
| AUD/USD 10/20/2021 JPMCB | -0.03% |
| CPURNSA P 2.78 R 01/15/32 | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| 0.02 R ISWP FWD EUR006M P 12/15/2031 | -0.03% |
| 1.395 R ISWP FWD AUDBB6M P 12/15/2031 | -0.03% |
| UKRPI P 3.385 R 11/15/24 | -0.03% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.03% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| EUR/USD 12/15/2021 MSCIL | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| GBP/USD 12/15/2021 GSFX | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% |
| UKRPI P 3.34 R 03/15/28 | -0.05% |
| SWPTN 10YX10Y R 2.525 USD 04/15/2031 BA | -0.05% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.08% |
| 2.09 R ISWP US0003M P 03/16/2051 | -0.08% |
| EUR/USD 12/15/2021 UBS | -0.08% |
| SWPTN 1YX10Y P 1.849 USD 09/13/2022 CI | -0.09% |
| EUR/USD 12/15/2021 JPMCB | -0.10% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.11% |
| GBP/USD 12/15/2021 MSCIL | -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 | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.15% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.15% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.15% |
| EUR/USD 12/15/2021 GSFX | -0.20% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | -0.20% |
| CPTFEMU P 1.13 R 05/15/50 | -0.27% |
| EURO-SCHATZ FUT DEC21 DUZ1 | -0.32% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.33% |
| CPTFEMU P 0.935 R 05/15/40 | -0.36% |
| CPTFEMU P 0.93 R 05/15/40 | -0.36% |
| JPN 10Y BOND(OSE) DEC21 JBZ1 | -2.80% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2051 | -5.77% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -6.76% |
| FNMA FN30 TBA UMBS 02.0000 10/01/2051 | -7.85% |
| FNMA FN30 TBA UMBS 02.5000 10/01/2051 | -11.05% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | -16.32% |
Fixed income statistics as of 12/31/21
| Average effective maturity | 7.33 yrs. |
|---|---|
| Average effective duration | 6.84 yrs. |
| Average yield to maturity | 2.37% |
| Average coupon | 3.12% |
Sector weightings as of 12/31/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| International Treasury/agency | 24.41% | 2.43 | 0.00% | 0.29 | 24.41% | 2.72 |
| Investment-grade corporate bonds | 19.22% | 1.78 | 0.00% | 0.00 | 19.22% | 1.78 |
| Commercial MBS | 14.81% | 0.51 | -0.64% | 0.00 | 14.17% | 0.51 |
| Residential MBS (non-agency) | 10.90% | 0.16 | 0.00% | 0.00 | 10.90% | 0.16 |
| Agency CMO | 7.47% | 0.27 | 0.00% | 0.00 | 7.47% | 0.27 |
| Emerging-market bonds | 7.24% | 0.47 | 0.00% | 0.00 | 7.24% | 0.47 |
| Collateralized loan obligations | 4.43% | 0.18 | 0.00% | 0.00 | 4.43% | 0.18 |
| High-yield corporate bonds | 2.39% | 0.14 | 0.00% | 0.00 | 2.39% | 0.14 |
| Asset-backed securities (ABS) | 2.25% | 0.03 | 0.00% | 0.00 | 2.25% | 0.03 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | 2.32 | 0.00% | 2.32 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -0.03 | 0.00% | -0.03 |
| Agency pass-through | 0.00% | 0.00 | -4.83% | -0.69 | -4.83% | -0.69 |
| Net cash | 6.88% | 0.00 | 0.00% | 0.00 | 6.88% | 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 12/31/21
| 0 - 1 yr. | 20.15% |
|---|---|
| 1 - 5 yrs. | 52.64% |
| 5 - 10 yrs. | 8.12% |
| 10 - 15 yrs. | 3.45% |
| Over 15 yrs. | 15.64% |
Quality rating as of 12/31/21
| AAA | 19.31% |
|---|---|
| AA | 10.84% |
| A | 22.81% |
| BBB | 26.27% |
| BB | 5.21% |
| B | 1.78% |
| CCC and Below | 1.23% |
| Not Rated | 12.55% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund concentrates on a limited group of industries and is non-diversified. Because the fund may invest in fewer issuers than a diversified fund, it is vulnerable to common economic forces and may result in greater losses and volatility. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country allocation as of 12/31/21
| United States | 59.94% |
|---|---|
| Japan | 9.42% |
| France | 4.11% |
| Cayman Islands | 4.00% |
| Italy | 3.25% |
| Canada | 2.25% |
| Spain | 2.05% |
| United Kingdom | 1.60% |
| Switzerland | 1.22% |
| Other | 12.16% |
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 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.