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, Strategic Intermediate Municipal 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
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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 subsector allocations and macro strategies also serving as potential alpha generators.
Fund price and assets
| Net asset value (yesterday’s close) |
$10.31 0.29% | $0.03 |
| 52-week high | $12.45 (08/05/21) |
| 52-week low | $10.22 (06/14/22) |
| Net assets and outstanding shares | Download CSV |
Yield
| Distribution rate before sales charge as of 06/30/22 |
2.21% |
|---|---|
| Distribution rate after sales charge as of 06/30/22 |
2.21% |
| 30-day SEC yield with subsidy as of 05/31/22 |
3.21% |
| 30-day SEC yield without subsidy as of 05/31/22 |
2.81% |
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)
-0.70%
Worst 5-year annualized return
(for period ending 06/30/22)
5.58%
Average 5-year annualized return
Fund facts as of 05/31/22
Total net assets
$184.47M
$184.47M
Turnover (fiscal year end)
838%
838%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1100
1100
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 Global Sovereign Credit
Portfolio Manager
Head of Portfolio Construction
Portfolio Manager
Commercial mortgage credit recovering from the pandemic
Portfolio Manager Brett Kozlowski, CFA, describes how Putnam focused its specialized expertise on the CMBS sector during the pandemic and how the team is finding compelling opportunities in that space.
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) | |
A look at leveraged loans and CLOs
A recent Active Insights podcast features a discussion of leveraged loans, and collateralized loan obligations (CLOs).U.S. recession ifs and whens
The U.S. will likely avoid a recession in 2022, in our view. That risk rises next year as the Fed raises rates and China decelerates.Munis after Q1 — and April — and 8 reasons why we are still constructive
While munis suffered a bad quarter to start 2022, brighter days may be ahead amid strong fundamentals.Performance
Total return (%) as of 06/30/22
Annual performance as of 06/30/22
Annualized Total return (%) as of 06/30/22
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -14.83% | -3.59% | -0.70% | 1.00% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Global Aggregate Bond Index | -15.25% | -3.22% | -0.55% | 0.11% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 06/30/22 | -2.92% | - | |
| YTD as of 06/30/22 | -12.16% | - | |
Yield
| Distribution rate before sales charge as of 06/30/22 |
2.21% |
|---|---|
| Distribution rate after sales charge as of 06/30/22 |
2.21% |
| 30-day SEC yield with subsidy as of 05/31/22 |
3.21% |
| 30-day SEC yield without subsidy as of 05/31/22 |
2.81% |
Risk-adjusted performance as of 05/31/22
| Sharpe ratio (3 yrs.) | -0.41 |
|---|---|
| Information ratio (3 yrs.) | -0.15 |
Volatility as of 05/31/22
| Standard deviation (3 yrs.) | 6.09% |
|---|---|
| Beta | 0.91 |
| R-squared | 0.74 |
Fixed income statistics as of 05/31/22
| Average effective duration | 6.20 yrs. |
|---|
Lipper rankings as of 05/31/22
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 140/222 | 63% |
| 3 yrs. | 179/211 | 85% |
| 5 yrs. | 129/178 | 73% |
| 10 yrs. | 62/137 | 45% |
Morningstar Ratings™ as of 05/31/22
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 193 | |
| 3 yrs. | 193 | |
| 5 yrs. | 171 | |
| 10 yrs. | 133 |
Distributions
| Record/Ex dividend date | 06/28/22 |
|---|---|
| Payable date | 06/30/22 |
| Income | $0.019 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 03.0000 07/01/2052 | 9.29% |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | 8.83% |
| Fnma Fn30 Tba Umbs 04.5000 07/01/2052 | 8.80% |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | 4.34% |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2052 | 3.79% |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2052 | 2.65% |
| Japan (30 Year Issue) 02.3000 03/20/2040 | 1.73% |
| Japan (10 Year Issue) 00.8000 09/20/2023 | 1.71% |
| Japan (20 Year Issue) 02.2000 03/20/2031 | 1.32% |
| Japan (40 Year Issue) 02.2000 03/20/2051 | 1.18% |
| Top 10 holdings, percent of portfolio | 43.62% |
| Top 10 holdings as of 05/31/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 07/01/2052 | |
| Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 04.5000 07/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2052 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Japan (40 Year Issue) 02.2000 03/20/2051 | |
| Holdings represent 43.62% of portfolio | |
| Top 10 holdings as of 04/30/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2052 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| 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 | |
| United Kingdom Gilt Regs 04.0000 01/22/2060 | |
| Holdings represent 50.93% of portfolio | |
| Top 10 holdings as of 03/31/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 05/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 05/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2052 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| 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 | |
| United Kingdom Gilt Regs 04.0000 01/22/2060 | |
| Holdings represent 48.36% of portfolio | |
| Top 10 holdings as of 02/28/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 03/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2052 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| 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 | |
| United Kingdom Gilt Regs 04.0000 01/22/2060 | |
| France (Govt Of) Regs 00.5000 05/25/2025 | |
| Holdings represent 43.92% of portfolio | |
| FNMA FN30 TBA UMBS 03.0000 07/01/2052 | 9.29% |
|---|---|
| FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 8.83% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2052 | 8.80% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 8.14% |
| US 5YR NOTE (CBT) SEP22 FVU2 | 3.92% |
| US 10YR NOTE (CBT)SEP22 TYU2 | 2.72% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2052 | 2.65% |
| LONG GILT FUTURE SEP22 G U2 | 1.98% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 1.72% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 1.70% |
| EURO-BOBL FUTURE JUN22 OEM2 | 1.55% |
| EURO-BUND FUTURE JUN22 RXM2 | 1.41% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.31% |
| US LONG BOND(CBT) SEP22 USU2 | 1.28% |
| US ULTRA BOND CBT SEP22 WNU2 | 1.18% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.17% |
| FNMA FN30 TBA UMBS 05.0000 07/01/2052 | 1.12% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.11% |
| GNMA GII30 TBA 03.0000 06/01/2052 | 1.05% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.90% |
| TREASURY BILL 00.0000 06/28/2022 | 0.87% |
| UNITED KINGDOM GILT REGS 04.0000 01/22/2060 | 0.86% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 0.78% |
| FHR 5152 IQ IO 04.5000 10/25/2051 | 0.77% |
| CAS 2016-C06 1M2 05.2557 04/25/2029 | 0.76% |
| BUONI POLIENNALI DEL TES REGS 00.0000 01/15/2024 | 0.76% |
| TREASURY BILL 00.0000 06/14/2022 | 0.76% |
| FHR 4941 IO IO 04.0000 12/15/2047 | 0.71% |
| FRANCE (GOVT OF) REGS 00.0000 03/25/2024 | 0.68% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.67% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.66% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.66% |
| EURO-BUXL 30Y BND JUN22 UBM2 | 0.66% |
| GNR 2021-122 GI IO 04.5000 11/20/2047 | 0.60% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.60% |
| TREASURY BILL 00.0000 06/16/2022 | 0.60% |
| BUONI POLIENNALI DEL REGS 01.6500 03/01/2032 | 0.59% |
| FHR 5152 EI IO 03.5000 10/25/2051 | 0.57% |
| US 10YR ULTRA FUT SEP22 UXYU2 | 0.56% |
| GNMA GII30 TBA 04.5000 06/01/2052 | 0.55% |
| GNR 2021-191 BI IO 02.5000 10/20/2051 | 0.55% |
| BUONI POLIENNALI DEL TES REGS 02.5000 12/01/2024 | 0.55% |
| BONOS Y OBLIG REGS 05.1500 10/31/2028 | 0.54% |
| TREASURY BILL 00.0000 06/02/2022 | 0.54% |
| TREASURY BILL 00.0000 06/07/2022 | 0.54% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.54% |
| GNMA GII30 TBA 03.5000 06/01/2052 | 0.54% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.53% |
| BELGIUM KINGDOM REGS 01.0000 06/22/2026 | 0.52% |
| DBUBS 2011-LC3A D 144A 05.3702 08/10/2044 | 0.52% |
| CAS 2017-C01 1M2 04.5557 07/25/2029 | 0.52% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.51% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.51% |
| FHR 5160 IA IO 04.0000 11/25/2051 | 0.50% |
| COMM 2014-CR17 C 04.7835 05/10/2047 | 0.50% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.50% |
| CFCRE 2011-C2 E P/P 144A 05.0798 12/15/2047 | 0.49% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.48% |
| FHR 4973 LI IO 04.0000 04/25/2050 | 0.47% |
| AT&T INC 04.2500 03/01/2027 | 0.46% |
| NETHERLANDS GOV REGS 00.5000 07/15/2026 | 0.45% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.45% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.45% |
| FHR 5148 EI IO 03.0000 10/25/2051 | 0.45% |
| BUONI POLIENNALI REGS 04.7500 09/01/2044 | 0.44% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.44% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.43% |
| STACR 2018-HRP2 M3AS 02.0057 02/25/2047 | 0.42% |
| WESTLAKE CORP 03.6000 08/15/2026 | 0.42% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.42% |
| STACR 2019-HRP1 M2 02.4057 02/25/2049 | 0.42% |
| FHR 5077 GI IO 03.5000 02/25/2051 | 0.40% |
| CSAIL 2015-C1 C 04.2599 04/15/2050 | 0.40% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.39% |
| JPMCC 2012-C6 E 144A 04.9813 05/15/2045 | 0.39% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.39% |
| JPMCC 2021-1MEM D 144A 02.6535 10/09/2042 | 0.39% |
| CAS 2016-C05 2M2 05.4557 01/25/2029 | 0.38% |
| CAS 2016-C07 2M2 05.3557 05/25/2029 | 0.38% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.38% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.38% |
| SPST 2022-2 A1 01.5760 05/25/2023 | 0.38% |
| SPST 2022-3 A1 02.1724 05/29/2023 | 0.38% |
| MSBAM 2012-C5 E 144A 04.7151 08/15/2045 | 0.37% |
| CAS 2015-C04 2M2 06.5557 04/25/2028 | 0.36% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.36% |
| BANK 2019-BN22 C 03.4611 11/15/2062 | 0.36% |
| BELGIUM KINGDOM REGS 04.2500 03/28/2041 | 0.36% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.36% |
| CSMC 2016-NXSR C 04.4498 12/15/2049 | 0.36% |
| FHR 4972 IO IO 06.0000 05/25/2050 | 0.36% |
| MCAS 2019-01 M10 144A 04.2557 10/15/2049 | 0.35% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.35% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.35% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.34% |
| CAS 2020-R01 1M2 03.0557 01/25/2040 | 0.34% |
| STACR 2015-DNA3 M3 05.7057 04/25/2028 | 0.34% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.33% |
| BONOS Y OBLIG DEL ES REGS 01.6000 04/30/2025 | 0.33% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.33% |
| JPMCC 2019-COR5 IO 01.4786 06/13/2052 | 0.33% |
| ABN AMRO BANK NV P/P 144A 04.7500 07/28/2025 | 0.33% |
| CAN 10YR BOND FUT SEP22 CNU2 | 0.33% |
| MALAYSIA GOVERNMENT 03.8850 08/15/2029 | 0.33% |
| BNP PARIBAS P/P 144A 04.3750 05/12/2026 | 0.32% |
| TREASURY BILL 00.0000 06/09/2022 | 0.32% |
| REPUBLIC OF AUSTRIA REGS 00.5000 04/20/2027 | 0.32% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.32% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.32% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.31% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.31% |
| MSBAM 2014-C17 C 04.4798 08/15/2047 | 0.31% |
| STACR 2016-DNA3 M3 06.0057 12/25/2028 | 0.31% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.30% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.30% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.30% |
| OBRIGACOES DO TESO REGS 01.9500 06/15/2029 | 0.30% |
| NETFLIX INC 04.3750 11/15/2026 | 0.30% |
| AUST 3YR BOND FUT JUN22 YMM2 | 0.30% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.30% |
| FNR 2019-42 SA IO 05.0443 08/25/2049 | 0.29% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.29% |
| NATWEST GROUP PLC USD 01.6420 06/14/2027 | 0.29% |
| THAILAND GOVERNMENT BOND 02.0000 12/17/2031 | 0.29% |
| SPANISH GOV'T REGS 05.1500 10/31/2044 | 0.29% |
| JPMCC 2012-C8 D 144A 04.8127 10/15/2045 | 0.29% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.28% |
| STACR 2016-HQA1 M3 07.3557 09/25/2028 | 0.28% |
| BBCMS 2020-C8 XA IO 01.8443 10/15/2053 | 0.28% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.28% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.28% |
| TREASURY BILL 00.0000 06/21/2022 | 0.27% |
| AMERICAN TOWER CORP 03.5500 07/15/2027 | 0.26% |
| PSTAT 2022-2A A2 144A 02.9878 10/15/2030 | 0.26% |
| EUR/USD 06/15/2022 HSBCB | 0.26% |
| ARES 2016-41A AR2 144A 02.1143 04/15/2034 | 0.26% |
| COMM 2013-CR13 C 04.8789 11/10/2046 | 0.26% |
| JPMBB 2013-C17 D 144A 04.8860 01/15/2047 | 0.26% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.26% |
| RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.26% |
| CFMT 2020-HB4 M3 02.7195 12/26/2030 | 0.26% |
| WMABS 2006-HE2 A3 01.3057 05/25/2036 | 0.26% |
| BANK 2019-BN20 XA IO 00.8316 09/15/2062 | 0.26% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.26% |
| BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.26% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.26% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.25% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.25% |
| BROADCOM INC P/P 144A 04.9260 05/15/2037 | 0.25% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.25% |
| SPANISH GOV'T REGS 01.5000 04/30/2027 | 0.25% |
| CAS 2017-C07 1EB2 02.0057 05/25/2030 | 0.25% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.25% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.24% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.24% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.24% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.24% |
| MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.23% |
| STACR 2017-HQA1 M2 04.5557 08/25/2029 | 0.23% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.23% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.23% |
| IRELAND GOVERNMENT BOND REGS 00.2000 05/15/2027 | 0.23% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.23% |
| NHEL 2006-5 A2C 01.3457 11/25/2036 | 0.23% |
| COMM 2015-LC19 C 04.2254 02/10/2048 | 0.23% |
| US BANCORP 02.4910 11/03/2036 | 0.23% |
| WFCM 2015-C30 C 04.4983 09/15/2058 | 0.23% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.22% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.22% |
| FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.22% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.22% |
| SWPTN EUR006M 5YX30Y P 0.925 EUR 03/24/2027 UB | 0.22% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.22% |
| JPMBB 2014-C23 D 144A 03.9833 09/15/2047 | 0.22% |
| NETHERLANDS GOVT REGS 03.7500 01/15/2042 | 0.22% |
| VERIZON COMMUNICATIONS INC. 04.1250 03/16/2027 | 0.22% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.22% |
| BANK 2020-BN30 XA IO 01.3258 12/15/2053 | 0.22% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.22% |
| CAS 2022-R02 2M2 03.5845 01/25/2042 | 0.22% |
| DEUTSCHE BANK AG USD 04.5000 04/01/2025 | 0.22% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.22% |
| COMM 2012-CR2 D 144A 04.8742 08/15/2045 | 0.21% |
| GUGG4 2016-1A A1S1 144A 02.2743 10/15/2031 | 0.21% |
| WFRBS 2014-C22 AS 04.0690 09/15/2057 | 0.21% |
| GALXY 2016-22A ARR 144A 02.2443 04/16/2034 | 0.21% |
| WEC ENERGY GROUP INC 03.5238 05/15/2067 | 0.21% |
| MSBAM 2013-C8 B 03.5132 12/15/2048 | 0.21% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.21% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.21% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.20% |
| COMM 2014-CR18 C 04.7485 07/15/2047 | 0.20% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.20% |
| EQUINIX INC 03.2000 11/18/2029 | 0.20% |
| BERRY GLOBAL INC 01.5700 01/15/2026 | 0.20% |
| OCCIDENTAL PETROLEUM COR 08.5000 07/15/2027 | 0.20% |
| PLMRS 2021-2A A 144A 02.1943 07/15/2034 | 0.20% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.20% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | 0.20% |
| AGL 2021-13A A1 144A 02.2227 10/20/2034 | 0.20% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.20% |
| CAS 2015-C04 1M2 06.7057 04/25/2028 | 0.20% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.20% |
| CVS HEALTH CORP 01.3000 08/21/2027 | 0.20% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.20% |
| CAS 2014-C03 2M2 03.9057 07/25/2024 | 0.19% |
| ZAIS 2019-13A A1A 144A 02.5343 07/15/2032 | 0.19% |
| STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.19% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.19% |
| 1.5415 R ISWP SOFR P 03/09/2032 | 0.19% |
| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.19% |
| LHOME 2021-RTL2 A1 02.0900 06/25/2026 | 0.19% |
| AON GLOBAL LTD USD 04.2500 12/12/2042 | 0.19% |
| BROADCOM INC 04.1500 11/15/2030 | 0.19% |
| WELLS FARGO & COMPANY 04.3000 07/22/2027 | 0.18% |
| 1.5475 R ISWP SOFR P 03/09/2032 | 0.18% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.18% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.18% |
| JOHNSON CONTROLS INTL PL 03.9000 02/14/2026 | 0.18% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.18% |
| WFCM 2013-LC12 C 04.3040 07/15/2046 | 0.18% |
| ENTERPRISE PRODUCTS OPER 03.9500 02/15/2027 | 0.18% |
| STACR 2016-DNA1 M3 06.5557 07/25/2028 | 0.18% |
| CAS 2016-C01 1M2 07.7557 08/25/2028 | 0.18% |
| GSK CONSUMER HLTHCR P/P 144A 03.3750 03/24/2027 | 0.18% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.17% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.17% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.17% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.17% |
| FRANCE (GOVT OF) REGS 00.0000 11/25/2030 | 0.17% |
| THE AES CORPORATION 01.3750 01/15/2026 | 0.17% |
| BLACK 2021-1A A1A 144A 02.3863 11/22/2034 | 0.17% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.17% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.16% |
| HCA INC. 04.5000 02/15/2027 | 0.16% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.16% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.16% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.16% |
| GSMS 2013-GCJ14 B P/P 144A 04.7179 08/10/2046 | 0.16% |
| CAPITAL ONE FINANCIAL CO 01.8780 11/02/2027 | 0.16% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.16% |
| KEURIG DR PEPPER INC 03.4300 06/15/2027 | 0.16% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.16% |
| WFCM 2020-C57 C 04.0232 08/15/2053 | 0.16% |
| FHMS K087 X1 IO 00.3634 12/25/2028 | 0.16% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.16% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.16% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.16% |
| REPUBLIC OF AUSTRIA REGS 01.5000 02/20/2047 | 0.16% |
| JPMBB 2013-C12 B 04.0915 07/15/2045 | 0.15% |
| MAGNE 2019-21A BR 144A 02.4127 04/20/2034 | 0.15% |
| WFCM 2019-C52 XA IO 01.6048 08/15/2052 | 0.15% |
| MSBAM 2014-C18 C 04.4998 10/15/2047 | 0.15% |
| STACR 2020-HQA2 M2 04.1057 03/25/2050 | 0.15% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.15% |
| ISTAR INC. 04.2500 08/01/2025 | 0.15% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.15% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.15% |
| MSBAM 2012-C6 D 144A 04.5907 11/15/2045 | 0.15% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.15% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.15% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.15% |
| WAMU 2005-AR12 1A8 02.8497 10/25/2035 | 0.15% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.14% |
| GSMS 2015-GC30 C 04.0695 05/10/2050 | 0.14% |
| COMM 2013-CR13 D 144A 04.8789 11/10/2046 | 0.14% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.14% |
| CGCMT 2014-GC19 D 144A 05.0904 03/10/2047 | 0.14% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.14% |
| SPST 2021-14 A1 01.6736 12/08/2022 | 0.14% |
| STACR 2016-HQA2 M3 06.1557 11/25/2028 | 0.14% |
| CWALT 2006-OA10 4A1 01.3857 08/25/2046 | 0.14% |
| FINNISH GOVERNMENT REGS 01.1250 04/15/2034 | 0.14% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.14% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.14% |
| SAMI 2007-AR7 1A1 01.8557 05/25/2047 | 0.14% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.14% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.14% |
| EMIR 2018-1 M1 02.7057 11/25/2028 | 0.14% |
| GOLDMAN SACHS GROUP INC 05.9500 01/15/2027 | 0.14% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.14% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.14% |
| DANAHER CORPORATION 03.3500 09/15/2025 | 0.14% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.14% |
| CGCMT 2013-GC17 C 05.1014 11/10/2046 | 0.14% |
| FHMS K123 X1 00.7742 12/25/2030 | 0.14% |
| MSBAM 2013-C9 D 144A 04.1068 05/15/2046 | 0.14% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.14% |
| STACR 2017-DNA2 M2 04.4557 10/25/2029 | 0.14% |
| COMMONWEALTH BK AUST P/P 144A 02.5520 03/14/2027 | 0.14% |
| MSBAM 2015-C24 B 04.3400 05/15/2048 | 0.14% |
| APEXC 2019-2A A1R 144A 02.3340 10/25/2032 | 0.13% |
| BSP 2018-5BA A1A 144A 02.1527 04/20/2031 | 0.13% |
| COMM 2013-CR11 B 05.1110 08/10/2050 | 0.13% |
| PAIA 2018-1A A1AR 144A 02.0627 10/20/2031 | 0.13% |
| ARES 2021-60A A 144A 02.1643 07/18/2034 | 0.13% |
| GSMS 2010-C1 D 144A 06.3535 08/10/2043 | 0.13% |
| HLSY 2020-2A B 144A 02.7027 07/20/2031 | 0.13% |
| PLMRS 2019-1A A1R 144A 02.5613 11/14/2034 | 0.13% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.13% |
| ABBSL 2021-2A A 144A 02.1443 04/15/2034 | 0.13% |
| BLUEM 2021-32A A 144A 02.2143 10/15/2034 | 0.13% |
| CWALT 2006-OA7 1A2 01.2637 06/25/2046 | 0.13% |
| HLM 9A-2016 A2R 144A 02.7443 07/19/2030 | 0.13% |
| SNDPT 2019-2A AR 144A 02.2143 07/15/2034 | 0.13% |
| CEDF 2021-14A B 144A 02.6443 07/15/2033 | 0.13% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.13% |
| FHMS K113 XAM IO 01.5899 06/25/2030 | 0.13% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.13% |
| STACR 2022-DNA2 M1A 01.8845 02/25/2042 | 0.13% |
| CARVL 2021-1A B 144A 02.8127 07/20/2034 | 0.13% |
| BPCE SA P/P 144A 03.5000 10/23/2027 | 0.13% |
| IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.13% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.13% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.13% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.13% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.13% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.12% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.12% |
| VICI PROPERTIES LP 04.7500 02/15/2028 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.12% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.12% |
| 1.7674 R ISWP SOFR P 02/29/2052 | 0.12% |
| REPUBLIC OF ITALY REGS 04.0000 02/01/2037 | 0.12% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.12% |
| 2.325 R ISWP FWD CDOR03 P 06/15/2032 | 0.12% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.12% |
| 1.675 R ISWP SOFR P 02/28/2027 | 0.12% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.12% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.12% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.12% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.12% |
| WFCM 2017-RC1 C 04.5910 01/15/2060 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.11% |
| JPMBB 2014-C22 C 04.5507 09/15/2047 | 0.11% |
| MSBAM 2014-C14 C 05.0442 02/15/2047 | 0.11% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.11% |
| LENNAR CORP 04.7500 11/29/2027 | 0.11% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.11% |
| CAS 2016-C02 1M2 07.0057 09/25/2028 | 0.11% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.11% |
| SPANISH GOV'T REGS 01.2500 10/31/2030 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| TREASURY BILL 00.0000 07/12/2022 | 0.11% |
| WAMU 2005-AR9 A1C3 01.9657 07/25/2045 | 0.11% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.11% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.11% |
| STACR 2022-DNA1 M1B 02.4345 01/25/2042 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.11% |
| BONOS Y OBLIG DEL ES REGS 04.2000 01/31/2037 | 0.11% |
| FHMS K098 X1 IO 01.1439 08/25/2029 | 0.11% |
| COMCAST CORP 03.3000 02/01/2027 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.10% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.10% |
| NORWEGIAN GOVERNMENT REGS 01.7500 02/17/2027 | 0.10% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.10% |
| VENTR 2017-26A BR 144A 02.7627 01/20/2029 | 0.10% |
| COREBRIDGE FIN INC P/P 144A 03.8500 04/05/2029 | 0.10% |
| 2.67 R ISWP FWD AUDBB6M P 06/15/2032 | 0.10% |
| VISTRA OPERATIONS CO P/P 144A 04.3000 07/15/2029 | 0.10% |
| BMIR 2019-4A M1C 144A 03.5057 10/25/2029 | 0.10% |
| BONOS Y OBLIG DEL ES REGS 02.9000 10/31/2046 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0063 12/15/2050 | 0.10% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.10% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.10% |
| SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.10% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.10% |
| 1.497 R ISWP FWD SES3M P 06/15/2032 | 0.10% |
| MSC 2011-C3 D 144A 05.0847 07/15/2049 | 0.10% |
| SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.10% |
| CAS 2017-C02 2ED3 02.3557 09/25/2029 | 0.10% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.10% |
| CAS 2016-C01 2M2 07.9557 08/25/2028 | 0.10% |
| EUR/USD 06/15/2022 RBSF | 0.10% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.10% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.10% |
| JPMORGAN CHASE & CO 04.1250 12/15/2026 | 0.10% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.10% |
| SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.10% |
| CARR 2006-NC2 A4 01.2457 06/25/2036 | 0.09% |
| CCMFC 2006-4A A2 01.1857 11/25/2047 | 0.09% |
| FHR 4979 SN IO 05.0443 06/25/2050 | 0.09% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.09% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.09% |
| WFRBS 2011-C4 C 144A 04.8884 06/15/2044 | 0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.09% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.09% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.09% |
| COMM 2015-LC21 XA IO 00.6708 07/10/2048 | 0.09% |
| JPALT 2007-S1 A1 01.5657 04/25/2047 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| ORACLE CORP 03.6500 03/25/2041 | 0.09% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.09% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.09% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.09% |
| SWPTN SOFR 7YX30Y P 1.405 USD 12/14/2028 BA | 0.09% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.08% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.08% |
| AUTONATION INC 02.4000 08/01/2031 | 0.08% |
| STACR 2016-DNA4 M3 04.8057 03/25/2029 | 0.08% |
| WESTPAC BANKING CORP USD 03.3500 03/08/2027 | 0.08% |
| CECLO 2020-29A AR 144A 02.2327 10/20/2034 | 0.08% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.08% |
| 1.737 R ISWP SOFR P 03/11/2032 | 0.08% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.08% |
| CAS 2017-C01 1EB1 02.2557 07/25/2029 | 0.08% |
| SWPTN 10YX10Y R 2.525 USD 04/15/2031 BA | 0.08% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.08% |
| SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.08% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.08% |
| AHM 2007-1 GA1C 01.1957 05/25/2047 | 0.08% |
| RAMC 2003-4 A1 02.0457 03/25/2034 | 0.08% |
| SAMI 2007-AR1 2A1 01.1857 01/25/2037 | 0.08% |
| 1.679 R ISWP SOFR P 01/21/2052 | 0.08% |
| MSRR 2015-R4 CB1 01.4935 08/26/2047 | 0.08% |
| WAMU 2005-AR2 2A1B 01.7457 01/25/2045 | 0.08% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.08% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.08% |
| BOEING CO 05.9300 05/01/2060 | 0.07% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.07% |
| 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.07% |
| AT&T INC 02.3000 06/01/2027 | 0.07% |
| COMM 2014-UBS6 XA IO 00.8536 12/10/2047 | 0.07% |
| CWALT 2006-OA19 A1 01.1073 02/20/2047 | 0.07% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.07% |
| GNR 2015-H03 DI IO 01.5471 01/20/2065 | 0.07% |
| GNR 2016-H23 NI IO 01.9703 10/20/2066 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.07% |
| WAMU 2005-AR13 A1C3 01.9857 10/25/2045 | 0.07% |
| GNR 2017-H02 BI IO 02.3581 01/20/2067 | 0.07% |
| GNR 2017-H04 BI IO 02.3141 02/20/2067 | 0.07% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.07% |
| WFRBS 2012-C10 D 144A 04.4064 12/15/2045 | 0.07% |
| STACR 2018-HRP2 M3 03.4057 02/25/2047 | 0.07% |
| CAS 2022-R02 2M1 01.7845 01/25/2042 | 0.07% |
| JPMBB 2014-C22 XA IO 00.8139 09/15/2047 | 0.07% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% |
| SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.07% |
| WFCM 2016-LC25 XA IO 00.8314 12/15/2059 | 0.07% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.07% |
| SWPTN SOFR 4YX30Y R 2.02 USD 03/24/2026 MS | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.07% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.07% |
| SWPTN EUR006M 5YX30Y R 0.925 EUR 03/24/2027 UB | 0.07% |
| CMLTI 2005-2 1A2A 02.7840 05/25/2035 | 0.06% |
| GNR 2015-H09 AI IO 01.8733 04/20/2065 | 0.06% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.06% |
| WAMU 2005-AR1 A1B 01.7857 01/25/2045 | 0.06% |
| WFRBS 2011-C4 E 144A 04.8884 06/15/2044 | 0.06% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.06% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.06% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.06% |
| SWPTN EUR006M 2YX1Y R 0.055 EUR 03/08/2024 CI | 0.06% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| GENERAL MOTORS FINL CO 02.3500 02/26/2027 | 0.06% |
| GNR 2016-H16 EI IO 02.2122 06/20/2066 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| STACR 2016-DNA2 M3 05.6557 10/25/2028 | 0.06% |
| SWPTN EUR006M 6YX20Y P 1.125 EUR 04/04/2028 UB | 0.06% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.06% |
| CWALT 2006-OA10 1A1 01.2837 08/25/2046 | 0.06% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.06% |
| GNR 2014-H12 BI IO 01.5668 05/20/2064 | 0.06% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.06% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.06% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.06% |
| BUMT 2005-1 1A1 01.6057 09/25/2045 | 0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.06% |
| COMM 2014-UBS6 C 04.4402 12/10/2047 | 0.06% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.06% |
| FIDELITY NATL FINANCIAL 03.2000 09/17/2051 | 0.06% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.06% |
| GNR 2020-32 GS IO 05.1727 03/20/2050 | 0.06% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.06% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.06% |
| MCAS 2019-01 M7 144A 02.7057 10/15/2049 | 0.06% |
| UNITED KINGDOM GILT REGS 03.5000 07/22/2068 | 0.06% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.06% |
| FNR 2012-116 SA IO 06.1943 10/25/2042 | 0.06% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.05% |
| SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | 0.05% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.05% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.05% |
| CAS 2016-C03 1M2 06.3057 10/25/2028 | 0.05% |
| GBP/USD 06/15/2022 UBS | 0.05% |
| IRELAND GOVERNMENT BOND REGS 02.0000 02/18/2045 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.05% |
| WAMU 2005-AR10 1A3 02.9487 09/25/2035 | 0.05% |
| SWPTN EUR006M 6YX20Y P 1.25 EUR 04/06/2028 UB | 0.05% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.05% |
| GNR 2015-H25 AI IO 01.5999 09/20/2065 | 0.05% |
| JPMBB 2015-C33 XA IO 00.9033 12/15/2048 | 0.05% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.05% |
| GLOBAL PAYMENTS INC 02.1500 01/15/2027 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| GNR 2015-H26 EI IO 01.7123 10/20/2065 | 0.05% |
| GNR 2016-H20 NI IO 01.8951 09/20/2066 | 0.05% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.04% |
| 2.402 R ISWP FWD SOFR P 04/19/2024 | 0.04% |
| GNR 2015-H26 DI IO 01.5681 10/20/2065 | 0.04% |
| MLMI 2005-A2 A2 02.8192 02/25/2035 | 0.04% |
| AUD/USD 07/20/2022 SSBT | 0.04% |
| CAS 2013-C01 M2 06.2557 10/25/2023 | 0.04% |
| GNR 2014-H21 AI IO 01.2976 10/20/2064 | 0.04% |
| GNR 2017-H19 MI IO 02.0611 04/20/2067 | 0.04% |
| VICI PROPERTIES P/P 144A 03.7500 02/15/2027 | 0.04% |
| WASTE CONNECTIONS INC 03.2000 06/01/2032 | 0.04% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.04% |
| GNR 2016-H13 EI IO 02.6805 04/20/2066 | 0.04% |
| SWPTN SOFR 10YX10Y R 2.272 USD 04/06/2032 BA | 0.04% |
| SWPTN SOFR 1YX2Y P 3.69 USD 04/27/2023 BA | 0.04% |
| AUSTRALIAN GOVERNMENT REGS 03.0000 03/21/2047 | 0.04% |
| CAS 2017-C02 2M2C 04.6557 09/25/2029 | 0.04% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.04% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.04% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.04% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.04% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.04% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% |
| 2.26 R ISWP SOFR P 03/30/2032 | 0.04% |
| 2.2655 R ISWP SOFR P 03/30/2032 | 0.04% |
| 2.54 R ISWP FWD CNRR007 P 09/21/2027 | 0.04% |
| BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 0.04% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.04% |
| NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.04% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.04% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.04% |
| JPMCC 2013-C16 XA IO 00.8511 12/15/2046 | 0.04% |
| CAS 2015-C01 1M2 05.3057 02/25/2025 | 0.04% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% |
| NRZT 2018-4A A1M 01.9057 01/25/2048 | 0.03% |
| SWPTN EUR006M 7YX20Y P 1.325 EUR 04/11/2029 UB | 0.03% |
| GBP/USD 06/15/2022 JPMCB | 0.03% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.03% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.03% |
| BTPS REGS 01.7000 09/01/2051 | 0.03% |
| GNR 2010-171 SB IO 05.5753 12/16/2040 | 0.03% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.03% |
| 2.3305 R ISWP SOFR P 04/07/2032 | 0.03% |
| ORACLE CORP 03.9500 03/25/2051 | 0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.03% |
| SWPTN SOFR 10YX10Y R 2.317 USD 04/07/2032 JP | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.03% |
| HMIR 2018-1 M1 144A 02.6057 10/25/2028 | 0.03% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.03% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.03% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.03% |
| CNH/USD 08/17/2022 HSBCB | 0.03% |
| 2.2915 R ISWP SOFR P 04/01/2027 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.03% |
| STACR 2020-HQA1 M2 02.9057 01/25/2050 | 0.03% |
| 2.326 R ISWP SOFR P 04/06/2027 | 0.03% |
| 2.84 R ISWP SOFR P 05/06/2027 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.03% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% |
| GSMS 2012-GCJ7 C 05.3420 05/10/2045 | 0.03% |
| SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | 0.03% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | 0.03% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | 0.03% |
| CAS 2019-HRP1 M2 03.1557 11/25/2039 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.03% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.03% |
| NZD/USD 07/20/2022 MSCIL | 0.03% |
| SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.03% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.02% |
| 2.247 R ISWP SOFR P 04/01/2027 | 0.02% |
| GNR 2016-H01 AI IO 01.4011 01/20/2066 | 0.02% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.02% |
| SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| JPMBB 2013-C12 XA IO 00.4328 07/15/2045 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.02% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.02% |
| SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | 0.02% |
| SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | 0.02% |
| WFRBS 2013-C14 XA IO 00.6556 06/15/2046 | 0.02% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% |
| CAS 2016-C03 2M2 06.9057 10/25/2028 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| GSMS 2013-GC10 XA IO 01.4684 02/10/2046 | 0.02% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| 2.3485 R ISWP SOFR P 04/05/2027 | 0.02% |
| CAS 2018-C01 1ED5 03.2557 07/25/2030 | 0.02% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.02% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | 0.02% |
| SWPTN SOFR 5YX30Y P 2.4 USD 05/26/2027 GS | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.02% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.02% |
| SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.02% |
| 2.298 R ISWP FWD SOFR P 04/07/2032 | 0.02% |
| CAS 2015-C02 1M2 05.0057 05/25/2025 | 0.02% |
| SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.02% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.02% |
| 2.469 R ISWP SOFR P 04/14/2032 | 0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| EUR/USD 06/15/2022 SSBT | 0.02% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.02% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| JPY/USD 08/17/2022 UBS | 0.01% |
| KRW/USD 08/17/2022 JPMCB | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.01% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | 0.01% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | 0.01% |
| 2.307 R ISWP SOFR P 03/31/2024 | 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% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.01% |
| SWPTN SOFR 3MX10Y P 3.235 USD 07/22/2022 DE | 0.01% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.01% |
| 2.436 R ISWP FWD SOFR P 04/19/2027 | 0.01% |
| CAD/USD 07/20/2022 BANKAM | 0.01% |
| CHF/USD 06/15/2022 BCAP-FX | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| JPY/USD 08/17/2022 MSCIL | 0.01% |
| 0.2529 R ISWP FWD MUTKCALM P 08/29/2043 | 0.01% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.01% |
| 2.685 R ISWP FWD SOFR P 05/02/2027 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.01% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.01% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.01% |
| SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.01% |
| SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CNH/USD 08/17/2022 SSBT | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| CAS 2014-C04 2M2 06.0057 11/25/2024 | 0.01% |
| CAS 2017-C01 1M2C 04.5557 07/25/2029 | 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% |
| GNR 2016-77 SL IO 05.2227 03/20/2043 | 0.01% |
| STACR 2018-DNA3 M2B 03.1057 09/25/2048 | 0.01% |
| SWPTN 8YX10Y P 0.9 GBP 01/14/2030 UB | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | 0.01% |
| 2.405 R ISWP SOFR P 04/14/2024 | 0.01% |
| 2.673 R ISWP SOFR P 04/22/2027 | 0.01% |
| 2.729 R ISWP SOFR P 05/03/2024 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| EUR/USD 06/15/2022 MSCIL | 0.01% |
| SPANISH GOV'T REGS 01.0000 10/31/2050 | 0.01% |
| STACR 2021-HQA3 M1 01.4345 09/25/2041 | 0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.01% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.01% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | 0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | 0.01% |
| 2.7745 R ISWP SOFR P 05/06/2032 | 0.01% |
| CAS 2018-C05 1ED1 01.6557 01/25/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| JPY/USD 08/17/2022 HSBCB | 0.01% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.01% |
| SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.01% |
| SWPTN SOFR 3MX10Y P 2.8375 USD 08/19/2022 UB | 0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | 0.01% |
| 2.3565 R ISWP SOFR P 04/14/2024 | 0.01% |
| CAS 2017-C04 2ED1 01.6057 11/25/2029 | 0.01% |
| CAS 2019-R01 2M2 03.4557 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| NOK/USD 06/15/2022 TDBK | 0.01% |
| STACR 2018-HQA2 M2 03.3057 10/25/2048 | 0.01% |
| STACR 2019-HQA1 M2 03.3557 02/25/2049 | 0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.01% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 2.483 R ISWP SOFR P 04/14/2027 | 0.00% |
| 2.518 R ISWP SOFR P 04/12/2027 | 0.00% |
| 2.701 R ISWP SOFR P 05/13/2032 | 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 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-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| 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% |
| NZD/USD 07/20/2022 SSBT | 0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 8YX10Y P 0.4879 GBP 08/20/2029 UB | 0.00% |
| SWPTN AUDBB6M 15YX10Y P 2.7 AUD 04/01/2037 UB | 0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.00% |
| 2.40 R ISWP FWD SOFR P 05/28/2057 | 0.00% |
| 2.7845 R ISWP SOFR P 05/06/2032 | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 06/15/2022 CITI | 0.00% |
| JPY/USD 08/17/2022 TDBK | 0.00% |
| NOK/USD 06/15/2022 SSBT | 0.00% |
| 2.45 R ISWP SOFR P 04/07/2024 | 0.00% |
| 2.4975 R ISWP SOFR P 04/14/2032 | 0.00% |
| CAS 2021-R01 1M1 01.3345 10/25/2041 | 0.00% |
| CHF/USD 06/15/2022 UBS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| SEK/USD 06/15/2022 UBS | 0.00% |
| STACR 2019-DNA2 M2 03.4557 03/25/2049 | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.4678 12/15/2045 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 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 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 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-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CZK/USD 06/15/2022 BANKAM | 0.00% |
| GBP/USD 06/15/2022 BCAP-FX | 0.00% |
| IDR/USD 08/18/2022 GSFX | 0.00% |
| JPMCC 2006-CB17 X IO 00.9302 12/12/2043 | 0.00% |
| NOK/USD 06/15/2022 GSFX | 0.00% |
| SEK/USD 06/15/2022 BANKAM | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.5645 12/10/2045 | 0.00% |
| 0.0619 R ISWP MUTKCALM P 02/25/2031 | 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% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 2.553 R ISWP SOFR P 04/28/2024 | 0.00% |
| 2.553 R ISWP SOFR P 05/26/2032 | 0.00% |
| 2.574 R ISWP SOFR P 05/25/2027 | 0.00% |
| 2.5945 R ISWP SOFR P 05/18/2027 | 0.00% |
| 2.598 R ISWP SOFR P 04/13/2027 | 0.00% |
| 2.687 R ISWP SOFR P 04/25/2032 | 0.00% |
| CAD/USD 07/20/2022 MSCIL | 0.00% |
| CHF/USD 06/15/2022 JPMCB | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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-.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-.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-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 08/17/2022 TDBK | 0.00% |
| FHR 4076 MS IO 05.8253 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% |
| IDR/USD 08/18/2022 BCAP-FX | 0.00% |
| MXN/USD 07/20/2022 SSBT | 0.00% |
| NZD/USD 07/20/2022 HSBCB | 0.00% |
| SEK/USD 06/15/2022 GSFX | 0.00% |
| SEK/USD 06/15/2022 SSBT | 0.00% |
| SGD/USD 08/17/2022 JPMCB | 0.00% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | 0.00% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.00% |
| ZAR/USD 07/20/2022 GSFX | 0.00% |
| 0.8084 R ISWP FWD MUTKCALM P 08/29/2043 | 0.00% |
| 2.5825 R ISWP SOFR P 05/26/2024 | 0.00% |
| 2.5945 R ISWP FWD SOFR P 05/25/2024 | 0.00% |
| 2.6015 R ISWP SOFR P 05/17/2024 | 0.00% |
| 2.6055 R ISWP SOFR P 05/17/2024 | 0.00% |
| AUD/USD 07/20/2022 HSBCB | 0.00% |
| AUD/USD 07/20/2022 MSCIL | 0.00% |
| CAD/USD 07/20/2022 UBS | 0.00% |
| CAD/USD 07/20/2022 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.4008 10/15/2049 | 0.00% |
| CHF/USD 06/15/2022 CITI | 0.00% |
| CHF/USD 06/15/2022 RBSF | 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.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 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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 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 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 CG | 0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | 0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 00.7496 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0146 01/15/2049 | 0.00% |
| EUR/USD 06/15/2022 BCAP-FX | 0.00% |
| GBP/USD 06/15/2022 BANKAM | 0.00% |
| GBP/USD 06/15/2022 TDBK | 0.00% |
| HKD/USD 08/17/2022 SSBT | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.4348 09/15/2039 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| NOK/USD 06/15/2022 BANKAM | 0.00% |
| NOK/USD 06/15/2022 BCAP-FX | 0.00% |
| NOK/USD 06/15/2022 JPMCB | 0.00% |
| NOK/USD 06/15/2022 MSCIL | 0.00% |
| NOK/USD 06/15/2022 RBSF | 0.00% |
| NZD/USD 07/20/2022 JPMCB | 0.00% |
| NZD/USD 07/20/2022 TDBK | 0.00% |
| NZD/USD 07/20/2022 WPAC | 0.00% |
| PEN/USD 07/20/2022 BCAP-FX | 0.00% |
| SEK/USD 06/15/2022 CITI | 0.00% |
| SEK/USD 06/15/2022 HSBCB | 0.00% |
| SEK/USD 06/15/2022 JPMCB | 0.00% |
| SEK/USD 06/15/2022 MSCIL | 0.00% |
| SEK/USD 06/15/2022 RBSF | 0.00% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | 0.00% |
| 2.501 R ISWP SOFR P 05/25/2052 | -0.00% |
| CAD/USD 07/20/2022 JPMCB | -0.00% |
| CHF/USD 06/15/2022 BANKAM | -0.00% |
| CHF/USD 06/15/2022 CSI-FX | -0.00% |
| CHF/USD 06/15/2022 MSCIL | -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 GS | -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% |
| CZK/USD 06/15/2022 GSFX | -0.00% |
| GBP/USD 06/15/2022 RBSF | -0.00% |
| ILS/USD 07/20/2022 CITI | -0.00% |
| NOK/USD 06/15/2022 HSBCB | -0.00% |
| PLN/USD 06/15/2022 GSFX | -0.00% |
| RON/USD 06/15/2022 CITI | -0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 2.465 R ISWP SOFR P 04/07/2027 | -0.00% |
| 2.7265 R ISWP SOFR P 05/17/2032 | -0.00% |
| AUD/USD 07/20/2022 GSFX | -0.00% |
| CLP/USD 07/20/2022 CITI | -0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CNH/USD 08/17/2022 UBS | -0.00% |
| JPY/USD 08/17/2022 GSFX | -0.00% |
| JPY/USD 08/17/2022 SSBT | -0.00% |
| 2.547 R ISWP SOFR P 04/28/2032 | -0.00% |
| 2.6625 R ISWP SOFR P 04/25/2024 | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| ILS/USD 07/20/2022 SSBT | -0.00% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | -0.00% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.00% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.00% |
| SWPTN 8YX10Y R 0.4879 GBP 08/20/2029 UB | -0.00% |
| SWPTN SOFR 3MX10Y P 2.6525 USD 08/19/2022 UB | -0.00% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | -0.00% |
| 2.782 R ISWP SOFR P 05/06/2032 | -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 BA | -0.00% |
| GBP/USD 06/15/2022 SSBT | -0.00% |
| HUF/USD 06/15/2022 SSBT | -0.00% |
| NOK/USD 06/15/2022 UBS | -0.00% |
| PLN/USD 06/15/2022 HSBCB | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.00% |
| 2.496 R ISWP SOFR P 04/14/2032 | -0.00% |
| AUD/USD 07/20/2022 WPAC | -0.00% |
| CAD/USD 07/20/2022 SSBT | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CNH/USD 08/17/2022 GSFX | -0.00% |
| CNH/USD 08/17/2022 MSCIL | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.00% |
| SWPTN 8YX10Y R 0.9 GBP 01/14/2030 UB | -0.00% |
| SWPTN AUDBB6M 15YX10Y R 2.7 AUD 04/01/2037 UB | -0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.01% |
| 2.7285 R ISWP SOFR P 04/21/2032 | -0.01% |
| 2.751 R ISWP FWD CDOR03 P 06/15/2027 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | -0.01% |
| MXN/USD 07/20/2022 BANKAM | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 2.681 R ISWP SOFR P 05/19/2027 | -0.01% |
| EUR/USD 06/15/2022 TDBK | -0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | -0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.01% |
| SWPTN SONIA 7YX10Y R 1.448 GBP 02/26/2029 GS | -0.01% |
| 1.751 R ISWP FWD SONIA P 06/15/2052 | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.01% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.01% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.01% |
| SWPTN SOFR 3MX10Y R 2.235 USD 07/22/2022 DE | -0.01% |
| 2.901 R ISWP FWD AUDBB6M P 06/15/2027 | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.01% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | -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.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 BA | -0.01% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.01% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.01% |
| SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | -0.01% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.01% |
| 1.9575 R ISWP US0003M P 03/07/2032 | -0.01% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | -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% |
| JPY/USD 08/17/2022 JPMCB | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | -0.01% |
| SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.01% |
| 2.951 R ISWP FWD CDOR03 P 06/15/2032 | -0.01% |
| 3.101 R ISWP FWD AUDBB6M P 06/15/2032 | -0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | -0.01% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | -0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | -0.01% |
| SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | -0.01% |
| SWPTN SOFR 5YX30Y R 2.4 USD 05/26/2027 GS | -0.01% |
| 2.689 R ISWP FWD SOFR P 04/26/2032 | -0.01% |
| 3.10 R ISWP FWD NFIX3MID P 06/15/2032 | -0.01% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -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 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| SWPTN SOFR 10YX10Y P 2.317 USD 04/07/2032 JP | -0.01% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | -0.02% |
| SWPTN SONIA 7YX10Y P 1.448 GBP 02/26/2029 GS | -0.02% |
| 1.651 R ISWP FWD SONIA P 06/15/2027 | -0.02% |
| EUR/USD 06/15/2022 CITI | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| 2.288 R ISWP SOFR P 03/31/2027 | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.02% |
| SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | -0.02% |
| SWPTN SOFR 3MX10Y R 2.725 USD 07/21/2022 CI | -0.02% |
| EUR/USD 06/15/2022 BANKAM | -0.02% |
| JPY/USD 08/17/2022 BANKAM | -0.02% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.02% |
| SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | -0.02% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.02% |
| 0.343 R ISWP FWD TONA P 08/29/2043 | -0.02% |
| 3.001 R ISWP FWD CDOR03 P 06/15/2052 | -0.02% |
| CHF/USD 06/15/2022 SSBT | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.02% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.02% |
| 1.701 R ISWP FWD SONIA P 06/15/2032 | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN SOFR 10YX10Y P 2.272 USD 04/06/2032 BA | -0.02% |
| 2.851 R ISWP SOFR P 05/06/2027 | -0.02% |
| 1.455 R ISWP FWD SONIA P 06/15/2032 | -0.03% |
| SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% |
| SWPTN SOFR 1YX2Y P 2.94 USD 04/27/2023 BA | -0.03% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.03% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.03% |
| 0.551 R ISWP FWD EUR006M P 06/15/2024 | -0.03% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.03% |
| AUD/USD 07/20/2022 JPMCB | -0.03% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.03% |
| 0.60 R ISWP FWD EUR006M P 03/07/2032 | -0.03% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | -0.03% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.03% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.03% |
| 2.33 R ISWP SOFR P 04/06/2027 | -0.03% |
| CHF/USD 06/15/2022 GSFX | -0.03% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.03% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.03% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.03% |
| SWPTN SOFR 3MX10Y P 2.725 USD 07/21/2022 CI | -0.03% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.03% |
| SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | -0.04% |
| SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | -0.04% |
| 2.4015 R ISWP SOFR P 04/08/2032 | -0.04% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.04% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | -0.04% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.04% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.04% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.04% |
| SWPTN EUR006M 7YX20Y R 1.325 EUR 04/11/2029 UB | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.04% |
| SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.04% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.04% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.04% |
| SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | -0.04% |
| SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | -0.05% |
| SWPTN EUR006M 6YX20Y R 1.25 EUR 04/06/2028 UB | -0.05% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.05% |
| 2.3395 R ISWP SOFR P 04/14/2052 | -0.05% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.05% |
| SWPTN EUR006M 6YX20Y R 1.125 EUR 04/04/2028 UB | -0.05% |
| SWPTN SOFR 4YX30Y P 2.02 USD 03/24/2026 MS | -0.05% |
| SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.05% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.06% |
| SWPTN SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.06% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.06% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.06% |
| 2.471 R ISWP FWD SOFR P 04/19/2032 | -0.06% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.06% |
| 1.001 R ISWP FWD EUR006M P 06/15/2052 | -0.06% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.06% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.06% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.06% |
| SWPTN EUR006M 2YX1Y R 0.555 EUR 03/08/2024 CI | -0.06% |
| 0.901 R ISWP FWD EUR006M P 06/15/2027 | -0.06% |
| SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.06% |
| SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.06% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.06% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.06% |
| SWPTN SOFR 7YX30Y R 1.405 USD 12/14/2028 BA | -0.07% |
| SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.07% |
| EUR/USD 06/15/2022 GSFX | -0.07% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.07% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.07% |
| 1.75 R ISWP SOFR P 02/29/2032 | -0.08% |
| 0.565 R ISWP FWD SARON P 06/15/2032 | -0.08% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.08% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.08% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.09% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | -0.09% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.09% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.09% |
| 2.1005 R ISWP SOFR P 04/07/2052 | -0.09% |
| SWPTN 10YX10Y P 2.525 USD 04/15/2031 BA | -0.10% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.10% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.10% |
| 2.334 R ISWP FWD SOFR P 04/18/2052 | -0.10% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.10% |
| 1.762 R ISWP FWD SOFR P 06/15/2032 | -0.11% |
| 1.355 R ISWP SOFRRATE P 12/31/2031 | -0.11% |
| 1.626 R ISWP SOFR P 01/19/2052 | -0.11% |
| 1.47709 R ISWP SOFR P 02/29/2024 | -0.13% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.15% |
| GBP/USD 06/15/2022 MSCIL | -0.15% |
| EUR/USD 06/15/2022 UBS | -0.15% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.15% |
| SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.15% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.16% |
| 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.16% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.17% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | -0.18% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.19% |
| EUR/USD 06/15/2022 JPMCB | -0.20% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.20% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.20% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.21% |
| 0.951 R ISWP FWD EUR006M P 06/15/2032 | -0.23% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.23% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.28% |
| EURO-SCHATZ FUT JUN22 DUM2 | -0.38% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.44% |
| SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -0.53% |
| JPN 10Y BOND(OSE) JUN22 JBM2 | -3.15% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2052 | -8.66% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2052 | -9.48% |
| US 2YR NOTE (CBT) SEP22 TUU2 | -13.96% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 17.50% |
|---|---|
| FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 9.09% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2052 | 7.38% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 5.05% |
| US 5YR NOTE (CBT) JUN22 FVM2 | 3.72% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 3.53% |
| US 10YR NOTE (CBT)JUN22 TYM2 | 2.54% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.04% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 1.98% |
| LONG GILT FUTURE JUN22 G M2 | 1.89% |
| EURO-BOBL FUTURE JUN22 OEM2 | 1.43% |
| EURO-BUND FUTURE JUN22 RXM2 | 1.32% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.22% |
| US LONG BOND(CBT) JUN22 USM2 | 1.22% |
| US ULTRA BOND CBT JUN22 WNM2 | 1.14% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.10% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.04% |
| UNITED KINGDOM GILT REGS 04.0000 01/22/2060 | 0.99% |
| GNMA GII30 TBA 03.0000 05/01/2052 | 0.97% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.95% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.84% |
| CAS 2016-C06 1M2 04.9179 04/25/2029 | 0.76% |
| FHR 5152 IQ IO 04.5000 10/25/2051 | 0.74% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 0.73% |
| TREASURY BILL 00.0000 06/14/2022 | 0.71% |
| BUONI POLIENNALI DEL TES REGS 00.0000 01/15/2024 | 0.70% |
| FHR 4941 IO IO 04.0000 12/15/2047 | 0.67% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.66% |
| EURO-BUXL 30Y BND JUN22 UBM2 | 0.64% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.64% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.63% |
| GNR 2021-122 GI IO 04.5000 11/20/2047 | 0.63% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.61% |
| TREASURY BILL 00.0000 05/03/2022 | 0.59% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.56% |
| BUONI POLIENNALI DEL REGS 01.6500 03/01/2032 | 0.56% |
| TREASURY BILL 00.0000 06/16/2022 | 0.56% |
| FHR 5152 EI IO 03.5000 10/25/2051 | 0.54% |
| CFCRE 2011-C2 E P/P 144A 05.2492 12/15/2047 | 0.53% |
| US 10YR ULTRA FUT JUN22 UXYM2 | 0.52% |
| GNR 2021-191 BI IO 02.5000 10/20/2051 | 0.52% |
| GNMA GII30 TBA 04.5000 05/01/2052 | 0.52% |
| CAS 2017-C01 1M2 04.2179 07/25/2029 | 0.51% |
| BUONI POLIENNALI DEL TES REGS 02.5000 12/01/2024 | 0.51% |
| TREASURY BILL 00.0000 06/02/2022 | 0.51% |
| TREASURY BILL 00.0000 06/07/2022 | 0.51% |
| BONOS Y OBLIG REGS 05.1500 10/31/2028 | 0.51% |
| GNMA GII30 TBA 03.5000 05/01/2052 | 0.50% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.50% |
| DBUBS 2011-LC3A D 144A 05.5497 08/10/2044 | 0.49% |
| BELGIUM KINGDOM REGS 01.0000 06/22/2026 | 0.49% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.48% |
| COMM 2014-CR17 C 04.9451 05/10/2047 | 0.47% |
| FHR 5160 IA IO 04.0000 11/25/2051 | 0.47% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.47% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.47% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.46% |
| FHR 4973 LI IO 04.0000 04/25/2050 | 0.45% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.44% |
| BUONI POLIENNALI REGS 04.7500 09/01/2044 | 0.43% |
| AT&T INC 04.2500 03/01/2027 | 0.43% |
| FHR 5148 EI IO 03.0000 10/25/2051 | 0.42% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.42% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.42% |
| NETHERLANDS GOV REGS 00.5000 07/15/2026 | 0.42% |
| CSAIL 2019-C15 A4 04.0529 03/15/2052 | 0.41% |
| STACR 2019-HRP1 M2 02.0679 02/25/2049 | 0.41% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.41% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.40% |
| STACR 2018-HRP2 M3AS 01.6679 02/25/2047 | 0.40% |
| WESTLAKE CORP 03.6000 08/15/2026 | 0.40% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.39% |
| SPST 2021-16 A1 01.2879 11/07/2022 | 0.39% |
| SPST 2021-10 A 00.0000 08/08/2022 | 0.39% |
| CAS 2016-C07 2M2 05.0179 05/25/2029 | 0.38% |
| FHR 5077 GI IO 03.5000 02/25/2051 | 0.38% |
| CAS 2016-C05 2M2 05.1179 01/25/2029 | 0.38% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.38% |
| JPMCC 2021-1MEM D 144A 02.7420 10/09/2042 | 0.38% |
| CSAIL 2015-C1 C 04.4021 04/15/2050 | 0.38% |
| JPMCC 2012-C6 E 144A 05.3497 05/15/2045 | 0.37% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.36% |
| CAS 2015-C04 2M2 06.2179 04/25/2028 | 0.36% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.36% |
| EUR/USD 06/15/2022 HSBCB | 0.36% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.36% |
| SPST 2022-2 A1 01.5760 05/25/2023 | 0.35% |
| MSBAM 2012-C5 E 144A 04.8432 08/15/2045 | 0.35% |
| BELGIUM KINGDOM REGS 04.2500 03/28/2041 | 0.34% |
| BANK 2019-BN22 C 03.5765 11/15/2062 | 0.34% |
| CAS 2020-R01 1M2 02.7179 01/25/2040 | 0.34% |
| MCAS 2019-01 M10 144A 03.9179 10/15/2049 | 0.34% |
| FHR 4972 IO IO 06.0000 05/25/2050 | 0.34% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.34% |
| CSMC 2016-NXSR C 04.5984 12/15/2049 | 0.34% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.33% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.33% |
| STACR 2015-DNA3 M3 05.3679 04/25/2028 | 0.33% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.32% |
| THAILAND GOVERNMENT BOND 02.0000 12/17/2031 | 0.32% |
| MALAYSIA GOVERNMENT 03.8850 08/15/2029 | 0.32% |
| JPMCC 2019-COR5 IO 01.6382 06/13/2052 | 0.32% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.32% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.31% |
| ABN AMRO BANK NV P/P 144A 04.7500 07/28/2025 | 0.31% |
| BONOS Y OBLIG DEL ES REGS 01.6000 04/30/2025 | 0.31% |
| JPY/USD 05/18/2022 BANKAM | 0.31% |
| TREASURY BILL 00.0000 06/09/2022 | 0.30% |
| BNP PARIBAS P/P 144A 04.3750 05/12/2026 | 0.30% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.30% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.30% |
| CHARTER COMM OPT LLC 04.9080 07/23/2025 | 0.30% |
| CAN 10YR BOND FUT JUN22 CNM2 | 0.30% |
| REPUBLIC OF AUSTRIA REGS 00.5000 04/20/2027 | 0.30% |
| STACR 2016-DNA3 M3 05.6679 12/25/2028 | 0.30% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.30% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.29% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.29% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.29% |
| MSBAM 2014-C17 C 04.6374 08/15/2047 | 0.29% |
| OBRIGACOES DO TESO REGS 01.9500 06/15/2029 | 0.28% |
| SPANISH GOV'T REGS 05.1500 10/31/2044 | 0.28% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.28% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.28% |
| NETFLIX INC 04.3750 11/15/2026 | 0.28% |
| FNR 2019-42 SA IO 05.3821 08/25/2049 | 0.28% |
| AUST 3YR BOND FUT JUN22 YMM2 | 0.27% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.27% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.27% |
| STACR 2016-HQA1 M3 07.0179 09/25/2028 | 0.27% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.27% |
| BBCMS 2020-C8 XA IO 01.9675 10/15/2053 | 0.27% |
| JPMCC 2012-C8 D 144A 04.9732 10/15/2045 | 0.27% |
| MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.27% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.26% |
| CAS 2017-C07 1EB2 01.6679 05/25/2030 | 0.26% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.26% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.25% |
| PSTAT 2022-2A A2 144A 03.8000 10/15/2030 | 0.25% |
| TREASURY BILL 00.0000 06/21/2022 | 0.25% |
| CEDF 2021-14A B 144A 02.6443 07/15/2033 | 0.25% |
| RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.25% |
| ARES 2016-41A AR2 144A 02.1143 04/15/2034 | 0.25% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.25% |
| WMABS 2006-HE2 A3 00.9679 05/25/2036 | 0.25% |
| AMERICAN TOWER CORP 03.5500 07/15/2027 | 0.25% |
| COMM 2013-CR13 C 05.0419 11/10/2046 | 0.25% |
| BANK 2019-BN20 XA IO 00.9557 09/15/2062 | 0.25% |
| CFMT 2020-HB4 M3 02.7195 12/26/2030 | 0.24% |
| JPMBB 2013-C17 D 144A 05.0489 01/15/2047 | 0.24% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.24% |
| BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.24% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.23% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.23% |
| SPANISH GOV'T REGS 01.5000 04/30/2027 | 0.23% |
| BROADCOM INC P/P 144A 04.9260 05/15/2037 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.23% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.23% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.23% |
| STACR 2017-HQA1 M2 04.2179 08/25/2029 | 0.22% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.22% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.22% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.22% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.22% |
| WEC ENERGY GROUP INC 02.6189 05/15/2067 | 0.22% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.22% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.22% |
| WFCM 2015-C30 C 04.6482 09/15/2058 | 0.22% |
| US BANCORP 02.4910 11/03/2036 | 0.21% |
| CAS 2022-R02 2M2 03.2887 01/25/2042 | 0.21% |
| COMM 2015-LC19 C 04.3689 02/10/2048 | 0.21% |
| IRELAND GOVERNMENT BOND REGS 00.2000 05/15/2027 | 0.21% |
| NETHERLANDS GOVT REGS 03.7500 01/15/2042 | 0.21% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.21% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.21% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.21% |
| CITRIX SYSTEMS INC 01.2500 03/01/2026 | 0.21% |
| FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.21% |
| JPMBB 2014-C23 D 144A 04.1329 09/15/2047 | 0.21% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.21% |
| BANK 2020-BN30 XA IO 01.4307 12/15/2053 | 0.20% |
| GALXY 2016-22A ARR 144A 02.2443 04/16/2034 | 0.20% |
| GUGG4 2016-1A A1S1 144A 02.2743 10/15/2031 | 0.20% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.20% |
| HCA INC. 04.5000 02/15/2027 | 0.20% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.20% |
| WFRBS 2014-C22 AS 04.0690 09/15/2057 | 0.20% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.20% |
| COMM 2012-CR2 D 144A 04.9592 08/15/2045 | 0.20% |
| DEUTSCHE BANK AG USD 04.5000 04/01/2025 | 0.20% |
| NHEL 2006-5 A2C 01.0079 11/25/2036 | 0.20% |
| VERIZON COMMUNICATIONS INC. 04.1250 03/16/2027 | 0.20% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | 0.20% |
| CAS 2015-C04 1M2 06.3679 04/25/2028 | 0.20% |
| MSBAM 2013-C8 B 03.6469 12/15/2048 | 0.20% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.19% |
| CAS 2014-C03 2M2 03.5679 07/25/2024 | 0.19% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.19% |
| PLMRS 2021-2A A 144A 02.1943 07/15/2034 | 0.19% |
| COMM 2014-CR18 C 04.9070 07/15/2047 | 0.19% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.19% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.19% |
| AGL 2021-13A A1 144A 02.2227 10/20/2034 | 0.19% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.19% |
| 1.5415 R ISWP SOFR P 03/09/2032 | 0.19% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.19% |
| BERRY GLOBAL INC 01.5700 01/15/2026 | 0.19% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.19% |
| EQUINIX INC 03.2000 11/18/2029 | 0.19% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.19% |
| ZAIS 2019-13A A1A 144A 02.5343 07/15/2032 | 0.18% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.18% |
| OCCIDENTAL PETROLEUM COR 08.5000 07/15/2027 | 0.18% |
| 1.5475 R ISWP SOFR P 03/09/2032 | 0.18% |
| CVS HEALTH CORP 01.3000 08/21/2027 | 0.18% |
| STELLANTIS FIN US IN P/P 144A 01.7110 01/29/2027 | 0.18% |
| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.18% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.18% |
| SWPTN EUR006M 5YX30Y P 0.925 EUR 03/24/2027 UB | 0.18% |
| SIXST 2020-16A B 144A 02.9127 10/20/2032 | 0.18% |
| AON GLOBAL LTD USD 04.2500 12/12/2042 | 0.18% |
| LHOME 2021-RTL2 A1 02.0900 06/25/2026 | 0.18% |
| CAS 2016-C01 1M2 07.4179 08/25/2028 | 0.18% |
| BROADCOM INC 04.1500 11/15/2030 | 0.17% |
| STACR 2016-DNA1 M3 06.0066 07/25/2028 | 0.17% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.17% |
| SALESFORCE INC 03.0500 07/15/2061 | 0.17% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.17% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.17% |
| GSK CONSUMER HLTHCRE P/P 144A 03.6250 03/24/2032 | 0.17% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.17% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.17% |
| UNITED KINGDOM GILT REGS 02.7500 09/07/2024 | 0.17% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.17% |
| JOHNSON CONTROLS INTL PL 03.9000 02/14/2026 | 0.17% |
| JPY/USD 05/18/2022 JPMCB | 0.17% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.17% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.16% |
| WFCM 2013-LC12 C 04.4396 07/15/2046 | 0.16% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.16% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.16% |
| BLACK 2021-1A A1A 144A 02.3863 11/22/2034 | 0.16% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.16% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.16% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.16% |
| THE AES CORPORATION 01.3750 01/15/2026 | 0.16% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.16% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.16% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.16% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.15% |
| REPUBLIC OF AUSTRIA REGS 01.5000 02/20/2047 | 0.15% |
| TREASURY BILL 00.0000 05/19/2022 | 0.15% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.15% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.15% |
| GSMS 2013-GCJ14 B P/P 144A 04.8904 08/10/2046 | 0.15% |
| WFCM 2020-C57 C 04.1573 08/15/2053 | 0.15% |
| ELMW6 2020-3A BR 144A 02.7127 10/20/2034 | 0.15% |
| FHMS K087 X1 IO 00.5107 12/25/2028 | 0.15% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.15% |
| KEURIG DR PEPPER INC 03.4300 06/15/2027 | 0.15% |
| STACR 2020-HQA2 M2 03.7679 03/25/2050 | 0.15% |
| MAGNE 2019-21A BR 144A 02.4127 04/20/2034 | 0.15% |
| WFCM 2019-C52 XA IO 01.7516 08/15/2052 | 0.15% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.15% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.14% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.14% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| JPMBB 2013-C12 B 04.2280 07/15/2045 | 0.14% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.14% |
| MSBAM 2014-C18 C 04.6495 10/15/2047 | 0.14% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.14% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.14% |
| STACR 2016-HQA2 M3 05.8179 11/25/2028 | 0.14% |
| ELMW8 2021-1A B1 144A 02.6127 01/20/2034 | 0.14% |
| MSBAM 2012-C6 D 144A 04.7471 11/15/2045 | 0.14% |
| GSMS 2012-GCJ7 C 05.5110 05/10/2045 | 0.14% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.14% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.14% |
| WAMU 2005-AR12 1A8 02.8571 10/25/2035 | 0.14% |
| CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.14% |
| GSMS 2015-GC30 C 04.2052 05/10/2050 | 0.14% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.14% |
| COMM 2013-CR13 D 144A 05.0419 11/10/2046 | 0.14% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.14% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.14% |
| ISTAR INC. 04.2500 08/01/2025 | 0.14% |
| SAMI 2007-AR7 1A1 01.5179 05/25/2047 | 0.14% |
| CGCMT 2014-GC19 D 144A 05.2601 03/10/2047 | 0.14% |
| CWALT 2006-OA10 4A1 01.0479 08/25/2046 | 0.14% |
| FINNISH GOVERNMENT REGS 01.1250 04/15/2034 | 0.13% |
| SPST 2021-14 A1 01.3679 12/08/2022 | 0.13% |
| INTERCONTINENTALEXCHANGE 03.1000 09/15/2027 | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| STACR 2017-DNA2 M2 04.1179 10/25/2029 | 0.13% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.13% |
| EUR/USD 06/15/2022 RBSF | 0.13% |
| 1.675 R ISWP SOFR P 02/28/2027 | 0.13% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.13% |
| DH EUROPE FINANCE II USD 02.6000 11/15/2029 | 0.13% |
| EMIR 2018-1 M1 02.3679 11/25/2028 | 0.13% |
| FHMS K123 X1 00.8652 12/25/2030 | 0.13% |
| MSBAM 2013-C9 D 144A 04.2440 05/15/2046 | 0.13% |
| CGCMT 2013-GC17 C 05.2525 11/10/2046 | 0.13% |
| CWALT 2006-OA7 1A2 01.1588 06/25/2046 | 0.13% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.13% |
| MSBAM 2015-C24 B 04.4864 05/15/2048 | 0.13% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.13% |
| APEXC 2019-2A A1R 144A 02.3340 10/25/2032 | 0.13% |
| AT&T INC 02.5500 12/01/2033 | 0.13% |
| BSP 2018-5BA A1A 144A 02.1527 04/20/2031 | 0.13% |
| CARVL 2021-1A B 144A 02.8127 07/20/2034 | 0.13% |
| COMMONWEALTH BK AUST P/P 144A 02.5520 03/14/2027 | 0.13% |
| DRSLF 2013-26A BR 144A 02.4943 04/15/2029 | 0.13% |
| ELM12 2021-5A B 144A 02.7627 01/20/2035 | 0.13% |
| ELMW4 2020-1A B 144A 02.7443 04/15/2033 | 0.13% |
| HLSY 2020-2A B 144A 02.7027 07/20/2031 | 0.13% |
| PAIA 2018-1A A1AR 144A 02.0627 10/20/2031 | 0.13% |
| PLMRS 2019-1A A1R 144A 01.5449 11/14/2034 | 0.13% |
| ABBSL 2021-2A A 144A 02.1443 04/15/2034 | 0.12% |
| APID 2021-35A A 144A 02.1127 04/20/2034 | 0.12% |
| ARES 2021-60A A 144A 02.1643 07/18/2034 | 0.12% |
| BLUEM 2021-32A A 144A 02.2143 10/15/2034 | 0.12% |
| COMM 2013-CR11 B 05.2766 08/10/2050 | 0.12% |
| GSMS 2010-C1 D 144A 06.5650 08/10/2043 | 0.12% |
| ICG 2015-2RA A2 144A 02.8443 01/16/2033 | 0.12% |
| PLMRS 2021-3A B 144A 01.8825 01/15/2035 | 0.12% |
| SNDPT 2019-2A AR 144A 02.2143 07/15/2034 | 0.12% |
| IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.12% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.12% |
| FHMS K113 XAM IO 01.6927 06/25/2030 | 0.12% |
| STACR 2022-DNA2 M1A 01.5887 02/25/2042 | 0.12% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.12% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.12% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.12% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.12% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 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% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.12% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.12% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.12% |
| VICI PROPERTIES LP 04.7500 02/15/2028 | 0.12% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| REPUBLIC OF ITALY REGS 04.0000 02/01/2037 | 0.12% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.11% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.11% |
| CAS 2016-C02 1M2 06.6679 09/25/2028 | 0.11% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.11% |
| BPCE SA P/P 144A 03.6480 01/14/2037 | 0.11% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.11% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.11% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.11% |
| WFCM 2017-RC1 C 04.5910 01/15/2060 | 0.11% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.11% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.11% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.11% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.11% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.11% |
| JPMBB 2014-C22 C 04.7025 09/15/2047 | 0.11% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| WAMU 2005-AR9 A1C3 01.6279 07/25/2045 | 0.10% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.10% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.10% |
| LENNAR CORP 04.7500 11/29/2027 | 0.10% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.10% |
| SPANISH GOV'T REGS 01.2500 10/31/2030 | 0.10% |
| STACR 2022-DNA1 M1B 02.1387 01/25/2042 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| AMGEN INC 03.2000 11/02/2027 | 0.10% |
| BONOS Y OBLIG DEL ES REGS 04.2000 01/31/2037 | 0.10% |
| FRANCE (GOVT OF) REGS 00.0000 11/25/2030 | 0.10% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.10% |
| 1.7674 R ISWP SOFR P 02/29/2052 | 0.10% |
| CAS 2017-C02 2ED3 02.0179 09/25/2029 | 0.10% |
| COMCAST CORP 03.9990 11/01/2049 | 0.10% |
| FHMS K098 X1 IO 01.2682 08/25/2029 | 0.10% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.10% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% |
| BONOS Y OBLIG DEL ES REGS 02.9000 10/31/2046 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.10% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.10% |
| NORWEGIAN GOVERNMENT REGS 01.7500 02/17/2027 | 0.10% |
| UBSCM 2017-C7 XA IO 01.1606 12/15/2050 | 0.10% |
| CAS 2016-C01 2M2 07.6179 08/25/2028 | 0.10% |
| COREBRIDGE FIN INC P/P 144A 03.8500 04/05/2029 | 0.10% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.10% |
| 2.325 R ISWP FWD CDOR03 P 06/15/2032 | 0.10% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.10% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.10% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.10% |
| BMIR 2019-4A M1C 144A 03.1679 10/25/2029 | 0.10% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.10% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.09% |
| MSC 2011-C3 D 144A 05.2545 07/15/2049 | 0.09% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.09% |
| CCMFC 2006-4A A2 00.8479 11/25/2047 | 0.09% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.09% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.09% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.09% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.09% |
| CARR 2006-NC2 A4 00.9079 06/25/2036 | 0.09% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.09% |
| SWPTN EUR006M 5YX30Y R 0.925 EUR 03/24/2027 UB | 0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.09% |
| JPALT 2007-S1 A1 01.2279 04/25/2047 | 0.09% |
| JPMORGAN CHASE & CO 04.1250 12/15/2026 | 0.09% |
| MSBAM 2014-C14 C 05.2191 02/15/2047 | 0.09% |
| WFRBS 2011-C4 C 144A 05.0257 06/15/2044 | 0.09% |
| COMM 2015-LC21 XA IO 00.8168 07/10/2048 | 0.09% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.09% |
| WASTE CONNECTIONS INC 03.2000 06/01/2032 | 0.09% |
| CAS 2017-C01 1EB1 01.9179 07/25/2029 | 0.08% |
| FHR 4979 SN IO 05.3821 06/25/2050 | 0.08% |
| SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.08% |
| SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.08% |
| 1.497 R ISWP FWD SES3M P 06/15/2032 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.08% |
| 1.737 R ISWP SOFR P 03/11/2032 | 0.08% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.08% |
| WORKDAY INC 03.7000 04/01/2029 | 0.08% |
| ORACLE CORP 03.6500 03/25/2041 | 0.08% |
| STACR 2016-DNA4 M3 04.4679 03/25/2029 | 0.08% |
| AHM 2007-1 GA1C 00.8579 05/25/2047 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.08% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.08% |
| CECLO 2020-29A AR 144A 02.2327 10/20/2034 | 0.08% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.08% |
| SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.08% |
| AUTONATION INC 02.4000 08/01/2031 | 0.08% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.08% |
| WESTPAC BANKING CORP USD 03.3500 03/08/2027 | 0.08% |
| RAMC 2003-4 A1 01.7079 03/25/2034 | 0.08% |
| SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.08% |
| WAMU 2005-AR2 2A1B 01.4079 01/25/2045 | 0.08% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.07% |
| JPY/USD 05/18/2022 GSFX | 0.07% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.07% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.07% |
| SWPTN SOFR 7YX30Y P 1.405 USD 12/14/2028 BA | 0.07% |
| 2.402 R ISWP FWD SOFR P 04/19/2024 | 0.07% |
| MSRR 2015-R4 CB1 01.2822 08/26/2047 | 0.07% |
| SAMI 2007-AR1 2A1 00.8479 01/25/2037 | 0.07% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.07% |
| CWALT 2006-OA19 A1 00.7744 02/20/2047 | 0.07% |
| BOEING CO 05.9300 05/01/2060 | 0.07% |
| COMM 2014-UBS6 XA IO 01.0022 12/10/2047 | 0.07% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.07% |
| SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.07% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.07% |
| WAMU 2005-AR13 A1C3 01.6479 10/25/2045 | 0.07% |
| GNR 2016-H23 NI IO 02.0941 10/20/2066 | 0.07% |
| JPMBB 2014-C22 XA IO 00.9662 09/15/2047 | 0.07% |
| MOODY'S CORPORATION 03.2500 01/15/2028 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.07% |
| CAS 2022-R02 2M1 01.4887 01/25/2042 | 0.07% |
| GNR 2015-H03 DI IO 01.5949 01/20/2065 | 0.07% |
| STACR 2018-HRP2 M3 03.0679 02/25/2047 | 0.07% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.07% |
| 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.06% |
| 1.679 R ISWP SOFR P 01/21/2052 | 0.06% |
| GNR 2017-H02 BI IO 02.1115 01/20/2067 | 0.06% |
| WFCM 2016-LC25 XA IO 00.9763 12/15/2059 | 0.06% |
| WFRBS 2012-C10 D 144A 04.5577 12/15/2045 | 0.06% |
| GNR 2015-H09 AI IO 01.9747 04/20/2065 | 0.06% |
| GNR 2017-H04 BI IO 02.1787 02/20/2067 | 0.06% |
| MCAS 2019-01 M7 144A 02.3679 10/15/2049 | 0.06% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.06% |
| WAMU 2005-AR1 A1B 01.4479 01/25/2045 | 0.06% |
| CMLTI 2005-2 1A2A 02.7817 05/25/2035 | 0.06% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% |
| WFRBS 2011-C4 E 144A 05.0257 06/15/2044 | 0.06% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.06% |
| GNR 2016-H16 EI IO 02.2004 06/20/2066 | 0.06% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.06% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.06% |
| STACR 2016-DNA2 M3 05.3179 10/25/2028 | 0.06% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.06% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.06% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.06% |
| CWALT 2006-OA10 1A1 01.1788 08/25/2046 | 0.06% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.06% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.06% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.06% |
| UNITED KINGDOM GILT REGS 03.5000 07/22/2068 | 0.06% |
| BUMT 2005-1 1A1 01.2679 09/25/2045 | 0.06% |
| GENERAL MOTORS FINL CO 02.3500 02/26/2027 | 0.06% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.06% |
| GNR 2014-H12 BI IO 01.5753 05/20/2064 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.06% |
| COMM 2014-UBS6 C 04.5883 12/10/2047 | 0.06% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.06% |
| GNR 2020-32 GS IO 05.5056 03/20/2050 | 0.05% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.05% |
| SWPTN EUR006M 2YX1Y R 0.055 EUR 03/08/2024 CI | 0.05% |
| GNR 2015-H25 AI IO 01.6133 09/20/2065 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| CAS 2016-C03 1M2 05.9679 10/25/2028 | 0.05% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.05% |
| FNR 2012-116 SA IO 06.5321 10/25/2042 | 0.05% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.05% |
| ELMW5 2020-2A BR 144A 02.7127 10/20/2034 | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.05% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.05% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.05% |
| IRELAND GOVERNMENT BOND REGS 02.0000 02/18/2045 | 0.05% |
| AUD/USD 07/20/2022 SSBT | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.05% |
| WAMU 2005-AR10 1A3 02.9439 09/25/2035 | 0.05% |
| JPMBB 2015-C33 XA IO 01.0572 12/15/2048 | 0.05% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.05% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.05% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.05% |
| GBP/USD 06/15/2022 UBS | 0.04% |
| GNR 2015-H26 EI IO 01.7247 10/20/2065 | 0.04% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.04% |
| SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | 0.04% |
| GLOBAL PAYMENTS INC 02.1500 01/15/2027 | 0.04% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.04% |
| HMIR 2018-1 M1 144A 02.2679 10/25/2028 | 0.04% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.04% |
| GNR 2015-H26 DI IO 01.7009 10/20/2065 | 0.04% |
| GNR 2016-H20 NI IO 01.9933 09/20/2066 | 0.04% |
| CAS 2013-C01 M2 05.9179 10/25/2023 | 0.04% |
| GNR 2017-H19 MI IO 02.0598 04/20/2067 | 0.04% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.04% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.04% |
| 2.26 R ISWP SOFR P 03/30/2032 | 0.04% |
| 2.2915 R ISWP SOFR P 04/01/2027 | 0.04% |
| 2.326 R ISWP SOFR P 04/06/2027 | 0.04% |
| MLMI 2005-A2 A2 02.8059 02/25/2035 | 0.04% |
| 2.2655 R ISWP SOFR P 03/30/2032 | 0.04% |
| AUSTRALIAN GOVERNMENT REGS 03.0000 03/21/2047 | 0.04% |
| GNR 2014-H21 AI IO 01.4312 10/20/2064 | 0.04% |
| VICI PROPERTIES P/P 144A 03.7500 02/15/2027 | 0.04% |
| SWPTN EUR006M 6YX20Y P 1.125 EUR 04/04/2028 UB | 0.04% |
| 2.67 R ISWP FWD AUDBB6M P 06/15/2032 | 0.04% |
| 3.10 R ISWP FWD NFIX3MID P 06/15/2032 | 0.04% |
| CAS 2017-C02 2M2C 04.3179 09/25/2029 | 0.04% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.04% |
| GNR 2016-H13 EI IO 02.3322 04/20/2066 | 0.04% |
| JPMCC 2013-C16 XA IO 01.0192 12/15/2046 | 0.04% |
| 2.247 R ISWP SOFR P 04/01/2027 | 0.04% |
| 2.3305 R ISWP SOFR P 04/07/2032 | 0.04% |
| BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 0.04% |
| CAS 2015-C01 1M2 04.9679 02/25/2025 | 0.04% |
| NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.04% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% |
| NRZT 2018-4A A1M 01.5679 01/25/2048 | 0.03% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.03% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.03% |
| GBP/USD 06/15/2022 JPMCB | 0.03% |
| 2.3485 R ISWP SOFR P 04/05/2027 | 0.03% |
| BTPS REGS 01.7000 09/01/2051 | 0.03% |
| GNR 2010-171 SB IO 05.8556 12/16/2040 | 0.03% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.03% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.03% |
| ORACLE CORP 03.9500 03/25/2051 | 0.03% |
| STACR 2020-HQA1 M2 02.5679 01/25/2050 | 0.03% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.03% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.03% |
| SWPTN EUR006M 6YX20Y P 1.25 EUR 04/06/2028 UB | 0.03% |
| SWPTN SOFR 4YX30Y R 2.02 USD 03/24/2026 MS | 0.03% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.03% |
| JPY/USD 05/18/2022 WPAC | 0.03% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.03% |
| JPMBB 2013-C12 XA IO 00.5429 07/15/2045 | 0.03% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.03% |
| CAS 2019-HRP1 M2 02.8179 11/25/2039 | 0.03% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.03% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.03% |
| NZD/USD 07/20/2022 MSCIL | 0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.03% |
| 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% |
| STACR 2019-DNA1 M2 03.3179 01/25/2049 | 0.02% |
| WFRBS 2013-C14 XA IO 00.7883 06/15/2046 | 0.02% |
| CAD/USD 07/20/2022 BANKAM | 0.02% |
| CNH/USD 05/18/2022 GSFX | 0.02% |
| GSMS 2013-GC10 XA IO 01.6164 02/10/2046 | 0.02% |
| 2.436 R ISWP FWD SOFR P 04/19/2027 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| GNR 2016-H01 AI IO 01.5100 01/20/2066 | 0.02% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.02% |
| CAS 2016-C03 2M2 06.5679 10/25/2028 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.02% |
| SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.02% |
| EUR/USD 06/15/2022 SSBT | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| SWPTN 10YX10Y R 2.525 USD 04/15/2031 BA | 0.02% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.02% |
| SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.02% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.02% |
| CAS 2018-C01 1ED5 02.9179 07/25/2030 | 0.02% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | 0.02% |
| 2.298 R ISWP FWD SOFR P 04/07/2032 | 0.02% |
| 2.469 R ISWP SOFR P 04/14/2032 | 0.02% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | 0.02% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% |
| 0.915 R ISWP FWD EUR006M P 06/15/2032 | 0.02% |
| 2.307 R ISWP SOFR P 03/31/2024 | 0.02% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.02% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.02% |
| SWPTN SOFR 10YX10Y R 2.272 USD 04/06/2032 BA | 0.02% |
| CAS 2015-C02 1M2 04.6679 05/25/2025 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| SWPTN EUR006M 7YX20Y P 1.325 EUR 04/11/2029 UB | 0.02% |
| SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.02% |
| 2.518 R ISWP SOFR P 04/12/2027 | 0.02% |
| CHF/USD 06/15/2022 BCAP-FX | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.02% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.02% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.02% |
| SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | 0.02% |
| 2.405 R ISWP SOFR P 04/14/2024 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | 0.01% |
| SWPTN SOFR 1YX2Y P 2.94 USD 04/27/2023 BA | 0.01% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.01% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.01% |
| SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | 0.01% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.01% |
| SWPTN SOFR 10YX10Y R 2.317 USD 04/07/2032 JP | 0.01% |
| 2.483 R ISWP SOFR P 04/14/2027 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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.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% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | 0.01% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.01% |
| SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | 0.01% |
| SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.01% |
| 0.2529 R ISWP FWD MUTKCALM P 08/29/2043 | 0.01% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 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% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | 0.01% |
| SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | 0.01% |
| 2.3565 R ISWP SOFR P 04/14/2024 | 0.01% |
| CAS 2014-C04 2M2 05.6679 11/25/2024 | 0.01% |
| CAS 2017-C01 1M2C 04.2179 07/25/2029 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 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% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| GNR 2016-77 SL IO 05.5556 03/20/2043 | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.01% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.01% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.01% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | 0.01% |
| SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | 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% |
| CNH/USD 05/18/2022 UBS | 0.01% |
| STACR 2018-DNA3 M2B 02.7679 09/25/2048 | 0.01% |
| STACR 2021-HQA3 M1 01.1387 09/25/2041 | 0.01% |
| CAS 2018-C05 1ED1 01.3179 01/25/2031 | 0.01% |
| CAS 2019-R01 2M2 03.1179 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| SPANISH GOV'T REGS 01.0000 10/31/2050 | 0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.01% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.01% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.01% |
| SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.01% |
| TMIR 2021-1 M1B 144A 03.6679 08/25/2033 | 0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 2.689 R ISWP FWD SOFR P 04/26/2032 | 0.01% |
| CAS 2017-C04 2ED1 01.2679 11/25/2029 | 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 MS | 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.01% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.01% |
| NOK/USD 06/15/2022 TDBK | 0.01% |
| STACR 2018-HQA2 M2 02.9679 10/25/2048 | 0.01% |
| STACR 2019-HQA1 M2 03.0179 02/25/2049 | 0.01% |
| SWPTN 8YX10Y P 0.9 GBP 01/14/2030 UB | 0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | 0.00% |
| 2.45 R ISWP SOFR P 04/07/2024 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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 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-.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 MS | 0.00% |
| CNH/USD 05/18/2022 TDBK | 0.00% |
| DKK/USD 06/15/2022 CITI | 0.00% |
| NZD/USD 07/20/2022 SSBT | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.6231 12/15/2045 | 0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 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% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | 0.00% |
| 2.4975 R ISWP SOFR P 04/14/2032 | 0.00% |
| CHF/USD 06/15/2022 UBS | 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-.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CNH/USD 05/18/2022 JPMCB | 0.00% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| NOK/USD 06/15/2022 SSBT | 0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| SWPTN 8YX10Y P 0.4879 GBP 08/20/2029 UB | 0.00% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | 0.00% |
| 2.6625 R ISWP SOFR P 04/25/2024 | 0.00% |
| CAS 2021-R01 1M1 01.0387 10/25/2041 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.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-.6 2063-05-11 300.0 05/11/2063 ML | 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 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 06/15/2022 MSCIL | 0.00% |
| MXN/USD 07/20/2022 BANKAM | 0.00% |
| SEK/USD 06/15/2022 BANKAM | 0.00% |
| SEK/USD 06/15/2022 UBS | 0.00% |
| STACR 2019-DNA2 M2 03.1179 03/25/2049 | 0.00% |
| SWPTN SOFR 3MX10Y P 2.725 USD 07/21/2022 CI | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.7145 12/10/2045 | 0.00% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 2.553 R ISWP SOFR P 04/28/2024 | 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 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 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-.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-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CNH/USD 05/18/2022 MSCIL | 0.00% |
| GBP/USD 06/15/2022 BCAP-FX | 0.00% |
| JPMCC 2006-CB17 X IO 01.1442 12/12/2043 | 0.00% |
| NOK/USD 06/15/2022 GSFX | 0.00% |
| PLN/USD 06/15/2022 GSFX | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN AUDBB6M 15YX10Y P 2.7 AUD 04/01/2037 UB | 0.00% |
| 0.0619 R ISWP MUTKCALM P 02/25/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.751 R ISWP FWD SONIA P 06/15/2052 | 0.00% |
| AUD/USD 07/20/2022 MSCIL | 0.00% |
| CAD/USD 07/20/2022 WPAC | 0.00% |
| CHF/USD 06/15/2022 JPMCB | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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-.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-.14 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 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% |
| FHR 4076 MS IO 06.1459 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% |
| SEK/USD 06/15/2022 GSFX | 0.00% |
| SEK/USD 06/15/2022 SSBT | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.00% |
| ZAR/USD 07/20/2022 GSFX | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| AUD/USD 07/20/2022 HSBCB | 0.00% |
| AUD/USD 07/20/2022 WPAC | 0.00% |
| CAD/USD 07/20/2022 UBS | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.5990 10/15/2049 | 0.00% |
| CHF/USD 06/15/2022 MSCIL | 0.00% |
| CHF/USD 06/15/2022 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.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.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 JP | 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 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 CG | 0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | 0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 01.0775 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0480 01/15/2049 | 0.00% |
| CZK/USD 06/15/2022 BANKAM | 0.00% |
| EUR/USD 06/15/2022 BCAP-FX | 0.00% |
| EUR/USD 06/15/2022 TDBK | 0.00% |
| GBP/USD 06/15/2022 BANKAM | 0.00% |
| GBP/USD 06/15/2022 TDBK | 0.00% |
| HKD/USD 05/18/2022 SSBT | 0.00% |
| IDR/USD 05/18/2022 BCAP-FX | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.4348 09/15/2039 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| NOK/USD 06/15/2022 BANKAM | 0.00% |
| NOK/USD 06/15/2022 BCAP-FX | 0.00% |
| NOK/USD 06/15/2022 HSBCB | 0.00% |
| NOK/USD 06/15/2022 JPMCB | 0.00% |
| NOK/USD 06/15/2022 MSCIL | 0.00% |
| NOK/USD 06/15/2022 RBSF | 0.00% |
| NZD/USD 07/20/2022 HSBCB | 0.00% |
| NZD/USD 07/20/2022 WPAC | 0.00% |
| SEK/USD 06/15/2022 CITI | 0.00% |
| SEK/USD 06/15/2022 HSBCB | 0.00% |
| SEK/USD 06/15/2022 JPMCB | 0.00% |
| SEK/USD 06/15/2022 MSCIL | 0.00% |
| SEK/USD 06/15/2022 RBSF | 0.00% |
| SGD/USD 05/18/2022 HSBCB | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | 0.00% |
| SWPTN SOFR 3MX10Y P 3.235 USD 07/22/2022 DE | 0.00% |
| 0.8084 R ISWP FWD MUTKCALM P 08/29/2043 | -0.00% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.00% |
| 2.687 R ISWP SOFR P 04/25/2032 | -0.00% |
| CHF/USD 06/15/2022 CSI-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | -0.00% |
| GBP/USD 06/15/2022 RBSF | -0.00% |
| IDR/USD 05/18/2022 GSFX | -0.00% |
| PEN/USD 07/20/2022 BCAP-FX | -0.00% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.00% |
| SWPTN AUDBB6M 15YX10Y R 2.7 AUD 04/01/2037 UB | -0.00% |
| SWPTN SOFR 3MX10Y R 2.235 USD 07/22/2022 DE | -0.00% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| 2.7285 R ISWP SOFR P 04/21/2032 | -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 GS | -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-.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-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| HUF/USD 06/15/2022 SSBT | -0.00% |
| RON/USD 06/15/2022 CITI | -0.00% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | -0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 8YX10Y R 0.4879 GBP 08/20/2029 UB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -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-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| EUR/USD 06/15/2022 CITI | -0.00% |
| NOK/USD 06/15/2022 UBS | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.00% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.00% |
| SWPTN 8YX10Y R 0.9 GBP 01/14/2030 UB | -0.00% |
| 2.465 R ISWP SOFR P 04/07/2027 | -0.00% |
| 2.547 R ISWP SOFR P 04/28/2032 | -0.00% |
| CLP/USD 07/20/2022 CITI | -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.14 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| GBP/USD 06/15/2022 SSBT | -0.00% |
| ILS/USD 07/20/2022 SSBT | -0.00% |
| SGD/USD 05/18/2022 JPMCB | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -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 7YX25Y P 2.505 USD 11/13/2024 MS | -0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.00% |
| SWPTN SOFR 3MX10Y R 2.725 USD 07/21/2022 CI | -0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.00% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | -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-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CNH/USD 05/18/2022 RBSF | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.00% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.00% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | -0.00% |
| 2.673 R ISWP SOFR P 04/22/2027 | -0.01% |
| 2.751 R ISWP FWD CDOR03 P 06/15/2027 | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.01% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 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 7YX25Y R 2.902 USD 11/08/2024 JP | -0.01% |
| SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | -0.01% |
| SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | -0.01% |
| 1.455 R ISWP FWD SONIA P 06/15/2032 | -0.01% |
| 2.496 R ISWP SOFR P 04/14/2032 | -0.01% |
| 2.54 R ISWP FWD CNRR007 P 09/21/2027 | -0.01% |
| 2.685 R ISWP FWD SOFR P 05/02/2027 | -0.01% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.01% |
| 2.901 R ISWP FWD AUDBB6M P 06/15/2027 | -0.01% |
| CAD/USD 07/20/2022 SSBT | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% |
| JPY/USD 05/18/2022 HSBCB | -0.01% |
| SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.01% |
| SWPTN SONIA 7YX10Y R 1.448 GBP 02/26/2029 GS | -0.01% |
| 3.101 R ISWP FWD AUDBB6M P 06/15/2032 | -0.01% |
| CAD/USD 07/20/2022 MSCIL | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.01% |
| SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | -0.01% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | -0.01% |
| 1.651 R ISWP FWD SONIA P 06/15/2027 | -0.01% |
| 1.9575 R ISWP US0003M P 03/07/2032 | -0.01% |
| 2.951 R ISWP FWD CDOR03 P 06/15/2032 | -0.01% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| 1.701 R ISWP FWD SONIA P 06/15/2032 | -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 R 0.925 USD 03/26/2030 BA | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.01% |
| SWPTN SOFR 10YX10Y P 2.317 USD 04/07/2032 JP | -0.01% |
| SWPTN SONIA 7YX10Y P 1.448 GBP 02/26/2029 GS | -0.01% |
| 2.598 R ISWP SOFR P 04/13/2027 | -0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN SOFR 1YX2Y P 3.69 USD 04/27/2023 BA | -0.01% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | -0.02% |
| SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | -0.02% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.02% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.02% |
| SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | -0.02% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.02% |
| 0.343 R ISWP FWD MUTKCALM P 08/29/2043 | -0.02% |
| 3.001 R ISWP FWD CDOR03 P 06/15/2052 | -0.02% |
| SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | -0.02% |
| SWPTN EUR006M 7YX20Y R 1.325 EUR 04/11/2029 UB | -0.02% |
| SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SWPTN SOFR 10YX10Y P 2.272 USD 04/06/2032 BA | -0.02% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.02% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.02% |
| SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.02% |
| SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.02% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.02% |
| 0.60 R ISWP FWD EUR006M P 03/07/2032 | -0.02% |
| 2.355 R ISWP FWD NOKOIB6M P 06/15/2032 | -0.02% |
| EUR/USD 06/15/2022 BANKAM | -0.02% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.02% |
| SWPTN EUR006M 6YX20Y R 1.25 EUR 04/06/2028 UB | -0.02% |
| 0.551 R ISWP FWD EUR006M P 06/15/2024 | -0.02% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | -0.02% |
| 2.288 R ISWP SOFR P 03/31/2027 | -0.02% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.02% |
| SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | -0.03% |
| CHF/USD 06/15/2022 SSBT | -0.03% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.03% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.03% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.03% |
| 2.3395 R ISWP SOFR P 04/14/2052 | -0.03% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | -0.03% |
| SWPTN EUR006M 6YX20Y R 1.125 EUR 04/04/2028 UB | -0.03% |
| AUD/USD 07/20/2022 JPMCB | -0.03% |
| KRW/USD 05/18/2022 JPMCB | -0.03% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.03% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.03% |
| CHF/USD 06/15/2022 GSFX | -0.04% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.04% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.04% |
| 1.001 R ISWP FWD EUR006M P 06/15/2052 | -0.04% |
| SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | -0.04% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.04% |
| SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| 2.4015 R ISWP SOFR P 04/08/2032 | -0.04% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.04% |
| SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.04% |
| SWPTN SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.04% |
| SWPTN SOFR 4YX30Y P 2.02 USD 03/24/2026 MS | -0.04% |
| SWPTN SOFR 7YX30Y R 1.405 USD 12/14/2028 BA | -0.04% |
| 2.33 R ISWP SOFR P 04/06/2027 | -0.05% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.05% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.05% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.05% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.05% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| SWPTN EUR006M 2YX1Y R 0.555 EUR 03/08/2024 CI | -0.05% |
| SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.05% |
| 0.901 R ISWP FWD EUR006M P 06/15/2027 | -0.05% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.06% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.06% |
| 2.334 R ISWP FWD SOFR P 04/18/2052 | -0.06% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.06% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | -0.07% |
| CNH/USD 05/18/2022 SSBT | -0.07% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.07% |
| JPY/USD 05/18/2022 TDBK | -0.07% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.07% |
| 2.1005 R ISWP SOFR P 04/07/2052 | -0.07% |
| 2.471 R ISWP FWD SOFR P 04/19/2032 | -0.07% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.07% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% |
| SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.07% |
| SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.07% |
| 0.565 R ISWP FWD SARON P 06/15/2032 | -0.08% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.08% |
| 1.75 R ISWP SOFR P 02/29/2032 | -0.08% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.08% |
| JPY/USD 05/18/2022 SSBT | -0.08% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.08% |
| SWPTN 10YX10Y P 2.525 USD 04/15/2031 BA | -0.08% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.09% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.09% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.09% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.09% |
| 1.626 R ISWP SOFR P 01/19/2052 | -0.10% |
| EUR/USD 06/15/2022 GSFX | -0.10% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.10% |
| 1.355 R ISWP SOFRRATE P 12/31/2031 | -0.11% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.12% |
| 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.13% |
| 1.762 R ISWP FWD SOFR P 06/15/2032 | -0.13% |
| 1.47709 R ISWP SOFR P 02/29/2024 | -0.14% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.14% |
| SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.14% |
| GBP/USD 06/15/2022 MSCIL | -0.15% |
| CNH/USD 05/18/2022 HSBCB | -0.15% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.16% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.16% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.16% |
| JPY/USD 05/18/2022 MSCIL | -0.17% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.18% |
| 0.951 R ISWP FWD EUR006M P 06/15/2032 | -0.19% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.19% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.19% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | -0.19% |
| EUR/USD 06/15/2022 UBS | -0.20% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.20% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.21% |
| JPY/USD 05/18/2022 UBS | -0.26% |
| EUR/USD 06/15/2022 JPMCB | -0.27% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.29% |
| EURO-SCHATZ FUT JUN22 DUM2 | -0.35% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.44% |
| SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -0.54% |
| JPN 10Y BOND(OSE) JUN22 JBM2 | -2.93% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2052 | -3.71% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2052 | -8.07% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2052 | -10.65% |
| US 2YR NOTE (CBT) JUN22 TUM2 | -15.01% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2052 | 11.46% |
|---|---|
| FNMA FN30 TBA UMBS 03.0000 05/01/2052 | 10.27% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 9.73% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 8.38% |
| US 5YR NOTE (CBT) JUN22 FVM2 | 3.56% |
| US 10YR NOTE (CBT)JUN22 TYM2 | 2.47% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.06% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 1.99% |
| LONG GILT FUTURE JUN22 G M2 | 1.90% |
| EURO-BOBL FUTURE JUN22 OEM2 | 1.43% |
| EURO-BUND FUTURE JUN22 RXM2 | 1.34% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.23% |
| US LONG BOND(CBT) JUN22 USM2 | 1.22% |
| US ULTRA BOND CBT JUN22 WNM2 | 1.19% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.13% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.05% |
| UNITED KINGDOM GILT REGS 04.0000 01/22/2060 | 1.03% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.95% |
| GNMA GII30 TBA 03.0000 04/01/2052 | 0.94% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.85% |
| CAS 2016-C06 1M2 04.7066 04/25/2029 | 0.75% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 0.73% |
| BUONI POLIENNALI DEL TES REGS 00.0000 01/15/2024 | 0.70% |
| EURO-BUXL 30Y BND JUN22 UBM2 | 0.69% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.68% |
| CASH MGMT BILL 00.0000 06/14/2022 | 0.67% |
| FHR 5152 IQ IO 04.5000 10/25/2051 | 0.66% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.64% |
| TREASURY BILL 00.0000 05/03/2022 | 0.62% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.61% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.60% |
| TREASURY BILL 00.0000 04/21/2022 | 0.60% |
| FHR 4941 IO IO 04.0000 12/15/2047 | 0.60% |
| BUONI POLIENNALI DEL REGS 01.6500 03/01/2032 | 0.59% |
| BUONI POLIENNALI DEL TES REGS 02.5000 12/01/2024 | 0.59% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.57% |
| GNR 2021-122 GI IO 04.5000 11/20/2047 | 0.56% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.53% |
| BUONI POLIENNALI REGS 04.7500 09/01/2044 | 0.52% |
| US 10YR ULTRA FUT JUN22 UXYM2 | 0.52% |
| BONOS Y OBLIG REGS 05.1500 10/31/2028 | 0.51% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.50% |
| CFCRE 2011-C2 E P/P 144A 05.1240 12/15/2047 | 0.50% |
| CAS 2017-C01 1M2 04.0066 07/25/2029 | 0.50% |
| GNMA GII30 TBA 04.5000 04/01/2052 | 0.50% |
| FHR 5152 EI IO 03.5000 10/25/2051 | 0.49% |
| BELGIUM KINGDOM REGS 01.0000 06/22/2026 | 0.49% |
| GNR 2021-191 BI IO 02.5000 10/20/2051 | 0.48% |
| GNMA GII30 TBA 03.5000 04/01/2052 | 0.48% |
| CASH MGMT BILL 00.0000 06/07/2022 | 0.48% |
| TREASURY BILL 00.0000 06/02/2022 | 0.48% |
| DBUBS 2011-LC3A D 144A 05.3887 08/10/2044 | 0.47% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.46% |
| COMM 2014-CR17 C 04.7843 05/10/2047 | 0.45% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.45% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.43% |
| NETHERLANDS GOV REGS 00.5000 07/15/2026 | 0.42% |
| FHR 4973 LI IO 04.0000 04/25/2050 | 0.42% |
| FHR 5160 IA IO 04.0000 11/25/2051 | 0.42% |
| BROADCOM INC 04.1500 11/15/2030 | 0.41% |
| STACR 2019-HRP1 M2 01.8566 02/25/2049 | 0.41% |
| CSAIL 2019-C15 A4 04.0529 03/15/2052 | 0.40% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.40% |
| FHR 5148 EI IO 03.0000 10/25/2051 | 0.40% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.40% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.40% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.39% |
| CAS 2016-C05 2M2 04.9066 01/25/2029 | 0.38% |
| CAS 2016-C07 2M2 04.8066 05/25/2029 | 0.38% |
| JPMCC 2021-1MEM D 144A 02.6535 10/09/2042 | 0.38% |
| STACR 2018-HRP2 M3AS 01.4566 02/25/2047 | 0.38% |
| BELGIUM KINGDOM REGS 04.2500 03/28/2041 | 0.37% |
| SPST 2021-16 A1 00.7293 11/07/2022 | 0.36% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.36% |
| SPST 2021-10 A 00.0000 08/08/2022 | 0.36% |
| SPST 2021-6 A 01.2549 04/25/2022 | 0.36% |
| CSAIL 2015-C1 C 04.2610 04/15/2050 | 0.36% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.36% |
| FHR 5077 GI IO 03.5000 02/25/2051 | 0.36% |
| CAS 2015-C04 2M2 06.0066 04/25/2028 | 0.35% |
| BANK 2019-BN22 C 03.4612 11/15/2062 | 0.34% |
| CAS 2020-R01 1M2 02.5066 01/25/2040 | 0.34% |
| MSBAM 2012-C5 E 144A 04.6237 08/15/2045 | 0.33% |
| STACR 2015-DNA3 M3 05.1566 04/25/2028 | 0.32% |
| FHR 4972 IO IO 06.0000 05/25/2050 | 0.32% |
| CSMC 2016-NXSR C 04.4507 12/15/2049 | 0.32% |
| MALAYSIA GOVERNMENT 03.8850 08/15/2029 | 0.32% |
| THAILAND GOVERNMENT BOND 02.0000 12/17/2031 | 0.32% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.32% |
| MCAS 2019-01 M10 144A 03.7066 10/15/2049 | 0.32% |
| JPMCC 2012-C6 E 144A 05.2697 05/15/2045 | 0.32% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.31% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.31% |
| COMCAST CORP 03.4500 02/01/2050 | 0.31% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.31% |
| JPMCC 2019-COR5 IO 01.4799 06/13/2052 | 0.31% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.30% |
| REPUBLIC OF AUSTRIA REGS 00.5000 04/20/2027 | 0.30% |
| CAN 10YR BOND FUT JUN22 CNM2 | 0.30% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.30% |
| SPANISH GOV'T REGS 05.1500 10/31/2044 | 0.30% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.30% |
| FNR 2019-42 SA IO 05.5934 08/25/2049 | 0.29% |
| STACR 2016-DNA3 M3 05.4566 12/25/2028 | 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% |
| TREASURY BILL 00.0000 06/09/2022 | 0.29% |
| OBRIGACOES DO TESO REGS 01.9500 06/15/2029 | 0.29% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.28% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.28% |
| SPANISH GOV'T REGS 01.5000 04/30/2027 | 0.28% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.28% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.28% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.28% |
| AUST 3YR BOND FUT JUN22 YMM2 | 0.28% |
| NETFLIX INC 04.3750 11/15/2026 | 0.28% |
| MAGALLANES INC P/P 144A 04.2790 03/15/2032 | 0.27% |
| MSBAM 2014-C17 C 04.4721 08/15/2047 | 0.27% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.27% |
| STACR 2016-HQA1 M3 06.8066 09/25/2028 | 0.27% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.27% |
| CAS 2017-C07 1EB2 01.4566 05/25/2030 | 0.27% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.27% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.26% |
| ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.26% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.26% |
| BBCMS 2020-C8 XA IO 01.8456 10/15/2053 | 0.26% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.26% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.26% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.26% |
| WESTLAKE CORP 03.1250 08/15/2051 | 0.26% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.25% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.25% |
| JPMCC 2012-C8 D 144A 04.6745 10/15/2045 | 0.25% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.25% |
| AT&T INC 03.5500 09/15/2055 | 0.25% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| WMABS 2006-HE2 A3 00.7566 05/25/2036 | 0.24% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.24% |
| BANK OF AMERICA CORP 03.8460 03/08/2037 | 0.24% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.24% |
| BANK 2019-BN20 XA IO 00.8535 09/15/2062 | 0.24% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.24% |
| ARES 2016-41A AR2 144A 01.3113 04/15/2034 | 0.24% |
| GLM 2019-5A BR 144A 01.8040 10/20/2032 | 0.24% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.24% |
| RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.24% |
| BONOS Y OBLIG DEL ES REGS 01.6000 04/30/2025 | 0.23% |
| JPMBB 2013-C17 D 144A 04.8863 01/15/2047 | 0.23% |
| CFMT 2020-HB4 M3 02.7195 12/26/2030 | 0.23% |
| NETHERLANDS GOVT REGS 03.7500 01/15/2042 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.23% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.22% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.22% |
| COMM 2013-CR13 C 04.8805 11/10/2046 | 0.22% |
| STACR 2017-HQA1 M2 04.0066 08/25/2029 | 0.22% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.22% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.22% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.21% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.21% |
| US BANCORP 02.4910 11/03/2036 | 0.21% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.21% |
| IRELAND GOVERNMENT BOND REGS 00.2000 05/15/2027 | 0.21% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.21% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.21% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.21% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.21% |
| WFCM 2015-C30 C 04.4990 09/15/2058 | 0.21% |
| COMM 2015-LC19 C 04.2309 02/10/2048 | 0.20% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.20% |
| FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.20% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.20% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.20% |
| WEC ENERGY GROUP INC 02.6189 05/15/2067 | 0.20% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.20% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.20% |
| CAS 2022-R02 2M2 03.0990 01/25/2042 | 0.20% |
| BANK 2020-BN30 XA IO 01.3287 12/15/2053 | 0.20% |
| CITRIX SYSTEMS INC 01.2500 03/01/2026 | 0.20% |
| JPMBB 2014-C23 D 144A 03.9805 09/15/2047 | 0.19% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.19% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.19% |
| GALXY 2016-22A ARR 144A 01.4413 04/16/2034 | 0.19% |
| WFRBS 2014-C22 AS 04.0690 09/15/2057 | 0.19% |
| CAS 2015-C04 1M2 06.1566 04/25/2028 | 0.19% |
| GUGG4 2016-1A A1S1 144A 01.4713 10/15/2031 | 0.19% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.19% |
| COMM 2012-CR2 D 144A 04.8371 08/15/2045 | 0.19% |
| NHEL 2006-5 A2C 00.7966 11/25/2036 | 0.19% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.19% |
| CAS 2014-C03 2M2 03.3566 07/25/2024 | 0.19% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.19% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.19% |
| SALESFORCE INC 03.0500 07/15/2061 | 0.19% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.18% |
| EQUINIX INC 03.2000 11/18/2029 | 0.18% |
| MSBAM 2013-C8 B 03.5203 12/15/2048 | 0.18% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.18% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.18% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.18% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.18% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.18% |
| AON GLOBAL LTD USD 04.2500 12/12/2042 | 0.18% |
| COMM 2014-CR18 C 04.7465 07/15/2047 | 0.18% |
| BERRY GLOBAL INC 01.5700 01/15/2026 | 0.18% |
| PLMRS 2021-2A A 144A 01.3913 07/15/2034 | 0.18% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.18% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.18% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.18% |
| CAS 2016-C01 1M2 07.2066 08/25/2028 | 0.17% |
| AT&T INC 02.2500 02/01/2032 | 0.17% |
| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.17% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.17% |
| ZAIS 2019-13A A1A 144A 01.7313 07/15/2032 | 0.17% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.17% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.17% |
| GSK CONSUMER HLTHCRE P/P 144A 03.6250 03/24/2032 | 0.17% |
| STACR 2016-DNA1 M3 06.0066 07/25/2028 | 0.17% |
| UNITED KINGDOM GILT REGS 02.7500 09/07/2024 | 0.17% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.17% |
| LHOME 2021-RTL2 A1 02.0900 06/25/2026 | 0.17% |
| SIXST 2020-16A B 144A 02.1040 10/20/2032 | 0.17% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.17% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.17% |
| REPUBLIC OF AUSTRIA REGS 01.5000 02/20/2047 | 0.17% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.16% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.16% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.16% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.16% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.16% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.16% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.16% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.16% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.16% |
| WFCM 2013-LC12 C 04.3054 07/15/2046 | 0.16% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.15% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.15% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.15% |
| BLACK 2021-1A A1A 144A 01.4515 11/22/2034 | 0.15% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.15% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.15% |
| JPY/USD 05/18/2022 BANKAM | 0.15% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.15% |
| WFCM 2020-C57 C 04.0235 08/15/2053 | 0.15% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.15% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.15% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.15% |
| STACR 2020-HQA2 M2 03.5566 03/25/2050 | 0.15% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.15% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.14% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.14% |
| BONOS Y OBLIG DEL ES REGS 04.6500 07/30/2025 | 0.14% |
| FHMS K087 X1 IO 00.3626 12/25/2028 | 0.14% |
| GSMS 2013-GCJ14 B P/P 144A 04.7349 08/10/2046 | 0.14% |
| TREASURY BILL 00.0000 05/19/2022 | 0.14% |
| ELMW6 2020-3A BR 144A 01.9040 10/20/2034 | 0.14% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.14% |
| WFCM 2019-C52 XA IO 01.5906 08/15/2052 | 0.14% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.14% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.14% |
| MAGNE 2019-21A BR 144A 01.6040 04/20/2034 | 0.14% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.14% |
| FINNISH GOVERNMENT REGS 01.1250 04/15/2034 | 0.14% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.14% |
| STACR 2016-HQA2 M3 05.6066 11/25/2028 | 0.14% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.14% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.14% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.14% |
| JPMBB 2013-C12 B 04.0946 07/15/2045 | 0.14% |
| MSBAM 2014-C18 C 04.4911 10/15/2047 | 0.14% |
| UBSCM 2012-C1 C 144A 05.8400 05/10/2045 | 0.14% |
| CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.14% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.14% |
| WAMU 2005-AR12 1A8 02.8486 10/25/2035 | 0.14% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.13% |
| ELMW8 2021-1A B1 144A 01.8040 01/20/2034 | 0.13% |
| SWPTN EUR006M 5YX30Y P 0.925 EUR 03/24/2027 UB | 0.13% |
| SWPTN EUR006M 5YX30Y R 0.925 EUR 03/24/2027 UB | 0.13% |
| GSMS 2015-GC30 C 04.0721 05/10/2050 | 0.13% |
| ISTAR INC. 04.2500 08/01/2025 | 0.13% |
| MSBAM 2012-C6 D 144A 04.5860 11/15/2045 | 0.13% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| CWALT 2006-OA10 4A1 00.8366 08/25/2046 | 0.13% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.13% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.13% |
| GSMS 2012-GCJ7 C 05.5609 05/10/2045 | 0.13% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.13% |
| SAMI 2007-AR7 1A1 01.3066 05/25/2047 | 0.13% |
| STACR 2017-DNA2 M2 03.9066 10/25/2029 | 0.13% |
| WESTLAKE CORP 02.8750 08/15/2041 | 0.13% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.13% |
| COMM 2013-CR13 D 144A 04.8805 11/10/2046 | 0.13% |
| CGCMT 2014-GC19 D 144A 05.0914 03/10/2047 | 0.13% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.13% |
| AT&T INC 02.5500 12/01/2033 | 0.13% |
| HCA INC. 05.5000 06/15/2047 | 0.13% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.13% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.13% |
| SPST 2021-14 A1 01.1549 12/08/2022 | 0.13% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.12% |
| FHMS K123 X1 00.7743 12/25/2030 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 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% |
| EMIR 2018-1 M1 01.8869 11/25/2028 | 0.12% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.12% |
| CGCMT 2013-GC17 C 05.1024 11/10/2046 | 0.12% |
| MSBAM 2013-C9 D 144A 04.1083 05/15/2046 | 0.12% |
| CWALT 2006-OA7 1A2 01.0811 06/25/2046 | 0.12% |
| MSBAM 2015-C24 B 04.3425 05/15/2048 | 0.12% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.12% |
| STACR 2022-DNA2 M1A 01.3990 02/25/2042 | 0.12% |
| APEXC 2019-2A A1R 144A 01.4077 10/25/2032 | 0.12% |
| APID 2021-35A A 144A 01.3040 04/20/2034 | 0.12% |
| ARES 2021-60A A 144A 01.3613 07/18/2034 | 0.12% |
| BSP 2018-5BA A1A 144A 01.3440 04/20/2031 | 0.12% |
| DRSLF 2013-26A BR 144A 01.6913 04/15/2029 | 0.12% |
| ELMW4 2020-1A B 144A 01.9413 04/15/2033 | 0.12% |
| FHMS K113 XAM IO 01.5899 06/25/2030 | 0.12% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.12% |
| HLSY 2020-2A B 144A 01.8940 07/20/2031 | 0.12% |
| LOGN1 2021-1A A 144A 01.4140 07/20/2034 | 0.12% |
| PAIA 2018-1A A1AR 144A 01.2540 10/20/2031 | 0.12% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.12% |
| PLMRS 2019-1A A1R 144A 01.5449 11/14/2034 | 0.12% |
| PLMRS 2021-3A B 144A 01.8825 01/15/2035 | 0.12% |
| ABBSL 2021-2A A P/P 144A 01.3413 04/15/2034 | 0.12% |
| BLUEM 2021-32A A 144A 01.4113 10/15/2034 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| CARVL 2021-1A B 144A 02.0040 07/20/2034 | 0.12% |
| CEDF 2021-14A B 144A 01.8413 07/15/2033 | 0.12% |
| COMM 2013-CR11 B 05.1117 08/10/2050 | 0.12% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.12% |
| GSMS 2010-C1 D 144A 06.5254 08/10/2043 | 0.12% |
| ICG 2015-2RA A2 144A 02.0413 01/16/2033 | 0.12% |
| MAGNE 2020-26A A1R 144A 01.3777 07/25/2034 | 0.12% |
| SNDPT 2019-2A AR 144A 01.4113 07/15/2034 | 0.12% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.12% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.12% |
| IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.12% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.12% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.11% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.11% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.11% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.11% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | 0.11% |
| BPCE SA P/P 144A 03.6480 01/14/2037 | 0.11% |
| CAS 2016-C02 1M2 06.4566 09/25/2028 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.11% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.11% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.11% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.11% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.11% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.11% |
| BONOS Y OBLIG DEL ES REGS 02.9000 10/31/2046 | 0.11% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.11% |
| SALESFORCE INC 02.9000 07/15/2051 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| BONOS Y OBLIG DEL ES REGS 04.2000 01/31/2037 | 0.11% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.11% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.11% |
| WFCM 2017-RC1 C 04.5910 01/15/2060 | 0.11% |
| COMCAST CORP 03.9990 11/01/2049 | 0.11% |
| SPANISH GOV'T REGS 01.2500 10/31/2030 | 0.11% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.11% |
| FRANCE (GOVT OF) REGS 00.0000 11/25/2030 | 0.10% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.10% |
| LENNAR CORP 04.7500 11/29/2027 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| CAS 2017-C02 2ED3 01.8066 09/25/2029 | 0.10% |
| JPMBB 2014-C22 C 04.5540 09/15/2047 | 0.10% |
| WAMU 2005-AR9 A1C3 01.4166 07/25/2045 | 0.10% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.10% |
| AMGEN INC 04.6630 06/15/2051 | 0.10% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.10% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.10% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.10% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.10% |
| CAS 2016-C01 2M2 07.4066 08/25/2028 | 0.10% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.10% |
| NORWEGIAN GOVERNMENT REGS 01.7500 02/17/2027 | 0.10% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.10% |
| FHMS K098 X1 IO 01.1438 08/25/2029 | 0.10% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.10% |
| STACR 2022-DNA1 M1B 01.9490 01/25/2042 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0104 12/15/2050 | 0.10% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.09% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.09% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.09% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.09% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.09% |
| CCMFC 2006-4A A2 00.6366 11/25/2047 | 0.09% |
| 1.5415 R ISWP SOFR P 03/09/2032 | 0.09% |
| BMIR 2019-4A M1C 144A 02.9566 10/25/2029 | 0.09% |
| MSC 2011-C3 D 144A 05.0861 07/15/2049 | 0.09% |
| CAS 2017-C01 1EB1 01.7066 07/25/2029 | 0.09% |
| COMM 2015-LC21 XA IO 00.6736 07/10/2048 | 0.09% |
| FHR 4979 SN IO 05.5934 06/25/2050 | 0.09% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.09% |
| WASTE CONNECTIONS INC 03.2000 06/01/2032 | 0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.09% |
| 1.5475 R ISWP SOFR P 03/09/2032 | 0.09% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.09% |
| ORACLE CORP 03.6500 03/25/2041 | 0.09% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.08% |
| JPALT 2007-S1 A1 01.0166 04/25/2047 | 0.08% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.08% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.08% |
| CARR 2006-NC2 A4 00.6966 06/25/2036 | 0.08% |
| MSBAM 2014-C14 C 05.0527 02/15/2047 | 0.08% |
| WFRBS 2011-C4 C 144A 04.8879 06/15/2044 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| WORKDAY INC 03.7000 04/01/2029 | 0.08% |
| AUTONATION INC 02.4000 08/01/2031 | 0.08% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.08% |
| JPY/USD 05/18/2022 JPMCB | 0.08% |
| STACR 2016-DNA4 M3 04.2566 03/25/2029 | 0.08% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.08% |
| WAMU 2005-AR2 2A1B 01.1966 01/25/2045 | 0.08% |
| BOEING CO 05.9300 05/01/2060 | 0.08% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.08% |
| CECLO 2020-29A AR 144A 01.4240 10/20/2034 | 0.08% |
| AHM 2007-1 GA1C 00.6466 05/25/2047 | 0.07% |
| RAMC 2003-4 A1 01.4966 03/25/2034 | 0.07% |
| MSRR 2015-R4 CB1 01.0125 08/26/2047 | 0.07% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.07% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.07% |
| GNR 2016-H23 NI IO 02.0966 10/20/2066 | 0.07% |
| HCA INC 03.5000 07/15/2051 | 0.07% |
| GNR 2015-H03 DI IO 01.5938 01/20/2065 | 0.07% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.07% |
| SAMI 2007-AR1 2A1 00.6366 01/25/2037 | 0.07% |
| COMM 2014-UBS6 XA IO 00.8580 12/10/2047 | 0.07% |
| CWALT 2006-OA19 A1 00.6286 02/20/2047 | 0.07% |
| 1.675 R ISWP SOFR P 02/28/2027 | 0.07% |
| GNR 2016-H16 EI IO 02.1991 06/20/2066 | 0.07% |
| MCAS 2019-01 M7 144A 02.1566 10/15/2049 | 0.07% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| JPMBB 2014-C22 XA IO 00.8184 09/15/2047 | 0.07% |
| SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.07% |
| WAMU 2005-AR13 A1C3 01.4366 10/25/2045 | 0.07% |
| CAS 2022-R02 2M1 01.2990 01/25/2042 | 0.06% |
| GNR 2017-H04 BI IO 02.1774 02/20/2067 | 0.06% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.06% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.06% |
| GNR 2017-H02 BI IO 02.1104 01/20/2067 | 0.06% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.06% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| WFCM 2016-LC25 XA IO 00.8326 12/15/2059 | 0.06% |
| STACR 2018-HRP2 M3 02.8566 02/25/2047 | 0.06% |
| GNR 2015-H09 AI IO 01.7340 04/20/2065 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% |
| UNITED KINGDOM GILT REGS 03.5000 07/22/2068 | 0.06% |
| WAMU 2005-AR1 A1B 01.2366 01/25/2045 | 0.06% |
| CMLTI 2005-2 1A2A 02.7783 05/25/2035 | 0.06% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.06% |
| WFRBS 2012-C10 D 144A 04.4119 12/15/2045 | 0.06% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.06% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.06% |
| STACR 2016-DNA2 M3 05.1066 10/25/2028 | 0.06% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.06% |
| GNR 2014-H12 BI IO 01.5692 05/20/2064 | 0.06% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.06% |
| WFRBS 2011-C4 E 144A 04.8879 06/15/2044 | 0.06% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.06% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 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 01.0566 09/25/2045 | 0.06% |
| CWALT 2006-OA10 1A1 01.1011 08/25/2046 | 0.06% |
| GNR 2020-32 GS IO 05.6514 03/20/2050 | 0.06% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.06% |
| 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.05% |
| GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.05% |
| IRELAND GOVERNMENT BOND REGS 02.0000 02/18/2045 | 0.05% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.05% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.05% |
| FNR 2012-116 SA IO 06.7434 10/25/2042 | 0.05% |
| COMM 2014-UBS6 C 04.4436 12/10/2047 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.05% |
| CAS 2016-C03 1M2 05.7566 10/25/2028 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.05% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.05% |
| ELMW5 2020-2A BR 144A 01.9040 10/20/2034 | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.05% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.05% |
| GNR 2015-H25 AI IO 01.6116 09/20/2065 | 0.05% |
| GNR 2016-H20 NI IO 01.9934 09/20/2066 | 0.05% |
| WAMU 2005-AR10 1A3 02.9426 09/25/2035 | 0.05% |
| JPMBB 2015-C33 XA IO 00.9042 12/15/2048 | 0.04% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.04% |
| GNR 2015-H26 EI IO 01.7234 10/20/2065 | 0.04% |
| JPY/USD 05/18/2022 GSFX | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.04% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.04% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.04% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.04% |
| GNR 2014-H21 AI IO 01.4391 10/20/2064 | 0.04% |
| GNR 2015-H26 DI IO 01.7066 10/20/2065 | 0.04% |
| GNR 2016-H13 EI IO 02.2235 04/20/2066 | 0.04% |
| AUSTRALIAN GOVERNMENT REGS 03.0000 03/21/2047 | 0.04% |
| GNR 2017-H19 MI IO 02.0597 04/20/2067 | 0.04% |
| HMIR 2018-1 M1 144A 02.0566 10/25/2028 | 0.04% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.04% |
| CAS 2013-C01 M2 05.7066 10/25/2023 | 0.04% |
| MLMI 2005-A2 A2 02.8126 02/25/2035 | 0.04% |
| FNR 2012-103 LS IO 05.5434 09/25/2042 | 0.04% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.04% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.04% |
| SWPTN EUR006M 2YX1Y R 0.055 EUR 03/08/2024 CI | 0.04% |
| SWPTN SOFR 7YX30Y P 1.405 USD 12/14/2028 BA | 0.04% |
| 2.325 R ISWP FWD CDOR03 P 06/15/2032 | 0.04% |
| JPMCC 2013-C16 XA IO 00.8585 12/15/2046 | 0.04% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.04% |
| BTPS REGS 01.7000 09/01/2051 | 0.04% |
| BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 0.04% |
| CAS 2017-C02 2M2C 04.1066 09/25/2029 | 0.04% |
| NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.04% |
| CAS 2015-C01 1M2 04.7566 02/25/2025 | 0.03% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.03% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.03% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| GNR 2010-171 SB IO 06.0194 12/16/2040 | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% |
| 2.355 R ISWP FWD NOKOIB6M P 06/15/2032 | 0.03% |
| NRZT 2018-4A A1M 01.3566 01/25/2048 | 0.03% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.03% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.03% |
| 1.737 R ISWP SOFR P 03/11/2032 | 0.03% |
| 1.7674 R ISWP SOFR P 02/29/2052 | 0.03% |
| ORACLE CORP 03.9500 03/25/2051 | 0.03% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.03% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% |
| STACR 2020-HQA1 M2 02.3566 01/25/2050 | 0.03% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.03% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.03% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.03% |
| JPMBB 2013-C12 XA IO 00.4389 07/15/2045 | 0.03% |
| SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.03% |
| SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.03% |
| GSMS 2013-GC10 XA IO 01.4721 02/10/2046 | 0.03% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.03% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.02% |
| 1.679 R ISWP SOFR P 01/21/2052 | 0.02% |
| CAS 2019-HRP1 M2 02.6066 11/25/2039 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| GNR 2016-H01 AI IO 01.5087 01/20/2066 | 0.02% |
| STACR 2019-DNA1 M2 03.1066 01/25/2049 | 0.02% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.02% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% |
| SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | 0.02% |
| SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.02% |
| SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.02% |
| WFRBS 2013-C14 XA IO 00.6579 06/15/2046 | 0.02% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 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% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.02% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.02% |
| TMIR 2021-1 M1B 144A 03.4566 08/25/2033 | 0.02% |
| CAS 2016-C03 2M2 06.3566 10/25/2028 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| EUR/USD 06/15/2022 HSBCB | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.02% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | 0.02% |
| 3.10 R ISWP FWD NFIX3MID P 06/15/2032 | 0.02% |
| CAS 2018-C01 1ED5 02.7066 07/25/2030 | 0.02% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.02% |
| 2.54 R ISWP FWD CNRR007 P 09/21/2027 | 0.02% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.02% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.02% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.02% |
| AUD/USD 04/20/2022 JPMCB | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| CNH/USD 05/18/2022 HSBCB | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.02% |
| CAS 2015-C03 2M2 05.4566 07/25/2025 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| CAS 2015-C02 1M2 04.4566 05/25/2025 | 0.02% |
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| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% |
| 1.455 R ISWP FWD SONIA P 06/15/2032 | 0.01% |
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| GBP/USD 06/15/2022 UBS | 0.01% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | 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% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.01% |
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| 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% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| SWPTN SOFR 4YX30Y P 2.02 USD 03/24/2026 MS | 0.01% |
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| 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 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
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| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| 1.751 R ISWP FWD SONIA P 06/15/2052 | 0.01% |
| CAS 2017-C01 1M2C 04.0066 07/25/2029 | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
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| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
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| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.01% |
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| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | 0.01% |
| 3.001 R ISWP FWD CDOR03 P 06/15/2052 | 0.01% |
| CAS 2018-C05 1ED1 01.1066 01/25/2031 | 0.01% |
| CAS 2019-R01 2M2 02.9066 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% |
| EUR/USD 06/15/2022 RBSF | 0.01% |
| STACR 2021-HQA3 M1 00.9490 09/25/2041 | 0.01% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
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| SWPTN 3MX5Y R 1.208 USD 04/21/2022 CI | 0.01% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.01% |
| SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.01% |
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| CAD/USD 04/20/2022 GSFX | 0.01% |
| CAD/USD 04/20/2022 MSCIL | 0.01% |
| CAS 2017-C04 2ED1 01.0566 11/25/2029 | 0.01% |
| CLP/USD 04/20/2022 CITI | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.01% |
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| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
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| 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% |
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| 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% |
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| STACR 2019-HQA1 M2 02.8066 02/25/2049 | 0.00% |
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| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.00% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.00% |
| SWPTN 8YX10Y P 0.9 GBP 01/14/2030 UB | 0.00% |
| SWPTN SOFR 1MX10Y R 2.194 USD 04/22/2022 CI | 0.00% |
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| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.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-.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 CG | 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 10YX20Y R 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.00% |
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| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.00% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.00% |
| 2.288 R ISWP SOFR P 03/31/2027 | 0.00% |
| AUD/USD 04/20/2022 BANKAM | 0.00% |
| CAS 2021-R01 1M1 00.8490 10/25/2041 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
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| 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-.6 2063-05-11 300.0 05/11/2063 ML | 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% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| PEN/USD 04/20/2022 BCAP-FX | 0.00% |
| STACR 2019-DNA2 M2 02.9066 03/25/2049 | 0.00% |
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| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.00% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.00% |
| SWPTN 8YX10Y P 0.4879 GBP 08/20/2029 UB | 0.00% |
| SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | 0.00% |
| SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | 0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.00% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 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 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 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.00% |
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| JPY/USD 05/18/2022 WPAC | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | 0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | 0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.00% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.00% |
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| CHF/USD 06/15/2022 BCAP-FX | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
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| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.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-.14 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 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-.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-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 05/18/2022 RBSF | 0.00% |
| EUR/USD 06/15/2022 CITI | 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% |
| IDR/USD 05/18/2022 BCAP-FX | 0.00% |
| IDR/USD 05/18/2022 GSFX | 0.00% |
| NOK/USD 06/15/2022 UBS | 0.00% |
| NZD/USD 04/20/2022 GSFX | 0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | 0.00% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.00% |
| SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | 0.00% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | 0.00% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
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| 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.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.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 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-.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 JP | 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 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 CG | 0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | 0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 05/18/2022 MSCIL | 0.00% |
| CNH/USD 05/18/2022 TDBK | 0.00% |
| CNH/USD 05/18/2022 UBS | 0.00% |
| CSMC 2006-C4 AX IO 144A 08.2829 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0000 01/15/2049 | 0.00% |
| DKK/USD 06/15/2022 CITI | 0.00% |
| EUR/USD 06/15/2022 MSCIL | 0.00% |
| GBP/USD 06/15/2022 BANKAM | 0.00% |
| GBP/USD 06/15/2022 BCAP-FX | 0.00% |
| GBP/USD 06/15/2022 RBSF | 0.00% |
| GBP/USD 06/15/2022 SSBT | 0.00% |
| HKD/USD 05/18/2022 SSBT | 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 05.7043 12/15/2049 | 0.00% |
| NOK/USD 06/15/2022 BANKAM | 0.00% |
| NOK/USD 06/15/2022 BCAP-FX | 0.00% |
| NOK/USD 06/15/2022 JPMCB | 0.00% |
| NZD/USD 04/20/2022 BANKAM | 0.00% |
| NZD/USD 04/20/2022 SSBT | 0.00% |
| NZD/USD 04/20/2022 UBS | 0.00% |
| RON/USD 06/15/2022 CITI | 0.00% |
| SEK/USD 06/15/2022 CITI | 0.00% |
| SEK/USD 06/15/2022 JPMCB | 0.00% |
| SEK/USD 06/15/2022 RBSF | 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 3YX2Y P 2.2275 USD 05/16/2022 BA | 0.00% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.00% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | 0.00% |
| SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | 0.00% |
| SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.00% |
| 2.247 R ISWP SOFR P 04/01/2027 | -0.00% |
| 3.101 R ISWP FWD AUDBB6M P 06/15/2032 | -0.00% |
| AUD/USD 04/20/2022 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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 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% |
| NOK/USD 06/15/2022 GSFX | -0.00% |
| NOK/USD 06/15/2022 MSCIL | -0.00% |
| NOK/USD 06/15/2022 SSBT | -0.00% |
| NOK/USD 06/15/2022 TDBK | -0.00% |
| SGD/USD 05/18/2022 JPMCB | -0.00% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.00% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | -0.00% |
| SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | -0.00% |
| SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | -0.00% |
| ZAR/USD 04/20/2022 GSFX | -0.00% |
| 1.001 R ISWP FWD EUR006M P 06/15/2052 | -0.00% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.00% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.00% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.00% |
| 2.751 R ISWP FWD CDOR03 P 06/15/2027 | -0.00% |
| CAD/USD 04/20/2022 SSBT | -0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| EUR/USD 06/15/2022 SSBT | -0.00% |
| ILS/USD 04/20/2022 SSBT | -0.00% |
| PLN/USD 06/15/2022 GSFX | -0.00% |
| SEK/USD 06/15/2022 UBS | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.00% |
| SWPTN 8YX10Y R 0.4879 GBP 08/20/2029 UB | -0.00% |
| SWPTN 8YX10Y R 0.9 GBP 01/14/2030 UB | -0.00% |
| SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | -0.00% |
| SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.00% |
| 0.8084 R ISWP FWD MUTKCALM P 08/29/2043 | -0.00% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | -0.00% |
| 2.307 R ISWP SOFR P 03/31/2024 | -0.00% |
| 2.901 R ISWP FWD AUDBB6M P 06/15/2027 | -0.00% |
| CHF/USD 06/15/2022 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.14 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-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CNH/USD 05/18/2022 GSFX | -0.00% |
| EUR/USD 06/15/2022 BANKAM | -0.00% |
| SEK/USD 06/15/2022 GSFX | -0.00% |
| SEK/USD 06/15/2022 MSCIL | -0.00% |
| SEK/USD 06/15/2022 SSBT | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.00% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -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% |
| SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | -0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.00% |
| 1.9575 R ISWP US0003M P 03/07/2032 | -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 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| JPY/USD 05/18/2022 HSBCB | -0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.00% |
| SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | -0.00% |
| SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | -0.00% |
| SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | -0.00% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.00% |
| 2.2915 R ISWP SOFR P 04/01/2027 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| EUR/USD 06/15/2022 GSFX | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | -0.00% |
| 1.651 R ISWP FWD SONIA P 06/15/2027 | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | -0.01% |
| MXN/USD 04/20/2022 BANKAM | -0.01% |
| NZD/USD 04/20/2022 MSCIL | -0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.01% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.01% |
| 0.551 R ISWP FWD EUR006M P 06/15/2024 | -0.01% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.01% |
| EUR/USD 06/15/2022 UBS | -0.01% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.01% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | -0.01% |
| 2.298 R ISWP FWD SOFR P 04/07/2032 | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% |
| KRW/USD 05/18/2022 JPMCB | -0.01% |
| SWPTN 10YX10Y P 2.525 USD 04/15/2031 BA | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 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% |
| 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 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| SWPTN SONIA 7YX10Y P 1.448 GBP 02/26/2029 GS | -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 5YX10Y R 1.805 USD 12/14/2026 JP | -0.01% |
| SWPTN SONIA 7YX10Y R 1.448 GBP 02/26/2029 GS | -0.01% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.01% |
| 0.343 R ISWP FWD MUTKCALM P 08/29/2043 | -0.01% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | -0.01% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.01% |
| 0.60 R ISWP FWD EUR006M P 03/07/2032 | -0.01% |
| 0.901 R ISWP FWD EUR006M P 06/15/2027 | -0.01% |
| 1.497 R ISWP FWD SES3M P 06/15/2032 | -0.01% |
| 2.26 R ISWP SOFR P 03/30/2032 | -0.01% |
| 2.2655 R ISWP SOFR P 03/30/2032 | -0.01% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.01% |
| CAD/USD 04/20/2022 BANKAM | -0.01% |
| SWPTN SOFR 1MX10Y P 2.194 USD 04/22/2022 CI | -0.02% |
| SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.02% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.02% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | -0.02% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.02% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.02% |
| SWPTN 3MX5Y R 1.458 USD 04/21/2022 CI | -0.02% |
| SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.02% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.02% |
| SWPTN SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.02% |
| SWPTN SOFR 7YX30Y R 1.405 USD 12/14/2028 BA | -0.02% |
| 1.762 R ISWP FWD SOFR P 06/15/2032 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| EUR/USD 06/15/2022 JPMCB | -0.02% |
| SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.02% |
| SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.02% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.03% |
| AUD/USD 04/20/2022 SSBT | -0.03% |
| 1.75 R ISWP SOFR P 02/29/2032 | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.03% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.03% |
| JPY/USD 05/18/2022 TDBK | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.03% |
| SWPTN SOFR 4YX30Y R 2.02 USD 03/24/2026 MS | -0.03% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.04% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| SWPTN EUR006M 2YX1Y R 0.555 EUR 03/08/2024 CI | -0.04% |
| SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.04% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.04% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.04% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.04% |
| SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.04% |
| 0.565 R ISWP FWD SARON P 06/15/2032 | -0.04% |
| 1.626 R ISWP SOFR P 01/19/2052 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.04% |
| JPY/USD 05/18/2022 SSBT | -0.04% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.04% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.04% |
| GBP/USD 06/15/2022 MSCIL | -0.04% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.05% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.05% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| SWPTN 10YX10Y R 2.525 USD 04/15/2031 BA | -0.05% |
| SWPTN 3MX5Y P 1.708 USD 04/21/2022 CI | -0.05% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.06% |
| 1.355 R ISWP SOFRRATE P 12/31/2031 | -0.06% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% |
| 0.951 R ISWP FWD EUR006M P 06/15/2032 | -0.07% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.07% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.07% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.08% |
| 1.47709 R ISWP SOFR P 02/29/2024 | -0.08% |
| JPY/USD 05/18/2022 MSCIL | -0.08% |
| 0.915 R ISWP FWD EUR006M P 06/15/2032 | -0.09% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.11% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.12% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.12% |
| SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.12% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.12% |
| JPY/USD 05/18/2022 UBS | -0.13% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.13% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | -0.13% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.13% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.16% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.16% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.18% |
| SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -0.19% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.24% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.27% |
| EURO-SCHATZ FUT JUN22 DUM2 | -0.35% |
| JPN 10Y BOND(OSE) JUN22 JBM2 | -2.94% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2052 | -5.76% |
| FNMA FN30 TBA UMBS 02.0000 04/01/2052 | -6.22% |
| FNMA FN30 TBA UMBS 02.5000 04/01/2052 | -14.15% |
| US 2YR NOTE (CBT) JUN22 TUM2 | -14.19% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2052 | 21.13% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 03/01/2052 | 7.03% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2052 | 5.70% |
| US 5YR NOTE (CBT) JUN22 FVM2 | 3.50% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 2.53% |
| US 10YR NOTE (CBT)JUN22 TYM2 | 2.44% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.08% |
| LONG GILT FUTURE JUN22 G M2 | 1.88% |
| EURO-BOBL FUTURE MAR22 OEH2 | 1.48% |
| EURO-BUND FUTURE MAR22 RXH2 | 1.28% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.24% |
| US LONG BOND(CBT) JUN22 USM2 | 1.21% |
| US ULTRA BOND CBT JUN22 WNM2 | 1.18% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.14% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.06% |
| UNITED KINGDOM GILT REGS 04.0000 01/22/2060 | 1.04% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.93% |
| GNMA GII30 TBA 03.0000 03/01/2052 | 0.92% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.84% |
| TREASURY BILL 00.0000 03/03/2022 | 0.82% |
| CAS 2016-C06 1M2 04.4369 04/25/2029 | 0.74% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 0.74% |
| EURO-BUXL 30Y BND MAR22 UBH2 | 0.71% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.69% |
| BUONI POLIENNALI DEL TES REGS 00.0000 01/15/2024 | 0.68% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.62% |
| FHR 5152 IQ IO 04.5000 10/25/2051 | 0.60% |
| CASH MGMT BILL 00.0000 05/03/2022 | 0.59% |
| 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 02.5000 12/01/2024 | 0.57% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.57% |
| TREASURY BILL 00.0000 04/21/2022 | 0.57% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.56% |
| COMCAST CORP 03.4500 02/01/2050 | 0.54% |
| FHR 4941 IO IO 04.0000 12/15/2047 | 0.54% |
| GNR 2021-122 GI IO 04.5000 11/20/2047 | 0.53% |
| BUONI POLIENNALI REGS 04.7500 09/01/2044 | 0.52% |
| BONOS Y OBLIG REGS 05.1500 10/31/2028 | 0.51% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.51% |
| CAS 2017-C01 1M2 03.7369 07/25/2029 | 0.50% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.48% |
| GNR 2021-191 BI IO 02.5000 10/20/2051 | 0.48% |
| BELGIUM KINGDOM REGS 01.0000 06/22/2026 | 0.48% |
| CFCRE 2011-C2 E P/P 144A 05.1859 12/15/2047 | 0.48% |
| GNMA GII30 TBA 04.5000 03/01/2052 | 0.48% |
| GNMA GII30 TBA 03.5000 03/01/2052 | 0.47% |
| FHR 5152 EI IO 03.5000 10/25/2051 | 0.45% |
| DBUBS 2011-LC3A D 144A 05.3714 08/10/2044 | 0.45% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.44% |
| COMM 2014-CR17 C 04.7837 05/10/2047 | 0.43% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.42% |
| FHR 4973 LI IO 04.0000 04/25/2050 | 0.42% |
| STACR 2019-HRP1 M2 01.5869 02/25/2049 | 0.42% |
| NETHERLANDS GOV REGS 00.5000 07/15/2026 | 0.41% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.41% |
| BROADCOM INC 04.1500 11/15/2030 | 0.41% |
| CSAIL 2019-C15 A4 04.0529 03/15/2052 | 0.40% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.39% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.39% |
| CAS 2016-C05 2M2 04.6369 01/25/2029 | 0.38% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.38% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.38% |
| FHR 5160 IA IO 04.0000 11/25/2051 | 0.38% |
| BELGIUM KINGDOM REGS 04.2500 03/28/2041 | 0.37% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.37% |
| JPMCC 2021-1MEM D 144A 02.6535 10/09/2042 | 0.37% |
| FHR 5148 EI IO 03.0000 10/25/2051 | 0.37% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.37% |
| STACR 2018-HRP2 M3AS 01.1869 02/25/2047 | 0.36% |
| SPST 2021-16 A1 00.7293 11/07/2022 | 0.35% |
| SPST 2021-10 A 00.0000 08/08/2022 | 0.35% |
| SPST 2021-6 A 00.9759 04/25/2022 | 0.35% |
| CSAIL 2015-C1 C 04.2607 04/15/2050 | 0.34% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.34% |
| CAS 2015-C04 2M2 05.7369 04/25/2028 | 0.34% |
| CAS 2020-R01 1M2 02.2369 01/25/2040 | 0.34% |
| FHR 5077 GI IO 03.5000 02/25/2051 | 0.34% |
| FNR 2019-42 SA IO 05.8631 08/25/2049 | 0.34% |
| BANK 2019-BN22 C 03.4611 11/15/2062 | 0.33% |
| CAS 2016-C07 2M2 04.5369 05/25/2029 | 0.33% |
| FHR 4972 IO IO 06.0000 05/25/2050 | 0.32% |
| STACR 2015-DNA3 M3 04.8869 04/25/2028 | 0.32% |
| CSMC 2016-NXSR C 04.4507 12/15/2049 | 0.31% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.31% |
| THAILAND GOVERNMENT BOND 02.0000 12/17/2031 | 0.31% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.31% |
| MSBAM 2012-C5 E 144A 04.6261 08/15/2045 | 0.31% |
| MALAYSIA GOVERNMENT 03.8850 08/15/2029 | 0.31% |
| JPMCC 2019-COR5 IO 01.4802 06/13/2052 | 0.30% |
| MCAS 2019-01 M10 144A 03.4369 10/15/2049 | 0.30% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.30% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.30% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.30% |
| SPANISH GOV'T REGS 05.1500 10/31/2044 | 0.30% |
| REPUBLIC OF AUSTRIA REGS 00.5000 04/20/2027 | 0.30% |
| CAN 10YR BOND FUT JUN22 CNM2 | 0.29% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.29% |
| STACR 2016-DNA3 M3 05.1869 12/25/2028 | 0.29% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.28% |
| OBRIGACOES DO TESO REGS 01.9500 06/15/2029 | 0.28% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.28% |
| SPANISH GOV'T REGS 01.5000 04/30/2027 | 0.28% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.28% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.28% |
| CAS 2017-C07 1EB2 01.1869 05/25/2030 | 0.27% |
| JPMCC 2012-C6 E 144A 05.2166 05/15/2045 | 0.27% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.27% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.27% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.27% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.27% |
| NETFLIX INC 04.3750 11/15/2026 | 0.27% |
| STACR 2016-HQA1 M3 06.5369 09/25/2028 | 0.26% |
| MSBAM 2014-C17 C 04.4841 08/15/2047 | 0.26% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.26% |
| AUST 3YR BOND FUT MAR22 YMH2 | 0.26% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.26% |
| BBCMS 2020-C8 XA IO 01.8460 10/15/2053 | 0.26% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.26% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.26% |
| ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.26% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.26% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.25% |
| WESTLAKE CORP 03.1250 08/15/2051 | 0.25% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.25% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.24% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.24% |
| AT&T INC 03.5500 09/15/2055 | 0.24% |
| WMABS 2006-HE2 A3 00.4869 05/25/2036 | 0.24% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.24% |
| BANK 2019-BN20 XA IO 00.8323 09/15/2062 | 0.24% |
| 1.25 R ISWP FWD SOFRRATE P 03/16/2027 | 0.24% |
| JPMCC 2012-C8 D 144A 04.6722 10/15/2045 | 0.24% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.23% |
| NETHERLANDS GOVT REGS 03.7500 01/15/2042 | 0.23% |
| GLM 2019-5A BR 144A 01.8040 10/20/2032 | 0.23% |
| ARES 2016-41A AR2 144A 01.3113 04/15/2034 | 0.23% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.22% |
| RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.22% |
| BONOS Y OBLIG DEL ES REGS 01.6000 04/30/2025 | 0.22% |
| CFMT 2020-HB4 M3 144A 02.7195 12/26/2030 | 0.22% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.22% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.22% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.22% |
| JPMBB 2013-C17 D 144A 04.8855 01/15/2047 | 0.22% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.22% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.22% |
| STACR 2017-HQA1 M2 03.7369 08/25/2029 | 0.22% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.22% |
| US BANCORP 02.4910 11/03/2036 | 0.21% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.21% |
| IRELAND GOVERNMENT BOND REGS 00.2000 05/15/2027 | 0.21% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.21% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.21% |
| NHEL 2006-5 A2C 00.5269 11/25/2036 | 0.21% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.21% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.20% |
| WFCM 2015-C30 C 04.4983 09/15/2058 | 0.20% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.20% |
| BANK 2020-BN30 XA IO 01.3298 12/15/2053 | 0.20% |
| COMM 2015-LC19 C 04.2307 02/10/2048 | 0.20% |
| RRAM 2020-12A AAR2 144A 01.6013 01/15/2036 | 0.20% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.20% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.20% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.19% |
| COMM 2013-CR13 C 04.8801 11/10/2046 | 0.19% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.19% |
| CAS 2022-R02 2M2 03.0487 01/25/2042 | 0.19% |
| CAS 2014-C03 2M2 03.0869 07/25/2024 | 0.19% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.19% |
| CITRIX SYSTEMS INC 01.2500 03/01/2026 | 0.19% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.19% |
| JPMBB 2014-C23 D 144A 03.9856 09/15/2047 | 0.19% |
| AON PLC 04.2500 12/12/2042 | 0.19% |
| WFRBS 2014-C22 AS 04.0690 09/15/2057 | 0.19% |
| CAS 2015-C04 1M2 05.8869 04/25/2028 | 0.18% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.18% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 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% |
| GALXY 2016-22A ARR 144A 01.4413 04/16/2034 | 0.18% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.18% |
| WEC ENERGY GROUP INC 02.6189 05/15/2067 | 0.18% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.18% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.18% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.18% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.18% |
| EQUINIX INC 03.2000 11/18/2029 | 0.18% |
| GUGG4 2016-1A A1S1 144A 01.4713 10/15/2031 | 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% |
| COMM 2012-CR2 D 144A 04.8305 08/15/2045 | 0.18% |
| MSBAM 2013-C8 B 03.5248 12/15/2048 | 0.18% |
| BERRY GLOBAL INC 01.5700 01/15/2026 | 0.18% |
| COMM 2014-CR18 C 04.7505 07/15/2047 | 0.18% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.17% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.17% |
| AT&T INC 02.2500 02/01/2032 | 0.17% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.17% |
| PLMRS 2021-2A A 144A 01.3913 07/15/2034 | 0.17% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.17% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.17% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.17% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.17% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.17% |
| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.17% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.17% |
| REPUBLIC OF AUSTRIA REGS 01.5000 02/20/2047 | 0.17% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.17% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.17% |
| STACR 2016-DNA1 M3 05.7369 07/25/2028 | 0.17% |
| UNITED KINGDOM GILT REGS 02.7500 09/07/2024 | 0.16% |
| ZAIS 2019-13A A1A 144A 01.7313 07/15/2032 | 0.16% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.16% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.16% |
| LHOME 2021-RTL2 A1 02.0900 06/25/2026 | 0.16% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.16% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.16% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.16% |
| FIRST-CITIZENS BANK/TRST 06.1250 03/09/2028 | 0.16% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.16% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.16% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.16% |
| TRNTS 2021-16A A1 144A 01.4340 07/20/2034 | 0.16% |
| CAS 2016-C01 1M2 06.9369 08/25/2028 | 0.16% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.16% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.16% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.15% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.15% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.15% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.15% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.15% |
| STACR 2020-HQA2 M2 03.2869 03/25/2050 | 0.15% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.15% |
| WFCM 2013-LC12 C 04.3049 07/15/2046 | 0.15% |
| WFCM 2020-C57 C 04.0234 08/15/2053 | 0.15% |
| BLACK 2021-1A A1A 144A 01.4515 11/22/2034 | 0.15% |
| SNDPT 2021-1A A 144A 01.3277 04/25/2034 | 0.15% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.14% |
| VERIZON COMM 04.3290 09/21/2028 | 0.14% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.14% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.14% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.14% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% |
| FHMS K087 X1 IO 00.3623 12/25/2028 | 0.14% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.14% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.14% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.14% |
| BONOS Y OBLIG DEL ES REGS 04.6500 07/30/2025 | 0.14% |
| FINNISH GOVERNMENT REGS 01.1250 04/15/2034 | 0.14% |
| WFCM 2019-C52 XA IO 01.5911 08/15/2052 | 0.14% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.14% |
| GSMS 2013-GCJ14 B P/P 144A 04.7335 08/10/2046 | 0.14% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.14% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.14% |
| STACR 2016-HQA2 M3 05.3369 11/25/2028 | 0.14% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.14% |
| TREASURY BILL 00.0000 05/19/2022 | 0.14% |
| WAMU 2005-AR12 1A8 02.8388 10/25/2035 | 0.14% |
| ELMW6 2020-3A BR 144A 01.9040 10/20/2034 | 0.14% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.14% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.13% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.13% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.13% |
| MSBAM 2014-C18 C 04.5045 10/15/2047 | 0.13% |
| CARVL 2019-1A ANR 144A 01.3640 04/20/2032 | 0.13% |
| CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.13% |
| FORD MOTOR CREDI 03.6250 06/17/2031 | 0.13% |
| JPMBB 2013-C12 B 04.0917 07/15/2045 | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| UBSCM 2012-C1 C 144A 05.8238 05/10/2045 | 0.13% |
| WESTLAKE CORP 02.8750 08/15/2041 | 0.13% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.13% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.13% |
| ELMW8 2021-1A B1 144A 01.8040 01/20/2034 | 0.13% |
| ISTAR INC. 04.2500 08/01/2025 | 0.13% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.13% |
| SAMI 2007-AR7 1A1 01.0369 05/25/2047 | 0.13% |
| STACR 2017-DNA2 M2 03.6369 10/25/2029 | 0.13% |
| AT&T INC 02.5500 12/01/2033 | 0.13% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.13% |
| CWALT 2006-OA10 4A1 00.5669 08/25/2046 | 0.13% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.13% |
| COMM 2013-CR13 D 144A 04.8801 11/10/2046 | 0.12% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.12% |
| MSBAM 2012-C6 D 144A 04.6023 11/15/2045 | 0.12% |
| GSMS 2012-GCJ7 C 05.4011 05/10/2045 | 0.12% |
| HCA INC. 05.5000 06/15/2047 | 0.12% |
| CGCMT 2014-GC19 D 144A 05.0905 03/10/2047 | 0.12% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.12% |
| FHMS K123 X1 00.7744 12/25/2030 | 0.12% |
| REPUBLIC OF ITALY REGS 04.0000 02/01/2037 | 0.12% |
| STACR 2022-DNA2 M1A 01.3487 02/25/2042 | 0.12% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.12% |
| SPST 2021-14 A1 00.8759 12/08/2022 | 0.12% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.12% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.12% |
| MSBAM 2015-C24 B 04.3422 05/15/2048 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| CWALT 2006-OA7 1A2 01.0437 06/25/2046 | 0.12% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.12% |
| CGCMT 2013-GC17 C 05.1018 11/10/2046 | 0.12% |
| EMIR 2018-1 M1 01.8869 11/25/2028 | 0.12% |
| FHMS K113 XAM IO 01.5899 06/25/2030 | 0.12% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.12% |
| MSBAM 2013-C9 D 144A 04.1079 05/15/2046 | 0.12% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.12% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.12% |
| IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.12% |
| COMM 2013-CR11 B 05.1112 08/10/2050 | 0.11% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.11% |
| DRSLF 2013-26A BR 144A 01.6913 04/15/2029 | 0.11% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.11% |
| APEXC 2019-2A A1R 144A 01.4077 10/25/2032 | 0.11% |
| APID 2021-35A A 144A 01.3040 04/20/2034 | 0.11% |
| ARES 2021-60A A 144A 01.3613 07/18/2034 | 0.11% |
| BSP 2018-5BA A1A 144A 01.3440 04/20/2031 | 0.11% |
| CARVL 2021-1A B 144A 02.0040 07/20/2034 | 0.11% |
| ELMW4 2020-1A B 144A 01.9413 04/15/2033 | 0.11% |
| HLSY 2020-2A B 144A 01.8940 07/20/2031 | 0.11% |
| ICG 2015-2RA A2 144A 02.0413 01/16/2033 | 0.11% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.11% |
| LOGN1 2021-1A A 144A 01.4140 07/20/2034 | 0.11% |
| MAGNE 2020-26A A1R 144A 01.3777 07/25/2034 | 0.11% |
| PAIA 2018-1A A1AR 144A 01.2540 10/20/2031 | 0.11% |
| PLMRS 2019-1A A1R 144A 01.5449 11/14/2034 | 0.11% |
| RAD 2021-10A A 144A 01.4289 04/23/2034 | 0.11% |
| WOODS 2018-17A A 144A 01.3189 04/22/2031 | 0.11% |
| ABBSL 2021-2A A 144A 01.3413 04/15/2034 | 0.11% |
| GSMS 2010-C1 D 144A 06.3528 08/10/2043 | 0.11% |
| RSRVA 2016-3A ARR 144A 01.3013 01/18/2034 | 0.11% |
| CAS 2016-C02 1M2 06.1869 09/25/2028 | 0.11% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.11% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.11% |
| BPCE SA P/P 144A 03.6480 01/14/2037 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.11% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.11% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.11% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.11% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.11% |
| BONOS Y OBLIG DEL ES REGS 02.9000 10/31/2046 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.11% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.11% |
| BONOS Y OBLIG DEL ES REGS 04.2000 01/31/2037 | 0.11% |
| CAS 2017-C02 2ED3 01.5369 09/25/2029 | 0.11% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.11% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.10% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.10% |
| SPANISH GOV'T REGS 01.2500 10/31/2030 | 0.10% |
| WFCM 2017-RC1 C 04.5910 01/15/2060 | 0.10% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.10% |
| FRANCE (GOVT OF) REGS 00.0000 11/25/2030 | 0.10% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.10% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.10% |
| COMCAST CORP 03.9990 11/01/2049 | 0.10% |
| LENNAR CORP 04.7500 11/29/2027 | 0.10% |
| WAMU 2005-AR9 A1C3 01.1469 07/25/2045 | 0.10% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 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 2016-C01 2M2 07.1369 08/25/2028 | 0.10% |
| JPMBB 2014-C22 C 04.5510 09/15/2047 | 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% |
| AMGEN INC 04.6630 06/15/2051 | 0.10% |
| NORWEGIAN GOVERNMENT REGS 01.7500 02/17/2027 | 0.10% |
| FHMS K098 X1 IO 01.1438 08/25/2029 | 0.10% |
| STACR 2022-DNA1 M1B 01.8987 01/25/2042 | 0.10% |
| UBSCM 2017-C7 XA IO 01.0116 12/15/2050 | 0.10% |
| FHR 4979 SN IO 05.8631 06/25/2050 | 0.09% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| CAS 2017-C01 1EB1 01.4369 07/25/2029 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.09% |
| GENERAL ELECTRIC CO 03.5328 12/29/2049 | 0.09% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.09% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.09% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.09% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.09% |
| COMM 2015-LC21 XA IO 00.6734 07/10/2048 | 0.09% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.09% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.09% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.09% |
| BMIR 2019-4A M1C 144A 02.6869 10/25/2029 | 0.09% |
| CCMFC 2006-4A A2 00.3669 11/25/2047 | 0.08% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.08% |
| ORACLE CORP 03.6500 03/25/2041 | 0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.08% |
| GNR 2015-H03 DI IO 01.5906 01/20/2065 | 0.08% |
| JPALT 2007-S1 A1 00.7469 04/25/2047 | 0.08% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.08% |
| MSC 2011-C3 D 144A 05.0856 07/15/2049 | 0.08% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| MSBAM 2014-C14 C 05.0510 02/15/2047 | 0.08% |
| WFRBS 2011-C4 C 144A 04.8877 06/15/2044 | 0.08% |
| CARR 2006-NC2 A4 00.4269 06/25/2036 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.08% |
| GNR 2016-H23 NI IO 02.0943 10/20/2066 | 0.08% |
| STACR 2016-DNA4 M3 03.9869 03/25/2029 | 0.08% |
| AUTONATION INC 02.4000 08/01/2031 | 0.08% |
| EUR/USD 03/16/2022 HSBCB | 0.08% |
| WAMU 2005-AR2 2A1B 00.9269 01/25/2045 | 0.08% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.08% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.08% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.08% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.08% |
| BOEING CO 05.9300 05/01/2060 | 0.08% |
| GNR 2015-H09 AI IO 01.7315 04/20/2065 | 0.08% |
| MCAS 2019-01 M7 144A 01.8869 10/15/2049 | 0.07% |
| MSRR 2015-R4 CB1 00.9334 08/26/2047 | 0.07% |
| CECLO 2020-29A AR 144A 01.4240 10/20/2034 | 0.07% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.07% |
| RAMC 2003-4 A1 01.2269 03/25/2034 | 0.07% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% |
| AHM 2007-1 GA1C 00.3769 05/25/2047 | 0.07% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.07% |
| GNR 2017-H02 BI IO 02.1100 01/20/2067 | 0.07% |
| HCA INC 03.5000 07/15/2051 | 0.07% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.07% |
| COMM 2014-UBS6 XA IO 00.8554 12/10/2047 | 0.07% |
| GNR 2016-H16 EI IO 02.2009 06/20/2066 | 0.07% |
| GNR 2017-H04 BI IO 02.3820 02/20/2067 | 0.07% |
| JPMBB 2014-C22 XA IO 00.8158 09/15/2047 | 0.07% |
| SAMI 2007-AR1 2A1 00.3669 01/25/2037 | 0.07% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.07% |
| CWALT 2006-OA19 A1 00.3507 02/20/2047 | 0.07% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.07% |
| CAS 2022-R02 2M1 01.2487 01/25/2042 | 0.06% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.06% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.06% |
| WAMU 2005-AR13 A1C3 01.1669 10/25/2045 | 0.06% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| 1.695 R ISWP FWD NOKOIB6M P 03/16/2032 | 0.06% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.06% |
| UNITED KINGDOM GILT REGS 03.5000 07/22/2068 | 0.06% |
| WFCM 2016-LC25 XA IO 00.8332 12/15/2059 | 0.06% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.06% |
| GNR 2020-32 GS IO 05.9383 03/20/2050 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% |
| STACR 2018-HRP2 M3 02.5869 02/25/2047 | 0.06% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.06% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.06% |
| EUR/USD 03/16/2022 RBSF | 0.06% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.06% |
| WAMU 2005-AR1 A1B 00.9669 01/25/2045 | 0.06% |
| CMLTI 2005-2 1A2A 02.7610 05/25/2035 | 0.06% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.06% |
| STACR 2016-DNA2 M3 04.8369 10/25/2028 | 0.06% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.06% |
| 0.85 R ISWP FWD SONIA P 03/16/2032 | 0.06% |
| FNR 2012-116 SA IO 07.0131 10/25/2042 | 0.06% |
| WFRBS 2012-C10 D 144A 04.4112 12/15/2045 | 0.06% |
| CAS 2015-C03 2M2 05.1869 07/25/2025 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| CWALT 2006-OA10 1A1 01.0637 08/25/2046 | 0.06% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.06% |
| WFRBS 2011-C4 E 144A 04.8877 06/15/2044 | 0.06% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.05% |
| GNR 2015-H26 DI IO 01.7056 10/20/2065 | 0.05% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% |
| IRELAND GOVERNMENT BOND REGS 02.0000 02/18/2045 | 0.05% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.05% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.05% |
| BUMT 2005-1 1A1 00.7869 09/25/2045 | 0.05% |
| GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.05% |
| GNR 2014-H12 BI IO 01.5510 05/20/2064 | 0.05% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.05% |
| 2.56 R ISWP FWD CNRR007 P 03/16/2027 | 0.05% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.05% |
| GNR 2016-H20 NI IO 01.9888 09/20/2066 | 0.05% |
| COMM 2014-UBS6 C 04.4407 12/10/2047 | 0.05% |
| CAS 2016-C03 1M2 05.4869 10/25/2028 | 0.05% |
| GNR 2014-H21 AI IO 01.4426 10/20/2064 | 0.05% |
| GNR 2015-H25 AI IO 01.5982 09/20/2065 | 0.05% |
| GNR 2016-H13 EI IO 02.1374 04/20/2066 | 0.05% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.04% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.04% |
| GNR 2015-H26 EI IO 01.7091 10/20/2065 | 0.04% |
| JPMBB 2015-C33 XA IO 00.9040 12/15/2048 | 0.04% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.04% |
| WAMU 2005-AR10 1A3 02.9413 09/25/2035 | 0.04% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.04% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.04% |
| FNR 2012-103 LS IO 05.8131 09/25/2042 | 0.04% |
| GNR 2017-H19 MI IO 02.0483 04/20/2067 | 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% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.04% |
| 1.86 R ISWP FWD SOFR P 02/24/2052 | 0.04% |
| MLMI 2005-A2 A2 02.8087 02/25/2035 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.04% |
| CAS 2013-C01 M2 05.4369 10/25/2023 | 0.04% |
| HMIR 2018-1 M1 144A 01.7869 10/25/2028 | 0.04% |
| JPMCC 2013-C16 XA IO 00.8614 12/15/2046 | 0.04% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.04% |
| BOARDWALK PIPELINES LP 03.6000 09/01/2032 | 0.04% |
| BTPS REGS 01.7000 09/01/2051 | 0.04% |
| GNR 2010-171 SB IO 06.3243 12/16/2040 | 0.04% |
| PETROLEOS MEXICANOS P/P 144A 06.7000 02/16/2032 | 0.04% |
| SWPTN 10YX10Y P 2.525 USD 04/15/2031 BA | 0.04% |
| TMIR 2021-1 M1B 144A 03.1869 08/25/2033 | 0.04% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.03% |
| 2.59 R ISWP FWD NFIX3MID P 03/16/2032 | 0.03% |
| CAS 2015-C01 1M2 04.4869 02/25/2025 | 0.03% |
| CAS 2017-C02 2M2C 03.8369 09/25/2029 | 0.03% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.03% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.03% |
| NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.03% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.03% |
| CNH/USD 05/18/2022 HSBCB | 0.03% |
| NRZT 2018-4A A1M 01.0869 01/25/2048 | 0.03% |
| ORACLE CORP 03.9500 03/25/2051 | 0.03% |
| STACR 2020-HQA1 M2 02.0869 01/25/2050 | 0.03% |
| 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.03% |
| JPMBB 2013-C12 XA IO 00.4383 07/15/2045 | 0.03% |
| GNR 2016-H01 AI IO 01.5053 01/20/2066 | 0.03% |
| GSMS 2013-GC10 XA IO 01.4724 02/10/2046 | 0.03% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.03% |
| SWPTN SOFR 4WX10Y R 1.82 USD 03/23/2022 CI | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.03% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.03% |
| WFRBS 2013-C14 XA IO 00.6582 06/15/2046 | 0.03% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.03% |
| 1.85029 R ISWP SOFR P 02/17/2032 | 0.02% |
| EUR/USD 03/16/2022 SSBT | 0.02% |
| STACR 2019-DNA1 M2 02.8369 01/25/2049 | 0.02% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| CAS 2019-HRP1 M2 02.3369 11/25/2039 | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| 1.3345 R ISWP SOFR P 01/18/2027 | 0.02% |
| CAS 2018-C01 1ED5 02.4369 07/25/2030 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 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% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.02% |
| 1.775 R ISWP FWD SOFR P 02/25/2032 | 0.02% |
| CAS 2016-C03 2M2 06.0869 10/25/2028 | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 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% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| SWPTN SOFR 7YX30Y P 1.405 USD 12/14/2028 BA | 0.02% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.02% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.02% |
| 2.08 R ISWP FWD CDOR03 P 03/16/2032 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| GBP/USD 03/16/2022 MSCIL | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.02% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| JPY/USD 05/18/2022 GSFX | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| CAS 2015-C02 1M2 04.1869 05/25/2025 | 0.02% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.02% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.02% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.02% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.01% |
| SEK/USD 03/16/2022 UBS | 0.01% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.01% |
| 0.926 R ISWP SOFR P 01/26/2024 | 0.01% |
| 1.5135 R ISWP SOFR P 01/26/2032 | 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% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.01% |
| 0.9975 R ISWP SOFR P 01/25/2024 | 0.01% |
| 1.5235 R ISWP SOFR P 01/26/2032 | 0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.01% |
| 0.976 R ISWP SOFR P 01/26/2024 | 0.01% |
| 1.005 R ISWP SOFR P 01/25/2024 | 0.01% |
| 1.47709 R ISWP SOFR P 02/29/2024 | 0.01% |
| 1.562 R ISWP SOFR P 01/25/2032 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.01% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| 1.573 R ISWP SOFR P 01/25/2032 | 0.01% |
| CAS 2014-C04 2M2 05.1869 11/25/2024 | 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 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| GNR 2016-77 SL IO 05.9883 03/20/2043 | 0.01% |
| JPY/USD 05/18/2022 BANKAM | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| 1.75 R ISWP SOFR P 02/29/2032 | 0.01% |
| CAS 2017-C01 1M2C 03.7369 07/25/2029 | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 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% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| SPANISH GOV'T REGS 01.0000 10/31/2050 | 0.01% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| 0.2529 R ISWP FWD MUTKCALM P 08/29/2043 | 0.01% |
| CAS 2018-C05 1ED1 00.8369 01/25/2031 | 0.01% |
| CAS 2019-R01 2M2 02.6369 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CNH/USD 05/18/2022 SSBT | 0.01% |
| EUR/USD 03/16/2022 TDBK | 0.01% |
| SEK/USD 03/16/2022 CITI | 0.01% |
| SEK/USD 03/16/2022 GSFX | 0.01% |
| STACR 2018-DNA3 M2B 02.2869 09/25/2048 | 0.01% |
| STACR 2021-HQA3 M1 00.8987 09/25/2041 | 0.01% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.01% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.01% |
| SWPTN SOFR 3MX10Y P 1.37 USD 03/29/2022 CI | 0.01% |
| WFRBS 2012-C10 XA IO 144A 01.4796 12/15/2045 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 1.472 R ISWP SOFR P 02/01/2027 | 0.01% |
| AUD/USD 04/20/2022 JPMCB | 0.01% |
| CAS 2017-C04 2ED1 00.7869 11/25/2029 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 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% |
| JPY/USD 05/18/2022 JPMCB | 0.01% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.01% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.01% |
| SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | 0.01% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.01% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.01% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.01% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.00% |
| CLP/USD 04/20/2022 CITI | 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 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-.10 2059-11-17 300.0 11/17/2059 MS | 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 2018-HQA2 M2 02.4869 10/25/2048 | 0.00% |
| STACR 2019-HQA1 M2 02.5369 02/25/2049 | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.00% |
| SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | 0.00% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.00% |
| SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.5723 12/10/2045 | 0.00% |
| CAS 2021-R01 1M1 00.7987 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.11 2054-11-18 500.0 11/18/2054 CG | 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-.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% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.00% |
| JPY/USD 05/18/2022 TDBK | 0.00% |
| RUB/USD 03/16/2022 GSFX | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 3MX5Y R 1.208 USD 04/21/2022 CI | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| 1.0355 R ISWP SOFR P 01/20/2024 | 0.00% |
| 1.04 R ISWP SOFR P 01/20/2024 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 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 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-.6 2063-05-11 300.0 05/11/2063 ML | 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 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 JP | 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% |
| GBP/USD 03/16/2022 WPAC | 0.00% |
| NZD/USD 04/20/2022 MSCIL | 0.00% |
| STACR 2019-DNA2 M2 02.6369 03/25/2049 | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 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 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.00% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% |
| SWPTN 8YX10Y P 0.9 GBP 01/14/2030 UB | 0.00% |
| SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.00% |
| SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | 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% |
| 1.331 R ISWP SOFRRATE P 12/31/2031 | 0.00% |
| CAD/USD 04/20/2022 MSCIL | 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 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-.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| FHR 4076 MS IO 06.5089 07/15/2040 | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| GBP/USD 03/16/2022 BANKAM | 0.00% |
| JPMCC 2006-CB17 X IO 01.1442 12/12/2043 | 0.00% |
| JPY/USD 05/18/2022 SSBT | 0.00% |
| NOK/USD 03/16/2022 GSFX | 0.00% |
| PEN/USD 04/20/2022 BCAP-FX | 0.00% |
| PLN/USD 03/16/2022 GSFX | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 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 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 8YX10Y P 0.4879 GBP 08/20/2029 UB | 0.00% |
| SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | 0.00% |
| SWPTN SOFR 1MX10Y P 1.856 USD 02/28/2022 CI | 0.00% |
| SWPTN SOFR 1MX10Y R 1.356 USD 02/28/2022 CI | 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% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.00% |
| 2.04 R ISWP FWD AUDBB6M P 03/16/2032 | 0.00% |
| AUD/USD 04/20/2022 BANKAM | 0.00% |
| CAD/USD 04/20/2022 GSFX | 0.00% |
| CAS 2015-C02 2M2 04.1869 05/25/2025 | 0.00% |
| CHF/USD 03/16/2022 BCAP-FX | 0.00% |
| CHF/USD 03/16/2022 MSCIL | 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.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.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-.14 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| DKK/USD 03/16/2022 CITI | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| GBP/USD 03/16/2022 CITI | 0.00% |
| GBP/USD 03/16/2022 RBSF | 0.00% |
| NZD/USD 04/20/2022 SSBT | 0.00% |
| SEK/USD 03/16/2022 MSCIL | 0.00% |
| STACR 2014-HQ3 M3 04.9369 10/25/2024 | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% |
| SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.00% |
| SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | 0.00% |
| SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.00% |
| SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | 0.00% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | 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% |
| 1.679 R ISWP SOFR P 01/21/2052 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.00% |
| AUD/USD 04/20/2022 MSCIL | 0.00% |
| AUD/USD 04/20/2022 UBS | 0.00% |
| CAD/USD 04/20/2022 BCAP-FX | 0.00% |
| CAD/USD 04/20/2022 JPMCB | 0.00% |
| CAD/USD 04/20/2022 SSBT | 0.00% |
| CAD/USD 04/20/2022 UBS | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.4191 10/15/2049 | 0.00% |
| CHF/USD 03/16/2022 BANKAM | 0.00% |
| CHF/USD 03/16/2022 CITI | 0.00% |
| CHF/USD 03/16/2022 HSBCB | 0.00% |
| CHF/USD 03/16/2022 JPMCB | 0.00% |
| CHF/USD 03/16/2022 RBSF | 0.00% |
| CHF/USD 03/16/2022 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.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.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 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-.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 JP | 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 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | 0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 05/18/2022 MSCIL | 0.00% |
| CNH/USD 05/18/2022 UBS | 0.00% |
| CSMC 2006-C4 AX IO 144A 00.8975 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0250 01/15/2049 | 0.00% |
| CZK/USD 03/16/2022 BANKAM | 0.00% |
| EUR/USD 03/16/2022 CITI | 0.00% |
| EUR/USD 03/16/2022 MSCIL | 0.00% |
| EUR/USD 03/16/2022 WPAC | 0.00% |
| FHMS K111 X1 IO 01.5715 05/25/2030 | 0.00% |
| GBP/USD 03/16/2022 TDBK | 0.00% |
| HKD/USD 05/18/2022 SSBT | 0.00% |
| IDR/USD 05/18/2022 BCAP-FX | 0.00% |
| IDR/USD 05/18/2022 GSFX | 0.00% |
| JPY/USD 05/18/2022 HSBCB | 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 07.0043 12/15/2049 | 0.00% |
| NOK/USD 03/16/2022 BANKAM | 0.00% |
| NOK/USD 03/16/2022 BCAP-FX | 0.00% |
| NOK/USD 03/16/2022 RBSF | 0.00% |
| NOK/USD 03/16/2022 UBS | 0.00% |
| NZD/USD 04/20/2022 BANKAM | 0.00% |
| NZD/USD 04/20/2022 GSFX | 0.00% |
| RON/USD 03/16/2022 CITI | 0.00% |
| SEK/USD 03/16/2022 BANKAM | 0.00% |
| SEK/USD 03/16/2022 BCAP-FX | 0.00% |
| SEK/USD 03/16/2022 HSBCB | 0.00% |
| SEK/USD 03/16/2022 JPMCB | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | 0.00% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.00% |
| ZAR/USD 04/20/2022 GSFX | 0.00% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| 1.4715 R ISWP SOFR P 02/28/2024 | -0.00% |
| 1.514 R ISWP SOFR P 02/28/2024 | -0.00% |
| 1.66076 R ISWP SOFR P 01/20/2032 | -0.00% |
| CHF/USD 03/16/2022 GSFX | -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 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| EUR/USD 03/16/2022 CSI-FX | -0.00% |
| GBP/USD 03/16/2022 BCAP-FX | -0.00% |
| KRW/USD 05/18/2022 JPMCB | -0.00% |
| MXN/USD 04/20/2022 BANKAM | -0.00% |
| NOK/USD 03/16/2022 TDBK | -0.00% |
| SGD/USD 05/18/2022 JPMCB | -0.00% |
| SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | -0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.00% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.00% |
| SWPTN 8YX10Y R 0.9 GBP 01/14/2030 UB | -0.00% |
| SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | -0.00% |
| 1.672 R ISWP SOFR P 01/20/2032 | -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-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| GBP/USD 03/16/2022 CSI-FX | -0.00% |
| GBP/USD 03/16/2022 JPMCB | -0.00% |
| HUF/USD 03/16/2022 SSBT | -0.00% |
| ILS/USD 04/20/2022 SSBT | -0.00% |
| NOK/USD 03/16/2022 MSCIL | -0.00% |
| NOK/USD 03/16/2022 SSBT | -0.00% |
| SEK/USD 03/16/2022 SSBT | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 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% |
| SWPTN 8YX10Y R 0.4879 GBP 08/20/2029 UB | -0.00% |
| SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.00% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.00% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -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 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.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% |
| GBP/USD 03/16/2022 GSFX | -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 3YX10Y R 1.085 USD 04/29/2024 BA | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 0.60 R ISWP FWD EUR006M P 03/07/2032 | -0.00% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | -0.00% |
| 0.8084 R ISWP FWD MUTKCALM P 08/29/2043 | -0.00% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | -0.00% |
| CAD/USD 04/20/2022 BANKAM | -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 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| EUR/USD 03/16/2022 BCAP-FX | -0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 3MX5Y P 1.708 USD 04/21/2022 CI | -0.00% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.00% |
| SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | -0.00% |
| SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | -0.00% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.00% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.00% |
| 1.626 R ISWP SOFR P 01/19/2052 | -0.00% |
| 1.7395 R ISWP SOFR P 02/28/2032 | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CNH/USD 05/18/2022 GSFX | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.00% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.00% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| 1.601 R ISWP SOFR P 01/12/2032 | -0.01% |
| 1.7975 R ISWP SOFR P 02/28/2032 | -0.01% |
| CHF/USD 03/16/2022 SSBT | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | -0.01% |
| NOK/USD 03/16/2022 JPMCB | -0.01% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.01% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.01% |
| SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.01% |
| SWPTN SOFR 3MX10Y R 1.37 USD 03/29/2022 CI | -0.01% |
| GBP/USD 03/16/2022 UBS | -0.01% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.01% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.01% |
| 1.448 R ISWP SOFR P 01/20/2027 | -0.01% |
| AUD/USD 04/20/2022 SSBT | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% |
| JPY/USD 05/18/2022 MSCIL | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 3MX5Y R 1.458 USD 04/21/2022 CI | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.01% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.01% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.01% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | -0.01% |
| 0.88 R ISWP SOFR P 01/12/2024 | -0.01% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 1.4941 R ISWP SOFR P 01/18/2032 | -0.01% |
| 1.50 R ISWP SOFR P 01/18/2032 | -0.01% |
| 1.5005 R ISWP SOFR P 01/18/2032 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| 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 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -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 SONIA 7YX10Y P 1.448 GBP 02/26/2029 GS | -0.01% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.01% |
| 1.451 R ISWP FWD CDOR03 P 12/15/2026 | -0.01% |
| 1.737 R ISWP SOFR P 02/23/2032 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| GBP/USD 03/16/2022 HSBCB | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 0.343 R ISWP FWD MUTKCALM P 08/29/2043 | -0.01% |
| 0.8745 R ISWP SOFR P 01/11/2024 | -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 03/16/2022 SSBT | -0.01% |
| JPY/USD 05/18/2022 UBS | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| SWPTN SOFR 1MX10Y R 1.606 USD 02/28/2022 CI | -0.01% |
| SWPTN SONIA 7YX10Y R 1.448 GBP 02/26/2029 GS | -0.01% |
| 1.5665 R ISWP SOFR P 01/11/2032 | -0.01% |
| SWPTN SOFR 7YX30Y R 1.405 USD 12/14/2028 BA | -0.01% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.01% |
| 1.333 R ISWP FWD SOFRRATE P 01/07/2032 | -0.01% |
| 1.675 R ISWP SOFR P 02/28/2027 | -0.01% |
| 1.7674 R ISWP SOFR P 02/29/2052 | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.01% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.02% |
| 1.801 R ISWP FWD CDOR03 P 12/15/2031 | -0.02% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.02% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.02% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 1.604 R ISWP SOFRRATE P 01/06/2052 | -0.02% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| 1.551 R ISWP FWD AUDBB6M P 12/15/2031 | -0.02% |
| 1.7565 R ISWP SOFR P 02/16/2027 | -0.02% |
| SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.02% |
| 0.951 R ISWP FWD AUDBB6M P 12/15/2026 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| SWPTN SOFR 4WX10Y P 1.82 USD 03/23/2022 CI | -0.02% |
| 0.701 R ISWP FWD SONIA P 12/15/2051 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| EUR/USD 03/16/2022 BANKAM | -0.02% |
| -0.451 R ISWP FWD EUR006M P 12/15/2023 | -0.02% |
| 1.385 R ISWP FWD SOFRRATE P 03/16/2032 | -0.02% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| 1.60 R ISWP FWD SOFRRATE P 03/16/2052 | -0.02% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.02% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.02% |
| 1.355 R ISWP SOFRRATE P 12/31/2031 | -0.02% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.02% |
| 0.501 R ISWP FWD SONIA P 12/15/2026 | -0.02% |
| 1.7895 R ISWP SOFR P 02/25/2032 | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| 2.201 R ISWP FWD CDOR03 P 12/15/2051 | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| 0.451 R ISWP FWD EUR006M P 12/15/2051 | -0.03% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.04% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% |
| 0.601 R ISWP FWD SONIA P 12/15/2031 | -0.04% |
| RUB/USD 03/16/2022 BANKAM | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.05% |
| EUR/USD 03/16/2022 UBS | -0.05% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% |
| EUR/USD 03/16/2022 JPMCB | -0.05% |
| -0.201 R ISWP FWD EUR006M P 12/15/2026 | -0.06% |
| -0.07 R ISWP FWD SARON P 03/16/2032 | -0.07% |
| CPURNSA P 2.78 R 01/15/32 | -0.07% |
| SWPTN 10YX10Y R 2.525 USD 04/15/2031 BA | -0.07% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.08% |
| EUR/USD 03/16/2022 GSFX | -0.08% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.11% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.12% |
| 0.15 R ISWP FWD EUR006M P 03/16/2032 | -0.13% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.14% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.14% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.15% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.15% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.16% |
| 0.101 R ISWP FWD EUR006M P 12/15/2031 | -0.17% |
| 0.90 R ISWP FWD SOFRRATE P 03/16/2024 | -0.18% |
| 1.40 R ISWP FWD SOFRRATE P 03/16/2032 | -0.22% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.33% |
| EURO-SCHATZ FUT MAR22 DUH2 | -0.34% |
| US 10YR ULTRA FUT JUN22 UXYM2 | -1.09% |
| JPN 10Y BOND(OSE) MAR22 JBH2 | -2.98% |
| FNMA FN30 TBA UMBS 02.0000 03/01/2052 | -11.78% |
| FNMA FN30 TBA UMBS 02.5000 03/01/2052 | -13.91% |
| US 2YR NOTE (CBT) JUN22 TUM2 | -16.64% |
Fixed income statistics as of 05/31/22
| Average effective maturity | 8.07 yrs. |
|---|---|
| Average effective duration | 6.20 yrs. |
| Average yield to maturity | 4.01% |
| Average coupon | 4.33% |
Sector weightings as of 05/31/22
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| International Treasury/agency | 24.02% | 2.20 | 0.00% | 0.24 | 24.02% | 2.44 |
| Agency pass-through | 0.00% | 0.00 | 22.80% | 0.80 | 22.80% | 0.80 |
| Investment-grade corporate bonds | 18.50% | 1.00 | 0.00% | 0.00 | 18.50% | 1.00 |
| Commercial MBS | 14.12% | 0.39 | -1.02% | 0.00 | 13.10% | 0.39 |
| Residential MBS (non-agency) | 13.04% | 0.26 | 0.00% | 0.00 | 13.04% | 0.26 |
| Agency CMO | 8.72% | 0.35 | 0.00% | 0.00 | 8.72% | 0.35 |
| Emerging-market bonds | 7.48% | 0.40 | 0.00% | 0.00 | 7.48% | 0.40 |
| Collateralized loan obligations | 3.62% | 0.15 | 0.00% | 0.00 | 3.62% | 0.15 |
| High-yield corporate bonds | 2.73% | 0.15 | 0.00% | 0.00 | 2.73% | 0.15 |
| Asset-backed securities (ABS) | 1.20% | 0.02 | 0.00% | 0.00 | 1.20% | 0.02 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | 0.77 | 0.00% | 0.77 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | 0.45 | 0.00% | 0.45 |
| Net cash | 6.57% | 0.00 | 0.00% | 0.00 | 6.57% | 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 05/31/22
| 0 - 1 yr. | -8.34% |
|---|---|
| 1 - 5 yrs. | 52.25% |
| 5 - 10 yrs. | 52.89% |
| 10 - 15 yrs. | -6.21% |
| Over 15 yrs. | 9.41% |
Quality rating as of 05/31/22
| AAA | 45.18% |
|---|---|
| AA | 12.15% |
| A | 23.18% |
| BBB | 27.37% |
| BB | 5.35% |
| B | 2.02% |
| CCC and Below | 1.48% |
| Not Rated | -16.73% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise.
The fund concentrates on a limited group of industries and is non-diversified. Because the fund may invest in fewer issuers than a diversified fund, it is vulnerable to common economic forces and may result in greater losses and volatility. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions; investor sentiment and market perceptions; government actions; geopolitical events or changes; and factors related to a specific issuer, geography, industry, or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings.
Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country allocation as of 05/31/22
| United States | 62.55% |
|---|---|
| Japan | 8.39% |
| France | 4.37% |
| Italy | 3.34% |
| Cayman Islands | 3.21% |
| Canada | 2.09% |
| Spain | 2.09% |
| United Kingdom | 1.57% |
| Switzerland | 1.21% |
| Other | 11.18% |
1
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 1.18% | 1.93% | 1.93% | 1.43% | 0.85% | 0.78% | 0.93% |
| What you pay† | 0.88% | 1.63% | 1.63% | 1.13% | 0.55% | 0.48% | 0.63% |
† 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 02/28/23
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.