Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Income
Global Income Trust (Class Y) (PGGYX)
Seeking attractive bond investments across world markets since 1987
Skip to
Highlights
Objective
The fund seeks high current income by investing principally in debt securities of sovereign and private issuers worldwide, including supranational issuers. Preservation of capital and long-term total return are secondary objectives, but only to the extent consistent with the objective of seeking high current income.
Strategy and process
- Worldwide opportunities The fund's managers search for attractive income securities from a broad range of sectors in U.S. and international markets.
- Flexible risk allocations The fund takes a unique approach to asset allocation, dynamically establishing diversified risk exposures rather than sector exposures.
- Bottom-up approach Security selection is the primary driver of returns, with sub-sector allocations and macro strategies also serving as potential alpha generators.
Fund price
| Net asset value (yesterday’s close) |
$12.02 -0.17% | $-0.02 |
| 52-week high | $12.90 (01/05/21) |
| 52-week low | $11.99 (10/11/21) |
Yield
| Distribution rate before sales charge as of 10/14/21 |
1.99% |
|---|---|
| Distribution rate after sales charge as of 10/14/21 |
1.99% |
| 30-day SEC yield with subsidy as of 09/30/21 |
1.72% |
| 30-day SEC yield without subsidy as of 09/30/21 |
1.44% |
Consistency of positive performance over five years
Performance shown does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please click on the performance tab.
14.16%
Best 5-year annualized return
(for period ending 09/30/92)
0.22%
Worst 5-year annualized return
(for period ending 12/31/01)
5.70%
Average 5-year annualized return
Fund facts as of 09/30/21
Total net assets
$242.71M
$242.71M
Turnover (fiscal year end)
590%
590%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1094
1094
Fiscal year-end
October
October
CUSIP / Fund code
74677Q604 / 1820
74677Q604 / 1820
Inception date
10/04/05
10/04/05
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PGGYX
PGGYX
Management team
Chief Investment Officer, Fixed Income
Head of Macro and Sovereign Credit
Head of Portfolio Construction
Portfolio Manager
Co-Head of Corporate and Tax-exempt Credit
Literature
Fund documents |
|
| Fact Sheet (R6 share) (PDF) | |
| Fact Sheet (YA share) (PDF) | |
| Summary Prospectus (PDF) |
|
| Statutory Prospectus (PDF) |
|
| Statement of Additional Information (SAI) (PDF) | |
| Annual Report (PDF) |
|
| Semiannual Report (PDF) |
|
| Proxy voting results (Form N-PX) (PDF) | |
| Putnam active strategies pursue diverse income opportunities for client portfolios (PDF) |
|
| Quarterly commentary (PDF) | |
| Comparing Putnam's taxable income funds (PDF) | |
| Alternating bond market leadership (PDF) | |
Markets see living with Covid-19 as the new normal
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Global financial markets were mixed during the second quarter.Performance
Total return (%) as of 09/30/21
Annual performance as of 09/30/21
Annualized Total return (%) as of 09/30/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -0.80% | 3.32% | 2.33% | 2.68% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Global Aggregate Bond Index | -0.91% | 4.24% | 1.99% | 1.86% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 09/30/21 | -1.62% | - | |
| YTD as of 10/14/21 | -5.11% | - | |
Yield
| Distribution rate before sales charge as of 10/14/21 |
1.99% |
|---|---|
| Distribution rate after sales charge as of 10/14/21 |
1.99% |
| 30-day SEC yield with subsidy as of 09/30/21 |
1.72% |
| 30-day SEC yield without subsidy as of 09/30/21 |
1.44% |
Risk-adjusted performance as of 09/30/21
| Sharpe ratio (3 yrs.) | 0.40 |
|---|---|
| Information ratio (3 yrs.) | -0.30 |
Volatility as of 09/30/21
| Standard deviation (3 yrs.) | 5.54% |
|---|---|
| Beta | 1.03 |
| R-squared | 0.70 |
Fixed income statistics as of 09/30/21
| Average effective duration | 6.23 yrs. |
|---|
Lipper rankings as of 09/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 180/208 | 87% |
| 3 yrs. | 165/199 | 83% |
| 5 yrs. | 105/166 | 63% |
| 10 yrs. | 47/118 | 40% |
Morningstar Ratings™ as of 09/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 186 | |
| 3 yrs. | 186 | |
| 5 yrs. | 161 | |
| 10 yrs. | 120 |
Distributions
| Record/Ex dividend date | 09/28/21 |
|---|---|
| Payable date | 09/30/21 |
| Income | $0.02 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 03.0000 10/01/2051 | 7.76% |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | 5.30% |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | 3.49% |
| Japan (10 Year Issue) 00.8000 09/20/2023 | 3.40% |
| France (Govt Of) Regs 03.2500 10/25/2021 | 2.61% |
| Japan (30 Year Issue) 02.3000 03/20/2040 | 2.01% |
| Fnma Fn30 Tba Umbs 03.0000 11/01/2051 | 1.72% |
| Japan (20 Year Issue) 02.3000 06/20/2027 | 1.18% |
| Japan (20 Year Issue) 02.2000 03/20/2031 | 1.18% |
| Japan (40 Year Issue) 02.2000 03/20/2051 | 1.12% |
| Top 10 holdings, percent of portfolio | 29.77% |
| Top 10 holdings as of 09/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| France (Govt Of) Regs 03.2500 10/25/2021 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Fnma Fn30 Tba Umbs 03.0000 11/01/2051 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Japan (40 Year Issue) 02.2000 03/20/2051 | |
| Holdings represent 29.77% of portfolio | |
| Top 10 holdings as of 08/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2051 | |
| France (Govt Of) Regs 03.2500 10/25/2021 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| United Kingdom Gilt Regs 04.0000 01/22/2060 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Holdings represent 28.75% of portfolio | |
| Top 10 holdings as of 07/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 08/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| France (Govt Of) Regs 03.2500 10/25/2021 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| United Kingdom Gilt Regs 04.0000 01/22/2060 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Japan (40 Year Issue) 02.2000 03/20/2051 | |
| Holdings represent 28.62% of portfolio | |
| Top 10 holdings as of 06/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2051 | |
| Japan (10 Year Issue) 00.8000 09/20/2023 | |
| France (Govt Of) Regs 03.2500 10/25/2021 | |
| Japan (30 Year Issue) 02.3000 03/20/2040 | |
| Japan (20 Year Issue) 02.2000 03/20/2031 | |
| Japan (20 Year Issue) 02.3000 06/20/2027 | |
| Uk Tsy 4 2060 Regs 04.0000 01/22/2060 | |
| Japan (40 Year Issue) 02.2000 03/20/2051 | |
| Holdings represent 29.13% of portfolio | |
| FNMA FN30 TBA UMBS 03.0000 10/01/2051 | 7.76% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 5.30% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 3.49% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.41% |
| US 5YR NOTE (CBT) DEC21 FVZ1 | 3.19% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 2.54% |
| US 10YR NOTE (CBT)DEC21 TYZ1 | 2.22% |
| LONG GILT FUTURE DEC21 G Z1 | 2.08% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.02% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2051 | 1.72% |
| EURO-BOBL FUTURE DEC21 OEZ1 | 1.35% |
| EURO-BUND FUTURE DEC21 RXZ1 | 1.30% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.18% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.18% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.12% |
| US LONG BOND(CBT) DEC21 USZ1 | 1.12% |
| US ULTRA BOND CBT DEC21 WNZ1 | 1.10% |
| UNITED KINGDOM GILT REGS 04.0000 01/22/2060 | 1.10% |
| CAS 2016-C04 1M2 04.3360 01/25/2029 | 1.03% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.01% |
| TREASURY BILL 00.0000 02/17/2022 | 0.91% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.88% |
| GNMA GII30 TBA 03.0000 10/01/2051 | 0.86% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.81% |
| CAS 2016-C06 1M2 04.3360 04/25/2029 | 0.80% |
| TREASURY BILL 00.0000 03/03/2022 | 0.74% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.68% |
| EURO-BUXL 30Y BND DEC21 UBZ1 | 0.68% |
| BUONI POLIENNALI DEL TES REGS 00.0000 01/15/2024 | 0.64% |
| FHR 5152 IQ IO 04.5000 10/25/2051 | 0.60% |
| BUONI POLIENNALI DEL REGS 01.6500 03/01/2032 | 0.59% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.58% |
| COMCAST CORP 03.4500 02/01/2050 | 0.56% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.56% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.56% |
| BUONI POLIENNALI DEL TES REGS 02.5000 12/01/2024 | 0.55% |
| BUONI POLIENNALI REGS 04.7500 09/01/2044 | 0.53% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.53% |
| TREASURY BILL 00.0000 10/19/2021 | 0.52% |
| GNR 2021-122 GI IO 04.5000 11/20/2047 | 0.51% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.50% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.49% |
| CAS 2017-C01 1M2 03.6360 07/25/2029 | 0.49% |
| DBUBS 2011-LC3A D 144A 05.5454 08/10/2044 | 0.48% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.46% |
| BELGIUM KINGDOM REGS 01.0000 06/22/2026 | 0.46% |
| TREASURY BILL 00.0000 10/05/2021 | 0.45% |
| CAS 2020-R01 1M2 02.1360 01/25/2040 | 0.45% |
| FHR 5152 EI IO 03.5000 10/25/2051 | 0.45% |
| GNMA GII30 TBA 04.5000 10/01/2051 | 0.44% |
| GNMA GII30 TBA 03.5000 10/01/2051 | 0.43% |
| CFCRE 2011-C2 E P/P 144A 05.8868 12/15/2047 | 0.43% |
| FHR 4973 LI IO 04.0000 04/25/2050 | 0.41% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.40% |
| STACR 2019-HRP1 M2 01.4860 02/25/2049 | 0.40% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.40% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| NETHERLANDS GOV REGS 00.5000 07/15/2026 | 0.40% |
| BROADCOM INC 04.1500 11/15/2030 | 0.39% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.39% |
| CSAIL 2019-C15 A4 04.0529 03/15/2052 | 0.38% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.37% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.37% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.37% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.36% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.36% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.36% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.35% |
| CAS 2015-C03 2M2 05.0860 07/25/2025 | 0.35% |
| FRANCE (GOVT OF) REGS 00.0000 02/25/2023 | 0.34% |
| STACR 2016-DNA3 M3 05.0860 12/25/2028 | 0.34% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.34% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.33% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.33% |
| BANK 2019-BN22 C 03.5766 11/15/2062 | 0.32% |
| CSAIL 2015-C1 C 04.4041 04/15/2050 | 0.32% |
| FHR 4972 IO IO 06.0000 05/25/2050 | 0.32% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.31% |
| SPST 2021-6 A 00.8833 04/25/2022 | 0.31% |
| STACR 2015-DNA3 M3 04.7860 04/25/2028 | 0.31% |
| CAS 2015-C04 2M2 05.6360 04/25/2028 | 0.31% |
| SPANISH GOV'T REGS 05.1500 10/31/2044 | 0.30% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.30% |
| JPMCC 2019-COR5 IO 01.6525 06/13/2052 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.30% |
| COMM 2014-CR17 C 04.9457 05/10/2047 | 0.30% |
| CSMC 2016-NXSR C 04.4995 12/15/2049 | 0.30% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.30% |
| CAS 2016-C07 2M2 04.4360 05/25/2029 | 0.29% |
| MCAS 2019-01 M10 144A 03.3360 10/15/2049 | 0.29% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.29% |
| MALAYSIA GOVERNMENT 03.8850 08/15/2029 | 0.29% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.29% |
| REPUBLIC OF AUSTRIA REGS 00.5000 04/20/2027 | 0.29% |
| MSBAM 2012-C5 E 144A 04.8129 08/15/2045 | 0.28% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.28% |
| THAILAND GOVERNMENT BOND 02.0000 12/17/2031 | 0.28% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.28% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.28% |
| OBRIGACOES DO TESO REGS 01.9500 06/15/2029 | 0.28% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.28% |
| CAN 10YR BOND FUT DEC21 CNZ1 | 0.28% |
| SPANISH GOV'T REGS 01.5000 04/30/2027 | 0.27% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.27% |
| STACR 2017-DNA3 M2B 02.5860 03/25/2030 | 0.27% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.27% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.26% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.26% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.26% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| BBCMS 2020-C8 XA IO 01.9711 10/15/2053 | 0.26% |
| NETFLIX INC 04.3750 11/15/2026 | 0.26% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.25% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.25% |
| BXMT 2021-FL4 A P/P 144A 01.1338 05/15/2038 | 0.25% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.25% |
| CAS 2017-C07 1EB2 01.0860 05/25/2030 | 0.25% |
| TREASURY BILL 00.0000 02/03/2022 | 0.25% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.24% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.24% |
| AUST 3YR BOND FUT DEC21 YMZ1 | 0.24% |
| JPMCC 2012-C6 E 144A 05.3102 05/15/2045 | 0.24% |
| MSBAM 2014-C17 C 04.6375 08/15/2047 | 0.24% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.24% |
| ABBSL 2020-1A A1A 144A 01.6261 01/15/2033 | 0.24% |
| BOBA 2020-1A A 144A 01.4843 01/20/2032 | 0.24% |
| MORGN 2019-5A A1 144A 01.5161 01/15/2033 | 0.24% |
| AT&T INC 03.5500 09/15/2055 | 0.24% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.24% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.23% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.23% |
| BANK 2019-BN20 XA IO 00.9584 09/15/2062 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.23% |
| CAS 2016-C05 2M2 04.5360 01/25/2029 | 0.23% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.23% |
| CAS 2014-C03 2M2 02.9860 07/25/2024 | 0.23% |
| NETHERLANDS GOVT REGS 03.7500 01/15/2042 | 0.23% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.23% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.23% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.22% |
| TRNTS 2021-16A A1 144A 01.3143 07/20/2034 | 0.22% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.22% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.22% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.22% |
| BONOS Y OBLIG DEL ES P/P REGS 01.6000 04/30/2025 | 0.22% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.22% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.21% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.21% |
| JPMCC 2012-C8 D 144A 04.8277 10/15/2045 | 0.21% |
| JPMBB 2013-C17 D 144A 05.0488 01/15/2047 | 0.21% |
| ARES 2016-41A AR2 144A 01.1961 04/15/2034 | 0.21% |
| CFMT 2020-HB4 M3 144A 02.7195 12/26/2030 | 0.20% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.20% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.20% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.20% |
| IRELAND GOVERNMENT BOND REGS 00.2000 05/15/2027 | 0.20% |
| VMWARE INC 02.2000 08/15/2031 | 0.20% |
| BANK 2020-BN30 XA IO 01.4396 12/15/2053 | 0.19% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.19% |
| WEC ENERGY GROUP INC 02.2373 05/15/2067 | 0.19% |
| CPTFEMU R 0.655 P 05/15/30 | 0.19% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.19% |
| WFCM 2015-C30 C 04.6483 09/15/2058 | 0.19% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.19% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.19% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.19% |
| COMM 2015-LC19 C 04.3748 02/10/2048 | 0.19% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.19% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.19% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.19% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.19% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.18% |
| AON PLC 04.2500 12/12/2042 | 0.18% |
| COMM 2013-CR13 C 05.0446 11/10/2046 | 0.18% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.18% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% |
| JPMBB 2014-C23 D 144A 04.1327 09/15/2047 | 0.18% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.18% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.18% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.18% |
| CAS 2016-C01 1M2 06.8360 08/25/2028 | 0.18% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% |
| CAS 2015-C04 1M2 05.7860 04/25/2028 | 0.18% |
| EQUINIX INC 03.2000 11/18/2029 | 0.18% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.18% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.18% |
| WFRBS 2014-C22 AS 04.0690 09/15/2057 | 0.18% |
| CPTFEMU R 0.961 P 05/15/40 | 0.18% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.17% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.17% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.17% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.17% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.17% |
| MDPK 2018-30A A 144A 00.8761 04/15/2029 | 0.17% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.17% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.17% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.17% |
| GALXY 2016-22A ARR 144A 01.3264 04/16/2034 | 0.17% |
| COMM 2014-CR18 C 04.9142 07/15/2047 | 0.16% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.16% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.16% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.16% |
| AT&T INC 02.2500 02/01/2032 | 0.16% |
| GUGG4 2016-1A A1S1 144A 01.3561 10/15/2031 | 0.16% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.16% |
| MSBAM 2013-C8 B 03.6592 12/15/2048 | 0.16% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.16% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.16% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.16% |
| COMM 2012-CR2 D 144A 04.9916 08/15/2045 | 0.16% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.16% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.16% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.16% |
| AGL 2021-13A A1 P/P 144A 01.2923 10/20/2034 | 0.16% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.16% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.16% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.15% |
| OZLM 2014-9A A1AR 144A 01.4143 10/20/2031 | 0.15% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.15% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.15% |
| MCAS 2019-01 M7 144A 01.7860 10/15/2049 | 0.15% |
| LHOME 2021-RTL2 A1 02.0900 06/25/2026 | 0.15% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.15% |
| ZAIS 2019-13A A1A 144A 01.6161 07/15/2032 | 0.15% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.15% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.15% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% |
| EUR/USD 12/15/2021 HSBCB | 0.15% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.15% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.15% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.15% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.14% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.14% |
| WFCM 2020-C57 C 04.1578 08/15/2053 | 0.14% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.14% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.14% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.14% |
| WAMU 2005-AR12 1A8 02.8080 10/25/2035 | 0.14% |
| FHMS K087 X1 IO 00.5098 12/25/2028 | 0.14% |
| WFCM 2017-RC1 C 04.5910 01/15/2060 | 0.14% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.14% |
| FINNISH GOVERNMENT P/P REGS 01.1250 04/15/2034 | 0.14% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.14% |
| VERIZON COMM 04.3290 09/21/2028 | 0.14% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.14% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.14% |
| BONOS Y OBLIG DEL ES REGS 04.6500 07/30/2025 | 0.14% |
| CAS 2016-C02 1M2 06.0860 09/25/2028 | 0.14% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.14% |
| WFCM 2019-C52 XA IO 01.7408 08/15/2052 | 0.14% |
| SPEAK 2020-8A A 144A 01.4043 04/20/2033 | 0.14% |
| SNDPT 2021-1A A 144A 01.2100 04/25/2034 | 0.13% |
| WFCM 2013-LC12 C 04.4429 07/15/2046 | 0.13% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.13% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.13% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.13% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.13% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.13% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.13% |
| CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.13% |
| GSMS 2013-GCJ14 B P/P 144A 04.8966 08/10/2046 | 0.13% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.13% |
| FHMS K113 X1 IO 01.4902 06/25/2030 | 0.13% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.13% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.13% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.13% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.13% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.13% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.13% |
| MSBAM 2014-C18 C 04.6494 10/15/2047 | 0.13% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.12% |
| HCA INC. 05.5000 06/15/2047 | 0.12% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.12% |
| REPUBLIC OF ITALY REGS 04.0000 02/01/2037 | 0.12% |
| TREASURY BILL 00.0000 10/07/2021 | 0.12% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.12% |
| CWALT 2006-OA10 4A1 00.4660 08/25/2046 | 0.12% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.12% |
| AT&T INC 02.5500 12/01/2033 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| JPMBB 2013-C12 B 04.2352 07/15/2045 | 0.12% |
| CARVL 2019-1A ANR 144A 01.2443 04/20/2032 | 0.12% |
| EUR/USD 12/15/2021 RBSF | 0.12% |
| STACR 2017-DNA2 M2 03.5360 10/25/2029 | 0.12% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.12% |
| SAMI 2007-AR7 1A1 00.9360 05/25/2047 | 0.12% |
| UBSCM 2012-C1 C 144A 05.7344 05/10/2045 | 0.12% |
| CWALT 2006-OA7 1A2 01.0321 06/25/2046 | 0.12% |
| FHMS K123 X1 00.8656 12/25/2030 | 0.12% |
| VERIZON COMM 04.6720 03/15/2055 | 0.12% |
| CGCMT 2014-GC19 D 144A 05.2598 03/10/2047 | 0.12% |
| FHR 4979 SN IO 05.9640 06/25/2050 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.12% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.11% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.11% |
| MSBAM 2012-C6 D 144A 04.7566 11/15/2045 | 0.11% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.11% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.11% |
| MSBAM 2015-C24 B 04.4881 05/15/2048 | 0.11% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.11% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| FHMS K113 XAM IO 01.6927 06/25/2030 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.11% |
| GSMS 2012-GCJ7 C 05.7399 05/10/2045 | 0.11% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.11% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% |
| CGCMT 2013-GC17 C 05.2597 11/10/2046 | 0.11% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.11% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.11% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.11% |
| FHMS K111 X1 IO 01.6810 05/25/2030 | 0.11% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.11% |
| BONOS Y OBLIG DEL ES REGS 04.2000 01/31/2037 | 0.11% |
| COMM 2013-CR11 B 05.2771 08/10/2050 | 0.11% |
| EMIR 2018-1 M1 01.7860 11/25/2028 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.11% |
| FISERV INC 04.2000 10/01/2028 | 0.11% |
| COMCAST CORP 03.9990 11/01/2049 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| STACR 2017-DNA3 M2 02.5860 03/25/2030 | 0.10% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.10% |
| MSBAM 2013-C9 D 144A 04.2466 05/15/2046 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.10% |
| ABBSL 2021-2A A 144A 01.2301 04/15/2034 | 0.10% |
| APID 2021-35A A 144A 01.2486 04/20/2034 | 0.10% |
| ARES 2021-60A A 144A 01.2549 07/18/2034 | 0.10% |
| BSP 2018-5BA A1A 144A 01.2243 04/20/2031 | 0.10% |
| GCBSL 2020-48A A1 144A 01.4439 04/17/2033 | 0.10% |
| INGIM 2013-2A A1R 144A 01.0953 04/25/2031 | 0.10% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.10% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.10% |
| RSRVA 2016-3A ARR 144A 01.1939 01/18/2034 | 0.10% |
| SPANISH GOV'T REGS 01.2500 10/31/2030 | 0.10% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.10% |
| TMIR 2021-1 M1B 144A 03.0860 08/25/2033 | 0.10% |
| WOODS 2018-17A A 144A 01.1983 04/22/2031 | 0.10% |
| GNR 2015-H03 DI IO 01.6837 01/20/2065 | 0.10% |
| OZLM 2015-11A A1R 144A 01.3785 10/30/2030 | 0.10% |
| GNR 2015-H09 AI IO 01.7170 04/20/2065 | 0.10% |
| FRANCE (GOVT OF) REGS 00.0000 11/25/2030 | 0.10% |
| GSMS 2010-C1 D 144A 06.1868 08/10/2043 | 0.10% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% |
| WAMU 2005-AR9 A1C3 01.0460 07/25/2045 | 0.10% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.10% |
| AMGEN INC 04.6630 06/15/2051 | 0.10% |
| CAS 2017-C02 2ED3 01.4360 09/25/2029 | 0.10% |
| GNR 2016-H23 NI IO 02.2248 10/20/2066 | 0.10% |
| LENNAR CORP 04.7500 11/29/2027 | 0.10% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.10% |
| CAS 2017-C01 1EB1 01.3360 07/25/2029 | 0.10% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.09% |
| STACR 2016-DNA4 M3 03.8860 03/25/2029 | 0.09% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.09% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.09% |
| COMM 2015-LC21 XA IO 00.8203 07/10/2048 | 0.09% |
| UBSCM 2017-C7 XA IO 01.1724 12/15/2050 | 0.09% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.09% |
| FHMS K098 X1 IO 01.2682 08/25/2029 | 0.09% |
| JPMBB 2014-C22 C 04.7046 09/15/2047 | 0.09% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.09% |
| GNR 2016-H07 HI IO 01.5104 02/20/2066 | 0.09% |
| NORWEGIAN GOVERNMENT P/P REGS 01.7500 02/17/2027 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| JPALT 2007-S1 A1 00.6460 04/25/2047 | 0.09% |
| ORACLE CORP 03.6500 03/25/2041 | 0.09% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.09% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.09% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.09% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| GNR 2017-H04 BI IO 02.4588 02/20/2067 | 0.08% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.08% |
| CCMFC 2006-4A A2 00.2660 11/25/2047 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.08% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.08% |
| GNR 2017-H02 BI IO 02.4363 01/20/2067 | 0.08% |
| WAMU 2005-AR2 2A1B 00.8260 01/25/2045 | 0.08% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.08% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.08% |
| TREASURY BILL 00.0000 10/14/2021 | 0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.08% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.08% |
| BMIR 2019-4A M1C 144A 02.5860 10/25/2029 | 0.08% |
| BOEING CO 05.9300 05/01/2060 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.08% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.08% |
| AUTONATION INC 02.4000 08/01/2031 | 0.08% |
| COMM 2014-UBS6 XA IO 01.0252 12/10/2047 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| JPMBB 2014-C22 XA IO 00.9761 09/15/2047 | 0.08% |
| WFRBS 2011-C4 C 144A 05.0235 06/15/2044 | 0.08% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.08% |
| GNR 2016-H16 EI IO 02.1940 06/20/2066 | 0.08% |
| MSBAM 2014-C14 C 05.2178 02/15/2047 | 0.08% |
| MSC 2011-C3 D 144A 05.4666 07/15/2049 | 0.08% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.08% |
| ZOETIS INC 03.9000 08/20/2028 | 0.08% |
| EUR/USD PUT 1.1615 20211027 JPMCB | 0.07% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.07% |
| CARR 2006-NC2 A4 00.3260 06/25/2036 | 0.07% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.07% |
| GNR 2020-32 GS IO 06.0126 03/20/2050 | 0.07% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.07% |
| FHMS K118 X1 IO 01.0540 09/25/2030 | 0.07% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.07% |
| HCA INC 03.5000 07/15/2051 | 0.07% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.07% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.07% |
| AHM 2007-1 GA1C 00.2760 05/25/2047 | 0.07% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.07% |
| MSRR 2015-R4 CB1 00.9100 08/26/2047 | 0.07% |
| RAMC 2003-4 A1 01.1260 03/25/2034 | 0.07% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.07% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.07% |
| SAMI 2007-AR1 2A1 00.2660 01/25/2037 | 0.07% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| CMLTI 2005-2 1A2A 02.7514 05/25/2035 | 0.07% |
| GBP/USD PUT 1.332 20211112 BANKAM | 0.07% |
| SWPTN 1YX10Y P 1.529 USD 09/13/2022 CI | 0.06% |
| WAMU 2005-AR13 A1C3 01.0660 10/25/2045 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.06% |
| EUR/USD PUT 1.155 20211112 GSFX | 0.06% |
| GNR 2016-H20 NI IO 02.0094 09/20/2066 | 0.06% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.06% |
| WFCM 2016-LC25 XA IO 01.1061 12/15/2059 | 0.06% |
| CWALT 2006-OA19 A1 00.2674 02/20/2047 | 0.06% |
| FNR 2012-116 SA IO 07.1140 10/25/2042 | 0.06% |
| GNR 2014-H12 BI IO 01.5582 05/20/2064 | 0.06% |
| GNR 2015-H26 DI IO 01.8983 10/20/2065 | 0.06% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.06% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.06% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.06% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.06% |
| UNITED KINGDOM GILT REGS 03.5000 07/22/2068 | 0.06% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.06% |
| GNR 2016-H13 EI IO 02.1290 04/20/2066 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% |
| JPMCC 2010-C2 C 144A 05.8722 11/15/2043 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| WAMU 2005-AR1 A1B 00.8660 01/25/2045 | 0.06% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.06% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.06% |
| NZD/USD PUT 0.678 20211112 UBS | 0.06% |
| CAS 2016-C03 1M2 05.3860 10/25/2028 | 0.06% |
| GNR 2014-H21 AI IO 01.6194 10/20/2064 | 0.06% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.06% |
| IRELAND GOVERNMENT BOND REGS 02.0000 02/18/2045 | 0.06% |
| STACR 2018-HRP2 M3 02.4860 02/25/2047 | 0.06% |
| CWALT 2006-OA10 1A1 01.0521 08/25/2046 | 0.05% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.05% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.05% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.05% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% |
| BUMT 2005-1 1A1 00.6860 09/25/2045 | 0.05% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.05% |
| GNR 2015-H26 EI IO 01.7205 10/20/2065 | 0.05% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.05% |
| GNR 2015-H25 AI IO 01.6042 09/20/2065 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| SWPTN 10YX10Y P 2.525 USD 04/15/2031 BA | 0.05% |
| FNR 2012-103 LS IO 05.9140 09/25/2042 | 0.05% |
| JPMCC 2013-C16 XA IO 01.0753 12/15/2046 | 0.05% |
| STACR 2020-HQA1 M2 01.9860 01/25/2050 | 0.05% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.05% |
| WFRBS 2011-C4 E 144A 05.0235 06/15/2044 | 0.05% |
| WFRBS 2012-C10 D 144A 04.5596 12/15/2045 | 0.05% |
| COMM 2014-UBS6 C 04.5921 12/10/2047 | 0.05% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.05% |
| JPMBB 2015-C33 XA IO 01.0588 12/15/2048 | 0.05% |
| WAMU 2005-AR10 1A3 02.9099 09/25/2035 | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.04% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.04% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.04% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.04% |
| CAS 2013-C01 M2 05.3360 10/25/2023 | 0.04% |
| GNR 2017-H19 MI IO 02.0600 04/20/2067 | 0.04% |
| GSMS 2013-GC10 XA IO 01.6252 02/10/2046 | 0.04% |
| PACIFIC GAS & ELECTRIC 04.9500 07/01/2050 | 0.04% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.04% |
| JPMBB 2013-C12 XA IO 00.5658 07/15/2045 | 0.04% |
| EUR/USD 12/15/2021 SSBT | 0.04% |
| 1.645 R ISWP US0003M P 03/16/2031 | 0.04% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.04% |
| CAS 2015-C01 1M2 04.3860 02/25/2025 | 0.04% |
| AUSTRALIAN GOVERNMENT REGS 03.0000 03/21/2047 | 0.04% |
| GNR 2010-171 SB IO 06.3654 12/16/2040 | 0.04% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.04% |
| MLMI 2005-A2 A2 02.8240 02/25/2035 | 0.04% |
| EUR/USD 12/15/2021 BANKAM | 0.04% |
| GNR 2016-H01 AI IO 01.6547 01/20/2066 | 0.04% |
| BTPS REGS 01.7000 09/01/2051 | 0.04% |
| HMIR 2018-1 M1 144A 01.6860 10/25/2028 | 0.04% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.04% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% |
| AUD/USD 10/20/2021 GSFX | 0.03% |
| NRZT 2018-4A A1M 00.9860 01/25/2048 | 0.03% |
| WFRBS 2013-C14 XA IO 00.8057 06/15/2046 | 0.03% |
| WFMBS 2006-AR5 1A1 02.6140 04/25/2036 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| 1.10 R ISWP FWD SOFRRATE P 12/15/2031 | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.03% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% |
| UNITED KINGDOM GILT REGS 02.7500 09/07/2024 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.03% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.03% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.03% |
| CAS 2016-C03 2M2 05.9860 10/25/2028 | 0.03% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| CAS 2018-C05 1M2 02.4360 01/25/2031 | 0.02% |
| CNH/USD 11/17/2021 HSBCB | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| GNR 2016-77 SL IO 06.0626 03/20/2043 | 0.02% |
| STACR 2017-DNA2 M1 01.2860 10/25/2029 | 0.02% |
| CAS 2019-HRP1 M2 02.2360 11/25/2039 | 0.02% |
| STACR 2019-DNA1 M2 02.7360 01/25/2049 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| CAS 2017-C05 1M2A 02.2860 01/25/2030 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.02% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.02% |
| GBP/USD 12/15/2021 UBS | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| AUD/USD 10/20/2021 RBSF | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| CAS 2015-C02 1M2 04.0860 05/25/2025 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| GBP/USD 12/15/2021 HSBCB | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| NZD/USD 10/20/2021 RBSF | 0.02% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.02% |
| CAS 2014-C04 2M2 05.0860 11/25/2024 | 0.02% |
| CAS 2015-C02 2M2 04.0860 05/25/2025 | 0.02% |
| CHF/USD 12/15/2021 UBS | 0.02% |
| NZD/USD 10/20/2021 SSBT | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| 0.65 R ISWP FWD SES3M P 12/15/2031 | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| WFRBS 2012-C10 XA IO 144A 01.6347 12/15/2045 | 0.02% |
| CAD/USD 10/20/2021 SSBT | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| JPY/USD 11/17/2021 BANKAM | 0.01% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| 1.355 R ISWP US0003M P 09/23/2031 | 0.01% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CNH/USD 11/17/2021 GSFX | 0.01% |
| STACR 2014-HQ3 M3 04.8360 10/25/2024 | 0.01% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 1.324 R ISWP US0003M P 09/17/2031 | 0.01% |
| 1.63 R ISWP FWD NOKOIB6M P 12/15/2031 | 0.01% |
| CAS 2019-R01 2M2 02.5360 07/25/2031 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| CPTFEMU R 1.4 P 07/15/27 | 0.01% |
| JPY/USD 11/17/2021 JPMCB | 0.01% |
| SEK/USD 12/15/2021 JPMCB | 0.01% |
| UBSBB 2012-C4 XA IO 144A 01.7277 12/10/2045 | 0.01% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.01% |
| 2.56 R ISWP FWD CNRR007 P 03/16/2027 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNR 2010-46 SB IO 06.3640 05/25/2040 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| CHF/USD 12/15/2021 MSCIL | 0.01% |
| GBP/USD 12/15/2021 CITI | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| SPANISH GOV'T REGS 01.0000 10/31/2050 | 0.01% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.01% |
| 1.6355 R ISWP US0003M P 03/16/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.01% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.01% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.01% |
| CHF/USD 12/15/2021 CITI | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GBP/USD 12/15/2021 CSI-FX | 0.01% |
| STACR 2021-HQA3 M1 00.9000 09/25/2041 | 0.01% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.01% |
| AUD/USD 10/20/2021 SSBT | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| NOK/USD 12/15/2021 UBS | 0.01% |
| NZD/USD 10/20/2021 BANKAM | 0.01% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| CAD/USD 10/20/2021 BANKAM | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CPURNSA P 2.783 R 09/14/26 | 0.00% |
| EUR/USD 12/15/2021 CITI | 0.00% |
| FHR 4076 MS IO 06.6163 07/15/2040 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| STACR 2018-HQA2 M2 02.3860 10/25/2048 | 0.00% |
| STACR 2019-HQA1 M2 02.4360 02/25/2049 | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.00% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| 0.9255 R ISWP US0003M P 03/16/2026 | 0.00% |
| AUD/USD 10/20/2021 HSBCB | 0.00% |
| CAD/USD 10/20/2021 TDBK | 0.00% |
| CHF/USD 12/15/2021 BCAP-FX | 0.00% |
| CHF/USD 12/15/2021 JPMCB | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CNH/USD 11/17/2021 SSBT | 0.00% |
| CPTFEMU R 1.4375 P 09/15/23 | 0.00% |
| CPTFEMU R 1.4413 P 09/15/23 | 0.00% |
| CPTFEMU R 1.4425 P 09/15/23 | 0.00% |
| CPTFEMU R 1.4438 P 09/15/23 | 0.00% |
| GBP/USD 12/15/2021 BCAP-FX | 0.00% |
| NOK/USD 12/15/2021 SSBT | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| PLN/USD 12/15/2021 GSFX | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.00% |
| 0.6525 R ISWP FWD SONIA P 12/15/2031 | 0.00% |
| 1.3955 R ISWP US0003M P 09/27/2031 | 0.00% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| EUR/USD 12/15/2021 TDBK | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| MXN/USD 10/20/2021 BANKAM | 0.00% |
| NZD/USD 10/20/2021 WPAC | 0.00% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| THB/USD 11/17/2021 CITI | 0.00% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.00% |
| 0.926 R ISWP US0003M P 03/16/2026 | 0.00% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.00% |
| 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 1.29 R ISWP US0003M P 08/20/2031 | 0.00% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.00% |
| AUD/USD 10/20/2021 CSI-FX | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| DKK/USD 12/15/2021 CITI | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| GBP/USD 12/15/2021 TDBK | 0.00% |
| IDR/USD 11/17/2021 GSFX | 0.00% |
| JPMCC 2006-CB17 X IO 01.1442 12/12/2043 | 0.00% |
| NZD/USD 10/20/2021 BCAP-FX | 0.00% |
| STACR 2019-DNA2 M2 02.5360 03/25/2049 | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.00% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.00% |
| 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.00% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.00% |
| AUD/USD 10/20/2021 BCAP-FX | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 11/17/2021 RBSF | 0.00% |
| CNH/USD 11/17/2021 UBS | 0.00% |
| IDR/USD 11/17/2021 BCAP-FX | 0.00% |
| ILS/USD 10/20/2021 SSBT | 0.00% |
| JPY/USD 11/17/2021 WPAC | 0.00% |
| NZD/USD 10/20/2021 TDBK | 0.00% |
| NZD/USD 10/20/2021 UBS | 0.00% |
| RUB/USD 12/15/2021 BANKAM | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.00% |
| 1.357 R ISWP US0003M P 09/14/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7631 12/11/2038 | 0.00% |
| CAD/USD 10/20/2021 CSI-FX | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.6074 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CNH/USD 11/17/2021 JPMCB | 0.00% |
| CSMC 2006-C4 AX IO 144A 00.9510 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0483 01/15/2049 | 0.00% |
| GBP/USD 12/15/2021 RBSF | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HKD/USD 11/17/2021 BANKAM | 0.00% |
| HKD/USD 11/17/2021 GSFX | 0.00% |
| HKD/USD 11/17/2021 HSBCB | 0.00% |
| HKD/USD 11/17/2021 SSBT | 0.00% |
| HKD/USD 11/17/2021 TDBK | 0.00% |
| HKD/USD 11/17/2021 UBS | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2300 05/15/2045 | 0.00% |
| JPY/USD 11/17/2021 HSBCB | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.7750 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.2530 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.2530 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| NOK/USD 12/15/2021 BCAP-FX | 0.00% |
| NOK/USD 12/15/2021 HSBCB | 0.00% |
| NOK/USD 12/15/2021 MSCIL | 0.00% |
| NOK/USD 12/15/2021 RBSF | 0.00% |
| NZD/USD 10/20/2021 MSCIL | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| RUB/USD 12/15/2021 GSFX | 0.00% |
| SEK/USD 12/15/2021 TDBK | 0.00% |
| SGD/USD 11/17/2021 JPMCB | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.00% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | 0.00% |
| SWPTN 1MX5Y R 1.6 CAD 10/29/2021 TD | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.00% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.00% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | 0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| ZAR/USD 10/20/2021 GSFX | 0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.00% |
| 1.451 R ISWP FWD CDOR03 P 12/15/2026 | -0.00% |
| 1.46049 R ISWP US0003M P 06/11/2031 | -0.00% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.00% |
| CAD/USD 10/20/2021 HSBCB | -0.00% |
| CAD/USD 10/20/2021 JPMCB | -0.00% |
| CAD/USD 10/20/2021 RBSF | -0.00% |
| CAD/USD 10/20/2021 UBS | -0.00% |
| CHF/USD 12/15/2021 BANKAM | -0.00% |
| CHF/USD 12/15/2021 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CNH/USD 11/17/2021 BANKAM | -0.00% |
| GBP/USD 12/15/2021 JPMCB | -0.00% |
| NOK/USD 12/15/2021 GSFX | -0.00% |
| NOK/USD 12/15/2021 JPMCB | -0.00% |
| NZD/USD 10/20/2021 CITI | -0.00% |
| NZD/USD 10/20/2021 HSBCB | -0.00% |
| PEN/USD 10/20/2021 BCAP-FX | -0.00% |
| RON/USD 12/15/2021 CITI | -0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 1MX5Y P 1.6 CAD 10/29/2021 TD | -0.00% |
| SWPTN 1MX5Y R 0.944 USD 10/21/2021 CI | -0.00% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.00% |
| SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| 0.951 R ISWP FWD AUDBB6M P 12/15/2026 | -0.00% |
| 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.00% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.00% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.00% |
| CHF/USD 12/15/2021 SSBT | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CZK/USD 12/15/2021 BANKAM | -0.00% |
| EUR/USD 12/15/2021 CSI-FX | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.00% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| -0.451 R ISWP FWD EUR006M P 12/15/2023 | -0.00% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.00% |
| 1.551 R ISWP FWD AUDBB6M P 12/15/2031 | -0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.00% |
| CAD/USD 10/20/2021 CITI | -0.00% |
| CAD/USD 10/20/2021 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 12/15/2021 WPAC | -0.00% |
| HUF/USD 12/15/2021 SSBT | -0.00% |
| NZD/USD 10/20/2021 GSFX | -0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% |
| -0.201 R ISWP FWD EUR006M P 12/15/2026 | -0.00% |
| 0.451 R ISWP FWD EUR006M P 12/15/2051 | -0.00% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.00% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| CHF/USD 12/15/2021 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| JPY/USD 11/17/2021 CITI | -0.00% |
| JPY/USD 11/17/2021 TDBK | -0.00% |
| SEK/USD 12/15/2021 RBSF | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| -0.05 R ISWP FWD SARON FIXING 3. (MARKET CLOSE. P 12/15/2031 | -0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.00% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.00% |
| AUD/USD 10/20/2021 UBS | -0.00% |
| CAD/USD 10/20/2021 WPAC | -0.00% |
| CHF/USD 12/15/2021 RBSF | -0.00% |
| CLP/USD 10/20/2021 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| JPY/USD 11/17/2021 RBSF | -0.00% |
| NZD/USD 10/20/2021 CSI-FX | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.00% |
| 0.501 R ISWP FWD SONIA P 12/15/2026 | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| 1.529 R ISWP FWD US0003M P 09/15/2032 | -0.01% |
| 1.801 R ISWP FWD CDOR03 P 12/15/2031 | -0.01% |
| CAD/USD 10/20/2021 MSCIL | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 12/15/2021 SSBT | -0.01% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.01% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.01% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| JPY/USD 11/17/2021 MSCIL | -0.01% |
| NOK/USD 12/15/2021 TDBK | -0.01% |
| SEK/USD 12/15/2021 MSCIL | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CPTFEMU P 1.71 R 07/15/37 | -0.01% |
| GBP/USD 12/15/2021 WPAC | -0.01% |
| SEK/USD 12/15/2021 BANKAM | -0.01% |
| SEK/USD 12/15/2021 SSBT | -0.01% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 0.701 R ISWP FWD SONIA P 12/15/2051 | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| AUD/USD 10/20/2021 CITI | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 12/15/2021 BANKAM | -0.01% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.01% |
| UKRPI P 3.665 R 12/15/28 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| JPY/USD 11/17/2021 BCAP-FX | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 11/17/2021 GSFX | -0.01% |
| JPY/USD 11/17/2021 SSBT | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| UKRPI P 3.3875 R 03/15/28 | -0.01% |
| 1.671 R ISWP US0003M P 07/27/2051 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| CNH/USD 11/17/2021 TDBK | -0.01% |
| SEK/USD 12/15/2021 GSFX | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 1MX5Y P 0.944 USD 10/21/2021 CI | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.01% |
| 2.03 R ISWP FWD NFIX3MID P 12/15/2031 | -0.01% |
| 2.201 R ISWP FWD CDOR03 P 12/15/2051 | -0.01% |
| AUD/USD 10/20/2021 BANKAM | -0.01% |
| AUD/USD 10/20/2021 TDBK | -0.01% |
| NZD/USD 10/20/2021 JPMCB | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.01% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| JPY/USD 11/17/2021 UBS | -0.02% |
| SEK/USD 12/15/2021 UBS | -0.02% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| 0.601 R ISWP FWD SONIA P 12/15/2031 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD PUT 1.135 20211112 GSFX | -0.02% |
| GBP/USD PUT 1.30 20211112 BANKAM | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| KRW/USD 11/17/2021 JPMCB | -0.02% |
| NZD/USD PUT 0.66 20211112 UBS | -0.02% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 3MX10Y R 1.1635 USD 12/08/2021 CI | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| EUR/USD 12/15/2021 BCAP-FX | -0.02% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| 0.101 R ISWP FWD EUR006M P 12/15/2031 | -0.02% |
| AUD/USD 10/20/2021 MSCIL | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| UKRPI P 3.34 R 02/15/28 | -0.02% |
| EUR/USD PUT 1.149 20211027 JPMCB | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% |
| UKRPI P 3.4025 R 03/15/28 | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.03% |
| 1.70 R ISWP FWD CDOR03 P 12/15/2031 | -0.03% |
| AUD/USD 10/20/2021 JPMCB | -0.03% |
| CPURNSA P 2.78 R 01/15/32 | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| 0.02 R ISWP FWD EUR006M P 12/15/2031 | -0.03% |
| 1.395 R ISWP FWD AUDBB6M P 12/15/2031 | -0.03% |
| UKRPI P 3.385 R 11/15/24 | -0.03% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.03% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| EUR/USD 12/15/2021 MSCIL | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| GBP/USD 12/15/2021 GSFX | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% |
| UKRPI P 3.34 R 03/15/28 | -0.05% |
| SWPTN 10YX10Y R 2.525 USD 04/15/2031 BA | -0.05% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.08% |
| 2.09 R ISWP US0003M P 03/16/2051 | -0.08% |
| EUR/USD 12/15/2021 UBS | -0.08% |
| SWPTN 1YX10Y P 1.849 USD 09/13/2022 CI | -0.09% |
| EUR/USD 12/15/2021 JPMCB | -0.10% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.11% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.11% |
| GBP/USD 12/15/2021 MSCIL | -0.12% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.15% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.15% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.15% |
| EUR/USD 12/15/2021 GSFX | -0.20% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | -0.20% |
| CPTFEMU P 1.13 R 05/15/50 | -0.27% |
| EURO-SCHATZ FUT DEC21 DUZ1 | -0.32% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.33% |
| CPTFEMU P 0.935 R 05/15/40 | -0.36% |
| CPTFEMU P 0.93 R 05/15/40 | -0.36% |
| JPN 10Y BOND(OSE) DEC21 JBZ1 | -2.80% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2051 | -5.77% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -6.76% |
| FNMA FN30 TBA UMBS 02.0000 10/01/2051 | -7.85% |
| FNMA FN30 TBA UMBS 02.5000 10/01/2051 | -11.05% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | -16.32% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2051 | 9.33% |
|---|---|
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.40% |
| US 5YR NOTE (CBT) DEC21 FVZ1 | 3.16% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 3.04% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 2.57% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 2.55% |
| US 10YR NOTE (CBT)DEC21 TYZ1 | 2.22% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 2.17% |
| LONG GILT FUTURE DEC21 G Z1 | 2.14% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.02% |
| EURO-BOBL FUTURE SEP21 OEU1 | 1.36% |
| EURO-BUND FUTURE SEP21 RXU1 | 1.26% |
| UNITED KINGDOM GILT REGS 04.0000 01/22/2060 | 1.20% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.18% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.18% |
| US LONG BOND(CBT) DEC21 USZ1 | 1.12% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.12% |
| US ULTRA BOND CBT DEC21 WNZ1 | 1.12% |
| CAS 2016-C04 1M2 04.3344 01/25/2029 | 1.02% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.01% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.89% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 0.86% |
| GNMA GII30 TBA 03.0000 09/01/2051 | 0.85% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.82% |
| TREASURY BILL 00.0000 10/19/2021 | 0.81% |
| CAS 2016-C06 1M2 04.3344 04/25/2029 | 0.79% |
| EURO-BUXL 30Y BND SEP21 UBU1 | 0.71% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.70% |
| TREASURY BILL 00.0000 02/17/2022 | 0.65% |
| BUONI POLIENNALI DEL TES REGS 00.0000 01/15/2024 | 0.64% |
| BUONI POLIENNALI DEL REGS 01.6500 03/01/2032 | 0.60% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.58% |
| COMCAST CORP 03.4500 02/01/2050 | 0.57% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.56% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.56% |
| BUONI POLIENNALI DEL TES REGS 02.5000 12/01/2024 | 0.55% |
| BUONI POLIENNALI REGS 04.7500 09/01/2044 | 0.54% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.52% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.51% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.51% |
| CAS 2017-C01 1M2 03.6344 07/25/2029 | 0.48% |
| CASH MGMT BILL 00.0000 11/16/2021 | 0.48% |
| CAS 2020-R01 1M2 02.1344 01/25/2040 | 0.48% |
| DBUBS 2011-LC3A D 144A 05.5573 08/10/2044 | 0.47% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.47% |
| BELGIUM KINGDOM REGS 01.0000 06/22/2026 | 0.46% |
| TREASURY BILL 00.0000 10/05/2021 | 0.45% |
| GNMA GII30 TBA 04.5000 09/01/2051 | 0.43% |
| GNMA GII30 TBA 03.5000 09/01/2051 | 0.43% |
| CFCRE 2011-C2 E P/P 144A 05.9555 12/15/2047 | 0.42% |
| CAS 2015-C03 2M2 05.0844 07/25/2025 | 0.42% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.40% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.40% |
| STACR 2019-HRP1 M2 01.4844 02/25/2049 | 0.40% |
| BROADCOM INC 04.1500 11/15/2030 | 0.39% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.38% |
| CSAIL 2019-C15 A4 04.0529 03/15/2052 | 0.38% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.38% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.37% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.37% |
| NETHERLANDS GOV REGS 00.5000 07/15/2026 | 0.37% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.36% |
| JPMCC 2019-COR5 AS 03.6692 06/13/2052 | 0.36% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.36% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.36% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.36% |
| STACR 2016-DNA3 M3 05.0844 12/25/2028 | 0.35% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.34% |
| FRANCE (GOVT OF) REGS 00.0000 02/25/2023 | 0.34% |
| JPMBB 2014-C19 C 04.8112 04/15/2047 | 0.33% |
| STACR 2015-DNA3 M3 04.7844 04/25/2028 | 0.33% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.33% |
| BANK 2019-BN22 C 03.5766 11/15/2062 | 0.32% |
| TREASURY BILL 00.0000 09/07/2021 | 0.32% |
| CSAIL 2015-C1 C 04.4043 04/15/2050 | 0.32% |
| SPANISH GOV'T REGS 05.1500 10/31/2044 | 0.31% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.31% |
| SPST 2021-6 A 00.8859 04/25/2022 | 0.31% |
| CAS 2015-C04 2M2 05.6344 04/25/2028 | 0.31% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.30% |
| JPMCC 2019-COR5 IO 01.6539 06/13/2052 | 0.30% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.30% |
| COMM 2014-CR17 C 04.9458 05/10/2047 | 0.30% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.29% |
| CSMC 2016-NXSR C 04.5023 12/15/2049 | 0.29% |
| REPUBLIC OF AUSTRIA REGS 00.5000 04/20/2027 | 0.29% |
| CAS 2016-C07 2M2 04.4344 05/25/2029 | 0.29% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.29% |
| MCAS 2019-01 M10 144A 03.3344 10/15/2049 | 0.29% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.29% |
| JPMCC 2012-C6 E 144A 05.3103 05/15/2045 | 0.28% |
| OBRIGACOES DO TESO REGS 01.9500 06/15/2029 | 0.28% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.28% |
| CAN 10YR BOND FUT DEC21 CNZ1 | 0.28% |
| MSBAM 2012-C5 E 144A 04.8177 08/15/2045 | 0.28% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.28% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.28% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.28% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.28% |
| SPANISH GOV'T REGS 01.5000 04/30/2027 | 0.27% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.27% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.27% |
| STACR 2017-DNA3 M2B 02.5844 03/25/2030 | 0.26% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.26% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.26% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.26% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.26% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.26% |
| NETFLIX INC 04.3750 11/15/2026 | 0.25% |
| BBCMS 2020-C8 XA IO 01.9716 10/15/2053 | 0.25% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.25% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.25% |
| BXMT 2021-FL4 A P/P 144A 01.1455 05/15/2038 | 0.25% |
| CAS 2017-C07 1EB2 01.0844 05/25/2030 | 0.24% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.24% |
| AUST 3YR BOND FUT SEP21 YMU1 | 0.24% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.24% |
| TREASURY BILL 00.0000 02/03/2022 | 0.24% |
| TREASURY BILL 00.0000 10/26/2021 | 0.24% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.24% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.24% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.24% |
| CAS 2014-C03 2M2 02.9844 07/25/2024 | 0.24% |
| MSBAM 2014-C17 C 04.6324 08/15/2047 | 0.24% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.24% |
| ABBSL 2020-1A A1A 144A 01.6261 01/15/2033 | 0.24% |
| BOBA 2020-1A A 144A 01.4843 01/20/2032 | 0.24% |
| MORGN 2019-5A A1 144A 01.5161 01/15/2033 | 0.24% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.23% |
| BANK 2019-BN20 XA IO 00.9588 09/15/2062 | 0.23% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.23% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.23% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.23% |
| WFCM 2020-C57 C 04.1578 08/15/2053 | 0.23% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.23% |
| CAS 2016-C05 2M2 04.5344 01/25/2029 | 0.23% |
| NETHERLANDS GOVT REGS 03.7500 01/15/2042 | 0.23% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.23% |
| WFCM 2016-LC25 AS 04.0932 12/15/2059 | 0.23% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.22% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.22% |
| TRNTS 2021-16A A1 144A 01.3143 07/20/2034 | 0.22% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.22% |
| BONOS Y OBLIG DEL ES P/P REGS 01.6000 04/30/2025 | 0.22% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.21% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.21% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.21% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.21% |
| STACR 2016-HQA3 M3 03.9344 03/25/2029 | 0.21% |
| JPMCC 2012-C8 D 144A 04.8278 10/15/2045 | 0.21% |
| JPMBB 2013-C17 D 144A 05.0488 01/15/2047 | 0.21% |
| EUR/USD 09/15/2021 HSBCB | 0.20% |
| IRELAND GOVERNMENT BOND REGS 00.2000 05/15/2027 | 0.20% |
| MAGNE 2020-26A A 144A 01.8761 07/15/2030 | 0.20% |
| CFMT 2020-HB4 M3 144A 02.7195 12/26/2030 | 0.20% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.20% |
| VMWARE INC 02.2000 08/15/2031 | 0.20% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.20% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.20% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.20% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.20% |
| COMM 2016-COR1 AM 03.4940 10/10/2049 | 0.19% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.19% |
| STACR 2017-DNA1 M2 03.3344 07/25/2029 | 0.19% |
| BANK 2020-BN30 XA IO 01.4408 12/15/2053 | 0.19% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.19% |
| WEC ENERGY GROUP INC 02.2373 05/15/2067 | 0.19% |
| WFCM 2015-C30 C 04.6483 09/15/2058 | 0.19% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.19% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.19% |
| COMM 2015-LC19 C 04.3749 02/10/2048 | 0.19% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.19% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.19% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.18% |
| AON PLC 04.2500 12/12/2042 | 0.18% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.18% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.18% |
| COMM 2013-CR13 C 05.0449 11/10/2046 | 0.18% |
| GSMS 2020-GC47 C 03.5703 05/12/2053 | 0.18% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.18% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.18% |
| JPMBB 2014-C23 D 144A 04.1328 09/15/2047 | 0.18% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.18% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.18% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.18% |
| CAS 2016-C01 1M2 06.8344 08/25/2028 | 0.18% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.18% |
| EQUINIX INC 03.2000 11/18/2029 | 0.18% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.18% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.18% |
| CAS 2015-C04 1M2 05.7844 04/25/2028 | 0.17% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.17% |
| WFRBS 2014-C22 AS 04.0690 09/15/2057 | 0.17% |
| MSC 2011-C3 B 144A 05.4601 07/15/2049 | 0.17% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.17% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.17% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.17% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.17% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.17% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.17% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.17% |
| MDPK 2018-30A A 144A 00.8761 04/15/2029 | 0.17% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.17% |
| AT&T INC 02.2500 02/01/2032 | 0.16% |
| GALXY 2016-22A ARR 144A 01.3264 04/16/2034 | 0.16% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.16% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.16% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.16% |
| COMM 2014-CR18 C 04.9143 07/15/2047 | 0.16% |
| CPTFEMU R 0.655 P 05/15/30 | 0.16% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.16% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.16% |
| GUGG4 2016-1A A1S1 144A 01.3561 10/15/2031 | 0.16% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.16% |
| MCAS 2019-01 M7 144A 01.7844 10/15/2049 | 0.16% |
| MSBAM 2013-C8 B 03.6592 12/15/2048 | 0.16% |
| TREASURY BILL 00.0000 10/28/2021 | 0.16% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.16% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.16% |
| COMM 2017-COR2 AM 03.8030 09/10/2050 | 0.16% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.16% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.16% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.16% |
| COMM 2012-CR2 D 144A 04.9916 08/15/2045 | 0.16% |
| CPTFEMU R 0.961 P 05/15/40 | 0.16% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.16% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.15% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.15% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.15% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.15% |
| OZLM 2014-9A A1AR 144A 01.4143 10/20/2031 | 0.15% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.15% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.15% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.15% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.15% |
| LHOME 2021-RTL2 A1 02.0900 06/25/2026 | 0.15% |
| ZAIS 2019-13A A1A 144A 01.6161 07/15/2032 | 0.15% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.15% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.15% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.14% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.14% |
| FINNISH GOVERNMENT P/P REGS 01.1250 04/15/2034 | 0.14% |
| WAMU 2005-AR12 1A8 02.8801 10/25/2035 | 0.14% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.14% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.14% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.14% |
| FHMS K087 X1 IO 00.5098 12/25/2028 | 0.14% |
| FHMS K118 X1 IO 01.0541 09/25/2030 | 0.14% |
| MORGN 2020-6A A 144A 01.4779 10/23/2033 | 0.14% |
| WFCM 2017-RC1 C 04.5910 01/15/2060 | 0.14% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.14% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.14% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.14% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.14% |
| VERIZON COMM 04.3290 09/21/2028 | 0.14% |
| BONOS Y OBLIG DEL ES REGS 04.6500 07/30/2025 | 0.14% |
| WFCM 2019-C52 XA IO 01.7589 08/15/2052 | 0.14% |
| CAS 2016-C02 1M2 06.0844 09/25/2028 | 0.14% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.14% |
| SPEAK 2020-8A A 144A 01.4043 04/20/2033 | 0.13% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| WFCM 2013-LC12 C 04.4431 07/15/2046 | 0.13% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.13% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.13% |
| CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.13% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.13% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.13% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.13% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.13% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.13% |
| FHMS K113 X1 IO 01.4902 06/25/2030 | 0.13% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.13% |
| GSMS 2013-GCJ14 B P/P 144A 04.8969 08/10/2046 | 0.13% |
| REPUBLIC OF ITALY REGS 04.0000 02/01/2037 | 0.13% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.13% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.13% |
| EUR/USD 09/15/2021 RBSF | 0.12% |
| HCA INC. 05.5000 06/15/2047 | 0.12% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.12% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.12% |
| MSBAM 2014-C18 C 04.6490 10/15/2047 | 0.12% |
| CWALT 2006-OA10 4A1 00.4644 08/25/2046 | 0.12% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.12% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.12% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.12% |
| TREASURY BILL 00.0000 10/07/2021 | 0.12% |
| 2.845 R ISWP FWD CNRR007 P 09/15/2026 | 0.12% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.12% |
| VERIZON COMM 04.6720 03/15/2055 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| SAMI 2007-AR7 1A1 00.9344 05/25/2047 | 0.12% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.12% |
| FHMS K123 X1 00.8657 12/25/2030 | 0.12% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.12% |
| JPMBB 2013-C12 B 04.2353 07/15/2045 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| CARVL 2019-1A ANR 144A 01.2443 04/20/2032 | 0.12% |
| STACR 2017-DNA2 M2 03.5344 10/25/2029 | 0.12% |
| UBSCM 2012-C1 C 144A 05.7355 05/10/2045 | 0.12% |
| CWALT 2006-OA7 1A2 01.0379 06/25/2046 | 0.12% |
| CGCMT 2014-GC19 D 144A 05.2599 03/10/2047 | 0.12% |
| FHMS K125 X1 IO 00.6775 01/25/2031 | 0.12% |
| FHR 4979 SN IO 05.9656 06/25/2050 | 0.12% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.12% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.12% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.11% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.11% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.11% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.11% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| FHMS K113 XAM IO 01.6927 06/25/2030 | 0.11% |
| MSBAM 2012-C6 D 144A 04.7568 11/15/2045 | 0.11% |
| MSBAM 2015-C24 B 04.4883 05/15/2048 | 0.11% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.11% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.11% |
| BONOS Y OBLIG DEL ES REGS 04.2000 01/31/2037 | 0.11% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% |
| CGCMT 2013-GC17 C 05.2598 11/10/2046 | 0.11% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.11% |
| FHMS K111 X1 IO 01.6811 05/25/2030 | 0.11% |
| GSMS 2012-GCJ7 C 05.7398 05/10/2045 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.11% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.11% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.11% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.11% |
| GNR 2016-H23 NI IO 02.2846 10/20/2066 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.11% |
| COMCAST CORP 03.9990 11/01/2049 | 0.11% |
| COMM 2013-CR11 B 05.2771 08/10/2050 | 0.11% |
| GNR 2015-H03 DI IO 01.6987 01/20/2065 | 0.11% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.11% |
| EMIR 2018-1 M1 01.7844 11/25/2028 | 0.10% |
| FISERV INC 04.2000 10/01/2028 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.10% |
| SPANISH GOV'T REGS 01.2500 10/31/2030 | 0.10% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| GNR 2015-H09 AI IO 01.7289 04/20/2065 | 0.10% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.10% |
| STACR 2017-DNA3 M2 02.5844 03/25/2030 | 0.10% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.10% |
| GCBSL 2020-48A A1 144A 01.4439 04/17/2033 | 0.10% |
| MSBAM 2013-C9 D 144A 04.2470 05/15/2046 | 0.10% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.10% |
| TMIR 2021-1 M1B 144A 03.0844 08/25/2033 | 0.10% |
| ARES 2021-60A A 144A 01.2549 07/18/2034 | 0.10% |
| BSP 2018-5BA A1A 144A 01.2243 04/20/2031 | 0.10% |
| CBAM 2019-9A A 144A 01.4061 02/12/2030 | 0.10% |
| PLMRS 2018-2A A1A 144A 01.2264 07/16/2031 | 0.10% |
| STACR 2015-HQA2 M3 04.8844 05/25/2028 | 0.10% |
| WOODS 2018-17A A 144A 01.1983 04/22/2031 | 0.10% |
| CAS 2017-C02 2ED3 01.4344 09/25/2029 | 0.10% |
| OZLM 2015-11A A1R 144A 01.3785 10/30/2030 | 0.10% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.10% |
| WAMU 2005-AR9 A1C3 01.0444 07/25/2045 | 0.10% |
| AMGEN INC 04.6630 06/15/2051 | 0.10% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.10% |
| 1.645 R ISWP US0003M P 03/16/2031 | 0.10% |
| GSMS 2010-C1 D 144A 06.1862 08/10/2043 | 0.10% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% |
| LENNAR CORP 04.7500 11/29/2027 | 0.10% |
| STACR 2016-DNA4 M3 03.8844 03/25/2029 | 0.10% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 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% |
| JPMCC 2010-C2 C 144A 05.8722 11/15/2043 | 0.10% |
| MSBAM 2014-C14 C 05.2179 02/15/2047 | 0.10% |
| CAS 2017-C01 1EB1 01.3344 07/25/2029 | 0.09% |
| COMM 2015-LC21 XA IO 00.8208 07/10/2048 | 0.09% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.09% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.09% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.09% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.09% |
| UBSCM 2017-C7 XA IO 01.1739 12/15/2050 | 0.09% |
| FHMS K098 X1 IO 01.2683 08/25/2029 | 0.09% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.09% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.09% |
| JPALT 2007-S1 A1 00.6444 04/25/2047 | 0.09% |
| NORWEGIAN GOVERNMENT P/P REGS 01.7500 02/17/2027 | 0.09% |
| JPMBB 2014-C22 C 04.7047 09/15/2047 | 0.09% |
| ORACLE CORP 03.6500 03/25/2041 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| GNR 2016-H07 HI IO 01.5241 02/20/2066 | 0.09% |
| GNR 2017-H04 BI IO 02.4630 02/20/2067 | 0.09% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.09% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.09% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.09% |
| WAMU 2005-AR2 2A1B 00.8244 01/25/2045 | 0.09% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.09% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.08% |
| GNR 2017-H02 BI IO 02.4344 01/20/2067 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| CCMFC 2006-4A A2 00.2644 11/25/2047 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.08% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| GNR 2016-H16 EI IO 02.1935 06/20/2066 | 0.08% |
| CIFC 2018-2A A1 144A 01.1743 04/20/2031 | 0.08% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.08% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.08% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.08% |
| JPMBB 2014-C22 XA IO 00.9766 09/15/2047 | 0.08% |
| TREASURY BILL 00.0000 10/14/2021 | 0.08% |
| TREASURY BILL 00.0000 11/02/2021 | 0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.08% |
| BMIR 2019-4A M1C 144A 02.5844 10/25/2029 | 0.08% |
| BOEING CO 05.9300 05/01/2060 | 0.08% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.08% |
| AUTONATION INC 02.4000 08/01/2031 | 0.08% |
| COMM 2014-UBS6 XA IO 01.0257 12/10/2047 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.08% |
| WFRBS 2011-C4 C 144A 05.0232 06/15/2044 | 0.08% |
| MSC 2011-C3 D 144A 05.4601 07/15/2049 | 0.08% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.08% |
| ZOETIS INC 03.9000 08/20/2028 | 0.08% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.07% |
| GNR 2020-32 GS IO 06.0116 03/20/2050 | 0.07% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.07% |
| CARR 2006-NC2 A4 00.3244 06/25/2036 | 0.07% |
| HCA INC 03.5000 07/15/2051 | 0.07% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.07% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.07% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.07% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.07% |
| WFCM 2016-LC25 XA IO 01.1071 12/15/2059 | 0.07% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.07% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.07% |
| RAMC 2003-4 A1 01.1244 03/25/2034 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.07% |
| GNR 2016-H20 NI IO 02.1115 09/20/2066 | 0.07% |
| MSRR 2015-R4 CB1 00.9149 08/26/2047 | 0.07% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.07% |
| WAMU 2005-AR13 A1C3 01.0644 10/25/2045 | 0.07% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% |
| AHM 2007-1 GA1C 00.2744 05/25/2047 | 0.07% |
| CMLTI 2005-2 1A2A 02.7641 05/25/2035 | 0.07% |
| SAMI 2007-AR1 2A1 00.2644 01/25/2037 | 0.07% |
| STACR 2014-HQ2 M3 03.8344 09/25/2024 | 0.07% |
| SWPTN 10YX10Y P 2.525 USD 04/15/2031 BA | 0.07% |
| UNITED KINGDOM GILT REGS 03.5000 07/22/2068 | 0.07% |
| FNR 2012-116 SA IO 07.1156 10/25/2042 | 0.06% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.06% |
| GNR 2014-H12 BI IO 01.5631 05/20/2064 | 0.06% |
| GNR 2015-H26 DI IO 01.9360 10/20/2065 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.06% |
| CWALT 2006-OA19 A1 00.2684 02/20/2047 | 0.06% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.06% |
| GNR 2016-H13 EI IO 02.1324 04/20/2066 | 0.06% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.06% |
| 2.9445 R ISWP FWD CNRR007 P 09/15/2026 | 0.06% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.06% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.06% |
| WAMU 2005-AR1 A1B 00.8644 01/25/2045 | 0.06% |
| GNR 2014-H21 AI IO 01.6937 10/20/2064 | 0.06% |
| GNR 2015-H25 AI IO 01.6076 09/20/2065 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.06% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.06% |
| IRELAND GOVERNMENT BOND REGS 02.0000 02/18/2045 | 0.06% |
| JPMCC 2013-C16 XA IO 01.0764 12/15/2046 | 0.06% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% |
| CAS 2016-C03 1M2 05.3844 10/25/2028 | 0.06% |
| GNR 2015-H26 EI IO 01.7237 10/20/2065 | 0.05% |
| GNR 2017-H19 MI IO 02.0639 04/20/2067 | 0.05% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.05% |
| STACR 2018-HRP2 M3 02.4844 02/25/2047 | 0.05% |
| STACR 2020-HQA1 M2 01.9844 01/25/2050 | 0.05% |
| BUMT 2005-1 1A1 00.6844 09/25/2045 | 0.05% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.05% |
| CWALT 2006-OA10 1A1 01.0579 08/25/2046 | 0.05% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% |
| EUR/USD 09/15/2021 SSBT | 0.05% |
| FNR 2012-103 LS IO 05.9156 09/25/2042 | 0.05% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.05% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.05% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.05% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.05% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.05% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.05% |
| WFRBS 2011-C4 E 144A 05.0232 06/15/2044 | 0.05% |
| COMM 2014-UBS6 C 04.5923 12/10/2047 | 0.05% |
| NZD/USD 10/20/2021 SSBT | 0.05% |
| WAMU 2005-AR10 1A3 02.9143 09/25/2035 | 0.05% |
| WFRBS 2012-C10 D 144A 04.5598 12/15/2045 | 0.05% |
| GSMS 2013-GC10 XA IO 01.6264 02/10/2046 | 0.05% |
| JPMBB 2015-C33 XA IO 01.0590 12/15/2048 | 0.05% |
| CAS 2013-C01 M2 05.3344 10/25/2023 | 0.04% |
| JPMBB 2013-C12 XA IO 00.5675 07/15/2045 | 0.04% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.04% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.04% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.04% |
| AUSTRALIAN GOVERNMENT REGS 03.0000 03/21/2047 | 0.04% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.04% |
| CAS 2015-C01 1M2 04.3844 02/25/2025 | 0.04% |
| TREASURY BILL 00.0000 09/21/2021 | 0.04% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.04% |
| GNR 2016-H01 AI IO 01.6678 01/20/2066 | 0.04% |
| MLMI 2005-A2 A2 02.8185 02/25/2035 | 0.04% |
| GNR 2010-171 SB IO 06.3545 12/16/2040 | 0.04% |
| BTPS REGS 01.7000 09/01/2051 | 0.04% |
| 0.101 R ISWP FWD EUR006M P 06/16/2031 | 0.04% |
| HMIR 2018-1 M1 144A 01.6844 10/25/2028 | 0.04% |
| WFRBS 2013-C14 XA IO 00.8066 06/15/2046 | 0.04% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.03% |
| NRZT 2018-4A A1M 00.9844 01/25/2048 | 0.03% |
| WFMBS 2006-AR5 1A1 02.6191 04/25/2036 | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| UNITED KINGDOM GILT REGS 02.7500 09/07/2024 | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| EUR/USD 09/15/2021 TDBK | 0.03% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.03% |
| GNR 2016-77 SL IO 06.0616 03/20/2043 | 0.03% |
| CAS 2016-C03 2M2 05.9844 10/25/2028 | 0.02% |
| CAS 2018-C05 1M2 02.4344 01/25/2031 | 0.02% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.02% |
| GBP/USD PUT 1.3645 20210930 BANKAM | 0.02% |
| NZD/USD 10/20/2021 JPMCB | 0.02% |
| STACR 2017-DNA2 M1 01.2844 10/25/2029 | 0.02% |
| CAS 2017-C05 1M2A 02.2844 01/25/2030 | 0.02% |
| CAS 2019-HRP1 M2 02.2344 11/25/2039 | 0.02% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| 2.501 R ISWP FWD CDOR03 P 06/16/2051 | 0.02% |
| STACR 2019-DNA1 M2 02.7344 01/25/2049 | 0.02% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 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% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.02% |
| 1.6355 R ISWP US0003M P 03/16/2031 | 0.02% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| 1.55 R ISWP FWD AUDBB6M P 09/15/2031 | 0.02% |
| CAS 2015-C02 2M2 04.0844 05/25/2025 | 0.02% |
| EUR/USD 09/15/2021 CITI | 0.02% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| 1.154 R ISWP US0003M P 08/06/2031 | 0.02% |
| CAD/USD 10/20/2021 SSBT | 0.02% |
| CAS 2015-C02 1M2 04.0844 05/25/2025 | 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% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.02% |
| 0.501 R ISWP FWD EUR006M P 06/16/2051 | 0.02% |
| CAS 2014-C04 2M2 05.0844 11/25/2024 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| UKRPI P 3.665 R 12/15/28 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| 1.84 R ISWP FWD CDOR03 P 09/15/2031 | 0.02% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.02% |
| WFRBS 2012-C10 XA IO 144A 01.6362 12/15/2045 | 0.02% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.02% |
| CNH/USD 11/17/2021 HSBCB | 0.02% |
| STACR 2014-HQ3 M3 04.8344 10/25/2024 | 0.02% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.02% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.02% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| GBP/USD 09/15/2021 UBS | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| AUD/USD 10/20/2021 RBSF | 0.01% |
| CAS 2019-R01 2M2 02.5344 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| EUR/USD PUT 1.16 20211008 GSFX | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| GBP/USD 09/15/2021 CSI-FX | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| UBSBB 2012-C4 XA IO 144A 01.7290 12/10/2045 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNR 2010-46 SB IO 06.3656 05/25/2040 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| SEK/USD 09/15/2021 JPMCB | 0.01% |
| SPANISH GOV'T REGS 01.0000 10/31/2050 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.01% |
| 2.001 R ISWP FWD CDOR03 P 06/16/2031 | 0.01% |
| AUD/USD PUT 0.70 20211008 CITI | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| GBP/USD 09/15/2021 CITI | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.01% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.01% |
| 0.901 R ISWP FWD SONIA P 06/16/2051 | 0.01% |
| 1.701 R ISWP FWD AUDBB6M P 06/16/2031 | 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 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.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CNH/USD 11/17/2021 GSFX | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.01% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| 0.05 R ISWP FWD EUR006M P 09/15/2031 | 0.01% |
| CAD/USD 10/20/2021 BANKAM | 0.01% |
| CAD/USD 10/20/2021 GSFX | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CPTFEMU P 1.71 R 07/15/37 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| THB/USD 11/17/2021 CITI | 0.01% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.00% |
| 1.99 R ISWP CDOR03 P 06/15/2031 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| FHR 4076 MS IO 06.6045 07/15/2040 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| NZD/USD 10/20/2021 TDBK | 0.00% |
| STACR 2018-HQA2 M2 02.3844 10/25/2048 | 0.00% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | 0.00% |
| -0.301 R ISWP FWD EUR006M P 06/16/2026 | 0.00% |
| 0.79 R ISWP US0003M P 07/21/2026 | 0.00% |
| 0.7915 R ISWP US0003M P 07/21/2026 | 0.00% |
| 1.46049 R ISWP US0003M P 06/11/2031 | 0.00% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.00% |
| CAD/USD 10/20/2021 TDBK | 0.00% |
| CHF/USD 09/15/2021 JPMCB | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 11/17/2021 BCAP-FX | 0.00% |
| PLN/USD 09/15/2021 GSFX | 0.00% |
| STACR 2019-HQA1 M2 02.4344 02/25/2049 | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.00% |
| 0.701 R ISWP FWD SONIA P 06/16/2031 | 0.00% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.00% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.00% |
| AUD/USD 10/20/2021 HSBCB | 0.00% |
| CHF/USD 09/15/2021 SSBT | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CPTFEMU R 1.4 P 07/15/27 | 0.00% |
| DKK/USD 09/15/2021 CITI | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| NZD/USD 10/20/2021 HSBCB | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 1.3005 R ISWP US0003M P 07/09/2031 | 0.00% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.00% |
| 1.671 R ISWP US0003M P 07/27/2051 | 0.00% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.00% |
| AUD/USD 10/20/2021 CSI-FX | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CNH/USD 11/17/2021 SSBT | 0.00% |
| GBP/USD 09/15/2021 BCAP-FX | 0.00% |
| GBP/USD 09/15/2021 HSBCB | 0.00% |
| IDR/USD 11/17/2021 GSFX | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 01.1442 12/12/2043 | 0.00% |
| JPY/USD 11/17/2021 MSCIL | 0.00% |
| JPY/USD 11/17/2021 RBSF | 0.00% |
| JPY/USD 11/17/2021 TDBK | 0.00% |
| NZD/USD 10/20/2021 CITI | 0.00% |
| NZD/USD 10/20/2021 GSFX | 0.00% |
| STACR 2019-DNA2 M2 02.5344 03/25/2049 | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.00% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | 0.00% |
| 0.851 R ISWP FWD AUDBB6M P 06/16/2026 | 0.00% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | 0.00% |
| 1.401 R ISWP FWD CDOR03 P 06/16/2026 | 0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 11/17/2021 RBSF | 0.00% |
| GBP/USD 09/15/2021 TDBK | 0.00% |
| IDR/USD 11/17/2021 BCAP-FX | 0.00% |
| ILS/USD 10/20/2021 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 11/17/2021 UBS | 0.00% |
| RUB/USD 09/15/2021 BANKAM | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 1YX1Y P 0.805 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 2YX10Y P 1.5 USD 02/01/2023 TD | 0.00% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | 0.00% |
| -0.05 R ISWP FWD CHL6M P 09/15/2031 | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | 0.00% |
| 0.3025 R ISWP US0003M P 08/19/2023 | 0.00% |
| 0.3045 R ISWP US0003M P 08/23/2023 | 0.00% |
| 0.3045 R ISWP US0003M P 09/01/2023 | 0.00% |
| 0.305 R ISWP US0003M P 08/17/2023 | 0.00% |
| 0.306 R ISWP US0003M P 08/17/2023 | 0.00% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.00% |
| 1.29 R ISWP US0003M P 08/20/2031 | 0.00% |
| 1.31011 R ISWP US0003M P 08/10/2031 | 0.00% |
| 1.3231 R ISWP US0003M P 09/01/2031 | 0.00% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.819 R ISWP FWD CDOR03 P 06/15/2031 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7627 12/11/2038 | 0.00% |
| CAD/USD 10/20/2021 CITI | 0.00% |
| CAD/USD 10/20/2021 CSI-FX | 0.00% |
| CAD/USD 10/20/2021 JPMCB | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.6074 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CNH/USD 11/17/2021 JPMCB | 0.00% |
| CNH/USD 11/17/2021 UBS | 0.00% |
| CSMC 2006-C4 AX IO 144A 00.9506 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0484 01/15/2049 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HKD/USD 11/17/2021 BANKAM | 0.00% |
| HKD/USD 11/17/2021 GSFX | 0.00% |
| HKD/USD 11/17/2021 HSBCB | 0.00% |
| HKD/USD 11/17/2021 TDBK | 0.00% |
| HKD/USD 11/17/2021 UBS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2300 05/15/2045 | 0.00% |
| JPY/USD 11/17/2021 CITI | 0.00% |
| JPY/USD 11/17/2021 HSBCB | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.7753 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.2641 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.2641 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MXN/USD 10/20/2021 BANKAM | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| RUB/USD 09/15/2021 GSFX | 0.00% |
| SEK/USD 09/15/2021 TDBK | 0.00% |
| SGD/USD 11/17/2021 JPMCB | 0.00% |
| STACR 2020-DNA5 M1 01.3500 10/25/2050 | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.00% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | 0.00% |
| SWPTN 3MX10Y P 1.8775 USD 09/02/2021 BA | 0.00% |
| SWPTN 3MX10Y R 1.321 USD 09/30/2021 CI | 0.00% |
| SWPTN 3MX1Y R 1.026 USD 09/30/2021 CI | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| ZAR/USD 10/20/2021 GSFX | 0.00% |
| -0.501 R ISWP FWD EUR006M P 06/16/2023 | -0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.00% |
| 0.401 R ISWP FWD SONIA P 06/16/2026 | -0.00% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | -0.00% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.00% |
| 1.30409 R ISWP US0003M P 08/17/2031 | -0.00% |
| 1.864 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| 1.894 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| 1.924 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| CAD/USD 10/20/2021 HSBCB | -0.00% |
| CAD/USD 10/20/2021 RBSF | -0.00% |
| CAD/USD 10/20/2021 UBS | -0.00% |
| CHF/USD 09/15/2021 BANKAM | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CNH/USD 11/17/2021 BANKAM | -0.00% |
| HKD/USD 11/17/2021 SSBT | -0.00% |
| JPY/USD 11/17/2021 WPAC | -0.00% |
| NOK/USD 09/15/2021 BCAP-FX | -0.00% |
| NZD/USD 10/20/2021 MSCIL | -0.00% |
| PEN/USD 10/20/2021 BCAP-FX | -0.00% |
| RON/USD 09/15/2021 CITI | -0.00% |
| SEK/USD 09/15/2021 BANKAM | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 1MX5Y P 0.8925 USD 09/24/2021 CI | -0.00% |
| SWPTN 1MX5Y R 0.8925 USD 09/24/2021 CI | -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 2YX10Y P 2.07 USD 08/21/2023 GS | -0.00% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | -0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.00% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | -0.00% |
| 1.30378 R ISWP US0003M P 08/17/2031 | -0.00% |
| CLP/USD 10/20/2021 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.00% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.00% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.00% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.00% |
| CZK/USD 09/15/2021 BANKAM | -0.00% |
| EUR/USD 09/15/2021 CSI-FX | -0.00% |
| HUF/USD 09/15/2021 SSBT | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.00% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.00% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | -0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.00% |
| CAD/USD 10/20/2021 MSCIL | -0.00% |
| CAD/USD 10/20/2021 WPAC | -0.00% |
| CHF/USD 09/15/2021 RBSF | -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.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.00% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | -0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.00% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.00% |
| 1.2635 R ISWP US0003M P 08/19/2031 | -0.00% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.00% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.00% |
| UKRPI P 3.3875 R 03/15/28 | -0.00% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | -0.00% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.00% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.00% |
| 1.70 R ISWP FWD NOKOIB6M P 09/15/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| EUR/USD 09/15/2021 WPAC | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% |
| NZD/USD 10/20/2021 UBS | -0.00% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.00% |
| UKRPI P 3.385 R 11/15/24 | -0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 0.926 R ISWP US0003M P 03/16/2026 | -0.01% |
| CHF/USD 09/15/2021 BCAP-FX | -0.01% |
| CHF/USD 09/15/2021 UBS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 11/17/2021 JPMCB | -0.01% |
| KRW/USD 11/17/2021 JPMCB | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.01% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.01% |
| 0.77 R ISWP FWD SES3M P 09/15/2031 | -0.01% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | -0.01% |
| 1.83 R ISWP FWD NFIX3MID P 09/15/2031 | -0.01% |
| CHF/USD 09/15/2021 HSBCB | -0.01% |
| CNH/USD 11/17/2021 TDBK | -0.01% |
| NZD/USD 10/20/2021 WPAC | -0.01% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| AUD/USD 10/20/2021 TDBK | -0.01% |
| CHF/USD 09/15/2021 CITI | -0.01% |
| CHF/USD 09/15/2021 MSCIL | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| UKRPI P 3.4025 R 03/15/28 | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| 1.2531 R ISWP US0003M P 08/23/2031 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.01% |
| GBP/USD 09/15/2021 BANKAM | -0.01% |
| SEK/USD 09/15/2021 RBSF | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -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 7YX10Y R 2.97 USD 02/17/2026 MS | -0.01% |
| UKRPI P 3.34 R 02/15/28 | -0.01% |
| AUD/USD 10/20/2021 BCAP-FX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| AUD/USD 10/20/2021 CITI | -0.01% |
| AUD/USD 10/20/2021 UBS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| GBP/USD 09/15/2021 RBSF | -0.01% |
| GBP/USD 09/15/2021 WPAC | -0.01% |
| JPY/USD 11/17/2021 BANKAM | -0.01% |
| NZD/USD 10/20/2021 RBSF | -0.01% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.01% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SEK/USD 09/15/2021 SSBT | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 0.9255 R ISWP US0003M P 03/16/2026 | -0.01% |
| 1.313 R ISWP FWD US0003M P 09/03/2031 | -0.01% |
| JPY/USD 11/17/2021 GSFX | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| 0.975 R ISWP FWD SONIA P 09/15/2031 | -0.01% |
| AUD/USD 10/20/2021 JPMCB | -0.01% |
| CHF/USD 09/15/2021 GSFX | -0.01% |
| SEK/USD 09/15/2021 MSCIL | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| EUR/USD 09/15/2021 BANKAM | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| JPY/USD 11/17/2021 SSBT | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NOK/USD 09/15/2021 JPMCB | -0.02% |
| AUD/USD 10/20/2021 MSCIL | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| NOK/USD 09/15/2021 UBS | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| NOK/USD 09/15/2021 TDBK | -0.02% |
| 1.4425 R ISWP US0003M P 06/15/2031 | -0.02% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% |
| UKRPI P 3.34 R 03/15/28 | -0.02% |
| AUD/USD 10/20/2021 SSBT | -0.02% |
| CPURNSA P 2.67 R 05/12/31 | -0.02% |
| EUR/USD CALL 1.195 20211008 GSFX | -0.02% |
| 1.45 R ISWP FWD SOFRRATE P 09/15/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| EUR/USD 09/15/2021 BCAP-FX | -0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.02% |
| CPURNSA P 2.686 R 04/01/31 | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.03% |
| NOK/USD 09/15/2021 SSBT | -0.03% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.03% |
| AUD/USD 10/20/2021 BANKAM | -0.03% |
| GBP/USD 09/15/2021 JPMCB | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.04% |
| 1.448 R ISWP US0003M P 06/23/2031 | -0.04% |
| AUD/USD 10/20/2021 GSFX | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.04% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.04% |
| GBP/USD 09/15/2021 SSBT | -0.05% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.06% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| AUD/USD CALL 0.7335 20211008 CITI | -0.06% |
| SEK/USD 09/15/2021 GSFX | -0.06% |
| SEK/USD 09/15/2021 UBS | -0.08% |
| EUR/USD 09/15/2021 MSCIL | -0.08% |
| SWPTN 10YX10Y R 2.525 USD 04/15/2031 BA | -0.08% |
| GBP/USD 09/15/2021 GSFX | -0.09% |
| NOK/USD 09/15/2021 GSFX | -0.09% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.09% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.10% |
| CPURNSA P 2.79 R 04/15/26 | -0.10% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| EUR/USD 09/15/2021 UBS | -0.12% |
| GBP/USD 09/15/2021 MSCIL | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.13% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.14% |
| EUR/USD 09/15/2021 JPMCB | -0.14% |
| 2.09 R ISWP US0003M P 03/16/2051 | -0.14% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.17% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.18% |
| EUR/USD 09/15/2021 GSFX | -0.21% |
| CPTFEMU P 1.13 R 05/15/50 | -0.24% |
| CPTFEMU P 0.935 R 05/15/40 | -0.32% |
| CPTFEMU P 0.93 R 05/15/40 | -0.32% |
| EURO-SCHATZ FUT SEP21 DUU1 | -0.32% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.37% |
| JPN 10Y BOND(OSE) SEP21 JBU1 | -2.80% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -6.78% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2051 | -7.16% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2051 | -11.93% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | -16.08% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2051 | 9.19% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 08/01/2051 | 3.41% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 3.38% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.35% |
| US 5YR NOTE (CBT) SEP21 FVU1 | 3.13% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 2.53% |
| US 10YR NOTE (CBT)SEP21 TYU1 | 2.20% |
| LONG GILT FUTURE SEP21 G U1 | 2.09% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 2.00% |
| EURO-BOBL FUTURE SEP21 OEU1 | 1.35% |
| EURO-BUND FUTURE SEP21 RXU1 | 1.25% |
| UNITED KINGDOM GILT REGS 04.0000 01/22/2060 | 1.21% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.17% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.17% |
| US LONG BOND(CBT) SEP21 USU1 | 1.12% |
| US ULTRA BOND CBT SEP21 WNU1 | 1.12% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.11% |
| CAS 2016-C04 1M2 04.3393 01/25/2029 | 1.01% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 1.00% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.88% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 0.85% |
| GNMA GII30 TBA 04.0000 08/01/2051 | 0.84% |
| GNMA GII30 TBA 03.0000 08/01/2051 | 0.84% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.82% |
| CASH MGMT BILL 00.0000 10/19/2021 | 0.80% |
| CAS 2016-C06 1M2 04.3393 04/25/2029 | 0.78% |
| EURO-BUXL 30Y BND SEP21 UBU1 | 0.71% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.70% |
| BUONI POLIENNALI DEL TES REGS 00.0000 01/15/2024 | 0.64% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.60% |
| COMCAST CORP 03.4500 02/01/2050 | 0.57% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.57% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.56% |
| BUONI POLIENNALI DEL TES REGS 02.5000 12/01/2024 | 0.55% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.55% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.55% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.52% |
| CAS 2020-R01 1M2 02.1393 01/25/2040 | 0.51% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.50% |
| CAS 2015-C03 2M2 05.0893 07/25/2025 | 0.50% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.50% |
| CAS 2017-C01 1M2 03.6393 07/25/2029 | 0.48% |
| CASH MGMT BILL 00.0000 11/16/2021 | 0.48% |
| DBUBS 2011-LC3A D 144A 05.4201 08/10/2044 | 0.46% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.46% |
| BELGIUM KINGDOM REGS 01.0000 06/22/2026 | 0.46% |
| TREASURY BILL 00.0000 10/05/2021 | 0.44% |
| GNMA GII30 TBA 04.5000 08/01/2051 | 0.42% |
| GNMA GII30 TBA 03.5000 08/01/2051 | 0.42% |
| CFCRE 2011-C2 E P/P 144A 05.7758 12/15/2047 | 0.42% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.39% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.39% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.38% |
| BROADCOM INC 04.1500 11/15/2030 | 0.38% |
| CSAIL 2019-C15 A4 04.0529 03/15/2052 | 0.38% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.38% |
| NETHERLANDS GOV REGS 00.5000 07/15/2026 | 0.37% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.37% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.36% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.36% |
| JPMCC 2019-COR5 AS 03.6692 06/13/2052 | 0.36% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.36% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.36% |
| STACR 2016-DNA3 M3 05.0893 12/25/2028 | 0.35% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.35% |
| STACR 2015-DNA3 M3 04.7893 04/25/2028 | 0.34% |
| FRANCE (GOVT OF) REGS 00.0000 02/25/2023 | 0.34% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.34% |
| JPMBB 2014-C19 C 04.6563 04/15/2047 | 0.33% |
| BANK 2019-BN22 C 03.4612 11/15/2062 | 0.32% |
| TREASURY BILL 00.0000 09/07/2021 | 0.32% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.32% |
| CSAIL 2015-C1 C 04.2625 04/15/2050 | 0.31% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.31% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.31% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.30% |
| SPST 2021-6 A 00.8893 04/25/2022 | 0.30% |
| JPMCC 2019-COR5 IO 01.4942 06/13/2052 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.30% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.30% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.30% |
| COMM 2014-CR17 C 04.7843 05/10/2047 | 0.29% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.29% |
| CSMC 2016-NXSR C 04.3599 12/15/2049 | 0.29% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.29% |
| REPUBLIC OF AUSTRIA REGS 00.5000 04/20/2027 | 0.29% |
| CAS 2016-C07 2M2 04.4393 05/25/2029 | 0.29% |
| CAS 2015-C04 2M2 05.6393 04/25/2028 | 0.28% |
| CAN 10YR BOND FUT SEP21 CNU1 | 0.28% |
| JPMCC 2012-C8 D 144A 04.6694 10/15/2045 | 0.28% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.28% |
| OBRIGACOES DO TESO REGS 01.9500 06/15/2029 | 0.28% |
| TREASURY BILL 00.0000 08/03/2021 | 0.28% |
| MSBAM 2012-C5 E 144A 04.6625 08/15/2045 | 0.28% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.28% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.28% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.27% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.27% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.27% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.27% |
| JPMCC 2012-C6 E 144A 05.1412 05/15/2045 | 0.27% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.27% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.26% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.26% |
| STACR 2017-DNA3 M2B 02.5893 03/25/2030 | 0.26% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.26% |
| CAS 2014-C03 2M2 02.9893 07/25/2024 | 0.26% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.26% |
| BBCMS 2020-C8 XA IO 01.8494 10/15/2053 | 0.25% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.25% |
| NETFLIX INC 04.3750 11/15/2026 | 0.25% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.25% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.25% |
| BXMT 2021-FL4 A P/P 144A 01.1431 05/15/2038 | 0.24% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.24% |
| AUST 3YR BOND FUT SEP21 YMU1 | 0.24% |
| CAS 2017-C07 1EB2 01.0893 05/25/2030 | 0.24% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.24% |
| CASH MGMT BILL 00.0000 10/26/2021 | 0.24% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.24% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.24% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.24% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.24% |
| MSBAM 2014-C17 C 04.4767 08/15/2047 | 0.24% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.23% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.23% |
| BANK 2019-BN20 XA IO 00.8355 09/15/2062 | 0.23% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.23% |
| NETHERLANDS GOVT REGS 03.7500 01/15/2042 | 0.23% |
| WFCM 2020-C57 C 04.0238 08/15/2053 | 0.23% |
| CAS 2016-C05 2M2 04.5393 01/25/2029 | 0.23% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.23% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.23% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.22% |
| WFCM 2016-LC25 AS 03.9462 12/15/2059 | 0.22% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.22% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.22% |
| MSC 2011-C3 B 144A 05.2837 07/15/2049 | 0.22% |
| BONOS Y OBLIG DEL ES P/P REGS 01.6000 04/30/2025 | 0.22% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.21% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.21% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.21% |
| STACR 2016-HQA3 M3 03.9393 03/25/2029 | 0.21% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.21% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.20% |
| JPMBB 2013-C17 D 144A 04.8860 01/15/2047 | 0.20% |
| IRISH TSY 0.20 2027 REGS 00.2000 05/15/2027 | 0.20% |
| CFMT 2020-HB4 M3 144A 02.7195 12/26/2030 | 0.20% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.20% |
| VMWARE INC 02.2000 08/15/2031 | 0.20% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.20% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.19% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.19% |
| BANK 2020-BN30 XA IO 01.3385 12/15/2053 | 0.19% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.19% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.19% |
| COMM 2016-COR1 AM 03.4940 10/10/2049 | 0.19% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.19% |
| WFCM 2015-C30 C 04.4984 09/15/2058 | 0.19% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.19% |
| WEC ENERGY GROUP INC 02.2684 05/15/2067 | 0.19% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.18% |
| AON PLC 04.2500 12/12/2042 | 0.18% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.18% |
| INGIM 2013-2A A1R 144A 01.0953 04/25/2031 | 0.18% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.18% |
| GSMS 2020-GC47 C 03.4552 05/12/2053 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.18% |
| COMM 2015-LC19 C 04.2340 02/10/2048 | 0.18% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.18% |
| COMM 2013-CR13 C 04.8825 11/10/2046 | 0.18% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.18% |
| WFCM 2017-RC1 C 04.5910 01/15/2060 | 0.18% |
| JPMBB 2014-C23 D 144A 03.9835 09/15/2047 | 0.18% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.18% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.18% |
| EQUINIX INC 03.2000 11/18/2029 | 0.18% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.18% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.18% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.17% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% |
| CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.17% |
| WFRBS 2014-C22 AS 04.0690 09/15/2057 | 0.17% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.17% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.17% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.17% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.17% |
| WFCM 2018-C45 A4 04.1840 06/15/2051 | 0.17% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.17% |
| EUR/USD 09/15/2021 HSBCB | 0.17% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.17% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.17% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.17% |
| MCAS 2019-01 M7 144A 01.7893 10/15/2049 | 0.17% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.16% |
| MDPK 2018-30A A 144A 00.8761 04/15/2029 | 0.16% |
| AT&T INC 02.2500 02/01/2032 | 0.16% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.16% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.16% |
| COMM 2014-CR18 C 04.7559 07/15/2047 | 0.16% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.16% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.16% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.16% |
| MSBAM 2013-C8 B 03.5585 12/15/2048 | 0.16% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.16% |
| COMM 2017-COR2 AM 03.8030 09/10/2050 | 0.16% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.16% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.16% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.16% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.15% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.15% |
| MCAS 2019-01 M10 144A 03.3393 10/15/2049 | 0.15% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.15% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.15% |
| COMM 2012-CR2 D 144A 04.8306 08/15/2045 | 0.15% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.15% |
| CPTFEMU R 0.655 P 05/15/30 | 0.15% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.15% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.15% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.15% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.15% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.15% |
| LHOME 2021-RTL2 A1 02.0900 06/25/2026 | 0.15% |
| WAMU 2005-AR12 1A8 02.9020 10/25/2035 | 0.15% |
| WFCM 2019-C52 XA IO 01.6136 08/15/2052 | 0.15% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.14% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.14% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.14% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.14% |
| CPTFEMU R 0.961 P 05/15/40 | 0.14% |
| FINNISH GOVERNMENT P/P REGS 01.1250 04/15/2034 | 0.14% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.14% |
| FHMS K087 X1 IO 00.3624 12/25/2028 | 0.14% |
| FHMS K118 X1 IO 00.9611 09/25/2030 | 0.14% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.14% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.14% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.14% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.14% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.14% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.14% |
| BONOS Y OBLIG DEL ES REGS 04.6500 07/30/2025 | 0.14% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.14% |
| VERIZON COMM 04.3290 09/21/2028 | 0.14% |
| CAS 2016-C02 1M2 06.0893 09/25/2028 | 0.14% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.13% |
| SWPTN 3MX10Y R 1.355 USD 08/25/2021 CI | 0.13% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.13% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| MP3 2013-1A AR 144A 01.3843 10/20/2030 | 0.13% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.13% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.13% |
| FHMS K113 X1 IO 01.3875 06/25/2030 | 0.13% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.13% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.13% |
| WFCM 2013-LC12 C 04.3081 07/15/2046 | 0.13% |
| CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.13% |
| REPUBLIC OF ITALY REGS 04.0000 02/01/2037 | 0.13% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.13% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.13% |
| GSMS 2013-GCJ14 B P/P 144A 04.7413 08/10/2046 | 0.13% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.12% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.12% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.12% |
| HCA INC. 05.5000 06/15/2047 | 0.12% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.12% |
| MSBAM 2014-C18 C 04.5254 10/15/2047 | 0.12% |
| CWALT 2006-OA10 4A1 00.4693 08/25/2046 | 0.12% |
| SAMI 2007-AR7 1A1 00.9393 05/25/2047 | 0.12% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.12% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.12% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.12% |
| WFCM 2015-C29 C 04.2134 06/15/2048 | 0.12% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.12% |
| VERIZON COMM 04.6720 03/15/2055 | 0.12% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.12% |
| CWALT 2006-OA7 1A2 01.0471 06/25/2046 | 0.12% |
| FHMS K123 X1 00.7749 12/25/2030 | 0.12% |
| FHR 4979 SN IO 05.9608 06/25/2050 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| BANK 2019-BN23 AS 03.2030 12/15/2052 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| JPMBB 2013-C12 B 04.0988 07/15/2045 | 0.12% |
| STACR 2017-DNA2 M2 03.5393 10/25/2029 | 0.12% |
| FHMS K125 X1 IO 00.5858 01/25/2031 | 0.12% |
| UBSCM 2012-C1 C 144A 05.5506 05/10/2045 | 0.12% |
| 1.645 R ISWP US0003M P 03/16/2031 | 0.12% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.12% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.11% |
| CGCMT 2014-GC19 D 144A 05.0919 03/10/2047 | 0.11% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.11% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.11% |
| FHMS K113 XAM IO 01.5899 06/25/2030 | 0.11% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.11% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.11% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.11% |
| MSBAM 2012-C6 D 144A 04.6035 11/15/2045 | 0.11% |
| MSBAM 2015-C24 B 04.3438 05/15/2048 | 0.11% |
| BONOS Y OBLIG DEL ES REGS 04.2000 01/31/2037 | 0.11% |
| FHMS K111 X1 IO 01.5720 05/25/2030 | 0.11% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.11% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.11% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.11% |
| STACR 2015-HQA2 M3 04.8893 05/25/2028 | 0.11% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.11% |
| CGCMT 2013-GC17 C 05.1086 11/10/2046 | 0.11% |
| GNR 2016-H23 NI IO 02.3311 10/20/2066 | 0.11% |
| GSMS 2012-GCJ7 C 05.5545 05/10/2045 | 0.11% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.11% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.11% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.11% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.10% |
| COMCAST CORP 03.9990 11/01/2049 | 0.10% |
| COMM 2013-CR11 B 05.1116 08/10/2050 | 0.10% |
| FISERV INC 04.2000 10/01/2028 | 0.10% |
| GNR 2015-H09 AI IO 01.7126 04/20/2065 | 0.10% |
| SPANISH GOV'T REGS 01.2500 10/31/2030 | 0.10% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| EMIR 2018-1 M1 01.7893 11/25/2028 | 0.10% |
| GNR 2015-H03 DI IO 01.6794 01/20/2065 | 0.10% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.10% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.10% |
| STACR 2017-DNA3 M2 02.5893 03/25/2030 | 0.10% |
| TMIR 2021-1 M1B 144A 03.0893 08/25/2033 | 0.10% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.10% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.10% |
| WAMU 2005-AR9 A1C3 01.0493 07/25/2045 | 0.10% |
| AMGEN INC 04.6630 06/15/2051 | 0.10% |
| BCC 2019-3A A 144A 01.4743 10/21/2032 | 0.10% |
| BSP 2018-5BA A1A 144A 01.2243 04/20/2031 | 0.10% |
| CBAM 2019-9A A 144A 01.4061 02/12/2030 | 0.10% |
| MSBAM 2013-C9 D 144A 04.1103 05/15/2046 | 0.10% |
| MVEW 2017-2A A 144A 01.3364 01/16/2031 | 0.10% |
| PLMRS 2018-2A A1A 144A 01.2264 07/16/2031 | 0.10% |
| SPEAK 2017-4A A 144A 01.3353 10/26/2029 | 0.10% |
| WINDR 2014-2A AR 144A 01.2661 01/15/2031 | 0.10% |
| CAS 2017-C02 2ED3 01.4393 09/25/2029 | 0.10% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.10% |
| EUR/USD 09/15/2021 RBSF | 0.10% |
| GSMS 2010-C1 D 144A 05.9861 08/10/2043 | 0.10% |
| STACR 2016-DNA4 M3 03.8893 03/25/2029 | 0.10% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.10% |
| COMM 2015-LC21 XA IO 00.6768 07/10/2048 | 0.10% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.10% |
| LENNAR CORP 04.7500 11/29/2027 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| JPMCC 2010-C2 C 144A 05.6830 11/15/2043 | 0.09% |
| MSBAM 2014-C14 C 05.0496 02/15/2047 | 0.09% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.09% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.09% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.09% |
| UBSCM 2017-C7 XA IO 01.0229 12/15/2050 | 0.09% |
| CAS 2017-C01 1EB1 01.3393 07/25/2029 | 0.09% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.09% |
| FHMS K098 X1 IO 01.1438 08/25/2029 | 0.09% |
| GNR 2017-H04 BI IO 02.4673 02/20/2067 | 0.09% |
| ORACLE CORP 03.6500 03/25/2041 | 0.09% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.09% |
| JPALT 2007-S1 A1 00.6493 04/25/2047 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| 2.845 R ISWP FWD CNRR007 P 09/15/2026 | 0.09% |
| NORWEGIAN GOVERNMENT P/P REGS 01.7500 02/17/2027 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.09% |
| WAMU 2005-AR2 2A1B 00.8293 01/25/2045 | 0.09% |
| GNR 2016-H07 HI IO 01.5048 02/20/2066 | 0.09% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.09% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.08% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.08% |
| GNR 2017-H02 BI IO 02.4361 01/20/2067 | 0.08% |
| JPMBB 2014-C22 C 04.5529 09/15/2047 | 0.08% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.08% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.08% |
| GNR 2016-H16 EI IO 01.8121 06/20/2066 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| CCMFC 2006-4A A2 00.2693 11/25/2047 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.08% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.08% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.08% |
| JPMBB 2014-C22 XA IO 00.8268 09/15/2047 | 0.08% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.08% |
| TREASURY BILL 00.0000 10/14/2021 | 0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.08% |
| COMM 2014-UBS6 XA IO 00.8781 12/10/2047 | 0.08% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.08% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.08% |
| AUTONATION INC 02.4000 08/01/2031 | 0.08% |
| BOEING CO 05.9300 05/01/2060 | 0.08% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.08% |
| BMIR 2019-4A M1C 144A 02.5893 10/25/2029 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.08% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.08% |
| GNR 2020-32 GS IO 06.0164 03/20/2050 | 0.08% |
| WFRBS 2011-C4 C 144A 04.9641 06/15/2044 | 0.08% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.07% |
| ZOETIS INC 03.9000 08/20/2028 | 0.07% |
| MSC 2011-C3 D 144A 05.2837 07/15/2049 | 0.07% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.07% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.07% |
| CARR 2006-NC2 A4 00.3293 06/25/2036 | 0.07% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.07% |
| HCA INC 03.5000 07/15/2051 | 0.07% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.07% |
| WFCM 2016-LC25 XA IO 00.9609 12/15/2059 | 0.07% |
| CMLTI 2005-2 1A2A 02.7917 05/25/2035 | 0.07% |
| GNR 2016-H20 NI IO 02.2312 09/20/2066 | 0.07% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.07% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.07% |
| RAMC 2003-4 A1 01.1293 03/25/2034 | 0.07% |
| STACR 2014-HQ2 M3 03.8393 09/25/2024 | 0.07% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.07% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.07% |
| UNITED KINGDOM GILT REGS 03.5000 07/22/2068 | 0.07% |
| WAMU 2005-AR13 A1C3 01.0693 10/25/2045 | 0.07% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.07% |
| AHM 2007-1 GA1C 00.2793 05/25/2047 | 0.07% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.07% |
| FNR 2012-116 SA IO 07.1108 10/25/2042 | 0.07% |
| MSRR 2015-R4 CB1 00.9172 08/26/2047 | 0.07% |
| SAMI 2007-AR1 2A1 00.2693 01/25/2037 | 0.07% |
| GNR 2015-H26 DI IO 01.9188 10/20/2065 | 0.06% |
| GNR 2014-H12 BI IO 01.5637 05/20/2064 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.06% |
| CWALT 2006-OA19 A1 00.2636 02/20/2047 | 0.06% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.06% |
| GNR 2016-H13 EI IO 02.1281 04/20/2066 | 0.06% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.06% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.06% |
| WAMU 2005-AR1 A1B 00.8693 01/25/2045 | 0.06% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.06% |
| GNR 2014-H21 AI IO 01.6731 10/20/2064 | 0.06% |
| JPMCC 2013-C16 XA IO 00.9105 12/15/2046 | 0.06% |
| STACR 2020-HQA1 M2 01.9893 01/25/2050 | 0.06% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.06% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.06% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.06% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.06% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.06% |
| GNR 2015-H25 AI IO 01.6148 09/20/2065 | 0.06% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.06% |
| SWPTN 10YX10Y P 2.525 USD 04/15/2031 BA | 0.06% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.06% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.06% |
| GNR 2017-H19 MI IO 02.0631 04/20/2067 | 0.06% |
| CAS 2016-C03 1M2 05.3893 10/25/2028 | 0.05% |
| CWALT 2006-OA10 1A1 01.0671 08/25/2046 | 0.05% |
| GNR 2015-H26 EI IO 01.7280 10/20/2065 | 0.05% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.05% |
| FNR 2012-103 LS IO 05.9108 09/25/2042 | 0.05% |
| STACR 2018-HRP2 M3 02.4893 02/25/2047 | 0.05% |
| BUMT 2005-1 1A1 00.6893 09/25/2045 | 0.05% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.05% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.05% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.05% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.05% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.05% |
| EUR/USD 09/15/2021 SSBT | 0.05% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.05% |
| GSMS 2013-GC10 XA IO 01.4809 02/10/2046 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| WFRBS 2012-C10 D 144A 04.4256 12/15/2045 | 0.05% |
| JPMBB 2013-C12 XA IO 00.4596 07/15/2045 | 0.05% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.05% |
| WAMU 2005-AR10 1A3 03.0935 09/25/2035 | 0.05% |
| JPMBB 2015-C33 XA IO 00.9055 12/15/2048 | 0.05% |
| WFRBS 2011-C4 E 144A 04.9641 06/15/2044 | 0.05% |
| 0.101 R ISWP FWD EUR006M P 06/16/2031 | 0.05% |
| COMM 2014-UBS6 C 04.4443 12/10/2047 | 0.05% |
| 2.9445 R ISWP FWD CNRR007 P 09/15/2026 | 0.04% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.04% |
| CAS 2015-C01 1M2 04.3893 02/25/2025 | 0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.04% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.04% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.04% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.04% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.04% |
| AUSTRALIAN GOVERNMENT REGS 03.0000 03/21/2047 | 0.04% |
| GNR 2010-171 SB IO 06.3589 12/16/2040 | 0.04% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.04% |
| GNR 2016-H01 AI IO 01.6501 01/20/2066 | 0.04% |
| MLMI 2005-A2 A2 02.8157 02/25/2035 | 0.04% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.04% |
| TREASURY BILL 00.0000 09/21/2021 | 0.04% |
| BTPS REGS 01.7000 09/01/2051 | 0.04% |
| GSMS 2011-GC3 D 144A 05.4059 03/10/2044 | 0.04% |
| WFRBS 2013-C14 XA IO 00.6751 06/15/2046 | 0.04% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.04% |
| HMIR 2018-1 M1 144A 01.6893 10/25/2028 | 0.04% |
| NRZT 2018-4A A1M 00.9893 01/25/2048 | 0.04% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.03% |
| WFMBS 2006-AR5 1A1 02.6190 04/25/2036 | 0.03% |
| CAS 2016-C01 1M2 06.8393 08/25/2028 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| UNITED KINGDOM GILT REGS 02.7500 09/07/2024 | 0.03% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.03% |
| UKRPI P 3.665 R 12/15/28 | 0.03% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.03% |
| GNR 2016-77 SL IO 06.0664 03/20/2043 | 0.03% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.03% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.03% |
| CAS 2017-C05 1M2A 02.2893 01/25/2030 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.03% |
| EUR/USD PUT 1.18 20210823 GSFX | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| STACR 2017-DNA2 M1 01.2893 10/25/2029 | 0.03% |
| CAS 2016-C03 2M2 05.9893 10/25/2028 | 0.02% |
| 1.6355 R ISWP US0003M P 03/16/2031 | 0.02% |
| CAS 2015-C02 2M2 04.0893 05/25/2025 | 0.02% |
| CAS 2018-C05 1M2 02.4393 01/25/2031 | 0.02% |
| EUR/USD 09/15/2021 TDBK | 0.02% |
| 1.55 R ISWP FWD AUDBB6M P 09/15/2031 | 0.02% |
| 2.501 R ISWP FWD CDOR03 P 06/16/2051 | 0.02% |
| CAS 2019-HRP1 M2 02.2393 11/25/2039 | 0.02% |
| STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| 0.501 R ISWP FWD EUR006M P 06/16/2051 | 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% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.02% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.02% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.02% |
| CAS 2015-C02 1M2 04.0893 05/25/2025 | 0.02% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| 1.84 R ISWP FWD CDOR03 P 09/15/2031 | 0.02% |
| CAS 2014-C04 2M2 05.0893 11/25/2024 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| CNH/USD 08/18/2021 HSBCB | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| STACR 2014-HQ3 M3 04.8415 10/25/2024 | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| WFRBS 2012-C10 XA IO 144A 01.5128 12/15/2045 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.02% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.02% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| JPY/USD 08/18/2021 BANKAM | 0.02% |
| EUR/USD 09/15/2021 CITI | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.01% |
| AUD/USD 10/20/2021 RBSF | 0.01% |
| AUD/USD 10/20/2021 SSBT | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| CAS 2019-R01 2M2 02.5393 07/25/2031 | 0.01% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.01% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| UBSBB 2012-C4 XA IO 144A 01.5816 12/10/2045 | 0.01% |
| 1.70 R ISWP FWD NOKOIB6M P 09/15/2031 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CPTFEMU P 1.71 R 07/15/37 | 0.01% |
| FNR 2010-46 SB IO 06.3608 05/25/2040 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% |
| 0.901 R ISWP FWD SONIA P 06/16/2051 | 0.01% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| JPY/USD 08/18/2021 GSFX | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| 2.001 R ISWP FWD CDOR03 P 06/16/2031 | 0.01% |
| CHF/USD 09/15/2021 JPMCB | 0.01% |
| CHF/USD 09/15/2021 SSBT | 0.01% |
| CNH/USD 08/18/2021 GSFX | 0.01% |
| GBP/USD PUT 1.37 20210823 MSCIL | 0.01% |
| SPANISH GOV'T REGS 01.0000 10/31/2050 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.01% |
| 0.701 R ISWP FWD SONIA P 06/16/2031 | 0.01% |
| 1.701 R ISWP FWD AUDBB6M P 06/16/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| SEK/USD 09/15/2021 JPMCB | 0.01% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| -0.301 R ISWP FWD EUR006M P 06/16/2026 | 0.01% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.01% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.01% |
| CHF/USD 09/15/2021 GSFX | 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.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| FHR 4076 MS IO 06.6069 07/15/2040 | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GBP/USD 09/15/2021 CSI-FX | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | 0.01% |
| 0.05 R ISWP FWD EUR006M P 09/15/2031 | 0.00% |
| 1.46049 R ISWP US0003M P 06/11/2031 | 0.00% |
| 1.99 R ISWP CDOR03 P 06/15/2031 | 0.00% |
| AUD/USD 10/20/2021 CSI-FX | 0.00% |
| GBP/USD 09/15/2021 CITI | 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% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| PLN/USD 09/15/2021 GSFX | 0.00% |
| STACR 2018-HQA2 M2 02.3893 10/25/2048 | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.00% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.00% |
| SWPTN 3MX1Y R 1.026 USD 09/30/2021 CI | 0.00% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| CHF/USD 09/15/2021 MSCIL | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CNH/USD 08/18/2021 SSBT | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| JPY/USD 08/18/2021 JPMCB | 0.00% |
| STACR 2019-HQA1 M2 02.4393 02/25/2049 | 0.00% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.00% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| UKRPI P 3.385 R 11/15/24 | 0.00% |
| -0.05 R ISWP FWD CHL6M P 09/15/2031 | 0.00% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | 0.00% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.00% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.00% |
| CAD/USD 10/20/2021 MSCIL | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| DKK/USD 09/15/2021 CITI | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| GBP/USD 09/15/2021 UBS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.00% |
| 0.851 R ISWP FWD AUDBB6M P 06/16/2026 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| AUD/USD 10/20/2021 HSBCB | 0.00% |
| CAD/USD 10/20/2021 WPAC | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 00.9302 12/12/2043 | 0.00% |
| JPY/USD 08/18/2021 SSBT | 0.00% |
| STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.00% |
| STACR 2020-DNA5 M1 01.3500 10/25/2050 | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | 0.00% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | 0.00% |
| 1.2975 R ISWP US0003M P 07/27/2031 | 0.00% |
| 1.401 R ISWP FWD CDOR03 P 06/16/2026 | 0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% |
| 1.671 R ISWP US0003M P 07/27/2051 | 0.00% |
| AUD/USD 10/20/2021 MSCIL | 0.00% |
| CHF/USD 09/15/2021 BANKAM | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 08/18/2021 UBS | 0.00% |
| HKD/USD 08/18/2021 SSBT | 0.00% |
| ILS/USD 10/20/2021 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 08/18/2021 HSBCB | 0.00% |
| NOK/USD 09/15/2021 HSBCB | 0.00% |
| NZD/USD 10/20/2021 SSBT | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 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 3MX10Y P 1.67 USD 08/18/2021 BA | 0.00% |
| UKRPI P 3.4025 R 03/15/28 | 0.00% |
| -0.501 R ISWP FWD EUR006M P 06/16/2023 | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | 0.00% |
| 0.401 R ISWP FWD SONIA P 06/16/2026 | 0.00% |
| 0.79 R ISWP US0003M P 07/21/2026 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.819 R ISWP FWD CDOR03 P 06/15/2031 | 0.00% |
| 1.83 R ISWP FWD NFIX3MID P 09/15/2031 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5632 12/11/2038 | 0.00% |
| CAD/USD 10/20/2021 CSI-FX | 0.00% |
| CAD/USD 10/20/2021 HSBCB | 0.00% |
| CAD/USD 10/20/2021 RBSF | 0.00% |
| CAD/USD 10/20/2021 SSBT | 0.00% |
| CAD/USD 10/20/2021 UBS | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.4090 10/15/2049 | 0.00% |
| CHF/USD 09/15/2021 HSBCB | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CNH/USD 08/18/2021 JPMCB | 0.00% |
| CNH/USD 08/18/2021 RBSF | 0.00% |
| CPTFEMU R 1.4 P 07/15/27 | 0.00% |
| CSMC 2006-C4 AX IO 144A 00.8473 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0155 01/15/2049 | 0.00% |
| DKK/USD 09/15/2021 MSCIL | 0.00% |
| GBP/USD 09/15/2021 BCAP-FX | 0.00% |
| GBP/USD 09/15/2021 HSBCB | 0.00% |
| HKD/USD 08/18/2021 BANKAM | 0.00% |
| HKD/USD 08/18/2021 GSFX | 0.00% |
| HKD/USD 08/18/2021 HSBCB | 0.00% |
| HKD/USD 08/18/2021 TDBK | 0.00% |
| HKD/USD 08/18/2021 UBS | 0.00% |
| IDR/USD 08/18/2021 BCAP-FX | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2958 05/15/2045 | 0.00% |
| JPY/USD 08/18/2021 TDBK | 0.00% |
| JPY/USD 08/18/2021 WPAC | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.6869 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.1330 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.1330 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| NOK/USD 09/15/2021 BCAP-FX | 0.00% |
| NZD/USD 10/20/2021 CITI | 0.00% |
| NZD/USD 10/20/2021 HSBCB | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| RUB/USD 09/15/2021 BANKAM | 0.00% |
| RUB/USD 09/15/2021 GSFX | 0.00% |
| SEK/USD 09/15/2021 TDBK | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 13WX5Y P 1.724 CAD 08/16/2021 TD | 0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 3MX10Y P 1.8775 USD 09/02/2021 BA | 0.00% |
| SWPTN 3MX10Y P 1.88 USD 08/27/2021 BA | 0.00% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| UKRPI P 3.3875 R 03/15/28 | 0.00% |
| ZAR/USD 10/20/2021 GSFX | 0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.00% |
| 0.7915 R ISWP US0003M P 07/21/2026 | -0.00% |
| 1.864 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| 1.894 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| CAD/USD 10/20/2021 BCAP-FX | -0.00% |
| CAD/USD 10/20/2021 TDBK | -0.00% |
| CHF/USD 09/15/2021 UBS | -0.00% |
| CLP/USD 10/20/2021 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CNH/USD 08/18/2021 BANKAM | -0.00% |
| GBP/USD 09/15/2021 TDBK | -0.00% |
| IDR/USD 08/18/2021 GSFX | -0.00% |
| JPY/USD 08/18/2021 CITI | -0.00% |
| MXN/USD 10/20/2021 BANKAM | -0.00% |
| NZD/USD 10/20/2021 MSCIL | -0.00% |
| NZD/USD 10/20/2021 RBSF | -0.00% |
| NZD/USD 10/20/2021 TDBK | -0.00% |
| NZD/USD 10/20/2021 UBS | -0.00% |
| NZD/USD 10/20/2021 WPAC | -0.00% |
| PEN/USD 10/20/2021 BCAP-FX | -0.00% |
| RON/USD 09/15/2021 CITI | -0.00% |
| SEK/USD 09/15/2021 BANKAM | -0.00% |
| SGD/USD 08/18/2021 JPMCB | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 1MX5Y P 0.82 USD 08/26/2021 CI | -0.00% |
| SWPTN 1MX5Y R 0.82 USD 08/26/2021 CI | -0.00% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.00% |
| 1.924 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| CAD/USD 10/20/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CZK/USD 09/15/2021 BANKAM | -0.00% |
| EUR/USD 09/15/2021 CSI-FX | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.00% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| UKRPI P 3.34 R 02/15/28 | -0.00% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | -0.00% |
| CAD/USD 10/20/2021 CITI | -0.00% |
| CHF/USD 09/15/2021 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 09/15/2021 BANKAM | -0.00% |
| HUF/USD 09/15/2021 SSBT | -0.00% |
| NOK/USD 09/15/2021 JPMCB | -0.00% |
| NOK/USD 09/15/2021 UBS | -0.00% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.00% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | -0.00% |
| SWPTN 3MX10Y R 1.67 USD 08/18/2021 BA | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.00% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | -0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.00% |
| AUD/USD 10/20/2021 CITI | -0.00% |
| AUD/USD 10/20/2021 JPMCB | -0.00% |
| CAD/USD 10/20/2021 BANKAM | -0.00% |
| CHF/USD 09/15/2021 BCAP-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 09/15/2021 WPAC | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.00% |
| JPY/USD 08/18/2021 RBSF | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.00% |
| SWPTN 3MX10Y R 1.321 USD 09/30/2021 CI | -0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.00% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.00% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.00% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.00% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | -0.00% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.00% |
| AUD/USD 10/20/2021 TDBK | -0.00% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.00% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.00% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.00% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.00% |
| NOK/USD 09/15/2021 BANKAM | -0.00% |
| NZD/USD 10/20/2021 JPMCB | -0.00% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.00% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.52 R ISWP US0003M P 06/21/2031 | -0.01% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.01% |
| CAD/USD 10/20/2021 GSFX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 09/15/2021 RBSF | -0.01% |
| NZD/USD 10/20/2021 GSFX | -0.01% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.01% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| GBP/USD 09/15/2021 WPAC | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| JPY/USD 08/18/2021 BCAP-FX | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.01% |
| 1.3005 R ISWP US0003M P 07/09/2031 | -0.01% |
| AUD/USD 10/20/2021 BCAP-FX | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SEK/USD 09/15/2021 RBSF | -0.01% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| THB/USD 08/18/2021 CITI | -0.01% |
| UKRPI P 3.34 R 03/15/28 | -0.01% |
| 0.926 R ISWP US0003M P 03/16/2026 | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CNH/USD 08/18/2021 TDBK | -0.01% |
| JPY/USD 08/18/2021 MSCIL | -0.01% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.01% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| AUD/USD 10/20/2021 UBS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.01% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 0.77 R ISWP FWD SES3M P 09/15/2031 | -0.01% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.01% |
| AUD/USD 10/20/2021 GSFX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SEK/USD 09/15/2021 SSBT | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| SEK/USD 09/15/2021 MSCIL | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -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% |
| CPURNSA P 2.67 R 05/12/31 | -0.01% |
| EUR/USD 09/15/2021 BANKAM | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| KRW/USD 08/18/2021 JPMCB | -0.02% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| JPY/USD 08/18/2021 UBS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| 0.9255 R ISWP US0003M P 03/16/2026 | -0.02% |
| 0.975 R ISWP FWD SONIA P 09/15/2031 | -0.02% |
| CPURNSA P 2.686 R 04/01/31 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| EUR/USD 09/15/2021 BCAP-FX | -0.02% |
| NOK/USD 09/15/2021 TDBK | -0.02% |
| GBP/USD 09/15/2021 JPMCB | -0.02% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% |
| NOK/USD 09/15/2021 SSBT | -0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.02% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.03% |
| 1.4425 R ISWP US0003M P 06/15/2031 | -0.03% |
| NOK/USD 09/15/2021 MSCIL | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.03% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| SWPTN 2YX10Y R 1.005 USD 05/25/2023 CI | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| 1.45 R ISWP FWD SOFRRATE P 09/15/2031 | -0.04% |
| GBP/USD 09/15/2021 SSBT | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.04% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.05% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.05% |
| SEK/USD 09/15/2021 GSFX | -0.05% |
| 1.448 R ISWP US0003M P 06/23/2031 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.06% |
| GBP/USD 09/15/2021 GSFX | -0.06% |
| SEK/USD 09/15/2021 UBS | -0.06% |
| EUR/USD 09/15/2021 MSCIL | -0.07% |
| GBP/USD 09/15/2021 MSCIL | -0.07% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.07% |
| SWPTN 10YX10Y R 2.525 USD 04/15/2031 BA | -0.08% |
| NOK/USD 09/15/2021 GSFX | -0.09% |
| EUR/USD 09/15/2021 UBS | -0.09% |
| CPURNSA P 2.79 R 04/15/26 | -0.09% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.10% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| EUR/USD 09/15/2021 JPMCB | -0.12% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.13% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.14% |
| 2.09 R ISWP US0003M P 03/16/2051 | -0.14% |
| EUR/USD 09/15/2021 GSFX | -0.16% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.17% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.17% |
| CPTFEMU P 1.13 R 05/15/50 | -0.22% |
| CPTFEMU P 0.935 R 05/15/40 | -0.30% |
| CPTFEMU P 0.93 R 05/15/40 | -0.30% |
| EURO-SCHATZ FUT SEP21 DUU1 | -0.32% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.38% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2051 | -0.83% |
| JPN 10Y BOND(OSE) SEP21 JBU1 | -2.77% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -6.54% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2051 | -6.91% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -17.00% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 9.14% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 07/01/2051 | 4.24% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2051 | 3.35% |
| JAPAN (10 YEAR ISSUE) 00.8000 09/20/2023 | 3.31% |
| US 5YR NOTE (CBT) SEP21 FVU1 | 3.10% |
| FRANCE (GOVT OF) REGS 03.2500 10/25/2021 | 2.53% |
| US 10YR NOTE (CBT)SEP21 TYU1 | 2.16% |
| LONG GILT FUTURE SEP21 G U1 | 2.05% |
| JAPAN (30 YEAR ISSUE) 02.3000 03/20/2040 | 1.96% |
| EURO-BOBL FUTURE SEP21 OEU1 | 1.33% |
| EURO-BUND FUTURE SEP21 RXU1 | 1.22% |
| JAPAN (20 YEAR ISSUE) 02.2000 03/20/2031 | 1.15% |
| JAPAN (20 YEAR ISSUE) 02.3000 06/20/2027 | 1.15% |
| UK TSY 4 2060 REGS 04.0000 01/22/2060 | 1.13% |
| US LONG BOND(CBT) SEP21 USU1 | 1.09% |
| JAPAN (40 YEAR ISSUE) 02.2000 03/20/2051 | 1.08% |
| US ULTRA BOND CBT SEP21 WNU1 | 1.07% |
| CAS 2016-C04 1M2 04.3415 01/25/2029 | 1.02% |
| JAPAN (20 YEAR ISSUE) 00.4000 03/20/2036 | 0.98% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.98% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2025 | 0.87% |
| GNMA GII30 TBA 04.0000 07/01/2051 | 0.84% |
| GNMA GII30 TBA 03.0000 07/01/2051 | 0.83% |
| FRANCE (GOVT OF) REGS 02.7500 10/25/2027 | 0.81% |
| CAS 2016-C06 1M2 04.3415 04/25/2029 | 0.78% |
| FRANCE (GOVT OF) REGS 04.5000 04/25/2041 | 0.68% |
| EURO-BUXL 30Y BND SEP21 UBU1 | 0.67% |
| COMCAST CORP 03.4500 02/01/2050 | 0.66% |
| BUONI POLIENNALI DEL TES REGS 00.0000 01/15/2024 | 0.63% |
| CASH MGMT BILL 00.0000 10/19/2021 | 0.60% |
| CAS 2015-C03 2M2 05.0915 07/25/2025 | 0.59% |
| BUONI POLIENNALI DEL P/P REGS 01.6500 03/01/2032 | 0.59% |
| ONTARIO (PROVINCE OF) 02.6000 06/02/2025 | 0.57% |
| BUONI POLIENNALI DEL TES REGS 06.5000 11/01/2027 | 0.56% |
| BUONI POLIENNALI DEL TES REGS 02.5000 12/01/2024 | 0.55% |
| CAS 2020-R01 1M2 02.1415 01/25/2040 | 0.54% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 01/23/2031 | 0.54% |
| BUONI POLIENNALI P/P REGS 04.7500 09/01/2044 | 0.53% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.52% |
| BONOS Y OBLIG P/P REGS 05.1500 10/31/2028 | 0.50% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.49% |
| CAS 2017-C01 1M2 03.6415 07/25/2029 | 0.48% |
| AUSTRALIAN GOVERNMENT REGS 02.2500 05/21/2028 | 0.46% |
| DBUBS 2011-LC3A D 144A 05.6054 08/10/2044 | 0.46% |
| BELGIUM KINGDOM REGS 01.0000 06/22/2026 | 0.46% |
| BROADCOM INC 04.1500 11/15/2030 | 0.45% |
| CASH MGMT BILL 00.0000 10/05/2021 | 0.44% |
| GNMA GII30 TBA 04.5000 07/01/2051 | 0.42% |
| GNMA GII30 TBA 03.5000 07/01/2051 | 0.42% |
| CFCRE 2011-C2 E P/P 144A 05.9710 12/15/2047 | 0.41% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.40% |
| RBIT 2020-2 M1 02.1493 06/25/2030 | 0.39% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.39% |
| WFRBS 2014-C19 B 04.7230 03/15/2047 | 0.38% |
| BELGIUM KINGDOM P/P REGS 04.2500 03/28/2041 | 0.37% |
| CSAIL 2019-C15 A4 04.0529 03/15/2052 | 0.37% |
| CHINA GOVERNMENT BOND 02.9400 10/17/2024 | 0.37% |
| STACR 2015-DNA3 M3 04.7915 04/25/2028 | 0.37% |
| ONTARIO (PROVINCE OF) 06.5000 03/08/2029 | 0.36% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.36% |
| NETHERLANDS GOV P/P REGS 00.5000 07/15/2026 | 0.36% |
| JPMCC 2019-COR5 AS 03.6692 06/13/2052 | 0.35% |
| STACR 2016-DNA3 M3 05.0915 12/25/2028 | 0.35% |
| JAPAN (30 YEAR ISSUE) 00.8000 03/20/2047 | 0.35% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.35% |
| SWITZERLAND REGS 04.0000 04/08/2028 | 0.35% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.34% |
| FRANCE (GOVT OF) REGS 00.0000 02/25/2023 | 0.34% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.34% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.33% |
| JPMBB 2014-C19 C 04.8207 04/15/2047 | 0.33% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.32% |
| CASH MGMT BILL 00.0000 09/07/2021 | 0.32% |
| BANK 2019-BN22 C 03.5766 11/15/2062 | 0.32% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.32% |
| CSAIL 2015-C1 C 04.4048 04/15/2050 | 0.31% |
| WFCM 2020-C57 C 04.1580 08/15/2053 | 0.31% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.30% |
| JPMCC 2019-COR5 IO 01.6539 06/13/2052 | 0.30% |
| SPST 2021-6 A 00.8908 04/25/2022 | 0.30% |
| SWEDISH GOVERNMENT REGS 01.0000 11/12/2026 | 0.30% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.30% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.30% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.30% |
| SPANISH GOV'T P/P REGS 05.1500 10/31/2044 | 0.30% |
| NETFLIX INC 04.3750 11/15/2026 | 0.30% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.30% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.29% |
| COMM 2014-CR17 C 04.9460 05/10/2047 | 0.29% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.29% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.29% |
| CAS 2016-C07 2M2 04.4415 05/25/2029 | 0.29% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.29% |
| CAS 2015-C04 2M2 05.6415 04/25/2028 | 0.28% |
| CSMC 2016-NXSR C 04.5272 12/15/2049 | 0.28% |
| REPUBLIC OF AUSTRIA REGS 00.5000 04/20/2027 | 0.28% |
| CAN 10YR BOND FUT SEP21 CNU1 | 0.28% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.28% |
| TREASURY BILL 00.0000 08/03/2021 | 0.28% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.28% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.28% |
| MSBAM 2012-C5 E 144A 04.8182 08/15/2045 | 0.28% |
| OBRIGACOES DO TESO REGS 01.9500 06/15/2029 | 0.28% |
| MALAYSIA GOVERNMENT 03.8990 11/16/2027 | 0.27% |
| CAS 2014-C03 2M2 02.9915 07/25/2024 | 0.27% |
| COLT 2020-2 A2 03.0940 03/25/2065 | 0.27% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.27% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.27% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.27% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.27% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.27% |
| SPANISH GOV'T P/P REGS 01.5000 04/30/2027 | 0.27% |
| JPMCC 2012-C8 D 144A 04.8251 10/15/2045 | 0.27% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.26% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.26% |
| JPMCC 2012-C6 E 144A 05.3126 05/15/2045 | 0.26% |
| MEX BONOS DESARR FIX RT 07.5000 06/03/2027 | 0.26% |
| STACR 2017-DNA3 M2B 02.5915 03/25/2030 | 0.26% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.26% |
| BBCMS 2020-C8 XA IO 01.9725 10/15/2053 | 0.25% |
| MSBAM 2016-C31 B 03.8800 11/15/2049 | 0.25% |
| JPMBB 2015-C29 B 04.1180 05/15/2048 | 0.25% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.25% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.24% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.24% |
| AUST 3YR BOND FUT SEP21 YMU1 | 0.24% |
| BXMT 2021-FL4 A P/P 144A 01.1229 05/15/2038 | 0.24% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.24% |
| CAS 2017-C07 1EB2 01.0915 05/25/2030 | 0.24% |
| TREASURY BILL 00.0000 07/20/2021 | 0.24% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.24% |
| MSBAM 2014-C17 C 04.6369 08/15/2047 | 0.24% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.23% |
| BANK 2019-BN20 XA IO 00.9595 09/15/2062 | 0.23% |
| FRANCE (GOVT OF) REGS 00.5000 05/25/2029 | 0.23% |
| CAS 2016-C05 2M2 04.5415 01/25/2029 | 0.23% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.23% |
| ROMANIA P/P 144A 03.0000 02/14/2031 | 0.22% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.22% |
| WFCM 2016-LC25 AS 04.0936 12/15/2059 | 0.22% |
| NETHERLANDS GOVT P/P REGS 03.7500 01/15/2042 | 0.22% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.22% |
| WEC ENERGY GROUP INC 02.2684 05/15/2067 | 0.22% |
| FRANCE (GOVT OF) REGS 04.0000 04/25/2055 | 0.22% |
| MASS MUTUAL LIFE P/P 144A 03.7290 10/15/2070 | 0.22% |
| MSC 2011-C3 B 144A 05.4752 07/15/2049 | 0.22% |
| BONOS Y OBLIG DEL ES P/P REGS 01.6000 04/30/2025 | 0.21% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.21% |
| BANK 2019-BN24 AS 03.2830 11/15/2062 | 0.21% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.21% |
| STACR 2016-HQA3 M3 03.9415 03/25/2029 | 0.21% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.21% |
| EQUINIX INC 03.2000 11/18/2029 | 0.20% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.20% |
| JPMBB 2013-C17 D 144A 05.0479 01/15/2047 | 0.20% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.20% |
| IRISH TSY 0.20 2027 REGS 00.2000 05/15/2027 | 0.20% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.20% |
| CFMT 2020-HB4 M3 02.7195 12/26/2030 | 0.20% |
| MSC 2016-BNK2 AS 03.2820 11/15/2049 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| CAS 2016-C02 1M2 06.0915 09/25/2028 | 0.19% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.19% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.19% |
| BANK 2020-BN30 XA IO 01.4433 12/15/2053 | 0.19% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.19% |
| POLAND GOVERNMENT BOND PLN 00.7500 04/25/2025 | 0.19% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.19% |
| GNR 2016-138 GI IO 04.0000 10/20/2046 | 0.19% |
| AT&T INC 02.2500 02/01/2032 | 0.19% |
| COMM 2016-COR1 AM 03.4940 10/10/2049 | 0.19% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.19% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.19% |
| WFCM 2015-C30 C 04.6483 09/15/2058 | 0.19% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.19% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.19% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.18% |
| COMM 2014-CR21 B 04.3390 12/10/2047 | 0.18% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.18% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.18% |
| INGIM 2013-2A A1R 144A 01.1458 04/25/2031 | 0.18% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.18% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.18% |
| COMM 2015-LC19 C 04.3753 02/10/2048 | 0.18% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.18% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.18% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.18% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.18% |
| AON PLC 04.2500 12/12/2042 | 0.18% |
| COMM 2013-CR13 C 05.0456 11/10/2046 | 0.18% |
| WFCM 2017-RC1 C 04.5910 01/15/2060 | 0.18% |
| GSMS 2020-GC47 C 03.5704 05/12/2053 | 0.18% |
| JPMBB 2014-C23 D 144A 04.1331 09/15/2047 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| RRAM 2020-12A AAR2 144A 01.5438 01/15/2036 | 0.18% |
| CAS 2015-C04 1M2 05.7915 04/25/2028 | 0.17% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.17% |
| WFRBS 2014-C22 AS 04.0690 09/15/2057 | 0.17% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.17% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.17% |
| MCAS 2019-01 M7 144A 01.7915 10/15/2049 | 0.17% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.17% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.17% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.17% |
| REPUBLIC OF AUSTRIA P/P REGS 01.5000 02/20/2047 | 0.17% |
| EUR/USD 09/15/2021 HSBCB | 0.17% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.17% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.17% |
| WFCM 2018-C45 A4 04.1840 06/15/2051 | 0.17% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.17% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.16% |
| MDPK 2018-30A A 144A 00.9338 04/15/2029 | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.16% |
| WELLS FARGO BANK NA 06.6000 01/15/2038 | 0.16% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.16% |
| VERIZON COMM 04.3290 09/21/2028 | 0.16% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.16% |
| COMM 2014-CR18 C 04.9146 07/15/2047 | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.16% |
| MSBAM 2013-C8 B 03.6937 12/15/2048 | 0.16% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.16% |
| JAPAN (30 YEAR ISSUE) 00.3000 06/20/2046 | 0.16% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.16% |
| COMM 2017-COR2 AM 03.8030 09/10/2050 | 0.16% |
| MCAS 2019-01 M10 144A 03.3415 10/15/2049 | 0.15% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.15% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.15% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.15% |
| COMM 2012-CR2 D 144A 04.9917 08/15/2045 | 0.15% |
| WAMU 2005-AR12 1A8 02.9086 10/25/2035 | 0.15% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.15% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.15% |
| FRANCE (GOVT OF) REGS 03.2500 05/25/2045 | 0.15% |
| WFCM 2019-C52 XA IO 01.7602 08/15/2052 | 0.15% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.14% |
| CROWN CASTLE INTL CORP 04.7500 05/15/2047 | 0.14% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.14% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.14% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.14% |
| HCA INC. 05.5000 06/15/2047 | 0.14% |
| FHMS K087 X1 IO 00.5099 12/25/2028 | 0.14% |
| TRK 2020-1 A1 02.7343 03/25/2023 | 0.14% |
| CAS 2016-C03 1M2 05.3915 10/25/2028 | 0.14% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.14% |
| FHMS K118 X1 IO 01.0543 09/25/2030 | 0.14% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.14% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.14% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.14% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.14% |
| ONTARIO (PROVINCE OF) 02.9000 12/02/2046 | 0.14% |
| FINNISH GOVERNMENT P/P REGS 01.1250 04/15/2034 | 0.14% |
| VERIZON COMM 04.6720 03/15/2055 | 0.14% |
| BONOS Y OBLIG DEL ES P/P REGS 04.6500 07/30/2025 | 0.14% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.14% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.14% |
| CPTFEMU R 0.655 P 05/15/30 | 0.13% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.13% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.13% |
| AUSTRALIAN GOVERNMENT REGS 03.7500 04/21/2037 | 0.13% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.13% |
| LMAT 2021-GS3 A1 01.7500 07/25/2061 | 0.13% |
| MP3 2013-1A AR 144A 01.4383 10/20/2030 | 0.13% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.13% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.13% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.13% |
| FHMS K113 X1 IO 01.4902 06/25/2030 | 0.13% |
| WFCM 2013-LC12 C 04.4350 07/15/2046 | 0.13% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.13% |
| GSMS 2013-GCJ14 B P/P 144A 04.8996 08/10/2046 | 0.13% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.12% |
| COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.12% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.12% |
| REPUBLIC OF ITALY P/P REGS 04.0000 02/01/2037 | 0.12% |
| FHR 4979 SN IO 05.9585 06/25/2050 | 0.12% |
| FISERV INC 04.2000 10/01/2028 | 0.12% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.12% |
| MSBAM 2014-C18 C 04.6759 10/15/2047 | 0.12% |
| SAMI 2007-AR7 1A1 00.9415 05/25/2047 | 0.12% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.12% |
| CWALT 2006-OA10 4A1 00.4715 08/25/2046 | 0.12% |
| COMCAST CORP 03.9990 11/01/2049 | 0.12% |
| CWALT 2006-OA7 1A2 01.0563 06/25/2046 | 0.12% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.12% |
| AMAZON.COM INC 04.0500 08/22/2047 | 0.12% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.12% |
| NYMT 2021-BPL1 A1 02.2390 05/25/2026 | 0.12% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.12% |
| THE BOEING COMPANY 04.8750 05/01/2025 | 0.12% |
| WFCM 2015-C29 C 04.3538 06/15/2048 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| FHMS K123 X1 00.8658 02/25/2054 | 0.12% |
| JPMBB 2013-C12 B 04.2355 07/15/2045 | 0.12% |
| NEW ZEALAND GOVERNMENT 03.0000 04/20/2029 | 0.12% |
| STACR 2017-DNA2 M2 03.5415 10/25/2029 | 0.12% |
| CPTFEMU R 0.961 P 05/15/40 | 0.12% |
| UBSCM 2012-C1 C 144A 05.7542 05/10/2045 | 0.12% |
| WFRBS 2011-C4 C 144A 05.2661 06/15/2044 | 0.12% |
| AMGEN INC 04.6630 06/15/2051 | 0.12% |
| BANK 2019-BN23 AS 03.2030 12/15/2052 | 0.12% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.12% |
| FHMS K125 X1 IO 00.6778 01/25/2031 | 0.12% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.12% |
| CGCMT 2014-GC19 D 144A 05.2617 03/10/2047 | 0.11% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.11% |
| BRAVO 2021-A A1 01.9910 10/25/2059 | 0.11% |
| CANADIAN GOVERNMENT 03.5000 12/01/2045 | 0.11% |
| LENNAR CORP 04.7500 11/29/2027 | 0.11% |
| FHMS K113 XAM IO 01.6927 06/25/2030 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.11% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.11% |
| MSBAM 2012-C6 D 144A 04.7545 11/15/2045 | 0.11% |
| MSBAM 2015-C24 B 04.4888 05/15/2048 | 0.11% |
| FHMS K111 X1 IO 01.6813 05/25/2030 | 0.11% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 02.9000 10/31/2046 | 0.11% |
| GNR 2016-H23 NI IO 02.3686 10/20/2066 | 0.11% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.11% |
| STACR 2015-HQA2 M3 04.8915 05/25/2028 | 0.11% |
| CGCMT 2013-GC17 C 05.2602 11/10/2046 | 0.11% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.11% |
| GSMS 2012-GCJ7 C 05.7861 05/10/2045 | 0.11% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.11% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.11% |
| BONOS Y OBLIG DEL ES P/P REGS 04.2000 01/31/2037 | 0.11% |
| GNR 2015-H09 AI IO 01.7112 04/20/2065 | 0.11% |
| COMM 2013-CR11 B 05.2773 08/10/2050 | 0.10% |
| FHMS K105 X1 IO 01.6448 03/25/2053 | 0.10% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.10% |
| EMIR 2018-1 M1 01.7915 11/25/2028 | 0.10% |
| GNR 2015-H03 DI IO 01.6753 01/20/2065 | 0.10% |
| ORACLE CORP 03.6500 03/25/2041 | 0.10% |
| REPUBLICA ORIENT URUGUAY USD 04.3750 10/27/2027 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| KINGDOM OF DENMARK 01.7500 11/15/2025 | 0.10% |
| SPANISH GOV'T P/P REGS 01.2500 10/31/2030 | 0.10% |
| STACR 2017-DNA3 M2 02.5915 03/25/2030 | 0.10% |
| WAMU 2005-AR9 A1C3 01.0515 07/25/2045 | 0.10% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.10% |
| BCC 2019-3A A 144A 01.5260 10/21/2032 | 0.10% |
| CBAM 2019-9A A 144A 01.4638 02/12/2030 | 0.10% |
| MVEW 2017-2A A 144A 01.3936 01/16/2031 | 0.10% |
| PLMRS 2018-2A A1A 144A 01.2836 07/16/2031 | 0.10% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.10% |
| SPEAK 2017-4A A 144A 01.3858 10/26/2029 | 0.10% |
| TMIR 2021-1 M1B 144A 03.0915 08/25/2033 | 0.10% |
| WINDR 2014-2A AR 144A 01.3238 01/15/2031 | 0.10% |
| BSP 2018-5BA A1A 144A 01.2783 04/20/2031 | 0.10% |
| CAS 2017-C02 2ED3 01.4415 09/25/2029 | 0.10% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.10% |
| GLENCORE FIN CANADA P/P 144A 06.0000 11/15/2041 | 0.10% |
| MAGNE 2012-7A A1R2 144A 00.9838 01/15/2028 | 0.10% |
| MSBAM 2013-C9 D 144A 04.2477 05/15/2046 | 0.10% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.10% |
| COMM 2015-LC21 XA IO 00.8289 07/10/2048 | 0.10% |
| GSMS 2010-C1 D 144A 06.1851 08/10/2043 | 0.10% |
| STACR 2016-DNA4 M3 03.8915 03/25/2029 | 0.10% |
| EUR/USD 09/15/2021 RBSF | 0.10% |
| SWITZERLAND REGS 01.5000 04/30/2042 | 0.10% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.10% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| MSBAM 2014-C14 C 05.2181 02/15/2047 | 0.09% |
| UBSCM 2017-C7 XA IO 01.1773 12/15/2050 | 0.09% |
| JPMCC 2010-C2 C 144A 05.8736 11/15/2043 | 0.09% |
| PRET 2020-RPL2 A1 P/P 144A 03.1789 06/27/2069 | 0.09% |
| CAS 2017-C01 1EB1 01.3415 07/25/2029 | 0.09% |
| FHMS K098 X1 IO 01.2685 08/25/2029 | 0.09% |
| GNR 2016-H07 HI IO 01.5052 02/20/2066 | 0.09% |
| GNR 2017-H04 BI IO 02.4710 02/20/2067 | 0.09% |
| UBS GROUP AG P/P 144A 04.3750 02/10/2031 | 0.09% |
| WAMU 2005-AR2 2A1B 00.8315 01/25/2045 | 0.09% |
| BOEING CO 05.9300 05/01/2060 | 0.09% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.09% |
| JPALT 2007-S1 A1 00.3715 04/25/2047 | 0.09% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.09% |
| NORWEGIAN GOVERNMENT P/P REGS 01.7500 02/17/2027 | 0.09% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.09% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.09% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.09% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.09% |
| GNR 2017-H02 BI IO 02.4409 01/20/2067 | 0.09% |
| ZOETIS INC 03.9000 08/20/2028 | 0.09% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.09% |
| GNR 2016-H16 EI IO 02.2774 06/20/2066 | 0.09% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.09% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.08% |
| REPUBLIC OF PARAGUAY P/P 144A 02.7390 01/29/2033 | 0.08% |
| CCMFC 2006-4A A2 00.2715 11/25/2047 | 0.08% |
| JPMBB 2014-C22 C 04.7047 09/15/2047 | 0.08% |
| JPMBB 2014-C22 XA IO 00.9791 09/15/2047 | 0.08% |
| KINGDOM OF DENMARK 04.5000 11/15/2039 | 0.08% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.08% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.08% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.08% |
| HOF 2020-2 A2 02.6350 05/25/2065 | 0.08% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.08% |
| HCA INC 03.5000 07/15/2051 | 0.08% |
| VSTA 2020-2 A2 01.9860 04/25/2065 | 0.08% |
| COMM 2014-UBS6 XA IO 01.0326 12/10/2047 | 0.08% |
| GNR 2020-32 GS IO 06.0066 03/20/2050 | 0.08% |
| TREASURY BILL 00.0000 10/14/2021 | 0.08% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.08% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.08% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.08% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.08% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.08% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.08% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.08% |
| BMIR 2019-4A M1C 144A 02.5915 10/25/2029 | 0.08% |
| LHOME 2019-RTL2 A1 03.8440 03/25/2024 | 0.08% |
| GNR 2012-91 IN IO 04.5000 05/20/2042 | 0.08% |
| GNR 2016-83 PI IO 03.5000 06/20/2045 | 0.07% |
| MSC 2011-C3 D 144A 05.4752 07/15/2049 | 0.07% |
| FNR 2012-116 SA IO 07.1085 10/25/2042 | 0.07% |
| STACR 2014-HQ2 M3 03.8415 09/25/2024 | 0.07% |
| TEACHERS INSUR & ANN P/P 144A 06.8500 12/16/2039 | 0.07% |
| CMLTI 2005-2 1A2A 02.8005 05/25/2035 | 0.07% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.07% |
| CARR 2006-NC2 A4 00.3315 06/25/2036 | 0.07% |
| WFCM 2016-LC25 XA IO 01.1090 12/15/2059 | 0.07% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.07% |
| RAMC 2003-4 A1 01.1315 03/25/2034 | 0.07% |
| WAMU 2005-AR13 A1C3 01.0715 10/25/2045 | 0.07% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.07% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.07% |
| GNR 2016-H20 NI IO 02.3273 09/20/2066 | 0.07% |
| SAMI 2007-AR1 2A1 00.2715 01/25/2037 | 0.07% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.07% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.07% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.07% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.07% |
| 1.645 R ISWP US0003M P 03/16/2031 | 0.06% |
| GNR 2015-H26 DI IO 01.9199 10/20/2065 | 0.06% |
| MSRR 2015-R4 CB1 00.9173 08/26/2047 | 0.06% |
| STACR 2020-HQA1 M2 01.9915 01/25/2050 | 0.06% |
| GNR 2014-H12 BI IO 01.5635 05/20/2064 | 0.06% |
| GNR 2016-75 LI IO 06.0000 01/20/2040 | 0.06% |
| GNR 2016-H13 EI IO 01.5890 04/20/2066 | 0.06% |
| CWALT 2006-OA19 A1 00.2734 02/20/2047 | 0.06% |
| AHM 2007-1 GA1C 00.2815 05/25/2047 | 0.06% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.06% |
| JPMCC 2013-C16 XA IO 01.0790 12/15/2046 | 0.06% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.06% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.06% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.06% |
| UK TSY 3 1/2 2068 REGS 03.5000 07/22/2068 | 0.06% |
| COX COMM INC P/P 144A 03.3500 09/15/2026 | 0.06% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.06% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.06% |
| WAMU 2005-AR1 A1B 00.8715 01/25/2045 | 0.06% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.06% |
| CAD/USD 07/21/2021 GSFX | 0.06% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.06% |
| EUR/USD PUT 1.18 20210823 GSFX | 0.06% |
| GNR 2014-H21 AI IO 01.6665 10/20/2064 | 0.06% |
| GNR 2015-H25 AI IO 01.6077 09/20/2065 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.06% |
| GCAT 2020-NQM2 A2 02.2720 04/25/2065 | 0.06% |
| GNR 2017-H19 MI IO 02.0613 04/20/2067 | 0.06% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.06% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.06% |
| FNR 2012-103 LS IO 05.9085 09/25/2042 | 0.06% |
| GNR 2015-H26 EI IO 01.7202 10/20/2065 | 0.06% |
| BUMT 2005-1 1A1 00.6915 09/25/2045 | 0.05% |
| CWALT 2006-OA10 1A1 01.0763 08/25/2046 | 0.05% |
| IRISH TSY 2 2045 REGS 02.0000 02/18/2045 | 0.05% |
| GSMS 2013-GC10 XA IO 01.6287 02/10/2046 | 0.05% |
| JPY/USD 08/18/2021 BANKAM | 0.05% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.05% |
| STACR 2018-HRP2 M3 02.4915 02/25/2047 | 0.05% |
| JPMBB 2013-C12 XA IO 00.5710 07/15/2045 | 0.05% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.05% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| SWPTN 10YX10Y P 2.525 USD 04/15/2031 BA | 0.05% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.05% |
| BRAVO 2019-NQM1 A3 02.9960 07/25/2059 | 0.05% |
| EUR/USD 09/15/2021 SSBT | 0.05% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.05% |
| REPUBLIC OF SENEGAL REGS 04.7500 03/13/2028 | 0.05% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.05% |
| WAMU 2005-AR10 1A3 03.0989 09/25/2035 | 0.05% |
| WFRBS 2012-C10 D 144A 04.5733 12/15/2045 | 0.05% |
| CAS 2015-C01 1M2 04.3915 02/25/2025 | 0.05% |
| JPMBB 2015-C33 XA IO 01.0594 12/15/2048 | 0.05% |
| COMM 2014-UBS6 C 04.5932 12/10/2047 | 0.05% |
| GNR 2012-136 BI IO 03.5000 11/20/2042 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| WFRBS 2011-C4 E 144A 05.2661 06/15/2044 | 0.05% |
| GNR 2016-47 CI IO 04.0000 09/20/2045 | 0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.04% |
| UKRPI P 3.665 R 12/15/28 | 0.04% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.04% |
| GNR 2010-171 SB IO 06.3754 12/16/2040 | 0.04% |
| MLMI 2005-A2 A2 02.8095 02/25/2035 | 0.04% |
| AUSTRALIAN GOVERNMENT REGS 03.0000 03/21/2047 | 0.04% |
| CPURNSA P 2.67 R 05/12/31 | 0.04% |
| FHR 4141 PI IO 03.0000 12/15/2042 | 0.04% |
| GNR 2014-25 QI IO 05.0000 01/20/2044 | 0.04% |
| CASH MGMT BILL 00.0000 09/21/2021 | 0.04% |
| GNR 2016-H01 AI IO 01.6507 01/20/2066 | 0.04% |
| TREASURY BILL 00.0000 07/06/2021 | 0.04% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | 0.04% |
| GSMS 2011-GC3 D 144A 05.5850 03/10/2044 | 0.04% |
| JPY/USD 08/18/2021 GSFX | 0.04% |
| WFRBS 2013-C14 XA IO 00.8083 06/15/2046 | 0.04% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.04% |
| BTPS P/P REGS 01.7000 09/01/2051 | 0.04% |
| CPURNSA P 2.686 R 04/01/31 | 0.04% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.04% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% |
| HMIR 2018-1 M1 144A 01.6915 10/25/2028 | 0.04% |
| NRZT 2018-4A A1M 00.9915 01/25/2048 | 0.04% |
| WFMBS 2006-AR5 1A1 02.6208 04/25/2036 | 0.04% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.03% |
| CAS 2016-C01 1M2 06.8415 08/25/2028 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| JPY/USD 08/18/2021 SSBT | 0.03% |
| CANADIAN GOVERNMENT 01.5000 06/01/2026 | 0.03% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% |
| UK TSY 2 3/4 2024 REGS 02.7500 09/07/2024 | 0.03% |
| FNR 2017-113 IO IO 05.0000 01/25/2038 | 0.03% |
| GBP/USD PUT 1.37 20210823 MSCIL | 0.03% |
| GNR 2016-77 SL IO 06.0566 03/20/2043 | 0.03% |
| CAS 2015-C02 2M2 04.0915 05/25/2025 | 0.03% |
| CAS 2017-C05 1M2A 02.2915 01/25/2030 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.03% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.03% |
| STACR 2017-DNA2 M1 01.2915 10/25/2029 | 0.03% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.03% |
| CAD/USD 07/21/2021 UBS | 0.02% |
| CAS 2016-C03 2M2 05.9915 10/25/2028 | 0.02% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.02% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.02% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.02% |
| CAS 2018-C05 1M2 02.4415 01/25/2031 | 0.02% |
| CAS 2019-HRP1 M2 02.2415 11/25/2039 | 0.02% |
| EUR/USD 09/15/2021 TDBK | 0.02% |
| GNR 2014-76 IO IO 05.0000 05/20/2044 | 0.02% |
| STACR 2019-DNA1 M2 02.7415 01/25/2049 | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| SWPTN 3MX10Y R 1.355 USD 08/25/2021 CI | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.02% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.02% |
| GNR 2018-21 IN IO 05.0000 02/20/2048 | 0.02% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.02% |
| CAS 2014-C04 2M2 05.0915 11/25/2024 | 0.02% |
| CAS 2015-C02 1M2 04.0915 05/25/2025 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| STACR 2014-HQ3 M3 04.8415 10/25/2024 | 0.02% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| WFRBS 2012-C10 XA IO 144A 01.6618 12/15/2045 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.02% |
| CPTFEMU P 1.71 R 07/15/37 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| FNR 2013-55 KI IO 03.0000 04/25/2043 | 0.02% |
| 2.501 R ISWP FWD CDOR03 P 06/16/2051 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| JPY/USD 08/18/2021 JPMCB | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| EUR/USD 09/15/2021 CITI | 0.02% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.02% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| AUSTRALIAN GOVERNMENT REGS 05.5000 04/21/2023 | 0.02% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.02% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| 2.9445 R ISWP FWD CNRR007 P 09/15/2026 | 0.02% |
| UKRPI P 3.385 R 11/15/24 | 0.02% |
| 1.6355 R ISWP US0003M P 03/16/2031 | 0.01% |
| CAS 2019-R01 2M2 02.5415 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.01% |
| UBSBB 2012-C4 XA IO 144A 01.7424 12/10/2045 | 0.01% |
| CNH/USD 08/18/2021 HSBCB | 0.01% |
| FHR 4076 MS IO 06.6271 07/15/2040 | 0.01% |
| GNR 2014-102 IG IO 03.5000 03/16/2041 | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| 2.845 R ISWP FWD CNRR007 P 09/15/2026 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNR 2010-46 SB IO 06.3585 05/25/2040 | 0.01% |
| FNR 2013-55 PI IO 03.0000 05/25/2042 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| UKRPI P 3.4025 R 03/15/28 | 0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| BMIR 2020-2A M1A 144A 02.3915 08/26/2030 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| SWEDISH GOVERNMENT 03.5000 03/30/2039 | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 1.67 R ISWP KRW3MCD P 12/09/2021 GS | 0.01% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.01% |
| GBP/USD 09/15/2021 CSI-FX | 0.01% |
| GBP/USD 09/15/2021 UBS | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 GS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BA | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% |
| SPANISH GOV'T REGS 01.0000 10/31/2050 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FNR 2014-28 AI IO 03.0000 03/25/2040 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| CAD/USD 07/21/2021 TDBK | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| GBP/USD 09/15/2021 CITI | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.01% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| UKRPI P 3.34 R 03/15/28 | 0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% |
| CAD/USD 07/21/2021 WPAC | 0.01% |
| CHF/USD 09/15/2021 SSBT | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CNH/USD 08/18/2021 GSFX | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| NZD/USD 07/21/2021 MSCIL | 0.01% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.01% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
| 0.05 R ISWP FWD EUR006M P 09/15/2031 | 0.00% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| FNR 2013-23 PI IO 03.0000 10/25/2041 | 0.00% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| SEK/USD 09/15/2021 JPMCB | 0.00% |
| STACR 2018-HQA2 M2 02.3915 10/25/2048 | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 2.001 R ISWP FWD CDOR03 P 06/16/2031 | 0.00% |
| CHF/USD 09/15/2021 JPMCB | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| FHR 4355 DI IO 04.0000 03/15/2044 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| NZD/USD 07/21/2021 WPAC | 0.00% |
| PLN/USD 09/15/2021 GSFX | 0.00% |
| STACR 2019-HQA1 M2 02.4415 02/25/2049 | 0.00% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.00% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.00% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.00% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.00% |
| 0.901 R ISWP FWD SONIA P 06/16/2051 | 0.00% |
| 1.701 R ISWP FWD AUDBB6M P 06/16/2031 | 0.00% |
| 2.07 R ISWP THFX6M P 11/16/2021 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CNH/USD 08/18/2021 SSBT | 0.00% |
| DKK/USD 09/15/2021 CITI | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| NZD/USD 07/21/2021 JPMCB | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| STACR 2020-DNA5 M1 01.3180 10/25/2050 | 0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.00% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.00% |
| UKRPI P 3.3875 R 03/15/28 | 0.00% |
| -0.05 R ISWP FWD CHL6M P 09/15/2031 | 0.00% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.00% |
| 0.501 R ISWP FWD EUR006M P 06/16/2051 | 0.00% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.00% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.00% |
| 1.99 R ISWP CDOR03 P 06/15/2031 | 0.00% |
| CAD/USD 07/21/2021 CITI | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.00% |
| JPMCC 2006-CB17 X IO 01.1442 12/12/2043 | 0.00% |
| STACR 2019-DNA2 M2 02.5415 03/25/2049 | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.00% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.00% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.00% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.00% |
| 0.77 R ISWP FWD SES3M P 09/15/2031 | 0.00% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.46049 R ISWP US0003M P 06/11/2031 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| GBP/USD 09/15/2021 BCAP-FX | 0.00% |
| GBP/USD 09/15/2021 HSBCB | 0.00% |
| GBP/USD 09/15/2021 TDBK | 0.00% |
| ILS/USD 07/21/2021 SSBT | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 08/18/2021 WPAC | 0.00% |
| NOK/USD 09/15/2021 HSBCB | 0.00% |
| NZD/USD 07/21/2021 CITI | 0.00% |
| NZD/USD 07/21/2021 RBSF | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% |
| SWPTN 3MX10Y P 1.67 USD 08/18/2021 BA | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.101 R ISWP FWD EUR006M P 06/16/2031 | 0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.00% |
| 0.701 R ISWP FWD SONIA P 06/16/2031 | 0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | 0.00% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.00% |
| 1.401 R ISWP FWD CDOR03 P 06/16/2026 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% |
| 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.70 R ISWP FWD NOKOIB6M P 09/15/2031 | 0.00% |
| 1.819 R ISWP FWD CDOR03 P 06/15/2031 | 0.00% |
| 1.864 R ISWP FWD CDOR03 P 06/15/2031 | 0.00% |
| 1.894 R ISWP FWD CDOR03 P 06/15/2031 | 0.00% |
| AUD/USD 07/21/2021 CSI-FX | 0.00% |
| AUD/USD 07/21/2021 MSCIL | 0.00% |
| AUD/USD 07/21/2021 RBSF | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7620 12/11/2038 | 0.00% |
| CAD/USD 07/21/2021 HSBCB | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.6518 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 GS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CNH/USD 08/18/2021 JPMCB | 0.00% |
| CNH/USD 08/18/2021 RBSF | 0.00% |
| CNH/USD 08/18/2021 UBS | 0.00% |
| CSFB 2003-C3 AX IO 144A 02.2673 05/15/2038 | 0.00% |
| CSMC 2006-C4 AX IO 144A 00.9499 09/15/2039 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0484 01/15/2049 | 0.00% |
| DKK/USD 09/15/2021 MSCIL | 0.00% |
| HKD/USD 08/18/2021 BANKAM | 0.00% |
| HKD/USD 08/18/2021 GSFX | 0.00% |
| HKD/USD 08/18/2021 HSBCB | 0.00% |
| HKD/USD 08/18/2021 SSBT | 0.00% |
| HKD/USD 08/18/2021 TDBK | 0.00% |
| HKD/USD 08/18/2021 UBS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2965 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.5742 01/15/2049 | 0.00% |
| JPY/USD 08/18/2021 HSBCB | 0.00% |
| LBUBS 2006-C6 XCL IO 144A 00.7760 09/15/2039 | 0.00% |
| LBUBS 2007-C2 XCL IO 144A 00.3361 02/15/2040 | 0.00% |
| LBUBS 2007-C2 XW IO 00.3361 02/15/2040 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| RUB/USD 09/15/2021 BANKAM | 0.00% |
| RUB/USD 09/15/2021 GSFX | 0.00% |
| SEK/USD 09/15/2021 BANKAM | 0.00% |
| SEK/USD 09/15/2021 TDBK | 0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 13WX5Y P 1.724 CAD 08/16/2021 TD | 0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.00% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.00% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | 0.00% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.00% |
| SWPTN 5WX5Y P 0.98 USD 07/26/2021 CI | 0.00% |
| SWPTN 5WX5Y R 0.98 USD 07/26/2021 CI | 0.00% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | 0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| ZAR/USD 07/21/2021 GSFX | 0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% |
| 0.851 R ISWP FWD AUDBB6M P 06/16/2026 | -0.00% |
| 0.926 R ISWP US0003M P 03/16/2026 | -0.00% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | -0.00% |
| 1.924 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | -0.00% |
| CNH/USD 08/18/2021 BANKAM | -0.00% |
| IDR/USD 08/18/2021 BCAP-FX | -0.00% |
| IDR/USD 08/18/2021 GSFX | -0.00% |
| NOK/USD 09/15/2021 JPMCB | -0.00% |
| NZD/USD 07/21/2021 UBS | -0.00% |
| RON/USD 09/15/2021 CITI | -0.00% |
| SGD/USD 08/18/2021 JPMCB | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.00% |
| SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.00% |
| SWPTN 3MX10Y P 1.8775 USD 09/02/2021 BA | -0.00% |
| SWPTN 3MX10Y R 1.67 USD 08/18/2021 BA | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% |
| -0.501 R ISWP FWD EUR006M P 06/16/2023 | -0.00% |
| 0.401 R ISWP FWD SONIA P 06/16/2026 | -0.00% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.00% |
| 0.9255 R ISWP US0003M P 03/16/2026 | -0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | -0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.00% |
| CAD/USD 07/21/2021 RBSF | -0.00% |
| CLP/USD 07/21/2021 CITI | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CZK/USD 09/15/2021 BANKAM | -0.00% |
| EUR/USD 09/15/2021 CSI-FX | -0.00% |
| HUF/USD 09/15/2021 SSBT | -0.00% |
| JPY/USD 08/18/2021 CITI | -0.00% |
| PEN/USD 07/21/2021 BCAP-FX | -0.00% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.00% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 3MX10Y P 1.88 USD 08/27/2021 BA | -0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.00% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.00% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.00% |
| 1.4425 R ISWP US0003M P 06/15/2031 | -0.00% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.00% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPTFEMU R 1.4 P 07/15/27 | -0.00% |
| CPURNSA P 2.79 R 04/15/26 | -0.00% |
| GBP/USD 09/15/2021 BANKAM | -0.00% |
| KRW/USD 08/18/2021 JPMCB | -0.00% |
| MXN/USD 07/21/2021 BANKAM | -0.00% |
| NZD/USD 07/21/2021 GSFX | -0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.00% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| -0.301 R ISWP FWD EUR006M P 06/16/2026 | -0.00% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.00% |
| 1.16 R ISWP US0003M P 10/16/2050 | -0.00% |
| 1.83 R ISWP FWD NFIX3MID P 09/15/2031 | -0.00% |
| CAD/USD 07/21/2021 SSBT | -0.00% |
| CHF/USD 09/15/2021 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 09/15/2021 WPAC | -0.00% |
| NOK/USD 09/15/2021 BANKAM | -0.00% |
| NZD/USD 07/21/2021 TDBK | -0.00% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.00% |
| SWPTN 2YX10Y R 1.005 USD 05/25/2023 CI | -0.00% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.00% |
| THB/USD 08/18/2021 CITI | -0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.00% |
| 1.84 R ISWP FWD CDOR03 P 09/15/2031 | -0.00% |
| CHF/USD 09/15/2021 GSFX | -0.00% |
| IOS.FN30.350.12 P USL1M R 01/12/43 BC | -0.00% |
| JPY/USD 08/18/2021 TDBK | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 09/15/2021 UBS | -0.00% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.00% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.00% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.00% |
| -0.16 R ISWP FWD CHL6M P 06/16/2031 | -0.01% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.01% |
| 1.448 R ISWP US0003M P 06/23/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CNH/USD 08/18/2021 TDBK | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| CHF/USD 09/15/2021 HSBCB | -0.01% |
| SEK/USD 09/15/2021 RBSF | -0.01% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.01% |
| AUD/USD 07/21/2021 CITI | -0.01% |
| AUD/USD 07/21/2021 HSBCB | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 09/15/2021 RBSF | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.01% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.01% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.01% |
| 1.55 R ISWP FWD AUDBB6M P 09/15/2031 | -0.01% |
| CAD/USD 07/21/2021 BCAP-FX | -0.01% |
| CAD/USD 07/21/2021 CSI-FX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| GBP/USD 09/15/2021 WPAC | -0.01% |
| GBP/USD CALL 1.4198 20210823 MSCIL | -0.01% |
| NZD/USD 07/21/2021 HSBCB | -0.01% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NOK/USD 09/15/2021 SSBT | -0.01% |
| SEK/USD 09/15/2021 SSBT | -0.01% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.01% |
| JPY/USD 08/18/2021 RBSF | -0.01% |
| SEK/USD 09/15/2021 MSCIL | -0.01% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.01% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.01% |
| CAD/USD 07/21/2021 BANKAM | -0.01% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| NOK/USD 09/15/2021 TDBK | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.01% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| AUD/USD 07/21/2021 TDBK | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.01% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| CAD/USD 07/21/2021 JPMCB | -0.01% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.01% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.01% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.01% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.01% |
| EUR/USD 09/15/2021 BANKAM | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NOK/USD 09/15/2021 MSCIL | -0.02% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.02% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| AUD/USD 07/21/2021 UBS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| AUD/USD 07/21/2021 JPMCB | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| 0.975 R ISWP FWD SONIA P 09/15/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| JPY/USD 08/18/2021 MSCIL | -0.02% |
| AUD/USD 07/21/2021 BCAP-FX | -0.02% |
| EUR/USD 09/15/2021 BCAP-FX | -0.02% |
| EUR/USD CALL 1.2114 20210823 GSFX | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.02% |
| 1.45 R ISWP FWD SOFRRATE P 09/15/2031 | -0.02% |
| AUD/USD 07/21/2021 SSBT | -0.02% |
| JPY/USD 08/18/2021 BCAP-FX | -0.02% |
| GBP/USD 09/15/2021 JPMCB | -0.02% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.02% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.02% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.02% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| NZD/USD 07/21/2021 SSBT | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.03% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| JPY/USD 08/18/2021 UBS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.04% |
| AUD/USD 07/21/2021 GSFX | -0.04% |
| GBP/USD 09/15/2021 SSBT | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.04% |
| SEK/USD 09/15/2021 GSFX | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | -0.05% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.05% |
| NOK/USD 09/15/2021 GSFX | -0.05% |
| SEK/USD 09/15/2021 UBS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 10YX10Y R 2.525 USD 04/15/2031 BA | -0.06% |
| 0.75 R ISWP US0003M P 10/16/2030 | -0.07% |
| EUR/USD 09/15/2021 MSCIL | -0.07% |
| GBP/USD 09/15/2021 GSFX | -0.07% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.07% |
| EUR/USD 09/15/2021 UBS | -0.09% |
| GBP/USD 09/15/2021 MSCIL | -0.09% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.10% |
| 2.09 R ISWP US0003M P 03/16/2051 | -0.10% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.11% |
| EUR/USD 09/15/2021 JPMCB | -0.12% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.14% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.15% |
| EUR/USD 09/15/2021 GSFX | -0.15% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.15% |
| CPTFEMU P 1.13 R 05/15/50 | -0.17% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.22% |
| CPTFEMU P 0.935 R 05/15/40 | -0.24% |
| CPTFEMU P 0.93 R 05/15/40 | -0.24% |
| EURO-SCHATZ FUT SEP21 DUU1 | -0.32% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.33% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2051 | -0.82% |
| JPN 10Y BOND(OSE) SEP21 JBU1 | -2.72% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -6.39% |
| FNMA FN30 TBA UMBS 02.0000 07/01/2051 | -6.84% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -16.94% |
Fixed income statistics as of 09/30/21
| Average effective maturity | 6.96 yrs. |
|---|---|
| Average effective duration | 6.23 yrs. |
| Average yield to maturity | 2.45% |
| Average coupon | 3.20% |
Sector weightings as of 09/30/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| International Treasury/agency | 28.17% | 2.48 | 0.00% | 0.30 | 28.17% | 2.78 |
| Investment-grade corporate bonds | 18.20% | 1.72 | 0.00% | 0.00 | 18.20% | 1.72 |
| Commercial MBS | 14.82% | 0.51 | 0.59% | 0.00 | 15.41% | 0.51 |
| Residential MBS (non-agency) | 11.18% | 0.17 | 0.00% | 0.00 | 11.18% | 0.17 |
| Emerging-market bonds | 7.37% | 0.47 | 0.00% | 0.00 | 7.37% | 0.47 |
| Agency CMO | 5.49% | 0.18 | 0.00% | 0.00 | 5.49% | 0.18 |
| Collateralized loan obligations | 4.06% | 0.17 | 0.00% | 0.00 | 4.06% | 0.17 |
| High-yield corporate bonds | 2.32% | 0.12 | 0.00% | 0.00 | 2.32% | 0.12 |
| Asset-backed securities (ABS) | 2.10% | 0.03 | 0.00% | 0.00 | 2.10% | 0.03 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | 2.20 | 0.00% | 2.20 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -0.27 | 0.00% | -0.27 |
| Agency pass-through | 0.00% | 0.00 | -4.66% | -0.72 | -4.66% | -0.72 |
| Net cash | 6.29% | 0.00 | 0.00% | 0.00 | 6.29% | 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 09/30/21
| 0 - 1 yr. | 20.03% |
|---|---|
| 1 - 5 yrs. | 55.58% |
| 5 - 10 yrs. | 4.98% |
| 10 - 15 yrs. | 3.96% |
| Over 15 yrs. | 15.45% |
Quality rating as of 09/30/21
| AAA | 18.00% |
|---|---|
| AA | 13.06% |
| A | 21.13% |
| BBB | 28.51% |
| BB | 4.81% |
| B | 1.91% |
| CCC and Below | 1.02% |
| Not Rated | 11.56% |
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 09/30/21
| United States | 58.09% |
|---|---|
| Japan | 10.36% |
| France | 7.03% |
| Italy | 3.26% |
| Cayman Islands | 3.16% |
| Spain | 2.22% |
| Canada | 2.16% |
| United Kingdom | 1.32% |
| Switzerland | 1.21% |
| Other | 11.19% |
1
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 1.20% | 1.95% | 1.95% | 1.45% | 0.86% | 0.79% | 0.95% |
| What you pay† | 0.89% | 1.64% | 1.64% | 1.14% | 0.55% | 0.48% | 0.64% |
† The fund's expense ratio is taken from the most recent prospectus and is subject to change. What you pay reflects Putnam Management's decision to contractually limit expenses through 02/28/22
Sales charge
| Breakpoint | Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.00% / 3.50% | 0.00% / 4.00% | 0.00% / 1.00% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.25% / 2.75% | -- | 0.00% / 1.00% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% / 2.00% | -- | 0.00% / 1.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.50% | 0.00% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $500,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
The Bloomberg Global Aggregate Bond Index is an unmanaged index of global investment-grade fixed-income securities. You cannot invest directly in an index.
Consider these risks before investing: International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. The fund concentrates on a limited group of industries and is non-diversified. Because the fund may invest in fewer issuers than a diversified fund, it is vulnerable to common economic forces and may result in greater losses and volatility. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.