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.
Fixed Income Absolute Return Fund (Class Y) (PYTRX)
Seeks positive returns with a similar level of volatility
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Highlights
Objective
The fund seeks positive total return.
Strategy and process
- Global diversification The fund can invest across global fixed-income sectors and can adjust dynamically as opportunities change.
- Independent of indexesThe portfolio managers have the flexibility to mitigate a variety of risks, and are not constrained by traditional benchmarks.
- Risk hedging The fund's hedging and market neutral strategies can offer volatility dampening benefits to client portfolios.
Fund price
| Net asset value (yesterday’s close) |
$9.46 -0.21% | $-0.02 |
| 52-week high | $9.72 (02/26/21) |
| 52-week low | $9.34 (09/25/20) |
Yield
| Distribution rate before sales charge as of 06/22/21 |
3.42% |
|---|---|
| Distribution rate after sales charge as of 06/22/21 |
3.42% |
| 30-day SEC yield as of 05/31/21 | 3.43% |
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.
4.64%
Best 5-year annualized return
(for period ending 03/31/21)
0.21%
Worst 5-year annualized return
(for period ending 03/31/16)
2.46%
Average 5-year annualized return
Fund facts as of 05/31/21
Total net assets
$478.58M
$478.58M
Turnover (fiscal year end)
844%
844%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1364
1364
Fiscal year-end
October
October
CUSIP / Fund code
746764323 / 1864
746764323 / 1864
Inception date
12/23/08
12/23/08
Category
Absolute Return
Absolute Return
Open to new investors
Ticker
PYTRX
PYTRX
Management team
Co-Chief Investment Officer, Fixed Income
Head of Portfolio Construction
Co-Chief Investment Officer, Fixed Income
Co-Head of Corporate and Tax-exempt Credit
Literature
Toys, cars, and the U.S. recovery
We believe growth in the United States remains strong, but expectations need to be revised lower.Fiscal impetus and the U.S. labor market
We examine the interplay between President Biden's multi-trillion-dollar stimulus plans, the labor market, and corporate profits.If taxes go higher, will munis be hurt?
The Administration's recent plan would increase the highest marginal income tax rate but would not likely impact muni yields.Performance
Total return (%) as of 03/31/21
Annual performance as of 03/31/21
Annualized Total return (%) as of 03/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 10.60% | 3.53% | 4.64% | 2.40% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 0.12% | 1.55% | 1.21% | 0.66% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 05/31/21 | -0.86% | - | |
| YTD as of 06/22/21 | 0.22% | - | |
Yield
| Distribution rate before sales charge as of 06/22/21 |
3.42% |
|---|---|
| Distribution rate after sales charge as of 06/22/21 |
3.42% |
| 30-day SEC yield as of 05/31/21 | 3.43% |
Volatility as of 05/31/21
| Standard deviation (3 yrs.) | 5.20% |
|---|
Fixed income statistics as of 05/31/21
| Average effective duration | -0.07 yrs. |
|---|
Morningstar Ratings™ as of 05/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 315 | |
| 3 yrs. | 315 | |
| 5 yrs. | 283 | |
| 10 yrs. | 108 |
Distributions
| Record/Ex dividend date | 06/17/21 |
|---|---|
| Payable date | 06/21/21 |
| Income | $0.027 |
| 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.
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Net cash | 12.13% |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | 11.90% |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2051 | 11.83% |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | 8.82% |
| Fnma Fn30 Tba Umbs 02.0000 06/01/2051 | 8.23% |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2051 | 1.53% |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | 0.88% |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | 0.87% |
| Stacr 2016-Dna3 M3 05.0916 12/25/2028 | 0.80% |
| Msbam 2013-C10 E 144a 04.0807 07/15/2046 | 0.71% |
| Top 10 holdings, percent of portfolio | 57.70% |
| Top 10 holdings as of 05/31/21 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 02.0000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2051 | |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | |
| Stacr 2016-Dna3 M3 05.0916 12/25/2028 | |
| Msbam 2013-C10 E 144a 04.0807 07/15/2046 | |
| Holdings represent 57.70% of portfolio | |
| Top 10 holdings as of 04/30/21 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 04.0000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 02.0000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2051 | |
| Stacr 2016-Dna3 M3 05.1061 12/25/2028 | |
| Holdings represent 60.68% of portfolio | |
| Top 10 holdings as of 03/31/21 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 04/01/2051 | |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | |
| Holdings represent 46.42% of portfolio | |
| Top 10 holdings as of 02/28/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 03/01/2051 | |
| Net cash | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2051 | |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | |
| Stacr 2016-Dna3 M3 05.1176 12/25/2028 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Msbam 2013-C10 E P/P 144a 04.0813 07/15/2046 | |
| Fnma Fn30 Tba Umbs 04.5000 03/01/2051 | |
| Holdings represent 42.45% of portfolio | |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 11.90% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 06/01/2051 | 11.83% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 8.82% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2051 | 8.23% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.14% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 1.53% |
| CASH MGMT BILL 00.0000 09/21/2021 | 1.38% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.88% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 0.87% |
| STACR 2016-DNA3 M3 05.0916 12/25/2028 | 0.80% |
| TREASURY BILL 00.0000 06/10/2021 | 0.73% |
| MSBAM 2013-C10 E 144A 04.0807 07/15/2046 | 0.70% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2051 | 0.68% |
| GNMA GII30 TBA 04.0000 06/01/2051 | 0.66% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.66% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.64% |
| FNR 2017-8 SB IO 06.0084 02/25/2047 | 0.59% |
| FNR 2017-74 SA IO 05.6584 10/25/2047 | 0.59% |
| TREASURY BILL 00.0000 07/20/2021 | 0.58% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.57% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.57% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.57% |
| TREASURY BILL 00.0000 06/29/2021 | 0.56% |
| FNR 2020-70 SD IO 06.1584 10/25/2050 | 0.55% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.53% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.52% |
| TREASURY BILL 00.0000 07/06/2021 | 0.50% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.50% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.49% |
| FHR 4698 NS IO 06.0491 06/15/2047 | 0.49% |
| TREASURY BILL 00.0000 06/01/2021 | 0.48% |
| CSMC 2008-C1 AJ 144A 05.8033 02/15/2041 | 0.47% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.47% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.46% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.45% |
| CWALT 2005-59 1A1 00.7593 11/20/2035 | 0.43% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.41% |
| CAS 2016-C02 1B 12.3416 09/25/2028 | 0.41% |
| BANK 2017-BNK9 XA IO 00.7976 11/15/2054 | 0.40% |
| COMM 2014-CR17 C 04.7844 05/10/2047 | 0.40% |
| FHR 3852 NT 05.8991 05/15/2041 | 0.40% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.40% |
| CASH MGMT BILL 00.0000 09/07/2021 | 0.40% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.39% |
| DBUBS 2011-LC3A D 144A 05.4266 08/10/2044 | 0.39% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.39% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.39% |
| FHR 5023 TS IO 06.1584 10/25/2050 | 0.38% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.38% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.38% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.37% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.37% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.36% |
| STACR 2015-DNA3 B 09.4416 04/25/2028 | 0.36% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.36% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.35% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.35% |
| STACR 2014-HQ2 M3 03.8416 09/25/2024 | 0.35% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.34% |
| GSMS 2014-GC22 C 04.6910 06/10/2047 | 0.34% |
| QUIKRETE TLB L+250 02.5925 02/01/2027 | 0.34% |
| MAGNE 2020-26A A 144A 01.9338 07/15/2030 | 0.34% |
| CWALT 2006-OA7 1A2 01.0666 06/25/2046 | 0.33% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.33% |
| BANK 2018-BN10 XA IO 00.7273 02/15/2061 | 0.33% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.32% |
| MCAS 2019-01 M10 144A 03.3416 10/15/2049 | 0.32% |
| SCIENTIFIC GAMES CORP L+275 02.8425 08/14/2024 | 0.32% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.32% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.32% |
| MRAIT 2020-11 A1X 01.8009 04/22/2022 | 0.32% |
| APID 2015-23A AR 144A 01.4038 04/15/2033 | 0.31% |
| BSCMS 2007-T26 AJ 05.4312 01/12/2045 | 0.31% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.31% |
| VERTIV TLB L+275 02.8359 03/02/2027 | 0.31% |
| SPST 2021-6 A 00.8925 04/25/2022 | 0.31% |
| JPMBB 2013-C12 B 04.0989 07/15/2045 | 0.30% |
| MRAIT 2021-EBO4 A1X 01.8493 02/16/2022 | 0.30% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.30% |
| COMM 2014-CR17 D 144A 04.8482 05/10/2047 | 0.30% |
| CAS 2014-C01 M2 04.4916 01/25/2024 | 0.29% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.29% |
| FNR 2011-53 ST IO 05.8284 06/25/2041 | 0.29% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.29% |
| GNR 2016-H13 IK IO 02.6348 06/20/2066 | 0.29% |
| ORACLE CORP 02.5000 05/15/2022 | 0.28% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.28% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.28% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.28% |
| MRAIT 2021-EBO1 A1X 01.8601 10/08/2021 | 0.28% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.28% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.28% |
| SPST 2020-6 A 01.8425 09/07/2021 | 0.28% |
| GNR 2020-112 MS IO 06.2008 08/20/2050 | 0.28% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.28% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.27% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.27% |
| CGCMT 2019-GC43 X IO 00.6278 11/10/2052 | 0.26% |
| FNR 2020-16 SG IO 05.9584 03/25/2050 | 0.26% |
| STACR 2017-DNA3 M2B 02.5916 03/25/2030 | 0.26% |
| CAS 2020-R01 1B1 03.3416 01/25/2040 | 0.26% |
| RRAM 2018-3A A1R2 144A 01.2738 01/15/2030 | 0.26% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.26% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.26% |
| SPST 2020-13 A 01.5925 10/10/2021 | 0.26% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.26% |
| SPST 2020-15 A 01.4625 12/10/2021 | 0.26% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.26% |
| FNR 2016-60 LS IO 06.0084 09/25/2046 | 0.25% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.25% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.25% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.25% |
| SPRINT CORP 07.8750 09/15/2023 | 0.25% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.25% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.24% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.24% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.24% |
| MRAIT 2020-2 A2 | 0.24% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.24% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.24% |
| MRAIT 2021-8 A1X 01.2601 10/15/2021 | 0.24% |
| JPMCC 2012-C8 D 144A 04.6696 10/15/2045 | 0.24% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.24% |
| STACR 2015-DNA1 B 09.2916 10/25/2027 | 0.24% |
| MRAIT 2020-12 A1X 01.4509 07/15/2021 | 0.24% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.23% |
| CGMS C17A A1AR 144A 01.2350 04/30/2031 | 0.23% |
| JPMBB 2013-C14 D 144A 04.5704 08/15/2046 | 0.23% |
| MWST 2020-1 A 00.9916 10/25/2053 | 0.23% |
| WFRBS 2012-C10 D 144A 04.4260 12/15/2045 | 0.23% |
| COMM 2015-LC19 C 04.2344 02/10/2048 | 0.23% |
| HCA INC 05.2500 06/15/2026 | 0.23% |
| MCAS 2020-01 M10 144A 03.8416 03/25/2050 | 0.23% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.23% |
| AWPT 2014-2A A1R 144A 01.4138 10/15/2029 | 0.23% |
| INGIM 2013-2A A1R 144A 01.1458 04/25/2031 | 0.23% |
| CAS 2016-C06 1M2 04.3416 04/25/2029 | 0.23% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.23% |
| WFCM 2013-LC12 D 144A 04.3086 07/15/2046 | 0.23% |
| US BANCORP 02.6250 01/24/2022 | 0.22% |
| WFCM 2016-BNK1 XA IO 01.7271 08/15/2049 | 0.22% |
| WR GRACE TLB3 L+200 02.1074 03/30/2028 | 0.22% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.22% |
| TERRIER MEDIA BUYER IN L+350 03.5942 12/17/2026 | 0.22% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.22% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.22% |
| CAS 2016-C03 1B 11.8416 10/25/2028 | 0.22% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.22% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.21% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.21% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.21% |
| WFRBS 2013-C15 D 144A 04.4790 08/15/2046 | 0.21% |
| FNR 2017-108 SA IO 06.0584 01/25/2048 | 0.21% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.21% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.21% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.21% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.21% |
| CENTENE CORP 04.6250 12/15/2029 | 0.21% |
| FNR 2013-130 SD IO 06.5084 01/25/2044 | 0.21% |
| CEDF 2016-5A A1R 144A 01.2898 07/17/2031 | 0.21% |
| NAVISTAR INTERNATIONAL L+350 03.5925 11/06/2024 | 0.21% |
| ARAB REPUBLIC OF EGYPT REGS 05.7500 05/29/2024 | 0.21% |
| BANIJAY GROUP TLB L+375 03.8359 03/04/2025 | 0.21% |
| FNR 2015-19 SA IO 06.1084 04/25/2045 | 0.21% |
| FNR 2016-88 SK IO 05.9084 12/25/2046 | 0.21% |
| CARR 2006-NC2 A4 00.3316 06/25/2036 | 0.21% |
| GNR 2018-H05 AI IO 02.3901 02/20/2068 | 0.21% |
| SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.20% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.20% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.20% |
| ALTICE USA TLB L+225 02.3482 01/15/2026 | 0.20% |
| TALLGRASS ENERGY PARTN L+475 04.8425 03/11/2026 | 0.20% |
| AKZO NOBEL CHEMICALS T L+275 02.8475 10/01/2025 | 0.20% |
| ELANCO ANIMAL HLTH TLB L+175 01.8421 02/04/2027 | 0.20% |
| GNR 2015-H19 NI IO 01.9146 07/20/2065 | 0.20% |
| MSBAM 2014-C17 C 04.4788 08/15/2047 | 0.20% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.19% |
| MVEW 2017-2A A 144A 01.3936 01/16/2031 | 0.19% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.19% |
| CPTFEMU R 0.655 P 05/15/30 | 0.19% |
| UBSBB 2012-C3 C 144A 05.0308 08/10/2049 | 0.19% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.19% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.19% |
| COMM 2013-CR11 XA IO 00.9164 08/10/2050 | 0.19% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.19% |
| MSBAM 2013-C13 XA IO 00.9504 11/15/2046 | 0.19% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.19% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.19% |
| JPMBB 2014-C18 C 04.7999 02/15/2047 | 0.19% |
| TRANSDIGM INC TLF L+225 02.3425 12/09/2025 | 0.19% |
| COMM 2018-COR3 C 04.5605 05/10/2051 | 0.19% |
| FNR 2016-65 CS IO 06.0084 09/25/2046 | 0.19% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.19% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.19% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.18% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.18% |
| STACR 2018-HRP2 M3 02.4916 02/25/2047 | 0.18% |
| ZAYO GROUP HLDG INC L+300 03.0925 03/09/2027 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| CAS 2015-C04 1M2 05.7916 04/25/2028 | 0.18% |
| RESTAURANT BRANDS INTE L+175 01.8425 11/19/2026 | 0.18% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.18% |
| REYNOLDS TL L+175 01.8425 01/29/2027 | 0.18% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.18% |
| AGL 2020-5A A1 144A 02.2383 07/20/2030 | 0.18% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.18% |
| RRAM 2020-10A A1FL 144A 01.9838 07/15/2033 | 0.18% |
| SNDPT 2018-1A A 144A 01.1838 04/15/2031 | 0.18% |
| STACR 2015-DNA2 B 07.6416 12/25/2027 | 0.18% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.18% |
| THERMON GROUP HOLDINGS L+375 04.7500 10/30/2024 | 0.18% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.18% |
| MSBAM 2014-C14 C 05.0498 02/15/2047 | 0.18% |
| GNR 2017-H06 BI IO 02.3708 02/20/2067 | 0.18% |
| FHMS K099 X1 IO 00.8856 09/25/2029 | 0.18% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.17% |
| CAS 2017-C01 1M2 03.6416 07/25/2029 | 0.17% |
| COMM 2015-LC21 XA IO 00.6848 07/10/2048 | 0.17% |
| ENTERCOM TLB1 L+250 02.5925 11/17/2024 | 0.17% |
| GNR 2017-H16 BI IO 02.2964 08/20/2067 | 0.17% |
| GNR 2018-H02 GI IO 02.3463 12/20/2067 | 0.17% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.17% |
| JPMBB 2014-C25 D P/P 144A 03.9466 11/15/2047 | 0.17% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.17% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.17% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.17% |
| RRAM 2020-12A AAR2 144A 01.5438 01/15/2036 | 0.17% |
| CPTFEMU R 0.961 P 05/15/40 | 0.17% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.17% |
| CABLEVISION SYSTEMS TL L+225 02.3482 07/17/2025 | 0.17% |
| MRAFT 2020-5 A1 01.0951 08/10/2023 | 0.17% |
| CSAIL 2019-C16 XA IO 01.5622 06/15/2052 | 0.17% |
| SPEAK 2017-4A A 144A 01.3858 10/26/2029 | 0.17% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.17% |
| MSBAM 2013-C10 F 144A 04.0807 07/15/2046 | 0.16% |
| AHM 2007-1 GA1C 00.2816 05/25/2047 | 0.16% |
| CMLTI 2007-AMC3 A2D 00.4416 03/25/2037 | 0.16% |
| MSBAM 2012-C5 E 144A 04.6629 08/15/2045 | 0.16% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.16% |
| CALPINE CONS FIN TL L+200 02.0925 01/15/2025 | 0.16% |
| GNR 2011-70 WI IO 04.7508 12/20/2040 | 0.16% |
| JPMBB 2014-C24 XA IO 00.9087 11/15/2047 | 0.16% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.16% |
| MDPK 2018-30A A 144A 00.9338 04/15/2029 | 0.16% |
| UBSCM 2018-C8 XA IO 00.8693 02/15/2051 | 0.16% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.16% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.16% |
| GNR 2015-H15 JI IO 01.9650 06/20/2065 | 0.16% |
| GNR 2016-121 JS IO 06.0008 09/20/2046 | 0.16% |
| JOHNSON CONTROLS POWER L+325 03.3425 04/30/2026 | 0.16% |
| FNR 2019-66 SC IO 05.9084 11/25/2049 | 0.16% |
| PLMRS 2018-2A A1A 144A 01.2836 07/16/2031 | 0.16% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.16% |
| REG18 2021-1A A1 144A 01.1911 01/15/2034 | 0.16% |
| DEN14 2016-1A A1R 144A 01.4529 10/23/2031 | 0.16% |
| CAS 2019-HRP1 M2 02.2416 11/25/2039 | 0.16% |
| GNR 2016-H02 BI IO 01.8552 11/20/2065 | 0.16% |
| CHARTER COMMUNICATIONS L+175 01.8500 02/01/2027 | 0.15% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.15% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.15% |
| MRAFT 2020-4 A1 01.4451 04/23/2023 | 0.15% |
| STACR 2016-DNA1 B 10.0916 07/25/2028 | 0.15% |
| MSBAM 2014-C15 D 144A 04.8996 04/15/2047 | 0.15% |
| WFCM 2015-NXS3 B 04.4999 09/15/2057 | 0.15% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.15% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.15% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.15% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.15% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.15% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.15% |
| GNR 2018-91 SJ IO 06.1508 07/20/2048 | 0.15% |
| GNR 2019-121 DS IO 06.0008 08/20/2049 | 0.15% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.15% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.15% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.15% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.15% |
| GARDNER DENVER TLB L+175 01.8425 02/28/2027 | 0.15% |
| CAS 2014-C04 1M2 04.9916 11/25/2024 | 0.15% |
| WFRBS 2011-C4 D 144A 05.1338 06/15/2044 | 0.15% |
| CAS 2016-C07 2M2 04.4416 05/25/2029 | 0.14% |
| MSC 2016-UB12 XA IO 00.7385 12/15/2049 | 0.14% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.14% |
| MP3 2013-1A AR 144A 01.4383 10/20/2030 | 0.14% |
| CSAIL 2015-C1 D 144A 03.7630 04/15/2050 | 0.14% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.14% |
| MWST 2020-2 A 00.8916 11/25/2053 | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| UBSCM 2018-C8 B 04.5670 02/15/2051 | 0.14% |
| CAS 2014-C03 2M2 02.9916 07/25/2024 | 0.14% |
| RALI 2006-QO5 1A1 00.5216 05/25/2046 | 0.14% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.14% |
| GNR 2015-H09 BI IO 01.6904 03/20/2065 | 0.14% |
| GNR 2015-H25 AI IO 01.6228 09/20/2065 | 0.14% |
| GNR 2016-H23 NI IO 02.3830 10/20/2066 | 0.14% |
| WFCM 2013-LC12 C 04.3086 07/15/2046 | 0.14% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.14% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.14% |
| WAMU 2005-AR13 A1C3 01.0716 10/25/2045 | 0.14% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.14% |
| COMM 2014-CR20 XA IO 01.0046 11/10/2047 | 0.13% |
| MONGOLIA INTL BOND REGS 05.1250 12/05/2022 | 0.13% |
| UNIVISION TLB L+375 04.7500 03/15/2026 | 0.13% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.13% |
| HILTON HOTELS CORP TLB L+175 01.8416 06/21/2026 | 0.13% |
| BANK 2019-BN20 XA IO 00.8362 09/15/2062 | 0.13% |
| VICI PROPERTIES TL L+175 01.8425 12/15/2024 | 0.13% |
| GNR 2015-H25 EI IO 01.8669 10/20/2065 | 0.13% |
| MSBAM 2012-C6 D 144A 04.6051 11/15/2045 | 0.13% |
| ORTHO-CLINICAL DIAGNOS L+300 03.1084 06/30/2025 | 0.13% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.13% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.13% |
| CGCMT 2014-GC19 D 144A 05.0921 03/10/2047 | 0.13% |
| UBSCM 2017-C7 XA IO 01.0259 12/15/2050 | 0.13% |
| WFRBS 2012-C7 D 144A 04.8034 06/15/2045 | 0.13% |
| CEDF 2013-1A ARR 144A 01.2638 04/20/2034 | 0.12% |
| ELMW2 2019-2A AR P/P 144A 01.3383 04/20/2034 | 0.12% |
| FNR 2011-4 CS 12.7167 05/25/2040 | 0.12% |
| FNR 2016-83 BS IO 06.0084 11/25/2046 | 0.12% |
| GNR 2010-125 SD IO 06.5791 01/16/2040 | 0.12% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.12% |
| NEUB 2021-40A A 144A 01.2479 04/16/2033 | 0.12% |
| TREASURY BILL 00.0000 09/02/2021 | 0.12% |
| LENNAR CORP 04.7500 11/15/2022 | 0.12% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.12% |
| UBSC 2011-C1 D 144A 06.0544 01/10/2045 | 0.12% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.12% |
| GNR 2010-116 SA IO 05.8008 09/20/2040 | 0.12% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.12% |
| CAS 2016-C04 1M2 04.3416 01/25/2029 | 0.12% |
| GNR 2016-77 SC IO 06.0008 10/20/2045 | 0.12% |
| GNR 2018-H02 EI IO 02.3807 01/20/2068 | 0.12% |
| COMM 2015-CR23 XA IO 00.8903 05/10/2048 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| BBCMS 2019-C4 XA IO 01.5927 08/15/2052 | 0.12% |
| CANYC 2019-2A A 144A 01.5538 10/15/2032 | 0.12% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.12% |
| GNR 2018-H13 NI IO 02.2771 08/20/2068 | 0.12% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.12% |
| MSBAM 2013-C12 E 144A 04.7626 10/15/2046 | 0.12% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.12% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.11% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.11% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.11% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.11% |
| WFCM 2014-LC16 XA IO 01.0859 08/15/2050 | 0.11% |
| CF 2019-CF3 XA IO 00.7168 01/15/2053 | 0.11% |
| COMM 2014-CR19 XA IO 00.9686 08/10/2047 | 0.11% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.11% |
| STACR 2018-HQA1 M2 02.3916 09/25/2030 | 0.11% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.11% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.11% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.11% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.11% |
| COMM 2013-CR13 E 144A 04.8832 11/10/2046 | 0.11% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.11% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.11% |
| COMM 2014-UBS6 XA IO 00.8850 12/10/2047 | 0.11% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.11% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| ZAIS 2019-13A A1A 144A 01.6738 07/15/2032 | 0.10% |
| MSBAM 2015-C26 XA IO 01.0157 10/15/2048 | 0.10% |
| WFRBS 2012-C10 E 144A 04.4260 12/15/2045 | 0.10% |
| OZLM 2015-11A A1R 144A 01.4355 10/30/2030 | 0.10% |
| STACR 2020-HQA3 B1 05.8416 07/25/2050 | 0.10% |
| CAS 2017-C07 2M2 02.5916 05/25/2030 | 0.10% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.10% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.10% |
| STACR 2016-HQA4 M3 03.9916 04/25/2029 | 0.10% |
| BMC SOFTWARE TLB L+375 03.8425 10/02/2025 | 0.10% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.10% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.10% |
| CAS 2017-C02 2B1 05.5916 09/25/2029 | 0.10% |
| CSAIL 2015-C1 XA IO 00.8252 04/15/2050 | 0.10% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.10% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.10% |
| CWALT 2005-27 1A1 01.4690 08/25/2035 | 0.10% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| CFCRE 2011-C2 D 144A 05.7481 12/15/2047 | 0.10% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.10% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.10% |
| GNR 2016-H22 AI IO 02.3527 10/20/2066 | 0.10% |
| GSMS 2015-GC30 XA IO 00.7411 05/10/2050 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.10% |
| ARRW 2019-1 A3 04.1555 01/25/2049 | 0.10% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.10% |
| CWALT 2006-OA7 1A1 02.2170 06/25/2046 | 0.09% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.09% |
| CMLTI 2007-AR5 1A1A 02.8797 04/25/2037 | 0.09% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| BCC 2019-3A A 144A 01.5260 10/21/2032 | 0.09% |
| GNR 2015-H28 DI IO 01.5512 08/20/2065 | 0.09% |
| HVMLT 2005-2 1A 00.6175 05/19/2035 | 0.09% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.09% |
| CFCRE 2016-C4 XA IO 01.6386 05/10/2058 | 0.09% |
| REPUBLIC OF GHANA P/P 144A 07.7500 04/07/2029 | 0.09% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.09% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.09% |
| GNR 2016-H08 AI IO 01.6779 08/20/2065 | 0.09% |
| GSMS 2014-GC24 D 144A 04.5363 09/10/2047 | 0.09% |
| STACR 2018-DNA2 B1 03.7916 12/25/2030 | 0.09% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.08% |
| GRIFOLS TLB L+200 02.0618 11/15/2027 | 0.08% |
| STARS GROUP TLB L+350 03.7025 07/10/2025 | 0.08% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.08% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| LMAT 2021-GS3 A2 03.2500 07/25/2061 | 0.08% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.08% |
| HUSKY INJECTION MOLDIN L+300 03.2666 03/28/2025 | 0.08% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.08% |
| UBSBB 2013-C5 XA IO 144A 00.9100 03/10/2046 | 0.08% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.08% |
| CAS 2017-C05 1B1 03.6916 01/25/2030 | 0.08% |
| CGCMT 2014-GC19 X IO 01.1340 03/10/2047 | 0.08% |
| GSMS 2014-GC18 XA IO 01.0010 01/10/2047 | 0.08% |
| BSP 2018-5BA A1A 144A 01.2783 04/20/2031 | 0.08% |
| CWALT 2006-OA10 2A1 00.4716 08/25/2046 | 0.08% |
| GNR 2014-H14 CI IO 01.5782 07/20/2064 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.08% |
| STACR 2016-HQA3 M3 03.9416 03/25/2029 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.08% |
| SAMI 2006-AR7 A1A 00.5116 08/25/2036 | 0.08% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.08% |
| GNR 2015-H10 EI IO 01.6185 04/20/2065 | 0.08% |
| JPMCC 2013-C10 XA IO 00.9477 12/15/2047 | 0.08% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.08% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.07% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.07% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.07% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.07% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.07% |
| GNR 2017-H03 DI IO 02.6341 12/20/2066 | 0.07% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.07% |
| STACR 2016-DNA4 M3 03.8916 03/25/2029 | 0.07% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.07% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.07% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.07% |
| WFRBS 2012-C10 C 04.3610 12/15/2045 | 0.07% |
| WFRBS 2012-C9 XB IO 144A 00.7135 11/15/2045 | 0.07% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| GNR 2015-H18 IA IO 01.8336 06/20/2065 | 0.07% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.07% |
| STACR 2017-DNA2 M2 03.5416 10/25/2029 | 0.07% |
| COMM 2015-CR22 XA IO 00.8879 03/10/2048 | 0.07% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.07% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% |
| STACR 2017-DNA2 B1 05.2416 10/25/2029 | 0.07% |
| CAD/USD 07/21/2021 GSFX | 0.07% |
| CBAM 2019-9A A 144A 01.4638 02/12/2030 | 0.07% |
| JPMCC 2012-LC9 D 144A 04.4189 12/15/2047 | 0.07% |
| WAMU 2005-AR10 1A3 03.0948 09/25/2035 | 0.07% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.07% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.06% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.06% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.06% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.06% |
| MSC 2012-C4 E 144A 05.4182 03/15/2045 | 0.06% |
| UKRPI P 3.665 R 12/15/28 | 0.06% |
| CAS 2016-C05 2M2 04.5416 01/25/2029 | 0.06% |
| JPALT 2007-A2 12A1 00.2916 06/25/2037 | 0.06% |
| MAGNE 2012-7A A1R2 144A 00.9838 01/15/2028 | 0.06% |
| STACR 2016-HQA2 M3B 05.2416 11/25/2028 | 0.06% |
| GSAA 2005-15 2A2 00.5916 01/25/2036 | 0.06% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.06% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| CAS 2018-C06 2M2 02.1916 03/25/2031 | 0.06% |
| CGCMT 2014-GC21 X IO 01.1586 05/10/2047 | 0.06% |
| CWHL 2005-3 1A1 00.7116 04/25/2035 | 0.06% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.06% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.06% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.06% |
| CAS 2020-R02 2M2 02.0916 01/25/2040 | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.06% |
| STACR 2018-HQA1 B1 04.4416 09/25/2030 | 0.06% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.06% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.06% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.06% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.06% |
| WFRBS 2011-C4 E 144A 05.1338 06/15/2044 | 0.06% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.05% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.05% |
| FNR 2018-86 DS IO 06.0084 12/25/2048 | 0.05% |
| MSBAM 2013-C10 D 144A 04.0807 07/15/2046 | 0.05% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.05% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.05% |
| PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.05% |
| STACR 2016-DNA2 M3 04.7416 10/25/2028 | 0.05% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.05% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.05% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.05% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.05% |
| TRANSDIGM INC TLE L+225 02.3425 05/30/2025 | 0.05% |
| VISTRA OPERATIONS COMP L+175 01.8441 12/01/2025 | 0.05% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.05% |
| CGCMT 2013-GC17 X IO 01.0219 11/10/2046 | 0.05% |
| GNR 2011-H15 AI IO 01.5374 06/20/2061 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.05% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.05% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.05% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.05% |
| GNR 2017-H14 DI IO 01.7141 06/20/2067 | 0.05% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| GNR 2017-H02 BI IO 02.4480 01/20/2067 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| MEREDITH CORPORATION T L+250 02.5925 01/31/2025 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| STACR 2019-DNA1 M2 02.7416 01/25/2049 | 0.05% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.05% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.04% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.04% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% |
| COMM 2014-LC15 XA IO 01.0690 04/10/2047 | 0.04% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.04% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.04% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.04% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.04% |
| EURO-BUND FUTURE JUN21 RXM1 | 0.04% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.04% |
| WESTERN DIGITAL CORP T L+175 01.8425 04/29/2023 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% |
| JPMBB 2014-C19 XA IO 00.7365 04/15/2047 | 0.04% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.04% |
| STACR 2016-HQA1 M3 06.4416 09/25/2028 | 0.04% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.04% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.04% |
| ARAB REP OF EGYPT P/P 144A 05.8750 02/16/2031 | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| GNR 2011-17 S IO 05.9508 02/20/2041 | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.04% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CAS 2014-C02 2M2 02.6916 05/25/2024 | 0.04% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.04% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.04% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.04% |
| MATTEL INC. P/P 144A 06.7500 12/31/2025 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.04% |
| ZSCALER INC. P/P 144A CV 00.1250 07/01/2025 | 0.04% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.04% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| DIVERSEY TL L+300 03.1854 09/06/2024 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% |
| CAS 2018-C01 1M2 02.3416 07/25/2030 | 0.04% |
| COMM 2012-CR3 E 144A 04.7497 10/15/2045 | 0.04% |
| COMM 2014-UBS4 XA IO 01.0975 08/10/2047 | 0.04% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.04% |
| 1.736 R ISWP US0003M P 04/21/2031 | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% |
| CWALT 2006-OA10 4A1 00.4716 08/25/2046 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.04% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.03% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.03% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.03% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.03% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.03% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.03% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.03% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.03% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.03% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.03% |
| CAS 2015-C04 2M2 05.6416 04/25/2028 | 0.03% |
| CAS 2019-R01 2M2 02.5416 07/25/2031 | 0.03% |
| CPURNSA P 2.67 R 05/12/31 | 0.03% |
| FHR 2990 LB 16.6878 06/15/2034 | 0.03% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.03% |
| GNR 2016-H11 HI IO 02.1062 01/20/2066 | 0.03% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.03% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.03% |
| CPTFEMU P 1.71 R 07/15/37 | 0.03% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.03% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.03% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.03% |
| CPURNSA P 2.686 R 04/01/31 | 0.03% |
| FNR 2007-53 SP 23.8640 06/25/2037 | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.03% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.03% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.03% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.03% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.03% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.03% |
| 1.7115 R ISWP US0003M P 04/07/2031 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| DATADOG INC P/P 144A CV 00.1250 06/15/2025 | 0.03% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.03% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.03% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.03% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.03% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.03% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.03% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| BURL STORE CV 02.2500 04/15/2025 | 0.02% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.02% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| GNR 2013-99 VS IO 05.9991 07/16/2043 | 0.02% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| STACR 2020-DNA5 M1 01.3100 10/25/2050 | 0.02% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.02% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.02% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.02% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.02% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.02% |
| CAS 2015-C01 1M2 04.3916 02/25/2025 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.02% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.02% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.02% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.02% |
| UKRPI P 3.385 R 11/15/24 | 0.02% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.02% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.02% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.02% |
| STACR 2018-HQA2 M2 02.3916 10/25/2048 | 0.02% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.02% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.02% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.02% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.02% |
| CASH MGMT BILL 00.0000 09/14/2021 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.02% |
| SEK/USD 06/16/2021 UBS | 0.02% |
| TREASURY BILL 00.0000 07/27/2021 | 0.02% |
| 0.05 R ISWP FWD EUR006M P 06/16/2031 | 0.02% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| BENTLEY SYSTE P/P 144A CV 00.1250 01/15/2026 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.02% |
| EUR/USD 06/16/2021 UBS | 0.02% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.02% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% |
| CAS 2017-C05 1M2A 02.2916 01/25/2030 | 0.02% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.02% |
| CGCMT 2012-GC8 XA IO 144A 01.7358 09/10/2045 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.02% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.02% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.02% |
| CAS 2018-C05 1M2 02.4416 01/25/2031 | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.02% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.02% |
| STACR 2019-DNA2 M2 02.5416 03/25/2049 | 0.02% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.02% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% |
| 0.2545 R ISWP US0003M P 05/18/2023 | 0.02% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CPURNSA P 2.79 R 04/15/26 | 0.02% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.02% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.02% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| EUR/USD 06/16/2021 HSBCB | 0.02% |
| FHR 2976 LC 24.0501 05/15/2035 | 0.02% |
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| GNR 2020-15 CS IO 05.9508 02/20/2050 | 0.02% |
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| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
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| EUR/USD 06/16/2021 BANKAM | 0.02% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.02% |
| GBP/USD 06/16/2021 GSFX | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.02% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.02% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.02% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.02% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.02% |
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| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.01% |
| BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
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| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
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| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.01% |
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| NRG ENERGY CV 02.7500 06/01/2048 | 0.01% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| EUR/USD 06/16/2021 MSCIL | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| CAD/USD 07/21/2021 WPAC | 0.01% |
| CAS 2015-C02 2M2 04.0916 05/25/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.01% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.01% |
| LIBERTY MEDIA | 0.01% |
| REVANCE THERA CV 01.7500 02/15/2027 | 0.01% |
| UKRPI P 3.34 R 03/15/28 | 0.01% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.01% |
| CAD/USD 07/21/2021 HSBCB | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
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| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
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| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.01% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 4WX10Y R 1.99 CAD 06/15/2021 TD | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2005-74 NK 27.0419 05/25/2035 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2019-78 SJ IO 05.9508 06/20/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.01% |
| 1.5911 R ISWP US0003M P 05/13/2031 | 0.01% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| CAD/USD 07/21/2021 UBS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% |
| GNR 2019-99 KS IO 05.9508 08/20/2049 | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.01% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.01% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| 1.62364 R ISWP US0003M P 05/17/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GBP/USD 06/16/2021 RBSF | 0.01% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| SWPTN 2YX10Y R 1.005 USD 05/25/2023 CI | 0.01% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.01% |
| -0.16 R ISWP FWD CHL6M P 06/16/2031 | 0.01% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% |
| 1.6191 R ISWP US0003M P 05/17/2031 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.01% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.01% |
| NOK/USD 06/16/2021 TDBK | 0.01% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.01% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| CAD/USD 07/21/2021 TDBK | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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-.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| FNW 1998-W2 X IO 04.4994 06/25/2028 | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.00% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.00% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.00% |
| UKRPI P 3.3875 R 03/15/28 | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 1.5315 R ISWP US0003M P 05/28/2031 | 0.00% |
| 1.564 R ISWP US0003M P 05/14/2031 | 0.00% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 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 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 JP | 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% |
| CSMC 2007-C4 C 144A 05.7189 09/15/2039 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| GBP/USD 06/16/2021 MSCIL | 0.00% |
| GBP/USD 06/16/2021 UBS | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| MSC 2012-C4 XA IO 144A 02.0547 03/15/2045 | 0.00% |
| SEK/USD 06/16/2021 RBSF | 0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.00% |
| 0.77 R ISWP FWD SES3M P 06/16/2031 | 0.00% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.5614 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1.5625 R ISWP US0003M P 04/28/2031 | 0.00% |
| CAD/USD 07/21/2021 BANKAM | 0.00% |
| CAS 2015-C01 2M2 04.6416 02/25/2025 | 0.00% |
| CAS 2016-C01 1M2 06.8416 08/25/2028 | 0.00% |
| CAS 2016-C02 1M2 06.0916 09/25/2028 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 1MX10Y R 1.629 USD 06/18/2021 CI | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 3MX10Y P 1.67 USD 08/18/2021 BA | 0.00% |
| SWPTN 5WX10Y R 1.657 USD 06/14/2021 CI | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.76 R ISWP FWD AUDBB6M P 06/16/2031 | 0.00% |
| 1.82 R ISWP FWD NOKOIB6M P 06/16/2031 | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.00% |
| AUD/USD 07/21/2021 GSFX | 0.00% |
| CAS 2015-C02 1M2 04.0916 05/25/2025 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| NOK/USD 06/16/2021 BANKAM | 0.00% |
| NOK/USD 06/16/2021 JPMCB | 0.00% |
| SEK/USD 06/16/2021 GSFX | 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 3MX30Y P 2.023 USD 06/04/2021 CI | 0.00% |
| SWPTN 4WX10Y P 1.99 CAD 06/15/2021 TD | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.00% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.00% |
| 1.5324 R ISWP US0003M P 03/05/2031 | 0.00% |
| 1.5808 R ISWP US0003M P 05/07/2031 | 0.00% |
| CAS 2014-C04 2M2 05.0916 11/25/2024 | 0.00% |
| CHF/USD 06/16/2021 SSBT | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 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-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| FNW 1998-W5 X IO 00.6562 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2823 10/25/2043 | 0.00% |
| GBP/USD 06/16/2021 WPAC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 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 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 5WX5Y P 0.884 USD 06/28/2021 CI | 0.00% |
| 0.254 R ISWP US0003M P 05/13/2023 | 0.00% |
| 0.2735 R ISWP US0003M P 05/07/2023 | 0.00% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | 0.00% |
| 0.93 R ISWP FWD SONIA P 06/16/2031 | 0.00% |
| 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% |
| 1.51882 R ISWP US0003M P 03/02/2031 | 0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | 0.00% |
| AUD/USD 07/21/2021 TDBK | 0.00% |
| BACM 2007-1 XW IO 00.4234 01/15/2049 | 0.00% |
| CAD/USD 07/21/2021 CITI | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.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-.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 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-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.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-.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 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CSFB 2003-C3 AX IO 144A 02.0576 05/15/2038 | 0.00% |
| EUR/USD 06/16/2021 RBSF | 0.00% |
| FSPC T-8 A9 IO 00.4368 11/15/2028 | 0.00% |
| GBP/USD 06/16/2021 BANKAM | 0.00% |
| GBP/USD 06/16/2021 JPMCB | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| HKD/USD 08/18/2021 BANKAM | 0.00% |
| HKD/USD 08/18/2021 CITI | 0.00% |
| HKD/USD 08/18/2021 HSBCB | 0.00% |
| HKD/USD 08/18/2021 RBSF | 0.00% |
| HKD/USD 08/18/2021 TDBK | 0.00% |
| HKD/USD 08/18/2021 UBS | 0.00% |
| JPY/USD 08/18/2021 JPMCB | 0.00% |
| JPY/USD 08/18/2021 WPAC | 0.00% |
| LBUBS 2007-C2 XW IO 00.1449 02/15/2040 | 0.00% |
| SEK/USD 06/16/2021 TDBK | 0.00% |
| SWPTN 3MX10Y P 1.88 USD 08/27/2021 BA | 0.00% |
| SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.00% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | 0.00% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| WBCMT 2006-C29 IO IO 00.2619 11/15/2048 | 0.00% |
| WFRBS 2011-C5 XA IO 144A 01.6334 11/15/2044 | 0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.00% |
| 1.91 R ISWP FWD CDOR03 P 06/16/2031 | -0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | -0.00% |
| AUD/USD 07/21/2021 BCAP-FX | -0.00% |
| AUD/USD 07/21/2021 HSBCB | -0.00% |
| AUD/USD 07/21/2021 JPMCB | -0.00% |
| AUD/USD 07/21/2021 MSCIL | -0.00% |
| AUD/USD 07/21/2021 RBSF | -0.00% |
| CHF/USD 06/16/2021 GSFX | -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 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 CG | -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 2072-12-15 300.0 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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 06/16/2021 TDBK | -0.00% |
| HKD/USD 08/18/2021 SSBT | -0.00% |
| JPY/USD 08/18/2021 CITI | -0.00% |
| JPY/USD 08/18/2021 GSFX | -0.00% |
| JPY/USD 08/18/2021 RBSF | -0.00% |
| NZD/USD 07/21/2021 JPMCB | -0.00% |
| SEK/USD 06/16/2021 JPMCB | -0.00% |
| SEK/USD 06/16/2021 MSCIL | -0.00% |
| SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | -0.00% |
| SWPTN 3MX10Y R 1.67 USD 08/18/2021 BA | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.96 R ISWP FWD NFIX3MID P 06/16/2031 | -0.00% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.00% |
| 2.0065 R ISWP US0003M P 04/22/2051 | -0.00% |
| AUD/USD 07/21/2021 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.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 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -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% |
| JPY/USD 08/18/2021 BANKAM | -0.00% |
| NZD/USD 07/21/2021 MSCIL | -0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | -0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.00% |
| 1.5665 R ISWP US0003M P 04/29/2031 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| CHF/USD 06/16/2021 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| EUR/USD 06/16/2021 JPMCB | -0.00% |
| GBP/USD 06/16/2021 BCAP-FX | -0.00% |
| GBP/USD 06/16/2021 HSBCB | -0.00% |
| JPY/USD 08/18/2021 BCAP-FX | -0.00% |
| JPY/USD 08/18/2021 HSBCB | -0.00% |
| NOK/USD 06/16/2021 MSCIL | -0.00% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.00% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.00% |
| SWPTN 5WX5Y R 0.884 USD 06/28/2021 CI | -0.00% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.00% |
| 1.35 R ISWP FWD SOFRRATE P 06/16/2031 | -0.00% |
| 1.5955 R ISWP US0003M P 05/14/2031 | -0.00% |
| 1.65 R ISWP FWD US0003M P 08/16/2031 | -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 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 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 MS | -0.00% |
| CPTFEMU R 1.4 P 07/15/27 | -0.00% |
| EUR/USD 06/16/2021 WPAC | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.00% |
| CAD/USD 07/21/2021 RBSF | -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 JP | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -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% |
| EUR/USD 06/16/2021 CSI-FX | -0.00% |
| GBP/USD 06/16/2021 CSI-FX | -0.00% |
| JPY/USD 08/18/2021 TDBK | -0.00% |
| NZD/USD 07/21/2021 CITI | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| AUD/USD 07/21/2021 SSBT | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.01% |
| SWPTN 1MX10Y P 1.568 USD 06/10/2021 CI | -0.01% |
| SWPTN 1MX10Y R 1.568 USD 06/10/2021 CI | -0.01% |
| SWPTN 5WX10Y R 1.58 USD 06/07/2021 GS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| EUR/USD 06/16/2021 GSFX | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.6785 R ISWP FWD US0003M P 06/14/2031 | -0.01% |
| AUD/USD 07/21/2021 UBS | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| JPY/USD 08/18/2021 MSCIL | -0.01% |
| SWPTN 1MX10Y P 1.629 USD 06/18/2021 CI | -0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.01% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| SWPTN 5WX10Y P 1.58 USD 06/07/2021 GS | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| GBP/USD 06/16/2021 SSBT | -0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| SWPTN 5WX10Y P 1.657 USD 06/14/2021 CI | -0.01% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.01% |
| CAD/USD 07/21/2021 BCAP-FX | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| 1.589 R ISWP US0003M P 05/18/2031 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.01% |
| CAD/USD 07/21/2021 CSI-FX | -0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.01% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.01% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.01% |
| GBP/USD 06/16/2021 CITI | -0.01% |
| SEK/USD 06/16/2021 SSBT | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -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% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD 06/16/2021 CITI | -0.02% |
| NZD/USD 07/21/2021 WPAC | -0.02% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.02% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.02% |
| SWPTN 3MX10Y R 1.355 USD 08/25/2021 CI | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD 06/16/2021 BCAP-FX | -0.02% |
| JPY/USD 08/18/2021 UBS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 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% |
| UKRPI R 3.4425 P 07/15/49 | -0.02% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.02% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NZD/USD 07/21/2021 SSBT | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| NZD/USD 07/21/2021 UBS | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -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% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.02% |
| 1.66091 R ISWP US0003M P 05/04/2031 | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -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% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -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% |
| CAD/USD 07/21/2021 JPMCB | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.02% |
| 1.955 R ISWP US0003M P 05/28/2051 | -0.03% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.03% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.03% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.03% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.03% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.03% |
| NZD/USD 07/21/2021 RBSF | -0.03% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.03% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.03% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.03% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.03% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| NZD/USD 07/21/2021 GSFX | -0.04% |
| CAD/USD 07/21/2021 SSBT | -0.04% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.04% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.04% |
| EUR/USD 06/16/2021 TDBK | -0.04% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.04% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.04% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| EUR/USD 06/16/2021 SSBT | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.05% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.05% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.05% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.05% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.05% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.05% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.05% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.05% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.05% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.05% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.05% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.05% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.06% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.06% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.06% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.06% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.06% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.06% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.08% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.08% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.09% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.09% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.10% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.11% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.11% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | -0.12% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.14% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.14% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.15% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.17% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.17% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.20% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.20% |
| CPTFEMU P 1.13 R 05/15/50 | -0.24% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.26% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.27% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.33% |
| CPTFEMU P 0.935 R 05/15/40 | -0.35% |
| CPTFEMU P 0.93 R 05/15/40 | -0.35% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.36% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.40% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.89% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.05% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -7.54% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -53.64% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 11.74% |
|---|---|
| FNMA FN30 TBA UMBS 02.0000 05/01/2051 | 11.66% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 10.66% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 7.23% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.22% |
| TREASURY BILL 00.0000 05/25/2021 | 1.57% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 1.54% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 1.51% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.87% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 0.86% |
| STACR 2016-DNA3 M3 05.1061 12/25/2028 | 0.80% |
| TREASURY BILL 00.0000 06/10/2021 | 0.72% |
| MSBAM 2013-C10 E P/P 144A 04.2169 07/15/2046 | 0.69% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2051 | 0.67% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.67% |
| GNMA GII30 TBA 04.0000 05/01/2051 | 0.66% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.66% |
| TREASURY BILL 00.0000 05/06/2021 | 0.65% |
| FNR 2020-70 SD IO 06.1439 10/25/2050 | 0.60% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.59% |
| FNR 2017-8 SB IO 05.9939 02/25/2047 | 0.59% |
| FNR 2017-74 SA IO 05.6439 10/25/2047 | 0.58% |
| CASH MGMT BILL 00.0000 07/20/2021 | 0.58% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.56% |
| TREASURY BILL 00.0000 06/29/2021 | 0.56% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.54% |
| FHR 4698 NS IO 06.0354 06/15/2047 | 0.50% |
| CASH MGMT BILL 00.0000 07/06/2021 | 0.50% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.49% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.49% |
| TREASURY BILL 00.0000 05/13/2021 | 0.47% |
| TREASURY BILL 00.0000 06/01/2021 | 0.47% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.47% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.46% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.44% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.43% |
| CWALT 2005-59 1A1 00.7759 11/20/2035 | 0.41% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.40% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.40% |
| FHR 5023 TS IO 06.1439 10/25/2050 | 0.40% |
| CAS 2016-C02 1B 12.3561 09/25/2028 | 0.40% |
| BANK 2017-BNK9 XA IO 00.9392 11/15/2054 | 0.40% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.40% |
| FHR 3852 NT 05.8854 05/15/2041 | 0.40% |
| COMM 2014-CR17 C 04.9445 05/10/2047 | 0.39% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.39% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.39% |
| DBUBS 2011-LC3A D P/P 144A 05.5170 08/10/2044 | 0.38% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.38% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.37% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.37% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.36% |
| STACR 2014-HQ2 M3 03.8561 09/25/2024 | 0.36% |
| STACR 2015-DNA3 B 09.4561 04/25/2028 | 0.36% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.35% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.35% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.35% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.34% |
| GSMS 2014-GC22 C 04.8474 06/10/2047 | 0.34% |
| QUIKRETE TLB L+250 02.6133 02/01/2027 | 0.34% |
| CWALT 2006-OA7 1A2 01.0819 06/25/2046 | 0.33% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.33% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.32% |
| BANK 2018-BN10 XA IO 00.8729 02/15/2061 | 0.32% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.32% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.32% |
| MCAS 2019-01 M10 P/P 144A 03.3561 10/15/2049 | 0.32% |
| MRAIT 2020-11 A1X 01.8146 04/22/2022 | 0.32% |
| SCIENTIFIC GAMES CORP L+275 02.8633 08/14/2024 | 0.32% |
| APID 2015-23A AR P/P 144A 01.4038 04/15/2033 | 0.31% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.31% |
| BSCMS 2007-T26 AJ 05.5405 01/12/2045 | 0.31% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.31% |
| CAS 2014-C01 M2 04.5061 01/25/2024 | 0.31% |
| VERTIV TLB L+275 02.8601 03/02/2027 | 0.31% |
| SPST 2021-6 A 00.9061 04/25/2022 | 0.30% |
| JPMBB 2013-C12 B 04.2356 07/15/2045 | 0.30% |
| FNR 2011-53 ST IO 05.8139 06/25/2041 | 0.30% |
| GNR 2016-H13 IK IO 02.6338 06/20/2066 | 0.30% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.29% |
| COMM 2014-CR17 D P/P 144A 05.0082 05/10/2047 | 0.29% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.29% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.28% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.28% |
| ORACLE CORP 02.5000 05/15/2022 | 0.28% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.28% |
| GNR 2020-112 MS IO 06.1841 08/20/2050 | 0.28% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.28% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.28% |
| MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.28% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.27% |
| FNR 2020-16 SG IO 05.9439 03/25/2050 | 0.27% |
| SPST 2020-6 A 01.8561 09/07/2021 | 0.27% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.27% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.27% |
| MWST 2019-1 A 00.9061 06/25/2052 | 0.27% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.26% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.26% |
| CGCMT 2019-GC43 X IO 00.7486 11/10/2052 | 0.26% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.26% |
| STACR 2017-DNA3 M2B 02.6061 03/25/2030 | 0.26% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.26% |
| CAS 2020-R01 1B1 03.3561 01/25/2040 | 0.26% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.26% |
| SPST 2020-13 A 01.6061 10/10/2021 | 0.26% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.26% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.26% |
| SPST 2020-15 A 01.4761 12/10/2021 | 0.26% |
| FNR 2016-60 LS IO 05.9939 09/25/2046 | 0.25% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.25% |
| SPRINT CORP 07.8750 09/15/2023 | 0.25% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.25% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.24% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.24% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.24% |
| MRAIT 2020-2 A2 | 0.24% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.24% |
| MRAIT 2021-8 A1X 01.2651 10/15/2021 | 0.24% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.23% |
| SHRP 2020-1 NOTE 03.0758 07/25/2024 | 0.23% |
| STACR 2015-DNA1 B 09.3061 10/25/2027 | 0.23% |
| JPMCC 2012-C8 D P/P 144A 04.8253 10/15/2045 | 0.23% |
| MRAIT 2020-12 A1X 01.4646 07/15/2021 | 0.23% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.23% |
| CGMS C17A A1AR P/P 144A 01.2350 04/30/2031 | 0.23% |
| MWST 2020-1 A 01.0061 10/25/2053 | 0.23% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.23% |
| MCAS 2020-01 M10 P/P 144A 03.8561 03/25/2050 | 0.23% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.23% |
| AWPT 2014-2A A1R P/P 144A 01.4138 10/15/2029 | 0.23% |
| CAS 2016-C06 1M2 04.3561 04/25/2029 | 0.23% |
| COMM 2015-LC19 C 04.3757 02/10/2048 | 0.23% |
| HCA INC 05.2500 06/15/2026 | 0.23% |
| JPMBB 2013-C14 D P/P 144A 04.8474 08/15/2046 | 0.23% |
| INGIM 2013-2A A1R P/P 144A 01.1458 04/25/2031 | 0.23% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.22% |
| WFCM 2016-BNK1 XA IO 01.8709 08/15/2049 | 0.22% |
| WFCM 2013-LC12 D P/P 144A 04.4052 07/15/2046 | 0.22% |
| WFRBS 2012-C10 D P/P 144A 04.5738 12/15/2045 | 0.22% |
| US BANCORP 02.6250 01/24/2022 | 0.22% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.22% |
| MP3 2013-1A AR P/P 144A 01.4383 10/20/2030 | 0.22% |
| FNR 2015-19 SA IO 06.0939 04/25/2045 | 0.22% |
| WR GRACE TLB3 L+200 02.1074 03/30/2028 | 0.22% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.22% |
| FNR 2013-130 SD IO 06.4939 01/25/2044 | 0.22% |
| TERRIER MEDIA BUYER IN L+350 03.6133 12/17/2026 | 0.21% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.21% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.21% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.21% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.21% |
| FNR 2016-88 SK IO 05.8939 12/25/2046 | 0.21% |
| FNR 2017-108 SA IO 06.0439 01/25/2048 | 0.21% |
| GNR 2018-H05 AI IO 02.3885 02/20/2068 | 0.21% |
| CAS 2016-C03 1B 11.8561 10/25/2028 | 0.21% |
| WFRBS 2013-C15 D P/P 144A 04.6257 08/15/2046 | 0.21% |
| CENTENE CORP 04.6250 12/15/2029 | 0.21% |
| NAVISTAR INTERNATIONAL L+350 03.6100 11/06/2024 | 0.21% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.21% |
| BANIJAY GROUP TLB L+375 03.8601 03/04/2025 | 0.20% |
| CARR 2006-NC2 A4 00.3461 06/25/2036 | 0.20% |
| GNR 2015-H19 NI IO 01.9097 07/20/2065 | 0.20% |
| ARAB REPUBLIC OF EGYPT REGS 05.7500 05/29/2024 | 0.20% |
| SOLENIS 1STL L+400 04.1898 06/26/2025 | 0.20% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.20% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.20% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.20% |
| TALLGRASS ENERGY PARTN L+475 04.8633 03/11/2026 | 0.20% |
| ALTICE USA TLB L+225 02.3646 01/15/2026 | 0.20% |
| AKZO NOBEL CHEMICALS T L+275 02.8650 10/01/2025 | 0.20% |
| ELANCO ANIMAL HLTH TLB L+175 01.8601 02/04/2027 | 0.20% |
| COMM 2013-CR11 XA IO 01.0829 08/10/2050 | 0.20% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.20% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.20% |
| MSBAM 2014-C17 C 04.6363 08/15/2047 | 0.20% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.19% |
| MSBAM 2013-C13 XA IO 01.1145 11/15/2046 | 0.19% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.19% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.19% |
| UBSBB 2012-C3 C P/P 144A 05.1986 08/10/2049 | 0.19% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.19% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.19% |
| JPMBB 2014-C18 C 04.9599 02/15/2047 | 0.19% |
| TRANSDIGM INC TLF L+225 02.3633 12/09/2025 | 0.19% |
| FNR 2016-65 CS IO 05.9939 09/25/2046 | 0.18% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.18% |
| COMM 2018-COR3 C 04.7125 05/10/2051 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.18% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.18% |
| STACR 2018-HRP2 M3 02.5061 02/25/2047 | 0.18% |
| ZAYO GROUP HLDG INC L+300 03.1133 03/09/2027 | 0.18% |
| CAS 2015-C04 1M2 05.8061 04/25/2028 | 0.18% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.18% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.18% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.18% |
| RESTAURANT BRANDS INTE L+175 01.8633 11/19/2026 | 0.18% |
| AGL 2020-5A A1 P/P 144A 02.2383 07/20/2030 | 0.18% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.18% |
| REYNOLDS TL L+175 01.8633 01/29/2027 | 0.18% |
| RRAM 2020-10A A1FL P/P 144A 01.9838 07/15/2033 | 0.18% |
| STACR 2015-DNA2 B 07.6561 12/25/2027 | 0.18% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.18% |
| COMM 2015-LC21 XA IO 00.8298 07/10/2048 | 0.18% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.18% |
| THERMON GROUP HOLDINGS L+375 04.7500 10/30/2024 | 0.18% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.17% |
| FHMS K099 X1 IO 01.0051 09/25/2029 | 0.17% |
| MSBAM 2014-C14 C 05.2182 02/15/2047 | 0.17% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.17% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.17% |
| GNR 2017-H16 BI IO 02.2956 08/20/2067 | 0.17% |
| GNR 2018-H02 GI IO 02.3424 12/20/2067 | 0.17% |
| CAS 2017-C01 1M2 03.6561 07/25/2029 | 0.17% |
| GNR 2017-H06 BI IO 02.3864 02/20/2067 | 0.17% |
| ENTERCOM TLB1 L+250 02.6110 11/17/2024 | 0.17% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.17% |
| CPTFEMU R 0.655 P 05/15/30 | 0.17% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.17% |
| GNR 2011-70 WI IO 04.7341 12/20/2040 | 0.17% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.17% |
| JPMBB 2014-C25 D P/P 144A 04.0949 11/15/2047 | 0.17% |
| RRAM 2020-12A AAR2 P/P 144A 01.5438 01/15/2036 | 0.17% |
| AHM 2007-1 GA1C 00.2961 05/25/2047 | 0.17% |
| CABLEVISION SYSTEMS TL L+225 02.3646 07/17/2025 | 0.17% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.17% |
| FNR 2019-66 SC IO 05.8939 11/25/2049 | 0.17% |
| CSAIL 2019-C16 XA IO 01.7235 06/15/2052 | 0.16% |
| MRAFT 2020-5 A1 01.1105 08/10/2023 | 0.16% |
| SPEAK 2017-4A A P/P 144A 01.3858 10/26/2029 | 0.16% |
| CMLTI 2007-AMC3 A2D 00.4561 03/25/2037 | 0.16% |
| CORNERSTONE TLB L+325 03.4490 04/12/2028 | 0.16% |
| GNR 2015-H15 JI IO 01.9586 06/20/2065 | 0.16% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.16% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.16% |
| MSBAM 2012-C5 E P/P 144A 04.8186 08/15/2045 | 0.16% |
| MSBAM 2013-C10 F P/P 144A 04.2169 07/15/2046 | 0.16% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.16% |
| GNR 2016-121 JS IO 05.9841 09/20/2046 | 0.16% |
| UBSCM 2018-C8 XA IO 01.0269 02/15/2051 | 0.16% |
| CALPINE CONS FIN TL L+200 02.1133 01/15/2025 | 0.16% |
| JOHNSON CONTROLS POWER L+325 03.3633 04/30/2026 | 0.16% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.16% |
| MDPK 2018-30A A P/P 144A 00.9338 04/15/2029 | 0.16% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.16% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.16% |
| CPTFEMU R 0.961 P 05/15/40 | 0.16% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.16% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.16% |
| CEDF 2016-5A A1R P/P 144A 01.2898 07/17/2031 | 0.16% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.16% |
| CAS 2019-HRP1 M2 02.2561 11/25/2039 | 0.15% |
| DEN14 2016-1A A1R P/P 144A 01.4529 10/23/2031 | 0.15% |
| GNR 2016-H02 BI IO 01.8428 11/20/2065 | 0.15% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.15% |
| CAS 2014-C04 1M2 05.0061 11/25/2024 | 0.15% |
| GNR 2019-121 DS IO 05.9841 08/20/2049 | 0.15% |
| CHARTER COMMUNICATIONS L+175 01.8700 02/01/2027 | 0.15% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.15% |
| MRAFT 2020-4 A1 01.4605 04/23/2023 | 0.15% |
| STACR 2016-DNA1 B 10.1086 07/25/2028 | 0.15% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.15% |
| CAS 2014-C03 2M2 03.0061 07/25/2024 | 0.15% |
| WFCM 2015-NXS3 B 04.6500 09/15/2057 | 0.15% |
| GNR 2018-91 SJ IO 06.1341 07/20/2048 | 0.15% |
| MSC 2016-UB12 XA IO 00.8928 12/15/2049 | 0.15% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.15% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.15% |
| MSBAM 2014-C15 D P/P 144A 05.0632 04/15/2047 | 0.15% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.15% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.15% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.14% |
| GARDNER DENVER TLB L+175 01.8633 02/28/2027 | 0.14% |
| WFRBS 2011-C4 D P/P 144A 05.3166 06/15/2044 | 0.14% |
| CAS 2016-C07 2M2 04.4561 05/25/2029 | 0.14% |
| JPMBB 2014-C24 XA IO 01.0618 11/15/2047 | 0.14% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.14% |
| ALPHABET INC 03.6250 05/19/2021 | 0.14% |
| GNR 2016-H23 NI IO 02.3846 10/20/2066 | 0.14% |
| MWST 2020-2 A 00.9061 11/25/2053 | 0.14% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| WAMU 2005-AR13 A1C3 01.0861 10/25/2045 | 0.14% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.14% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.14% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.14% |
| RALI 2006-QO5 1A1 00.5361 05/25/2046 | 0.14% |
| UBSCM 2018-C8 B 04.5670 02/15/2051 | 0.14% |
| CSAIL 2015-C1 D P/P 144A 03.9053 04/15/2050 | 0.14% |
| GNR 2015-H25 AI IO 01.6169 09/20/2065 | 0.14% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.14% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.14% |
| GNR 2015-H09 BI IO 01.6880 03/20/2065 | 0.14% |
| COMM 2014-CR20 XA IO 01.1553 11/10/2047 | 0.14% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.14% |
| WFCM 2013-LC12 C 04.4052 07/15/2046 | 0.13% |
| GNR 2015-H25 EI IO 01.8635 10/20/2065 | 0.13% |
| MONGOLIA INTL BOND REGS 05.1250 12/05/2022 | 0.13% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.13% |
| UNIVISION TLB L+375 04.7500 03/15/2026 | 0.13% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.13% |
| HILTON HOTELS CORP TLB L+175 01.8610 06/21/2026 | 0.13% |
| BANK 2019-BN20 XA IO 00.9602 09/15/2062 | 0.13% |
| VICI PROPERTIES TL L+175 01.8575 12/15/2024 | 0.13% |
| FNR 2011-4 CS 12.6877 05/25/2040 | 0.13% |
| MSBAM 2012-C6 D P/P 144A 04.7587 11/15/2045 | 0.13% |
| ORTHO-CLINICAL DIAGNOS L+325 03.3611 06/30/2025 | 0.13% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.13% |
| GNR 2010-125 SD IO 06.5644 01/16/2040 | 0.13% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.13% |
| GNR 2010-116 SA IO 05.7841 09/20/2040 | 0.13% |
| GNR 2018-H02 EI IO 02.3783 01/20/2068 | 0.12% |
| UBSCM 2017-C7 XA IO 01.1801 12/15/2050 | 0.12% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.12% |
| FNR 2016-83 BS IO 05.9939 11/25/2046 | 0.12% |
| CAS 2016-C04 1M2 04.3561 01/25/2029 | 0.12% |
| CGCMT 2014-GC19 D P/P 144A 05.2618 03/10/2047 | 0.12% |
| LENNAR CORP 04.7500 11/15/2022 | 0.12% |
| GNR 2016-77 SC IO 05.9841 10/20/2045 | 0.12% |
| UBSC 2011-C1 D P/P 144A 06.2518 01/10/2045 | 0.12% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.12% |
| COMM 2015-CR23 XA IO 01.0337 05/10/2048 | 0.12% |
| GNR 2018-H13 NI IO 02.3940 08/20/2068 | 0.12% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.12% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.12% |
| BBCMS 2019-C4 XA IO 01.7404 08/15/2052 | 0.12% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.12% |
| WFRBS 2012-C7 D P/P 144A 04.9578 06/15/2045 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.12% |
| CANYC 2019-2A A P/P 144A 01.5538 10/15/2032 | 0.12% |
| MSBAM 2013-C12 E P/P 144A 04.9214 10/15/2046 | 0.12% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.12% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.12% |
| WFCM 2014-LC16 XA IO 01.2463 08/15/2050 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.11% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.11% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.11% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.11% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.11% |
| COMM 2014-CR19 XA IO 01.1261 08/10/2047 | 0.11% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.11% |
| CF 2019-CF3 XA IO 00.8374 01/15/2053 | 0.11% |
| STACR 2018-HQA1 M2 02.4061 09/25/2030 | 0.11% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.11% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.11% |
| COMM 2014-UBS6 XA IO 01.0336 12/10/2047 | 0.11% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.11% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.11% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.11% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.11% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.11% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.10% |
| MSBAM 2015-C26 XA IO 01.1625 10/15/2048 | 0.10% |
| COMM 2013-CR13 E P/P 144A 05.0463 11/10/2046 | 0.10% |
| PLMRS 2018-2A A1A P/P 144A 01.2836 07/16/2031 | 0.10% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.10% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.10% |
| WFRBS 2012-C10 E P/P 144A 04.5738 12/15/2045 | 0.10% |
| ZAIS 2019-13A A1A P/P 144A 01.6738 07/15/2032 | 0.10% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| OZLM 2015-11A A1R P/P 144A 01.4355 10/30/2030 | 0.10% |
| CSAIL 2015-C1 XA IO 00.9677 04/15/2050 | 0.10% |
| CWALT 2005-27 1A1 01.4640 08/25/2035 | 0.10% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.10% |
| STACR 2016-HQA4 M3 04.0061 04/25/2029 | 0.10% |
| STACR 2020-HQA3 B1 05.8561 07/25/2050 | 0.10% |
| CAS 2017-C07 2M2 02.6061 05/25/2030 | 0.10% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.10% |
| BMC SOFTWARE TLB L+375 03.8633 10/02/2025 | 0.10% |
| CAS 2017-C02 2B1 05.6061 09/25/2029 | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| GNR 2016-H22 AI IO 02.3452 10/20/2066 | 0.10% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.10% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.10% |
| ARRW 2019-1 A3 04.2061 01/25/2049 | 0.10% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.10% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.10% |
| GSMS 2015-GC30 XA IO 00.8774 05/10/2050 | 0.10% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.10% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| CFCRE 2011-C2 D P/P 144A 05.9355 12/15/2047 | 0.10% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.09% |
| CMLTI 2007-AR5 1A1A 02.8865 04/25/2037 | 0.09% |
| CWALT 2006-OA7 1A1 02.2483 06/25/2046 | 0.09% |
| HVMLT 2005-2 1A 00.6350 05/19/2035 | 0.09% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| GNR 2015-H28 DI IO 01.5516 08/20/2065 | 0.09% |
| BCC 2019-3A A P/P 144A 01.5260 10/21/2032 | 0.09% |
| GNR 2016-H08 AI IO 01.9011 08/20/2065 | 0.09% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.09% |
| CFCRE 2016-C4 XA IO 01.8012 05/10/2058 | 0.09% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.09% |
| MVEW 2017-2A A P/P 144A 01.3936 01/16/2031 | 0.09% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.09% |
| UBSBB 2013-C5 XA IO P/P 144A 01.0474 03/10/2046 | 0.09% |
| REPUBLIC OF GHANA P/P 144A 07.7500 04/07/2029 | 0.09% |
| GSMS 2014-GC24 D P/P 144A 04.6644 09/10/2047 | 0.08% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| STACR 2018-DNA2 B1 03.8061 12/25/2030 | 0.08% |
| GRIFOLS TLB L+200 02.0865 11/15/2027 | 0.08% |
| STARS GROUP TLB L+350 03.7025 07/10/2025 | 0.08% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.08% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.08% |
| APPLE INC 02.8500 05/06/2021 | 0.08% |
| CGCMT 2014-GC19 X IO 01.3047 03/10/2047 | 0.08% |
| GSMS 2014-GC18 XA IO 01.1681 01/10/2047 | 0.08% |
| HUSKY INJECTION MOLDIN L+300 03.2666 03/28/2025 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.08% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.08% |
| CWALT 2006-OA10 2A1 00.4861 08/25/2046 | 0.08% |
| GNR 2014-H14 CI IO 01.5738 07/20/2064 | 0.08% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.08% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.08% |
| CAS 2017-C05 1B1 03.7061 01/25/2030 | 0.08% |
| JPMCC 2013-C10 XA IO 01.0858 12/15/2047 | 0.08% |
| JPY/USD 05/19/2021 SSBT | 0.08% |
| BSP 2018-5BA A1A P/P 144A 01.2783 04/20/2031 | 0.08% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| SAMI 2006-AR7 A1A 00.5261 08/25/2036 | 0.08% |
| STACR 2016-HQA3 M3 03.9561 03/25/2029 | 0.08% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.08% |
| GNR 2015-H10 EI IO 01.6147 04/20/2065 | 0.08% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.08% |
| UKRPI P 3.665 R 12/15/28 | 0.08% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.07% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.07% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.07% |
| WFRBS 2012-C10 C 04.5088 12/15/2045 | 0.07% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8738 11/15/2045 | 0.07% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.07% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.07% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.07% |
| GNR 2017-H03 DI IO 02.6296 12/20/2066 | 0.07% |
| GNR 2015-H18 IA IO 01.8350 06/20/2065 | 0.07% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| STACR 2016-DNA4 M3 03.9061 03/25/2029 | 0.07% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.07% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.07% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.07% |
| COMM 2015-CR22 XA IO 01.0250 03/10/2048 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.07% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.07% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% |
| STACR 2017-DNA2 M2 03.5561 10/25/2029 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.07% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.07% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.07% |
| STACR 2017-DNA2 B1 05.2561 10/25/2029 | 0.07% |
| WAMU 2005-AR10 1A3 03.0905 09/25/2035 | 0.07% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.07% |
| CBAM 2019-9A A P/P 144A 01.4638 02/12/2030 | 0.07% |
| JPMCC 2012-LC9 D P/P 144A 04.5661 12/15/2047 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.07% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.06% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.06% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.06% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.06% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.06% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.06% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.06% |
| CAS 2016-C05 2M2 04.5561 01/25/2029 | 0.06% |
| JPALT 2007-A2 12A1 00.3061 06/25/2037 | 0.06% |
| MSC 2012-C4 E P/P 144A 05.5989 03/15/2045 | 0.06% |
| CGCMT 2014-GC21 X IO 01.3240 05/10/2047 | 0.06% |
| GSAA 2005-15 2A2 00.6061 01/25/2036 | 0.06% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.06% |
| MAGNE 2012-7A A1R2 P/P 144A 00.9838 01/15/2028 | 0.06% |
| STACR 2016-HQA2 M3B 05.2561 11/25/2028 | 0.06% |
| CAS 2020-R02 2M2 02.1061 01/25/2040 | 0.06% |
| CWHL 2005-3 1A1 00.7261 04/25/2035 | 0.06% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.06% |
| CAS 2018-C06 2M2 02.2061 03/25/2031 | 0.06% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.06% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| STACR 2018-HQA1 B1 04.4561 09/25/2030 | 0.06% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.06% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.06% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.06% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.06% |
| FNR 2018-86 DS IO 05.9939 12/25/2048 | 0.06% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.06% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.06% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.06% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.06% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| WFRBS 2011-C4 E P/P 144A 05.3166 06/15/2044 | 0.05% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.05% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.05% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.05% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.05% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.05% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.05% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.05% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% |
| MSBAM 2013-C10 D P/P 144A 04.2169 07/15/2046 | 0.05% |
| STACR 2016-DNA2 M3 04.7561 10/25/2028 | 0.05% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.05% |
| CGCMT 2013-GC17 X IO 01.1744 11/10/2046 | 0.05% |
| GNR 2011-H15 AI IO 01.5326 06/20/2061 | 0.05% |
| GNR 2017-H14 DI IO 01.7056 06/20/2067 | 0.05% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.05% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.05% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.05% |
| PROVINCIA DE CORDOBA REGS 03.0000 06/01/2027 | 0.05% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.05% |
| TRANSDIGM INC TLE L+225 02.3633 05/30/2025 | 0.05% |
| VISTRA OPERATIONS COMP L+175 01.8612 12/01/2025 | 0.05% |
| GNR 2017-H02 BI IO 02.4568 01/20/2067 | 0.05% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| JPMBB 2014-C19 XA IO 00.8932 04/15/2047 | 0.05% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.05% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.05% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.05% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| WESTERN DIGITAL CORP T L+175 01.8603 04/29/2023 | 0.05% |
| MEREDITH CORPORATION T L+250 02.6133 01/31/2025 | 0.05% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.05% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.05% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.05% |
| STACR 2019-DNA1 M2 02.7561 01/25/2049 | 0.05% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.05% |
| COMM 2014-LC15 XA IO 01.2498 04/10/2047 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.04% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.04% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.04% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.04% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.04% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.04% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.04% |
| CAS 2014-C02 2M2 02.7061 05/25/2024 | 0.04% |
| EURO-BUND FUTURE JUN21 RXM1 | 0.04% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.04% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.04% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% |
| STACR 2016-HQA1 M3 06.4561 09/25/2028 | 0.04% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.04% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.04% |
| ARAB REP OF EGYPT P/P 144A 05.8750 02/16/2031 | 0.04% |
| CAD/USD 07/21/2021 GSFX | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.04% |
| UKRPI P 3.385 R 11/15/24 | 0.04% |
| 0.05 R ISWP FWD EUR006M P 06/16/2031 | 0.04% |
| MATTEL INC. P/P 144A 06.7500 12/31/2025 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.04% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.04% |
| ZSCALER INC. P/P 144A CV 00.1250 07/01/2025 | 0.04% |
| COMM 2014-UBS4 XA IO 01.2550 08/10/2047 | 0.04% |
| DIVERSEY TL L+300 03.1854 09/06/2024 | 0.04% |
| GNR 2011-17 S IO 05.9341 02/20/2041 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.04% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.04% |
| CAS 2018-C01 1M2 02.3561 07/25/2030 | 0.04% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.04% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.04% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.04% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.04% |
| CAS 2019-R01 2M2 02.5561 07/25/2031 | 0.04% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.04% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.04% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.04% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.04% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% |
| 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| COMM 2012-CR3 E P/P 144A 04.9082 10/15/2045 | 0.03% |
| CPTFEMU P 1.71 R 07/15/37 | 0.03% |
| CWALT 2006-OA10 4A1 00.4861 08/25/2046 | 0.03% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.03% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.03% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.03% |
| STACR 2020-DNA5 M1 01.3100 10/25/2050 | 0.03% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.03% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% |
| FHR 2990 LB 16.6527 06/15/2034 | 0.03% |
| GNR 2016-H11 HI IO 02.1054 01/20/2066 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.03% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.03% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.03% |
| CAS 2015-C04 2M2 05.6561 04/25/2028 | 0.03% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.03% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.03% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.03% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.03% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.03% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.03% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.03% |
| BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.03% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| FNR 2007-53 SP 23.8109 06/25/2037 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.03% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.03% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.03% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.03% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.03% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.03% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.03% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% |
| UKRPI P 3.34 R 03/15/28 | 0.03% |
| UKRPI P 3.4025 R 03/15/28 | 0.03% |
| GBP/USD 06/16/2021 SSBT | 0.03% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.03% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.03% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.03% |
| GNR 2013-99 VS IO 05.9844 07/16/2043 | 0.03% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.03% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.03% |
| SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.03% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.03% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.03% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.02% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% |
| BURL STORE P/P CV 02.2500 04/15/2025 | 0.02% |
| CAS 2015-C01 1M2 04.4061 02/25/2025 | 0.02% |
| DATADOG INC P/P 144A CV 00.1250 06/15/2025 | 0.02% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.02% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.02% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.02% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.02% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.02% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.02% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.02% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.02% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.02% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.02% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.02% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.02% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% |
| FHR 3249 PS 21.8967 12/15/2036 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| STACR 2018-HQA2 M2 02.4061 10/25/2048 | 0.02% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.02% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.02% |
| CASH MGMT BILL 00.0000 07/27/2021 | 0.02% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9000 09/10/2045 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.02% |
| 1.57 R ISWP US0003M P 04/20/2031 | 0.02% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.02% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.02% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| CAS 2017-C05 1M2A 02.3061 01/25/2030 | 0.02% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.02% |
| NOK/USD 06/16/2021 GSFX | 0.02% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.02% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% |
| 1.736 R ISWP US0003M P 04/21/2031 | 0.02% |
| BENTLEY SYSTE P/P 144A CV 00.1250 01/15/2026 | 0.02% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.02% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.02% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.02% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.02% |
| STACR 2019-DNA2 M2 02.5561 03/25/2049 | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.02% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.02% |
| CAS 2018-C05 1M2 02.4561 01/25/2031 | 0.02% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.02% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.02% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.02% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| FHR 2976 LC 23.9997 05/15/2035 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| GNR 2020-15 CS IO 05.9341 02/20/2050 | 0.02% |
| INTEGRA LIFE CV 00.5000 08/15/2025 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.02% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.02% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.02% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.02% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.02% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.02% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4392 05/10/2063 | 0.02% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.02% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.02% |
| CAS 2015-C02 2M2 04.1061 05/25/2025 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.02% |
| EUR/USD 06/16/2021 UBS | 0.02% |
| FNR 2005-75 GS 19.9316 08/25/2035 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| JPMCC 2007-CB20 E P/P 144A 06.3743 02/12/2051 | 0.02% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.02% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.02% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.01% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.01% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.01% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.01% |
| 1.7115 R ISWP US0003M P 04/07/2031 | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| GBP/USD 06/16/2021 CITI | 0.01% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.01% |
| LIBERTY MEDIA | 0.01% |
| REVANCE THERA CV 01.7500 02/15/2027 | 0.01% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CPURNSA R 2.4275 P 03/23/31 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CPURNSA R 2.45 P 03/23/31 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2005-74 NK 26.9694 05/25/2035 | 0.01% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.01% |
| GNR 2019-78 SJ IO 05.9341 06/20/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| EUR/USD 06/16/2021 HSBCB | 0.01% |
| EUR/USD 06/16/2021 MSCIL | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2019-99 KS IO 05.9341 08/20/2049 | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.01% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% |
| 1.5665 R ISWP US0003M P 04/29/2031 | 0.01% |
| CAD/USD 07/21/2021 UBS | 0.01% |
| CAD/USD 07/21/2021 WPAC | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| EUR/USD 06/16/2021 BANKAM | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| NOK/USD 06/16/2021 TDBK | 0.01% |
| SABRE GLBL P/P CV 04.0000 04/15/2025 | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.01% |
| -0.16 R ISWP FWD CHL6M P 06/16/2031 | 0.01% |
| 0.77 R ISWP FWD SES3M 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.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.01% |
| SEK/USD 06/16/2021 MSCIL | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.00% |
| CAD/USD 07/21/2021 HSBCB | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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-.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| FNW 1998-W2 X IO 02.1557 06/25/2028 | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| MSC 2012-C4 XA IO P/P 144A 02.2357 03/15/2045 | 0.00% |
| SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 1.35 R ISWP FWD SOFRRATE P 06/16/2031 | 0.00% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.00% |
| CAS 2015-C01 2M2 04.6561 02/25/2025 | 0.00% |
| CHF/USD 06/16/2021 BANKAM | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.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 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CPURNSA R 2.51 P 04/01/31 | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.00% |
| EUR/USD 06/16/2021 RBSF | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| GBP/USD 06/16/2021 CSI-FX | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| JPY/USD 05/19/2021 WPAC | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| SWPTN 1MX10Y R 1.75 USD 05/06/2021 GS | 0.00% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.51882 R ISWP US0003M P 03/02/2031 | 0.00% |
| 2.0065 R ISWP US0003M P 04/22/2051 | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.00% |
| CAS 2016-C01 1M2 06.8561 08/25/2028 | 0.00% |
| CAS 2016-C02 1M2 06.1061 09/25/2028 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.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-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CPURNSA R 2.515 P 04/01/31 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.00% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.00% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.96 R ISWP FWD NFIX3MID P 06/16/2031 | 0.00% |
| CAD/USD 07/21/2021 BANKAM | 0.00% |
| CAD/USD 07/21/2021 TDBK | 0.00% |
| CAS 2015-C02 1M2 04.1061 05/25/2025 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| JPY/USD 05/19/2021 JPMCB | 0.00% |
| NOK/USD 06/16/2021 BANKAM | 0.00% |
| NOK/USD 06/16/2021 JPMCB | 0.00% |
| SWPTN 1MX10Y R 1.717 USD 05/12/2021 CI | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.00% |
| 1.82 R ISWP FWD NOKOIB6M P 06/16/2031 | 0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.00% |
| AUD/USD 07/21/2021 TDBK | 0.00% |
| CAS 2014-C04 2M2 05.1061 11/25/2024 | 0.00% |
| CHF/USD 06/16/2021 GSFX | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| FNW 1998-W5 X IO 00.9631 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2832 10/25/2043 | 0.00% |
| GBP/USD 06/16/2021 BCAP-FX | 0.00% |
| GBP/USD 06/16/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 05/19/2021 RBSF | 0.00% |
| STACR 2015-DN1 M3 04.2561 01/25/2025 | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 1MX10Y P 1.583 USD 05/19/2021 CI | 0.00% |
| WFRBS 2011-C5 XA IO P/P 144A 01.8142 11/15/2044 | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| BACM 2007-1 XW IO 00.6220 01/15/2049 | 0.00% |
| CAD/USD 07/21/2021 CITI | 0.00% |
| CHF/USD 06/16/2021 BCAP-FX | 0.00% |
| CHF/USD 06/16/2021 HSBCB | 0.00% |
| CHF/USD 06/16/2021 JPMCB | 0.00% |
| CHF/USD 06/16/2021 MSCIL | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.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-.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-.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-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.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 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2673 05/15/2038 | 0.00% |
| FSPC T-8 A9 IO 00.4351 11/15/2028 | 0.00% |
| GBP/USD 06/16/2021 JPMCB | 0.00% |
| GBP/USD 06/16/2021 UBS | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| HKD/USD 05/20/2021 CITI | 0.00% |
| HKD/USD 05/20/2021 RBSF | 0.00% |
| HKD/USD 05/20/2021 TDBK | 0.00% |
| JPY/USD 05/19/2021 GSFX | 0.00% |
| LBUBS 2007-C2 XW IO 00.3362 02/15/2040 | 0.00% |
| NZD/USD 07/21/2021 JPMCB | 0.00% |
| SEK/USD 06/16/2021 JPMCB | 0.00% |
| SEK/USD 06/16/2021 RBSF | 0.00% |
| SEK/USD 06/16/2021 TDBK | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | 0.00% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| WBCMT 2006-C29 IO IO 00.4547 11/15/2048 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | -0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.00% |
| AUD/USD 07/21/2021 JPMCB | -0.00% |
| AUD/USD 07/21/2021 MSCIL | -0.00% |
| AUD/USD 07/21/2021 RBSF | -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 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/16/2021 JPMCB | -0.00% |
| GBP/USD 06/16/2021 MSCIL | -0.00% |
| GBP/USD 06/16/2021 TDBK | -0.00% |
| GBP/USD 06/16/2021 WPAC | -0.00% |
| NOK/USD 06/16/2021 MSCIL | -0.00% |
| NOK/USD 06/16/2021 UBS | -0.00% |
| NZD/USD 07/21/2021 MSCIL | -0.00% |
| SEK/USD 06/16/2021 UBS | -0.00% |
| SWPTN 1MX5Y P 0.962 USD 05/26/2021 CI | -0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | -0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.76 R ISWP FWD AUDBB6M P 06/16/2031 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| AUD/USD 07/21/2021 CITI | -0.00% |
| AUD/USD 07/21/2021 GSFX | -0.00% |
| CHF/USD 06/16/2021 TDBK | -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 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.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-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -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-.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% |
| EUR/USD 06/16/2021 CSI-FX | -0.00% |
| NZD/USD 07/21/2021 CITI | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 0.93 R ISWP FWD SONIA P 06/16/2031 | -0.00% |
| CAD/USD 07/21/2021 RBSF | -0.00% |
| CHF/USD 06/16/2021 SSBT | -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.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.BB.13 2072-12-16 500.0 12/16/2072 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-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| EUR/USD 06/16/2021 WPAC | -0.00% |
| GBP/USD 06/16/2021 GSFX | -0.00% |
| NOK/USD 06/16/2021 SSBT | -0.00% |
| SWPTN 1MX5Y R 0.962 USD 05/26/2021 CI | -0.00% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.00% |
| 1.66091 R ISWP US0003M P 05/04/2031 | -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 CG | -0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.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 MS | -0.00% |
| SEK/USD 06/16/2021 GSFX | -0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.00% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -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 JP | -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 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA P 2.496 R 04/01/26 | -0.00% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.00% |
| AUD/USD 07/21/2021 UBS | -0.01% |
| CAD/USD 07/21/2021 BCAP-FX | -0.01% |
| CHF/USD 06/16/2021 UBS | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.01% |
| EUR/USD 06/16/2021 GSFX | -0.01% |
| GBP/USD 06/16/2021 RBSF | -0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.01% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% |
| CAD/USD 07/21/2021 CSI-FX | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| EUR/USD 06/16/2021 CITI | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% |
| EUR/USD 06/16/2021 BCAP-FX | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| JPY/USD 05/19/2021 CITI | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| 1.5614 R ISWP US0003M P 04/28/2031 | -0.01% |
| 1.5625 R ISWP US0003M P 04/28/2031 | -0.01% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.01% |
| AUD/USD 07/21/2021 SSBT | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CPTFEMU R 1.4 P 07/15/27 | -0.01% |
| NZD/USD 07/21/2021 WPAC | -0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| JPY/USD 05/19/2021 TDBK | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 1MX10Y P 1.717 USD 05/12/2021 CI | -0.01% |
| SWPTN 1MX10Y R 1.583 USD 05/19/2021 CI | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.01% |
| 1.91 R ISWP FWD CDOR03 P 06/16/2031 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| NZD/USD 07/21/2021 UBS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.01% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.01% |
| CAD/USD 07/21/2021 JPMCB | -0.01% |
| SEK/USD 06/16/2021 SSBT | -0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.01% |
| SWPTN 1MX10Y P 1.75 USD 05/06/2021 GS | -0.01% |
| SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| EUR/USD 06/16/2021 TDBK | -0.01% |
| NZD/USD 07/21/2021 SSBT | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NZD/USD 07/21/2021 RBSF | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA P 2.28 R 02/25/31 | -0.02% |
| CPURNSA P 2.51 R 03/23/26 | -0.02% |
| JPY/USD 05/19/2021 BCAP-FX | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.02% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.02% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| 1.5324 R ISWP US0003M P 03/05/2031 | -0.02% |
| JPY/USD 05/19/2021 BANKAM | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.02% |
| CAD/USD 07/21/2021 SSBT | -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% |
| NZD/USD 07/21/2021 GSFX | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.02% |
| EUR/USD 06/16/2021 SSBT | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA P 2.2675 R 02/25/31 | -0.02% |
| CPURNSA P 2.278 R 02/25/31 | -0.02% |
| CPURNSA P 2.281 R 02/24/31 | -0.02% |
| CPURNSA P 2.445 R 03/23/26 | -0.02% |
| SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.02% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.02% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA P 2.53 R 04/01/26 | -0.02% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% |
| JPY/USD 05/19/2021 HSBCB | -0.02% |
| CPURNSA P 2.35 R 03/05/31 | -0.03% |
| CPURNSA P 2.351 R 03/05/31 | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.03% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% |
| JPY/USD 05/19/2021 UBS | -0.03% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.03% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.03% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.03% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| UKRPI R 3.4425 P 07/15/49 | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.04% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.04% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.04% |
| CPURNSA P 2.286 R 02/24/31 | -0.04% |
| JPY/USD 05/19/2021 MSCIL | -0.04% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.04% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.04% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.04% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.04% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.04% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.05% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.05% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.05% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.05% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.05% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.05% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.05% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.05% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.05% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.05% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.06% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.06% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.06% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.06% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.06% |
| US 10YR ULTRA FUT JUN21 UXYM1 | -0.06% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.06% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.06% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.06% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.06% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.06% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.07% |
| 1.242 R ISWP US0003M P 04/29/2051 | -0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.08% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.09% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.10% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.10% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.11% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.11% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.12% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.13% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.13% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.15% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.17% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.17% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.18% |
| CPURNSA P 1.586 R 06/30/30 | -0.18% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.18% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.19% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.20% |
| CPTFEMU P 1.13 R 05/15/50 | -0.23% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.26% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.27% |
| CPURNSA P 1.6625 R 07/10/30 | -0.31% |
| CPTFEMU P 0.935 R 05/15/40 | -0.33% |
| CPTFEMU P 0.93 R 05/15/40 | -0.33% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.33% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.35% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.36% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.37% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.89% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.06% |
| US 5YR NOTE (CBT) JUN21 FVM1 | -7.95% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -54.29% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 6.96% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 04/01/2051 | 5.96% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 5.75% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2051 | 5.48% |
| FNMA FN30 TBA UMBS 02.5000 04/01/2051 | 5.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.35% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2051 | 2.36% |
| FNMA FN30 TBA UMBS 03.5000 04/01/2051 | 1.74% |
| TREASURY BILL 00.0000 05/25/2021 | 1.56% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.87% |
| STACR 2016-DNA3 M3 05.1086 12/25/2028 | 0.80% |
| TREASURY BILL 00.0000 06/10/2021 | 0.72% |
| MSBAM 2013-C10 E P/P 144A 04.0818 07/15/2046 | 0.68% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.67% |
| FNMA FN30 TBA UMBS 04.5000 04/01/2051 | 0.67% |
| GNMA GII30 TBA 04.0000 04/01/2051 | 0.66% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.65% |
| TREASURY BILL 00.0000 05/06/2021 | 0.65% |
| FNR 2020-70 SD IO 06.1414 10/25/2050 | 0.62% |
| FNR 2017-8 SB IO 05.9914 02/25/2047 | 0.59% |
| FNR 2017-74 SA IO 05.6414 10/25/2047 | 0.59% |
| CASH MGMT BILL 00.0000 07/20/2021 | 0.58% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.56% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.56% |
| CASH MGMT BILL 00.0000 06/29/2021 | 0.56% |
| CSMC 2008-C1 AJ P/P 144A 05.4164 02/15/2041 | 0.52% |
| FHR 4698 NS IO 06.0440 06/15/2047 | 0.52% |
| CASH MGMT BILL 00.0000 07/06/2021 | 0.49% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.49% |
| TREASURY BILL 00.0000 05/13/2021 | 0.47% |
| TREASURY BILL 00.0000 06/01/2021 | 0.47% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.46% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.45% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.44% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.44% |
| FHR 5023 TS IO 06.1414 10/25/2050 | 0.42% |
| CWALT 2005-59 1A1 00.7709 11/20/2035 | 0.42% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.42% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.41% |
| FHR 3852 NT 05.8940 05/15/2041 | 0.41% |
| BANK 2017-BNK9 XA IO 00.7999 11/15/2054 | 0.40% |
| CAS 2016-C02 1B 12.3586 09/25/2028 | 0.40% |
| COMM 2014-CR17 C 04.7836 05/10/2047 | 0.39% |
| STACR 2014-HQ2 M3 03.8586 09/25/2024 | 0.39% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.38% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.38% |
| DBUBS 2011-LC3A D P/P 144A 05.3511 08/10/2044 | 0.38% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.38% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.37% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.37% |
| STACR 2015-DNA3 B 09.4586 04/25/2028 | 0.37% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.37% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.36% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.36% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.36% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.35% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.34% |
| CWALT 2006-OA7 1A2 01.1990 06/25/2046 | 0.34% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.34% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.34% |
| QUIKRETE TLB L+250 02.6085 02/01/2027 | 0.34% |
| GSMS 2014-GC22 C 04.6921 06/10/2047 | 0.34% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.34% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.33% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.33% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.32% |
| BANK 2018-BN10 XA IO 00.7296 02/15/2061 | 0.32% |
| CAS 2014-C01 M2 04.5086 01/25/2024 | 0.32% |
| BACM 2005-1 B 05.1165 11/10/2042 | 0.32% |
| MCAS 2019-01 M10 P/P 144A 03.3586 10/15/2049 | 0.32% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.32% |
| MRAIT 2021-5 A1X 01.8560 07/26/2021 | 0.32% |
| SCIENTIFIC GAMES TLB5 L+275 02.8585 08/14/2024 | 0.31% |
| BSCMS 2007-T26 AJ 05.4315 01/12/2045 | 0.31% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.31% |
| VERTIV TLB L+275 02.8685 03/02/2027 | 0.31% |
| FNR 2011-53 ST IO 05.8114 06/25/2041 | 0.30% |
| GNR 2016-H13 IK IO 02.6345 06/20/2066 | 0.30% |
| SPST 2021-6 A 00.9103 04/25/2022 | 0.30% |
| JPMBB 2013-C12 B 04.1051 07/15/2045 | 0.30% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.30% |
| GNR 2020-112 MS IO 06.1891 08/20/2050 | 0.29% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.29% |
| COMM 2014-CR17 D P/P 144A 04.8474 05/10/2047 | 0.29% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.29% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.28% |
| ORACLE CORP 02.5000 05/15/2022 | 0.28% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.28% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.28% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.28% |
| MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.28% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.27% |
| SPST 2020-6 A 01.8574 09/07/2021 | 0.27% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.27% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.27% |
| MWST 2019-1 A 00.9086 06/25/2052 | 0.27% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.27% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.26% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.26% |
| LENNAR CORP 05.8750 11/15/2024 | 0.26% |
| CGCMT 2019-GC43 X IO 00.6282 11/10/2052 | 0.26% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.26% |
| SPST 2020-13 A 01.6074 10/10/2021 | 0.26% |
| STACR 2017-DNA3 M2B 02.6086 03/25/2030 | 0.26% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.25% |
| SPST 2020-15 A 01.4774 12/10/2021 | 0.25% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.25% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.25% |
| FNR 2016-60 LS IO 05.9914 09/25/2046 | 0.25% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.25% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.25% |
| TREASURY BILL 00.0000 04/15/2021 | 0.25% |
| SPRINT CORP 07.8750 09/15/2023 | 0.25% |
| CAS 2020-R01 1B1 03.3586 01/25/2040 | 0.24% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.24% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.24% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.24% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.24% |
| FNR 2020-16 SG IO 05.9414 03/25/2050 | 0.24% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.24% |
| MRAIT 2020-2 A2 | 0.24% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.24% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.23% |
| MRAIT 2021-8 A1X 01.2535 10/15/2021 | 0.23% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.23% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.23% |
| STACR 2015-DNA1 B 09.3086 10/25/2027 | 0.23% |
| MRAIT 2020-12 A1X 01.4560 07/15/2021 | 0.23% |
| JPMCC 2012-C8 D P/P 144A 04.6707 10/15/2045 | 0.23% |
| MWST 2020-1 A 01.0086 10/25/2053 | 0.23% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.23% |
| CAS 2016-C06 1M2 04.3586 04/25/2029 | 0.23% |
| COMM 2015-LC19 C 04.2352 02/10/2048 | 0.23% |
| MCAS 2020-01 M10 P/P 144A 03.8586 03/25/2050 | 0.23% |
| WFCM 2016-BNK1 XA IO 01.7357 08/15/2049 | 0.23% |
| INGIM 2013-2A A1R P/P 144A 01.1878 04/25/2031 | 0.23% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.23% |
| HCA INC 05.2500 06/15/2026 | 0.22% |
| JPMBB 2013-C14 D P/P 144A 04.7025 08/15/2046 | 0.22% |
| WFCM 2013-LC12 D P/P 144A 04.2741 07/15/2046 | 0.22% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.22% |
| US BANCORP 02.6250 01/24/2022 | 0.22% |
| FNR 2013-130 SD IO 06.4914 01/25/2044 | 0.22% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.22% |
| MP3 2013-1A AR P/P 144A 01.4740 10/20/2030 | 0.22% |
| FNR 2016-88 SK IO 05.8914 12/25/2046 | 0.22% |
| GNR 2018-H05 AI IO 00.9028 02/20/2068 | 0.22% |
| WR GRACE TLB3 L+200 02.1074 03/30/2028 | 0.22% |
| FNR 2017-108 SA IO 06.0414 01/25/2048 | 0.22% |
| COX MEDIA TL L+350 03.6085 12/17/2026 | 0.21% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.21% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.21% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.21% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.21% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.21% |
| SPST 2020-WL1 A 01.2586 06/25/2051 | 0.21% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.21% |
| EPICOR SOFTWARE TLB L+325 04.0000 07/30/2027 | 0.21% |
| FNR 2015-19 SA IO 06.0914 04/25/2045 | 0.21% |
| WFRBS 2012-C10 D P/P 144A 04.4274 12/15/2045 | 0.21% |
| CAS 2016-C03 1B 11.8586 10/25/2028 | 0.21% |
| NAVISTAR INTL TLB L+350 03.6200 11/06/2024 | 0.21% |
| CENTENE CORP 04.6250 12/15/2029 | 0.21% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.21% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.21% |
| COMM 2013-CR11 XA IO 00.9189 08/10/2050 | 0.20% |
| BANIJAY GROUP TLB L+375 03.8535 03/04/2025 | 0.20% |
| CARR 2006-NC2 A4 00.3486 06/25/2036 | 0.20% |
| GFL ENVIORNMENTAL TLB L+300 03.5000 05/31/2025 | 0.20% |
| GNR 2015-H19 NI IO 01.9094 07/20/2065 | 0.20% |
| SOLENIS 1STL L+400 04.1898 06/26/2025 | 0.20% |
| ARAB REPUBLIC OF EGYPT REGS 05.7500 05/29/2024 | 0.20% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.20% |
| ALTICE USA TLB L+225 02.3560 01/15/2026 | 0.20% |
| MSBAM 2013-C13 XA IO 00.9531 11/15/2046 | 0.20% |
| TALLGRASS ENERGY TL L+475 04.8585 03/11/2026 | 0.20% |
| WIDEOPENWEST TLB L+325 04.2500 08/19/2023 | 0.20% |
| ELANCO ANIMAL HLTH TLB L+175 01.8651 02/04/2027 | 0.20% |
| AKZONOBEL TLB L+275 02.8603 10/01/2025 | 0.20% |
| FOREST CITY TLB L+350 03.6085 12/07/2025 | 0.20% |
| MESSER INDUST TLB L+250 02.7025 03/01/2026 | 0.20% |
| MSBAM 2014-C17 C 04.4736 08/15/2047 | 0.20% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.19% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.19% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.19% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.19% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.19% |
| UBSBB 2012-C3 C P/P 144A 05.0320 08/10/2049 | 0.19% |
| WFRBS 2013-C15 D P/P 144A 04.4646 08/15/2046 | 0.19% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.19% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.19% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.19% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.19% |
| FNR 2016-65 CS IO 05.9914 09/25/2046 | 0.19% |
| JPMBB 2014-C18 C 04.8058 02/15/2047 | 0.18% |
| TRANSDIGM INC TLF L+225 02.3585 12/09/2025 | 0.18% |
| CAS 2015-C04 1M2 05.8086 04/25/2028 | 0.18% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.18% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.18% |
| ZAYO GROUP HLDG INC L+300 03.1085 03/09/2027 | 0.18% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.18% |
| COMM 2015-LC21 XA IO 00.6864 07/10/2048 | 0.18% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.18% |
| COMM 2018-COR3 C 04.5606 05/10/2051 | 0.18% |
| GNR 2017-H16 BI IO 02.2959 08/20/2067 | 0.18% |
| GNR 2018-H02 GI IO 02.3415 12/20/2067 | 0.18% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.18% |
| GNR 2017-H06 BI IO 02.4070 02/20/2067 | 0.18% |
| RESTAURANT BRANDS TLB L+175 01.8585 11/19/2026 | 0.18% |
| REYNOLDS TL L+175 01.8585 02/04/2027 | 0.18% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.18% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.18% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.18% |
| ZOETIS INC 02.0000 05/15/2030 | 0.18% |
| FNR 2019-66 SC IO 05.8914 11/25/2049 | 0.18% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.18% |
| THERMON TLB L+375 04.7500 10/30/2024 | 0.18% |
| GNR 2011-70 WI IO 04.7391 12/20/2040 | 0.18% |
| STACR 2015-DNA2 B 07.6586 12/25/2027 | 0.18% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.17% |
| FHMS K099 X1 IO 00.8859 09/25/2029 | 0.17% |
| MSBAM 2014-C14 C 05.0509 02/15/2047 | 0.17% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.17% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.17% |
| AHM 2007-1 GA1C 00.2986 05/25/2047 | 0.17% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.17% |
| ENTERCOM TLB1 L+250 02.6091 11/17/2024 | 0.17% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.17% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.17% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.17% |
| RRAM 2020-12A AAR2 P/P 144A 01.6110 01/15/2036 | 0.17% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.17% |
| JPMBB 2014-C25 D P/P 144A 03.9505 11/15/2047 | 0.17% |
| CAS 2017-C01 1M2 03.6586 07/25/2029 | 0.17% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.17% |
| GNR 2016-121 JS IO 05.9891 09/20/2046 | 0.17% |
| CSC HOLDINGS TLB L+225 02.3560 07/17/2025 | 0.16% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.16% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.16% |
| MRAFT 2020-5 A1 01.1060 08/10/2023 | 0.16% |
| SPEAK 2017-4A A P/P 144A 01.4253 10/26/2029 | 0.16% |
| CORNERSTONE TLB L+325 03.4490 04/12/2028 | 0.16% |
| CSAIL 2019-C16 XA IO 01.5636 06/15/2052 | 0.16% |
| CMLTI 2007-AMC3 A2D 00.4586 03/25/2037 | 0.16% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.16% |
| MSBAM 2013-C10 F P/P 144A 04.0818 07/15/2046 | 0.16% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.16% |
| GNR 2015-H15 JI IO 01.9543 06/20/2065 | 0.16% |
| MSBAM 2012-C5 E P/P 144A 04.6752 08/15/2045 | 0.16% |
| CAS 2014-C03 2M2 03.0086 07/25/2024 | 0.16% |
| CAS 2014-C04 1M2 05.0086 11/25/2024 | 0.16% |
| CLARIOS TLB 1L L+325 03.3585 04/30/2026 | 0.16% |
| GNR 2019-121 DS IO 05.9891 08/20/2049 | 0.16% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.16% |
| UBSCM 2018-C8 XA IO 00.8716 02/15/2051 | 0.16% |
| CALPINE CONS FIN TL L+200 02.1085 01/15/2025 | 0.16% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.16% |
| MDPK 2018-30A A P/P 144A 00.9913 04/15/2029 | 0.16% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.16% |
| CAS 2019-HRP1 M2 02.2586 11/25/2039 | 0.16% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.16% |
| GNR 2018-91 SJ IO 06.1391 07/20/2048 | 0.16% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.16% |
| GNR 2016-H02 BI IO 01.8144 11/20/2065 | 0.15% |
| CPTFEMU R 0.655 P 05/15/30 | 0.15% |
| MRAFT 2020-4 A1 01.4560 04/23/2023 | 0.15% |
| CHARTER COMM TLB2 L+175 01.8600 02/01/2027 | 0.15% |
| STACR 2016-DNA1 B 10.1086 07/25/2028 | 0.15% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.15% |
| CPTFEMU R 0.961 P 05/15/40 | 0.15% |
| MSC 2016-UB12 XA IO 00.7459 12/15/2049 | 0.15% |
| WFCM 2015-NXS3 B 04.5005 09/15/2057 | 0.15% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.15% |
| MSBAM 2014-C15 D P/P 144A 04.9009 04/15/2047 | 0.15% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.15% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.15% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.14% |
| JPMBB 2014-C24 XA IO 00.9160 11/15/2047 | 0.14% |
| GARDNER DENVER TLB L+175 01.8573 02/28/2027 | 0.14% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.14% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.14% |
| GNR 2016-H23 NI IO 02.3613 10/20/2066 | 0.14% |
| WFRBS 2011-C4 D P/P 144A 05.2263 06/15/2044 | 0.14% |
| CAS 2016-C07 2M2 04.4586 05/25/2029 | 0.14% |
| WAMU 2005-AR13 A1C3 01.0886 10/25/2045 | 0.14% |
| ALPHABET INC 03.6250 05/19/2021 | 0.14% |
| GNR 2015-H25 AI IO 01.6121 09/20/2065 | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.14% |
| COMM 2014-CR20 XA IO 01.0146 11/10/2047 | 0.14% |
| GNR 2015-H09 BI IO 01.6858 03/20/2065 | 0.14% |
| MWST 2020-2 A 00.9086 11/25/2053 | 0.14% |
| RALI 2006-QO5 1A1 00.5386 05/25/2046 | 0.14% |
| CSAIL 2015-C1 D P/P 144A 03.7640 04/15/2050 | 0.14% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.14% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.14% |
| UBSCM 2018-C8 B 04.5670 02/15/2051 | 0.14% |
| WFCM 2013-LC12 C 04.2741 07/15/2046 | 0.14% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.14% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.13% |
| FNR 2011-4 CS 12.6827 05/25/2040 | 0.13% |
| GNR 2015-H25 EI IO 01.8567 10/20/2065 | 0.13% |
| UNIVISION TLB L+375 04.7500 03/24/2026 | 0.13% |
| MONGOLIA INTL BOND REGS 05.1250 12/05/2022 | 0.13% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.13% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.13% |
| GNR 2010-125 SD IO 06.5739 01/16/2040 | 0.13% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.13% |
| BANK 2019-BN20 XA IO 00.8370 09/15/2062 | 0.13% |
| GNR 2018-H02 EI IO 02.3779 01/20/2068 | 0.13% |
| HILTON TLB L+175 01.8586 06/21/2026 | 0.13% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.13% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.13% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.13% |
| GNR 2010-116 SA IO 05.7891 09/20/2040 | 0.13% |
| VICI PROPERTIES TL L+175 01.8609 12/15/2024 | 0.13% |
| FNR 2016-83 BS IO 05.9914 11/25/2046 | 0.13% |
| ORTHO-CLINICAL TLB L+325 03.3593 06/30/2025 | 0.13% |
| MSBAM 2012-C6 D P/P 144A 04.6064 11/15/2045 | 0.13% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.12% |
| UBSCM 2017-C7 XA IO 01.0296 12/15/2050 | 0.12% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.12% |
| COMM 2015-CR23 XA IO 00.8933 05/10/2048 | 0.12% |
| GNR 2016-77 SC IO 05.9891 10/20/2045 | 0.12% |
| GNR 2018-H13 NI IO 02.5697 08/20/2068 | 0.12% |
| CGCMT 2014-GC19 D P/P 144A 05.0930 03/10/2047 | 0.12% |
| LENNAR CORP 04.7500 11/15/2022 | 0.12% |
| CAS 2016-C04 1M2 04.3586 01/25/2029 | 0.12% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.12% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.12% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.12% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.12% |
| BBCMS 2019-C4 XA IO 01.5942 08/15/2052 | 0.12% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.12% |
| UBSC 2011-C1 D P/P 144A 06.0513 01/10/2045 | 0.12% |
| WFCM 2014-LC16 XA IO 01.0879 08/15/2050 | 0.12% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.12% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.12% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.12% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.12% |
| COMM 2014-CR19 XA IO 00.9707 08/10/2047 | 0.11% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.11% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.11% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.11% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.11% |
| COMM 2014-UBS6 XA IO 00.8867 12/10/2047 | 0.11% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.11% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.11% |
| WFRBS 2012-C7 D P/P 144A 04.8076 06/15/2045 | 0.11% |
| CF 2019-CF3 XA IO 00.7177 01/15/2053 | 0.11% |
| MSBAM 2015-C26 XA IO 01.0167 10/15/2048 | 0.11% |
| STACR 2018-HQA1 M2 02.4086 09/25/2030 | 0.11% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.11% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.11% |
| CWALT 2005-27 1A1 01.5197 08/25/2035 | 0.10% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.10% |
| CSAIL 2015-C1 XA IO 00.8265 04/15/2050 | 0.10% |
| PLMRS 2018-2A A1A P/P 144A 01.3234 07/16/2031 | 0.10% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.10% |
| ZAIS 2019-13A A1A P/P 144A 01.7313 07/15/2032 | 0.10% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.10% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.10% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.10% |
| JPY/USD 05/19/2021 SSBT | 0.10% |
| OZLM 2015-11A A1R P/P 144A 01.4550 10/30/2030 | 0.10% |
| GNR 2016-H22 AI IO 02.3193 10/20/2066 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| CAS 2017-C07 2M2 02.6086 05/25/2030 | 0.10% |
| STACR 2016-HQA4 M3 04.0086 04/25/2029 | 0.10% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.10% |
| BMC SOFTWARE TLB L+375 03.8585 10/02/2025 | 0.10% |
| STACR 2020-HQA3 B1 05.8586 07/25/2050 | 0.10% |
| CAS 2017-C02 2B1 05.6086 09/25/2029 | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.10% |
| GSMS 2015-GC30 XA IO 00.7433 05/10/2050 | 0.10% |
| CFCRE 2011-C2 D P/P 144A 05.7582 12/15/2047 | 0.10% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.10% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.09% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.09% |
| MSBAM 2013-C12 E P/P 144A 04.7636 10/15/2046 | 0.09% |
| CMLTI 2007-AR5 1A1A 02.8743 04/25/2037 | 0.09% |
| GNR 2015-H28 DI IO 01.5504 08/20/2065 | 0.09% |
| UBSBB 2013-C5 XA IO P/P 144A 00.9134 03/10/2046 | 0.09% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7159 11/15/2045 | 0.09% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.09% |
| HVMLT 2005-2 1A 00.3703 05/19/2035 | 0.09% |
| CWALT 2006-OA7 1A1 02.2888 06/25/2046 | 0.09% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.09% |
| GNR 2016-H08 AI IO 02.2627 08/20/2065 | 0.09% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.09% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.09% |
| BCC 2019-3A A P/P 144A 01.5636 10/21/2032 | 0.09% |
| CFCRE 2016-C4 XA IO 01.6478 05/10/2058 | 0.09% |
| MVEW 2017-2A A P/P 144A 01.4334 01/16/2031 | 0.09% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.09% |
| COMM 2013-CR13 E P/P 144A 04.8851 11/10/2046 | 0.09% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.09% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| GSMS 2014-GC18 XA IO 01.0037 01/10/2047 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| OPTN FN30 2.0 05/06/21 CALL 99.96875 JPMC | 0.08% |
| WFRBS 2012-C10 E P/P 144A 04.4274 12/15/2045 | 0.08% |
| CGCMT 2014-GC19 X IO 01.1370 03/10/2047 | 0.08% |
| GRIFOLS TLB L+200 02.0863 11/15/2027 | 0.08% |
| GSMS 2014-GC24 D P/P 144A 04.5320 09/10/2047 | 0.08% |
| JPMCC 2013-C10 XA IO 00.9488 12/15/2047 | 0.08% |
| REPUBLIC OF GHANA P/P 144A 07.7500 04/07/2029 | 0.08% |
| CWALT 2006-OA10 2A1 00.4886 08/25/2046 | 0.08% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.08% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.08% |
| STACR 2018-DNA2 B1 03.8086 12/25/2030 | 0.08% |
| STARS GROUP TLB L+350 03.6930 07/10/2025 | 0.08% |
| APPLE INC 02.8500 05/06/2021 | 0.08% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.08% |
| GNR 2014-H14 CI IO 01.5698 07/20/2064 | 0.08% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.08% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.08% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.08% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.08% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.08% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.08% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.08% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| BSP 2018-5BA A1A P/P 144A 01.3140 04/20/2031 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| CAS 2017-C05 1B1 03.7086 01/25/2030 | 0.08% |
| GNR 2015-H10 EI IO 01.6095 04/20/2065 | 0.08% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.08% |
| SAMI 2006-AR7 A1A 00.3186 08/25/2036 | 0.08% |
| STACR 2016-HQA3 M3 03.9586 03/25/2029 | 0.08% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.08% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.08% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.07% |
| GNR 2017-H03 DI IO 02.6289 12/20/2066 | 0.07% |
| WFRBS 2012-C10 C 04.3624 12/15/2045 | 0.07% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.07% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.07% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.07% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.07% |
| COMM 2015-CR22 XA IO 00.8890 03/10/2048 | 0.07% |
| GNR 2015-H18 IA IO 01.8271 06/20/2065 | 0.07% |
| SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.07% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.07% |
| STACR 2016-DNA4 M3 03.9086 03/25/2029 | 0.07% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.07% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.07% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.07% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.07% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.07% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% |
| WAMU 2005-AR10 1A3 03.0972 09/25/2035 | 0.07% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.07% |
| STACR 2017-DNA2 M2 03.5586 10/25/2029 | 0.07% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.07% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.07% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.07% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.07% |
| CBAM 2019-9A A P/P 144A 01.5213 02/12/2030 | 0.07% |
| JPMCC 2012-LC9 D P/P 144A 04.4194 12/15/2047 | 0.07% |
| STACR 2017-DNA2 B1 05.2586 10/25/2029 | 0.07% |
| UKRPI P 3.665 R 12/15/28 | 0.07% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.06% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.06% |
| JPALT 2007-A2 12A1 00.3176 06/25/2037 | 0.06% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.06% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.06% |
| CGCMT 2014-GC21 X IO 01.1632 05/10/2047 | 0.06% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.06% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.06% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.06% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.06% |
| CAS 2016-C05 2M2 04.5586 01/25/2029 | 0.06% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.06% |
| GSAA 2005-15 2A2 00.6086 01/25/2036 | 0.06% |
| MSC 2012-C4 E P/P 144A 05.4195 03/15/2045 | 0.06% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.06% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.06% |
| MAGNE 2012-7A A1R2 P/P 144A 01.0413 01/15/2028 | 0.06% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.06% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.06% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| CWHL 2005-3 1A1 00.7286 04/25/2035 | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.06% |
| STACR 2016-HQA2 M3B 05.2586 11/25/2028 | 0.06% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.06% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.06% |
| CAS 2020-R02 2M2 02.1086 01/25/2040 | 0.06% |
| FNR 2018-86 DS IO 05.9914 12/25/2048 | 0.06% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.06% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.06% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.06% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.06% |
| CAS 2018-C06 2M2 02.2086 03/25/2031 | 0.06% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.06% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.06% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.06% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| STACR 2018-HQA1 B1 04.4586 09/25/2030 | 0.06% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.06% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.06% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.05% |
| COMM 2014-LC15 XA IO 01.0856 04/10/2047 | 0.05% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.05% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.05% |
| WESTERN DIGITAL TLB L+175 01.8651 04/29/2023 | 0.05% |
| WFRBS 2011-C4 E P/P 144A 05.2263 06/15/2044 | 0.05% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.05% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.05% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.05% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.05% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.05% |
| CGCMT 2013-GC17 X IO 01.0247 11/10/2046 | 0.05% |
| STACR 2016-DNA2 M3 04.7586 10/25/2028 | 0.05% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.05% |
| GNR 2011-H15 AI IO 01.5281 06/20/2061 | 0.05% |
| GNR 2017-H14 DI IO 01.7025 06/20/2067 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| JPMBB 2014-C19 XA IO 00.7372 04/15/2047 | 0.05% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.05% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.05% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.05% |
| NZD/USD 04/21/2021 GSFX | 0.05% |
| PROVINCIA DE CORDOBA REGS 03.0000 06/01/2027 | 0.05% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.05% |
| TRANSDIGM INC TLE L+225 02.3585 05/30/2025 | 0.05% |
| VISTRA ENERGY TLB3 L+175 01.8583 12/01/2025 | 0.05% |
| GNR 2017-H02 BI IO 02.4704 01/20/2067 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| STACR 2020-DNA5 M1 01.3167 10/25/2050 | 0.05% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.05% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| MEREDITH TLB L+250 02.6085 01/31/2025 | 0.05% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.05% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.05% |
| STACR 2019-DNA1 M2 02.7586 01/25/2049 | 0.05% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.04% |
| CAS 2014-C02 2M2 02.7086 05/25/2024 | 0.04% |
| GNR 2011-H08 GI IO 01.2500 03/20/2061 | 0.04% |
| SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.04% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| MSBAM 2013-C10 D P/P 144A 04.0818 07/15/2046 | 0.04% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.04% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.04% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.04% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.04% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.04% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| STACR 2016-HQA1 M3 06.4586 09/25/2028 | 0.04% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% |
| EURO-BUND FUTURE JUN21 RXM1 | 0.04% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.04% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.04% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.04% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.04% |
| ARAB REP OF EGYPT P/P 144A 05.8750 02/16/2031 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| GNR 2011-17 S IO 05.9391 02/20/2041 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| MATTEL INC. P/P 144A 06.7500 12/31/2025 | 0.04% |
| NZD/USD 04/21/2021 RBSF | 0.04% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% |
| CAS 2019-R01 2M2 02.5586 07/25/2031 | 0.04% |
| COMM 2012-CR3 E P/P 144A 04.7507 10/15/2045 | 0.04% |
| COMM 2014-UBS4 XA IO 01.1051 08/10/2047 | 0.04% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.04% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.04% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.04% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.04% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.04% |
| DIVERSEY TL L+300 03.1085 09/06/2024 | 0.04% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.04% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.04% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.04% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CAS 2018-C01 1M2 02.3586 07/25/2030 | 0.04% |
| CPTFEMU P 1.71 R 07/15/37 | 0.04% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.04% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.04% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.04% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.04% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.04% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.04% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.04% |
| ZSCALER INC. P/P 144A CV 00.1250 07/01/2025 | 0.04% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.04% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.04% |
| CWALT 2006-OA10 4A1 00.4886 08/25/2046 | 0.04% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.04% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.04% |
| RINGCENTRAL P/P CV 00.0000 03/01/2025 | 0.04% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.03% |
| FHR 2990 LB 16.6748 06/15/2034 | 0.03% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.03% |
| GNR 2016-H11 HI IO 02.1059 01/20/2066 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.03% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.03% |
| UKRPI P 3.385 R 11/15/24 | 0.03% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.03% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.03% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.03% |
| 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.03% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | 0.03% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.03% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.03% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.03% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.03% |
| CAS 2015-C04 2M2 05.6586 04/25/2028 | 0.03% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.03% |
| GBP/USD 06/16/2021 SSBT | 0.03% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.03% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.03% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.03% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.03% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.03% |
| 1.5505 R ISWP US0003M P 03/05/2031 | 0.03% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.03% |
| FNR 2007-53 SP 23.8017 06/25/2037 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.03% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.03% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.03% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.03% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.03% |
| 1.552 R ISWP US0003M P 03/05/2031 | 0.03% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.03% |
| CPURNSA R 1.703 P 11/29/24 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.03% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.03% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.03% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.03% |
| GNR 2013-99 VS IO 05.9939 07/16/2043 | 0.03% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.03% |
| CAS 2015-C01 1M2 04.4086 02/25/2025 | 0.03% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.03% |
| CPURNSA R 1.7625 P 12/10/24 | 0.03% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.03% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.03% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.03% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.03% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| NZD/USD 04/21/2021 UBS | 0.02% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.02% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% |
| AUD/USD 04/21/2021 UBS | 0.02% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| DATADOG INC P/P 144A CV 00.1250 06/15/2025 | 0.02% |
| ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.02% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.02% |
| 1.443 R ISWP US0003M P 02/25/2031 | 0.02% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.02% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 0.02% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7404 09/10/2045 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.02% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.02% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.02% |
| FHR 3249 PS 21.9252 12/15/2036 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.02% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.02% |
| SWPTN 5WX10Y P 1.541 USD 04/12/2021 CI | 0.02% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.02% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.02% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.02% |
| CAS 2017-C05 1M2A 02.3086 01/25/2030 | 0.02% |
| CASH MGMT BILL 00.0000 07/27/2021 | 0.02% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.02% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.02% |
| STACR 2018-HQA2 M2 02.4086 10/25/2048 | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.02% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.02% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.02% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.02% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.02% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.02% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | 0.02% |
| UKRPI P 3.34 R 03/15/28 | 0.02% |
| AUD/USD 04/21/2021 SSBT | 0.02% |
| BENTLEY SYSTE P/P 144A CV 00.1250 01/15/2026 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| EUR/USD 06/16/2021 SSBT | 0.02% |
| EUR/USD 06/16/2021 TDBK | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.02% |
| STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.02% |
| SWPTN 1MX10Y P 1.736 USD 04/19/2021 CI | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.2823 05/10/2063 | 0.02% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.02% |
| CAS 2018-C05 1M2 02.4586 01/25/2031 | 0.02% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| FHR 2976 LC 24.0313 05/15/2035 | 0.02% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GNR 2020-15 CS IO 05.9391 02/20/2050 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.02% |
| NZD/USD 04/21/2021 SSBT | 0.02% |
| NZD/USD 04/21/2021 WPAC | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% |
| CAS 2015-C02 2M2 04.1086 05/25/2025 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| FNR 2005-75 GS 19.9241 08/25/2035 | 0.02% |
| INTEGRA LIFE P/P CV 00.5000 08/15/2025 | 0.02% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.02% |
| SEK/USD 06/16/2021 MSCIL | 0.02% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.02% |
| SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.02% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.02% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.02% |
| JPMCC 2007-CB20 E P/P 144A 05.9472 02/12/2051 | 0.02% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.02% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.02% |
| PEGASYSTEMS P/P CV 00.7500 03/01/2025 | 0.02% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.02% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| UKRPI P 3.42 R 12/15/24 | 0.02% |
| 0.05 R ISWP FWD EUR006M P 06/16/2031 | 0.01% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| GBP/USD 06/16/2021 CITI | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| NZD/USD 04/21/2021 JPMCB | 0.01% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.01% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.01% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
| -0.16 R ISWP FWD CHL6M P 06/16/2031 | 0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.01% |
| 1.35 R ISWP FWD SOFRRATE P 06/16/2031 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.01% |
| LIBERTY MEDIA | 0.01% |
| REVANCE THERA P/P CV 01.7500 02/15/2027 | 0.01% |
| STACR 2018-HRP2 M3 02.5086 02/25/2047 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5WX10Y P 1.665 USD 04/26/2021 CI | 0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.01% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| EUR/USD 06/16/2021 BCAP-FX | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.01% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2019-78 SJ IO 05.9391 06/20/2049 | 0.01% |
| NEVRO CORP CV 01.7500 06/01/2021 | 0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.01% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.01% |
| CAD/USD 04/21/2021 GSFX | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2005-74 NK 26.9569 05/25/2035 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NZD/USD 04/21/2021 CITI | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.01% |
| SWPTN 1MX10Y R 1.736 USD 04/19/2021 CI | 0.01% |
| SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.01% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% |
| 1.51882 R ISWP US0003M P 03/02/2031 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| EUR/USD 06/16/2021 CITI | 0.01% |
| EUR/USD 06/16/2021 GSFX | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| GNR 2019-99 KS IO 05.9391 08/20/2049 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% |
| JPY/USD 05/19/2021 GSFX | 0.01% |
| NZD/USD 04/21/2021 HSBCB | 0.01% |
| SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.01% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.01% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.01% |
| CPURNSA R 2.4275 P 03/23/31 | 0.01% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.01% |
| MSC 2012-C4 XA IO P/P 144A 02.0572 03/15/2045 | 0.01% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.01% |
| RH P/P CV 00.0000 09/15/2024 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.01% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.00% |
| CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.00% |
| CAS 2015-C01 2M2 04.6586 02/25/2025 | 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-.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% |
| FNW 1998-W2 X IO 00.3938 06/25/2028 | 0.00% |
| GBP/USD 06/16/2021 CSI-FX | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| JPY/USD 05/19/2021 WPAC | 0.00% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.00% |
| NZD/USD 04/21/2021 BANKAM | 0.00% |
| STACR 2015-DN1 M3 04.2586 01/25/2025 | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| 0.77 R ISWP FWD SES3M P 06/16/2031 | 0.00% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.00% |
| CHF/USD 06/16/2021 GSFX | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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 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 JP | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CPURNSA R 2.45 P 03/23/31 | 0.00% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | 0.00% |
| CHF/USD 06/16/2021 UBS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| EUR/USD 06/16/2021 CSI-FX | 0.00% |
| GBP/USD 06/16/2021 UBS | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| SNAP INC CV 00.7500 08/01/2026 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6692 11/15/2044 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| AUD/USD 04/21/2021 CITI | 0.00% |
| CAS 2014-C04 2M2 05.1086 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.1086 05/25/2025 | 0.00% |
| CHF/USD 06/16/2021 TDBK | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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-.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-.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-.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% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| JPY/USD 05/19/2021 JPMCB | 0.00% |
| NZD/USD 04/21/2021 BCAP-FX | 0.00% |
| SEK/USD 06/16/2021 JPMCB | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| 0.684 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| AUD/USD 04/21/2021 WPAC | 0.00% |
| CAD/USD 04/21/2021 HSBCB | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| EUR/USD 06/16/2021 JPMCB | 0.00% |
| FNW 1998-W5 X IO 00.6820 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2863 10/25/2043 | 0.00% |
| GBP/USD 06/16/2021 BCAP-FX | 0.00% |
| GBP/USD 06/16/2021 JPMCB | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| NOK/USD 06/16/2021 SSBT | 0.00% |
| SEK/USD 06/16/2021 SSBT | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 5WX5Y P 0.955 USD 04/06/2021 GS | 0.00% |
| 0.93 R ISWP FWD SONIA P 06/16/2031 | 0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | 0.00% |
| BACM 2007-1 XW IO 00.4254 01/15/2049 | 0.00% |
| CAD/USD 04/21/2021 CITI | 0.00% |
| CAD/USD 04/21/2021 MSCIL | 0.00% |
| CAD/USD 04/21/2021 UBS | 0.00% |
| CHF/USD 06/16/2021 JPMCB | 0.00% |
| CHF/USD 06/16/2021 MSCIL | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.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-.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 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.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 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CPURNSA P 2.53 R 04/01/26 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2759 05/15/2038 | 0.00% |
| FSPC T-8 A9 IO 00.4339 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| HKD/USD 05/20/2021 CITI | 0.00% |
| HKD/USD 05/20/2021 RBSF | 0.00% |
| HKD/USD 05/20/2021 TDBK | 0.00% |
| LBUBS 2007-C2 XW IO 00.0930 02/15/2040 | 0.00% |
| NOK/USD 06/16/2021 JPMCB | 0.00% |
| NZD/USD 04/21/2021 TDBK | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX10Y R 0.93 USD 04/28/2021 CI | 0.00% |
| SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.00% |
| SWPTN 3MX10Y R 1.13 USD 04/28/2021 CI | 0.00% |
| SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | 0.00% |
| WBCMT 2006-C29 IO IO 00.0006 11/15/2048 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 1.7371 R ISWP US0003M P 04/01/2031 | -0.00% |
| 1.766 R ISWP US0003M P 04/01/2031 | -0.00% |
| 1.96 R ISWP FWD NFIX3MID P 06/16/2031 | -0.00% |
| AUD/USD 04/21/2021 JPMCB | -0.00% |
| CAD/USD 04/21/2021 BANKAM | -0.00% |
| CHF/USD 06/16/2021 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 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA P 2.496 R 04/01/26 | -0.00% |
| CPURNSA R 2.51 P 04/01/31 | -0.00% |
| CPURNSA R 2.515 P 04/01/31 | -0.00% |
| GBP/USD 06/16/2021 GSFX | -0.00% |
| GBP/USD 06/16/2021 HSBCB | -0.00% |
| GBP/USD 06/16/2021 MSCIL | -0.00% |
| GBP/USD 06/16/2021 TDBK | -0.00% |
| GBP/USD 06/16/2021 WPAC | -0.00% |
| JPY/USD 05/19/2021 RBSF | -0.00% |
| NOK/USD 06/16/2021 BANKAM | -0.00% |
| NOK/USD 06/16/2021 TDBK | -0.00% |
| NOK/USD 06/16/2021 UBS | -0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.00% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.82 R ISWP FWD NOKOIB6M P 06/16/2031 | -0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | -0.00% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | -0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | -0.00% |
| CAD/USD 04/21/2021 BCAP-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA P 2.51 R 03/23/26 | -0.00% |
| EUR/USD 06/16/2021 WPAC | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | -0.00% |
| 1.7475 R ISWP US0003M P 04/01/2031 | -0.00% |
| CAD/USD 04/21/2021 CSI-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| EUR/USD 06/16/2021 RBSF | -0.00% |
| NOK/USD 06/16/2021 GSFX | -0.00% |
| NZD/USD 04/21/2021 CSI-FX | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.00% |
| CAD/USD 04/21/2021 WPAC | -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.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -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-.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-.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 MS | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.00% |
| 1.7155 R ISWP US0003M P 03/23/2031 | -0.00% |
| 1.72 R ISWP US0003M P 03/23/2031 | -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 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 JP | -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 CS | -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% |
| SEK/USD 06/16/2021 GSFX | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| AUD/USD 04/21/2021 CSI-FX | -0.01% |
| AUD/USD 04/21/2021 TDBK | -0.01% |
| CAD/USD 04/21/2021 TDBK | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.01% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | -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 CS | -0.01% |
| CPURNSA P 2.445 R 03/23/26 | -0.01% |
| GBP/USD 06/16/2021 RBSF | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.01% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.01% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.01% |
| AUD/USD 04/21/2021 HSBCB | -0.01% |
| CAD/USD 04/21/2021 RBSF | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| EUR/USD 06/16/2021 BANKAM | -0.01% |
| EUR/USD 06/16/2021 HSBCB | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| CAD/USD 04/21/2021 JPMCB | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| SWPTN 5WX10Y R 1.665 USD 04/26/2021 CI | -0.01% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.76 R ISWP FWD AUDBB6M P 06/16/2031 | -0.01% |
| AUD/USD 04/21/2021 RBSF | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| JPY/USD 05/19/2021 CITI | -0.01% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| EUR/USD 06/16/2021 MSCIL | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| CHF/USD 06/16/2021 SSBT | -0.01% |
| CPTFEMU R 1.4 P 07/15/27 | -0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.01% |
| CPURNSA P 2.28 R 02/25/31 | -0.01% |
| EUR/USD 06/16/2021 UBS | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% |
| AUD/USD 04/21/2021 GSFX | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 05/19/2021 TDBK | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.01% |
| SWPTN 5WX10Y R 1.541 USD 04/12/2021 CI | -0.01% |
| SWPTN 5WX5Y R 0.955 USD 04/06/2021 GS | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| SEK/USD 06/16/2021 UBS | -0.02% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.02% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA P 2.278 R 02/25/31 | -0.02% |
| CPURNSA P 2.281 R 02/24/31 | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -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 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| CPURNSA P 2.2675 R 02/25/31 | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -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% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CPURNSA P 2.35 R 03/05/31 | -0.02% |
| CPURNSA P 2.351 R 03/05/31 | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.02% |
| SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| 1.91 R ISWP FWD CDOR03 P 06/16/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| JPY/USD 05/19/2021 BCAP-FX | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| JPY/USD 05/19/2021 BANKAM | -0.02% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -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% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.02% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | -0.02% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.02% |
| NZD/USD 04/21/2021 MSCIL | -0.02% |
| AUD/USD 04/21/2021 MSCIL | -0.02% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.03% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.03% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.03% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| CPURNSA P 2.286 R 02/24/31 | -0.03% |
| UKRPI R 3.4425 P 07/15/49 | -0.03% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.03% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.03% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.03% |
| CAD/USD 04/21/2021 SSBT | -0.03% |
| JPY/USD 05/19/2021 HSBCB | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.03% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.03% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.04% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.04% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.04% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.04% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.04% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.04% |
| SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.04% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.04% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.04% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.04% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.04% |
| 1.5324 R ISWP US0003M P 03/05/2031 | -0.05% |
| JPY/USD 05/19/2021 UBS | -0.05% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.05% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% |
| SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.05% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.05% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.05% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| JPY/USD 05/19/2021 MSCIL | -0.06% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.06% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.06% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.06% |
| SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.06% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.06% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.06% |
| US 10YR ULTRA FUT JUN21 UXYM1 | -0.06% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.06% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.06% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.06% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.07% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.07% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.08% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.08% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.08% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.08% |
| SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.08% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.09% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.09% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.09% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.10% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.11% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.11% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.11% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.12% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.12% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.13% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.14% |
| OPTN FN30 2.0 05/06/21 PUT 99.96875 JPMC | -0.16% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.19% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.19% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.19% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.21% |
| CPTFEMU P 1.13 R 05/15/50 | -0.23% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.27% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.28% |
| CPURNSA P 1.6625 R 07/10/30 | -0.28% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.28% |
| CPURNSA P 1.586 R 06/30/30 | -0.28% |
| CPTFEMU P 0.935 R 05/15/40 | -0.31% |
| CPTFEMU P 0.93 R 05/15/40 | -0.31% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.32% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.37% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.42% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.86% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.08% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2051 | -1.84% |
| US 5YR NOTE (CBT) JUN21 FVM1 | -7.90% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -54.19% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2051 | 11.77% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 03/01/2051 | 8.77% |
| FNMA FN30 TBA UMBS 02.5000 03/01/2051 | 5.34% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.46% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2051 | 2.38% |
| CASH MGMT BILL 00.0000 05/25/2021 | 1.57% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.95% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | 0.92% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.87% |
| STACR 2016-DNA3 M3 05.1176 12/25/2028 | 0.80% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.71% |
| TREASURY BILL 00.0000 03/18/2021 | 0.68% |
| FNMA FN30 TBA UMBS 04.5000 03/01/2051 | 0.68% |
| MSBAM 2013-C10 E P/P 144A 04.0813 07/15/2046 | 0.68% |
| GNMA GII30 TBA 04.0000 03/01/2051 | 0.66% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.66% |
| TREASURY BILL 00.0000 05/06/2021 | 0.66% |
| TREASURY BILL 00.0000 03/25/2021 | 0.64% |
| FNR 2020-70 SD IO 06.1324 10/25/2050 | 0.64% |
| FNR 2017-74 SA IO 05.6324 10/25/2047 | 0.63% |
| FNR 2017-8 SB IO 05.9824 02/25/2047 | 0.62% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.57% |
| SPST 2020-2 A 00.9445 03/24/2021 | 0.53% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.53% |
| FHR 4698 NS IO 06.0378 06/15/2047 | 0.52% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.51% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.51% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.49% |
| CASH MGMT BILL 00.0000 06/01/2021 | 0.48% |
| TREASURY BILL 00.0000 05/13/2021 | 0.48% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.46% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.46% |
| TREASURY BILL 00.0000 06/10/2021 | 0.46% |
| JPMCC 2012-C8 D P/P 144A 04.6699 10/15/2045 | 0.45% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.45% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.44% |
| FHR 3852 NT 05.8878 05/15/2041 | 0.43% |
| FHR 5023 TS IO 06.1324 10/25/2050 | 0.43% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.43% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.43% |
| CWALT 2005-59 1A1 00.7711 11/20/2035 | 0.42% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.42% |
| STACR 2014-HQ2 M3 03.8676 09/25/2024 | 0.41% |
| BANK 2017-BNK9 XA IO 00.8006 11/15/2054 | 0.41% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.40% |
| COMM 2014-CR17 C 04.7831 05/10/2047 | 0.40% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.39% |
| CAS 2016-C02 1B 12.3676 09/25/2028 | 0.39% |
| DBUBS 2011-LC3A D P/P 144A 05.3363 08/10/2044 | 0.38% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.37% |
| STACR 2015-DNA3 B 09.4676 04/25/2028 | 0.37% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.37% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.37% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.37% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.36% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.36% |
| CWALT 2006-OA7 1A2 01.3184 06/25/2046 | 0.36% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.35% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.34% |
| QUIKRETE TLB L+250 02.6145 02/01/2027 | 0.34% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.34% |
| CAS 2014-C01 M2 04.5176 01/25/2024 | 0.34% |
| GSMS 2014-GC22 C 04.6917 06/10/2047 | 0.34% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.34% |
| BANK 2018-BN10 XA IO 00.7302 02/15/2061 | 0.33% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.33% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.32% |
| GNR 2016-H13 IK IO 02.6347 06/20/2066 | 0.32% |
| MCAS 2019-01 M10 P/P 144A 03.3676 10/15/2049 | 0.32% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.32% |
| SCIENTIFIC GAMES TLB5 L+275 02.8645 08/14/2024 | 0.32% |
| FNR 2011-53 ST IO 05.8024 06/25/2041 | 0.32% |
| MRAIT 2021-5 A1X 07/26/2021 | 0.32% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.32% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.31% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.31% |
| BSCMS 2007-T26 AJ 05.4315 01/12/2045 | 0.31% |
| VERTIV TLB L+300 03.1185 03/02/2027 | 0.31% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.31% |
| JPMBB 2013-C12 B 04.0992 07/15/2045 | 0.30% |
| COMM 2014-CR17 D P/P 144A 04.8468 05/10/2047 | 0.29% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.29% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.29% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.29% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.29% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.28% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.28% |
| ORACLE CORP 02.5000 05/15/2022 | 0.28% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.28% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.28% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.28% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.28% |
| SPST 2020-6 A 01.8649 09/07/2021 | 0.28% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.27% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.27% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.27% |
| MWST 2019-1 A 00.9176 06/25/2052 | 0.27% |
| FNR 2016-60 LS IO 05.9824 09/25/2046 | 0.27% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.27% |
| LENNAR CORP 05.8750 11/15/2024 | 0.26% |
| CGCMT 2019-GC43 X IO 00.6283 11/10/2052 | 0.26% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.26% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.26% |
| SPST 2020-13 A 01.6149 10/10/2021 | 0.26% |
| SPST 2020-15 A 01.4849 12/10/2021 | 0.26% |
| STACR 2017-DNA3 M2B 02.6176 03/25/2030 | 0.26% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.25% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.25% |
| CAS 2020-R01 1B1 03.3676 01/25/2040 | 0.25% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.25% |
| SPRINT CORP 07.8750 09/15/2023 | 0.25% |
| TREASURY BILL 00.0000 04/15/2021 | 0.25% |
| FNR 2020-16 SG IO 05.9324 03/25/2050 | 0.24% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.24% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.24% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.24% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.24% |
| GNR 2018-H05 AI IO 00.9675 02/20/2068 | 0.24% |
| MRAIT 2020-2 A2 | 0.24% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.24% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.24% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.24% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.24% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.24% |
| STACR 2015-DNA1 B 09.3176 10/25/2027 | 0.24% |
| MRAIT 2020-12 A1X 01.4574 07/15/2021 | 0.23% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.23% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.23% |
| MCAS 2020-01 M10 P/P 144A 03.8676 03/25/2050 | 0.23% |
| WFCM 2016-BNK1 XA IO 01.7371 08/15/2049 | 0.23% |
| JPMBB 2013-C14 D P/P 144A 04.7018 08/15/2046 | 0.23% |
| MWST 2020-1 A 01.0176 10/25/2053 | 0.23% |
| COMM 2015-LC19 C 04.2350 02/10/2048 | 0.23% |
| FNR 2013-130 SD IO 06.4824 01/25/2044 | 0.23% |
| CAS 2016-C06 1M2 04.3676 04/25/2029 | 0.23% |
| HCA INC 05.2500 06/15/2026 | 0.23% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.23% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.23% |
| FNR 2016-88 SK IO 05.8824 12/25/2046 | 0.23% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.22% |
| FNR 2015-19 SA IO 06.0824 04/25/2045 | 0.22% |
| FNR 2017-108 SA IO 06.0324 01/25/2048 | 0.22% |
| US BANCORP 02.6250 01/24/2022 | 0.22% |
| WFCM 2013-LC12 D P/P 144A 04.2741 07/15/2046 | 0.22% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.22% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.22% |
| GNR 2017-H06 BI IO 01.7474 02/20/2067 | 0.22% |
| MP3 2013-1A AR P/P 144A 01.4740 10/20/2030 | 0.22% |
| SWPTN 2YX10Y R 2.7725 USD 02/26/2021 MS | 0.22% |
| COX MEDIA TL L+350 03.6145 12/17/2026 | 0.22% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.22% |
| COMM 2013-CR11 XA IO 00.9191 08/10/2050 | 0.21% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.21% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.21% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.21% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.21% |
| EPICOR SOFTWARE TLB L+325 04.0000 07/30/2027 | 0.21% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.21% |
| SPST 2020-WL1 A 01.2676 06/25/2051 | 0.21% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.21% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.21% |
| GNR 2015-H19 NI IO 01.9110 07/20/2065 | 0.21% |
| MSBAM 2013-C13 XA IO 00.9532 11/15/2046 | 0.21% |
| NAVISTAR INTL TLB L+350 03.6200 11/06/2024 | 0.21% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.21% |
| CAS 2016-C03 1B 11.8676 10/25/2028 | 0.21% |
| BANIJAY GROUP TLB L+375 03.8735 03/04/2025 | 0.21% |
| CENTENE CORP 04.6250 12/15/2029 | 0.21% |
| MATTEL INC. P/P 144A 06.7500 12/31/2025 | 0.20% |
| CARR 2006-NC2 A4 00.3576 06/25/2036 | 0.20% |
| WFRBS 2012-C10 D P/P 144A 04.4268 12/15/2045 | 0.20% |
| ARAB REPUBLIC OF EGYPT REGS 05.7500 05/29/2024 | 0.20% |
| GFL ENVIORNMENTAL TLB L+300 03.5000 05/31/2025 | 0.20% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.20% |
| MESSER INDUST TLB L+250 02.7539 03/01/2026 | 0.20% |
| SOLENIS 1STL L+400 04.2272 06/26/2025 | 0.20% |
| TALLGRASS ENERGY TL L+475 04.8645 03/11/2026 | 0.20% |
| ALTICE USA TLB L+225 02.3765 01/15/2026 | 0.20% |
| ELANCO ANIMAL HLTH TLB L+175 01.8651 02/04/2027 | 0.20% |
| WIDEOPENWEST TLB L+325 04.2500 08/19/2023 | 0.20% |
| THERMON TLB L+375 04.7500 10/30/2024 | 0.20% |
| FNR 2016-65 CS IO 05.9824 09/25/2046 | 0.20% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.20% |
| MSBAM 2014-C17 C 04.4831 08/15/2047 | 0.20% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.20% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.19% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.19% |
| UBSBB 2012-C3 C P/P 144A 05.0310 08/10/2049 | 0.19% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.19% |
| GNR 2017-H16 BI IO 02.2958 08/20/2067 | 0.19% |
| GNR 2018-H02 GI IO 00.6962 12/20/2067 | 0.19% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.19% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.19% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.19% |
| WFRBS 2013-C15 D P/P 144A 04.4912 08/15/2046 | 0.19% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.19% |
| TRANSDIGM INC TLF L+225 02.3645 12/09/2025 | 0.19% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.19% |
| COMM 2015-LC21 XA IO 00.6862 07/10/2048 | 0.18% |
| FNR 2019-66 SC IO 05.8824 11/25/2049 | 0.18% |
| GNR 2011-70 WI IO 04.7389 12/20/2040 | 0.18% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.18% |
| ZAYO GROUP HLDG INC L+300 03.1145 03/09/2027 | 0.18% |
| CAS 2015-C04 1M2 05.8176 04/25/2028 | 0.18% |
| COMM 2018-COR3 C 04.5606 05/10/2051 | 0.18% |
| JPMBB 2014-C18 C 04.7942 02/15/2047 | 0.18% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.18% |
| FHMS K099 X1 IO 00.8859 09/25/2029 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.18% |
| RESTAURANT BRANDS TLB L+175 01.8645 11/19/2026 | 0.18% |
| ZOETIS INC 02.0000 05/15/2030 | 0.18% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.18% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.18% |
| REYNOLDS TL L+175 01.8645 02/04/2027 | 0.18% |
| JPMORGAN CHASE & CO 06.0000 12/29/2049 | 0.18% |
| STACR 2015-DNA2 B 07.6676 12/25/2027 | 0.18% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.18% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.18% |
| INGIM 2013-2A A1R P/P 144A 01.1878 04/25/2031 | 0.18% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.18% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.18% |
| MSBAM 2014-C14 C 05.0501 02/15/2047 | 0.18% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.17% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.17% |
| AHM 2007-1 GA1C 00.3076 05/25/2047 | 0.17% |
| GNR 2016-121 JS IO 05.9889 09/20/2046 | 0.17% |
| CAS 2014-C03 2M2 03.0300 07/25/2024 | 0.17% |
| GNR 2016-H02 BI IO 01.8062 11/20/2065 | 0.17% |
| GNR 2019-121 DS IO 05.9889 08/20/2049 | 0.17% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.17% |
| CAS 2014-C04 1M2 05.0176 11/25/2024 | 0.17% |
| GNR 2015-H15 JI IO 01.9561 06/20/2065 | 0.17% |
| RRAM 2020-12A AAR2 P/P 144A 01.6110 01/15/2036 | 0.17% |
| CAS 2017-C01 1M2 03.6676 07/25/2029 | 0.17% |
| CSAIL 2019-C16 XA IO 01.5640 06/15/2052 | 0.17% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.17% |
| CSC HOLDINGS TLB L+225 02.3610 07/17/2025 | 0.17% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.17% |
| JPMBB 2014-C25 D P/P 144A 03.9485 11/15/2047 | 0.17% |
| GNR 2018-91 SJ IO 06.1389 07/20/2048 | 0.17% |
| MRAFT 2020-5 A1 01.1205 08/10/2023 | 0.16% |
| UBSCM 2018-C8 XA IO 00.8722 02/15/2051 | 0.16% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.16% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.16% |
| CMLTI 2007-AMC3 A2D 00.4676 03/25/2037 | 0.16% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.16% |
| MSBAM 2013-C10 F P/P 144A 04.0813 07/15/2046 | 0.16% |
| CALPINE CONS FIN TL L+200 02.1145 01/15/2025 | 0.16% |
| POWER SOLUTIONS TLB L+350 03.6145 04/30/2026 | 0.16% |
| MSBAM 2012-C5 E P/P 144A 04.6745 08/15/2045 | 0.16% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.16% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.16% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.16% |
| CAS 2019-HRP1 M2 02.2800 11/25/2039 | 0.16% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.16% |
| MDPK 2018-30A A P/P 144A 00.9913 04/15/2029 | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.16% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.16% |
| CHARTER COMM TLB2 L+175 01.8700 02/01/2027 | 0.15% |
| MRAFT 2020-4 A1 01.4705 04/23/2023 | 0.15% |
| MSC 2016-UB12 XA IO 00.7425 12/15/2049 | 0.15% |
| JPMBB 2014-C24 XA IO 00.9159 11/15/2047 | 0.15% |
| STACR 2016-DNA1 B 10.1300 07/25/2028 | 0.15% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.15% |
| WFCM 2015-NXS3 B 04.5000 09/15/2057 | 0.15% |
| COMM 2014-CR20 XA IO 01.0187 11/10/2047 | 0.15% |
| GNR 2016-H23 NI IO 02.3532 10/20/2066 | 0.15% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.15% |
| MSBAM 2014-C15 D P/P 144A 04.9005 04/15/2047 | 0.15% |
| GARDNER DENVER TLB L+175 01.8645 02/28/2027 | 0.15% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.15% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.15% |
| WAMU 2005-AR13 A1C3 01.0976 10/25/2045 | 0.15% |
| GNR 2015-H25 AI IO 01.6131 09/20/2065 | 0.14% |
| GNR 2018-H02 EI IO 00.7362 01/20/2068 | 0.14% |
| GNR 2015-H09 BI IO 01.6864 03/20/2065 | 0.14% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.14% |
| CAS 2016-C07 2M2 04.4676 05/25/2029 | 0.14% |
| WFRBS 2011-C4 D P/P 144A 05.1928 06/15/2044 | 0.14% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.14% |
| ALPHABET INC 03.6250 05/19/2021 | 0.14% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.14% |
| GNR 2015-H25 EI IO 01.8538 10/20/2065 | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| WFCM 2013-LC12 C 04.2741 07/15/2046 | 0.14% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.14% |
| FNR 2011-4 CS 12.6647 05/25/2040 | 0.14% |
| MWST 2020-2 A 00.9176 11/25/2053 | 0.14% |
| RALI 2006-QO5 1A1 00.5476 05/25/2046 | 0.14% |
| UBSCM 2018-C8 B 04.5670 02/15/2051 | 0.14% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.14% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.14% |
| FNR 2016-83 BS IO 05.9824 11/25/2046 | 0.14% |
| GNR 2010-125 SD IO 06.5726 01/16/2040 | 0.14% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.14% |
| UNIVISION TLB L+375 04.7500 03/24/2026 | 0.14% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.13% |
| GNR 2010-116 SA IO 05.7889 09/20/2040 | 0.13% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.13% |
| MONGOLIA INTL BOND REGS 05.1250 12/05/2022 | 0.13% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.13% |
| -0.30 R ISWP FWD EUR006M P 03/17/2031 | 0.13% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.13% |
| HILTON TLB L+175 01.8676 06/21/2026 | 0.13% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.13% |
| CSAIL 2015-C1 D P/P 144A 03.7638 04/15/2050 | 0.13% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.13% |
| BANK 2019-BN20 XA IO 00.8372 09/15/2062 | 0.13% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.13% |
| VICI PROPERTIES TL L+175 01.8611 12/15/2024 | 0.13% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.13% |
| GNR 2016-77 SC IO 05.9889 10/20/2045 | 0.13% |
| ORTHO-CLINICAL TLB L+325 03.3626 06/30/2025 | 0.13% |
| GNR 2018-H13 NI IO 02.7110 08/20/2068 | 0.13% |
| MSBAM 2012-C6 D P/P 144A 04.6054 11/15/2045 | 0.13% |
| UBSCM 2017-C7 XA IO 01.0307 12/15/2050 | 0.13% |
| COMM 2015-CR23 XA IO 00.8916 05/10/2048 | 0.13% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.13% |
| CGCMT 2014-GC19 D P/P 144A 05.0922 03/10/2047 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| LENNAR CORP 04.7500 11/15/2022 | 0.12% |
| WFCM 2014-LC16 XA IO 01.0877 08/15/2050 | 0.12% |
| CAS 2016-C04 1M2 04.3676 01/25/2029 | 0.12% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.12% |
| BBCMS 2019-C4 XA IO 01.5946 08/15/2052 | 0.12% |
| TURKEY GOVERNMENT BOND TRY 10.6000 02/11/2026 | 0.12% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.12% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.12% |
| COMM 2014-CR19 XA IO 00.9706 08/10/2047 | 0.12% |
| UBSC 2011-C1 D P/P 144A 06.0502 01/10/2045 | 0.12% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.12% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.12% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.11% |
| FHR 4760 IG IO 05.0000 02/15/2048 | 0.11% |
| GNR 2016-H08 AI IO 02.5052 08/20/2065 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.11% |
| COMM 2014-UBS6 XA IO 00.8865 12/10/2047 | 0.11% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.11% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.11% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.11% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.11% |
| CF 2019-CF3 XA IO 00.7179 01/15/2053 | 0.11% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.11% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.11% |
| MSBAM 2015-C26 XA IO 01.0165 10/15/2048 | 0.11% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.11% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.11% |
| CPTFEMU R 0.961 P 05/15/40 | 0.11% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.11% |
| STACR 2018-HQA1 M2 02.4176 09/25/2030 | 0.11% |
| CSAIL 2015-C1 XA IO 00.8264 04/15/2050 | 0.11% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.11% |
| CPTFEMU R 0.655 P 05/15/30 | 0.11% |
| CWALT 2005-27 1A1 01.5705 08/25/2035 | 0.11% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.11% |
| GNR 2016-H22 AI IO 02.3083 10/20/2066 | 0.11% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.10% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.10% |
| PLMRS 2018-2A A1A P/P 144A 01.3234 07/16/2031 | 0.10% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.10% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| WFRBS 2012-C7 D P/P 144A 04.8040 06/15/2045 | 0.10% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.10% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| GSMS 2015-GC30 XA IO 00.7426 05/10/2050 | 0.10% |
| STACR 2016-HQA4 M3 04.0176 04/25/2029 | 0.10% |
| STACR 2020-HQA3 B1 05.8676 07/25/2050 | 0.10% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.10% |
| CAS 2017-C07 2M2 02.6176 05/25/2030 | 0.10% |
| FHR 4922 SB IO 05.9324 04/25/2049 | 0.10% |
| UBSBB 2013-C5 XA IO P/P 144A 00.9141 03/10/2046 | 0.10% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7181 11/15/2045 | 0.10% |
| CAS 2017-C02 2B1 05.6176 09/25/2029 | 0.10% |
| GNR 2015-H28 DI IO 01.5528 08/20/2065 | 0.10% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.10% |
| WAMU 2005-AR14 1A2 02.8933 12/25/2035 | 0.10% |
| CFCRE 2011-C2 D P/P 144A 05.7395 12/15/2047 | 0.10% |
| CMLTI 2007-AR5 1A1A 02.9627 04/25/2037 | 0.10% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.10% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.10% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| 0.70 R ISWP FWD SOFRRATE P 03/17/2031 | 0.10% |
| AKER BP ASA P/P 144A 05.8750 03/31/2025 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.09% |
| HVMLT 2005-2 1A 00.6310 05/19/2035 | 0.09% |
| MSBAM 2013-C12 E P/P 144A 04.7628 10/15/2046 | 0.09% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.09% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.09% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.09% |
| CWALT 2006-OA7 1A1 02.3227 06/25/2046 | 0.09% |
| CFCRE 2016-C4 XA IO 01.6676 05/10/2058 | 0.09% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.09% |
| JPMCC 2013-C10 XA IO 00.9537 12/15/2047 | 0.09% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.09% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.09% |
| GSMS 2014-GC18 XA IO 01.0037 01/10/2047 | 0.09% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| BCC 2019-3A A P/P 144A 01.5636 10/21/2032 | 0.09% |
| CGCMT 2014-GC19 X IO 01.1370 03/10/2047 | 0.09% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.09% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| MVEW 2017-2A A P/P 144A 01.4334 01/16/2031 | 0.09% |
| COMM 2013-CR13 E P/P 144A 04.8850 11/10/2046 | 0.09% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.09% |
| GNR 2014-H14 CI IO 01.5710 07/20/2064 | 0.09% |
| WFRBS 2012-C10 E P/P 144A 04.4268 12/15/2045 | 0.09% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.08% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.08% |
| GRIFOLS TLB L+200 02.0903 11/15/2027 | 0.08% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.08% |
| STACR 2018-DNA2 B1 03.8176 12/25/2030 | 0.08% |
| STARS GROUP TLB L+350 03.7539 07/10/2025 | 0.08% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.08% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.08% |
| CWALT 2006-OA10 2A1 00.4976 08/25/2046 | 0.08% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.08% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.08% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.08% |
| APPLE INC 02.8500 05/06/2021 | 0.08% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.08% |
| UKRPI P 3.665 R 12/15/28 | 0.08% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.08% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.08% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.08% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.08% |
| GNR 2015-H10 EI IO 01.6128 04/20/2065 | 0.08% |
| GNR 2017-H11 NI IO 02.2891 05/20/2067 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| CAS 2017-C05 1B1 03.7176 01/25/2030 | 0.08% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.08% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.08% |
| SAMI 2006-AR7 A1A 00.3276 08/25/2036 | 0.08% |
| GNR 2015-H18 IA IO 01.8313 06/20/2065 | 0.08% |
| GNR 2017-132 IB IO 05.5000 09/20/2047 | 0.08% |
| GNR 2017-H03 DI IO 02.6280 12/20/2066 | 0.08% |
| STACR 2016-HQA3 M3 03.9676 03/25/2029 | 0.08% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.08% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.08% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.08% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.08% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.08% |
| COMM 2015-CR22 XA IO 00.8888 03/10/2048 | 0.07% |
| PELOTON INTER P/P 144A CV 00.0000 02/15/2026 | 0.07% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.07% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.07% |
| WFRBS 2012-C10 C 04.3618 12/15/2045 | 0.07% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| WAMU 2005-AR10 1A3 03.0850 09/25/2035 | 0.07% |
| 1.7705 R ISWP US0003M P 02/10/2051 | 0.07% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.07% |
| STACR 2016-DNA4 M3 03.9176 03/25/2029 | 0.07% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.07% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.07% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.07% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.07% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.07% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.07% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.07% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.07% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.07% |
| CGCMT 2014-GC21 X IO 01.1609 05/10/2047 | 0.07% |
| GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.07% |
| JPMCC 2012-LC9 D P/P 144A 04.4187 12/15/2047 | 0.07% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.07% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.07% |
| STACR 2017-DNA2 B1 05.2676 10/25/2029 | 0.07% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.06% |
| JPALT 2007-A2 12A1 00.3176 06/25/2037 | 0.06% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.06% |
| STACR 2020-DNA5 M1 01.3447 10/25/2050 | 0.06% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.06% |
| GSAA 2005-15 2A2 00.6176 01/25/2036 | 0.06% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.06% |
| MSC 2012-C4 E P/P 144A 05.4184 03/15/2045 | 0.06% |
| CAS 2016-C05 2M2 04.5676 01/25/2029 | 0.06% |
| CWHL 2005-3 1A1 00.7376 04/25/2035 | 0.06% |
| FNR 2018-86 DS IO 05.9824 12/25/2048 | 0.06% |
| CPTFEMU P 1.71 R 07/15/37 | 0.06% |
| GNR 2017-H14 DI IO 01.7053 06/20/2067 | 0.06% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.06% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.06% |
| CAS 2020-R02 2M2 02.1176 01/25/2040 | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| NIELSEN CO LUX SARL P/P 144A 5.500 10/01/2021 | 0.06% |
| STACR 2016-HQA2 M3B 05.2676 11/25/2028 | 0.06% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.06% |
| CAS 2018-C06 2M2 02.2176 03/25/2031 | 0.06% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.06% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.06% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.06% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.06% |
| COMM 2014-LC15 XA IO 01.0856 04/10/2047 | 0.06% |
| STACR 2018-HQA1 B1 04.4676 09/25/2030 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.06% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.06% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.06% |
| CGCMT 2013-GC17 X IO 01.0250 11/10/2046 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.06% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.06% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.06% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.06% |
| WESTERN DIGITAL TLB L+175 01.8645 04/29/2023 | 0.06% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.05% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.05% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.05% |
| WFRBS 2011-C4 E P/P 144A 05.1928 06/15/2044 | 0.05% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.05% |
| FHR 4591 QI IO 03.5000 04/15/2046 | 0.05% |
| GNR 2011-H15 AI IO 01.5376 06/20/2061 | 0.05% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.05% |
| PROVINCIA DE CORDOBA REGS 03.0000 06/01/2027 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.05% |
| STACR 2016-DNA2 M3 04.7676 10/25/2028 | 0.05% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.05% |
| GNR 2017-H02 BI IO 02.4844 01/20/2067 | 0.05% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| TRANSDIGM INC TLE L+225 02.3645 05/30/2025 | 0.05% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.05% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.05% |
| 1.5945 R ISWP US0003M P 01/15/2051 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.05% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.05% |
| VISTRA ENERGY TLB3 L+175 01.8631 12/01/2025 | 0.05% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.05% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.05% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.05% |
| CAS 2014-C02 2M2 02.7300 05/25/2024 | 0.05% |
| MEREDITH TLB L+250 02.6145 01/31/2025 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| 0.30 R ISWP FWD SES3M P 03/17/2031 | 0.05% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.05% |
| GNR 2011-H08 GI IO 01.2519 03/20/2061 | 0.05% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.05% |
| STACR 2019-DNA1 M2 02.7676 01/25/2049 | 0.05% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.05% |
| 1.621 R ISWP US0003M P 02/02/2051 | 0.04% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.04% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.04% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.04% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.04% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.04% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.04% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.04% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.04% |
| EURO-BUND FUTURE MAR21 RXH1 | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| MSBAM 2013-C10 D P/P 144A 04.0813 07/15/2046 | 0.04% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.04% |
| JPMBB 2014-C19 XA IO 00.7404 04/15/2047 | 0.04% |
| STACR 2016-HQA1 M3 06.4676 09/25/2028 | 0.04% |
| SWPTN 4WX5Y P 0.5996 USD 03/05/2021 GS | 0.04% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.04% |
| 1.12792 R ISWP US0003M P 01/13/2031 | 0.04% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.04% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.04% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% |
| UKRPI P 3.385 R 11/15/24 | 0.04% |
| ARAB REP OF EGYPT P/P 144A 05.8750 02/16/2031 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| GNR 2011-17 S IO 05.9389 02/20/2041 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.04% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.04% |
| CAS 2019-R01 2M2 02.5676 07/25/2031 | 0.04% |
| COMM 2014-UBS4 XA IO 01.1019 08/10/2047 | 0.04% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.04% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.04% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.04% |
| SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.04% |
| VONAGE HLDGS CV 01.7500 06/01/2024 | 0.04% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.04% |
| COMM 2012-CR3 E P/P 144A 04.7501 10/15/2045 | 0.04% |
| DIVERSEY TL L+300 03.1145 09/06/2024 | 0.04% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.04% |
| GNR 2016-H11 HI IO 02.1048 01/20/2066 | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| CAS 2018-C01 1M2 02.3676 07/25/2030 | 0.04% |
| CWALT 2006-OA10 4A1 00.4976 08/25/2046 | 0.04% |
| FHR 2990 LB 16.6588 06/15/2034 | 0.04% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.04% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.04% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.04% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.04% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.04% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.04% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.04% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.04% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.04% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.04% |
| SWPTN 4WX10Y P 1.222 USD 03/11/2021 CI | 0.04% |
| UKRPI P 3.34 R 03/15/28 | 0.04% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.03% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.03% |
| ZSCALER INC. P/P 144A CV 00.1250 07/01/2025 | 0.03% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.03% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.03% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.03% |
| UKRPI P 3.4025 R 03/15/28 | 0.03% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.03% |
| CAS 2015-C04 2M2 05.6676 04/25/2028 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.03% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.03% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.03% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.03% |
| 1.6125 R ISWP US0003M P 01/15/2051 | 0.03% |
| BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.03% |
| FNR 2007-53 SP 23.7687 06/25/2037 | 0.03% |
| FNR 2017-2 KI IO 04.0000 02/25/2047 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.03% |
| ZILLOW GRP CV 01.3750 09/01/2026 | 0.03% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| MICROSTRATEGY P/P 144A CV 00.0000 02/15/2027 | 0.03% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.03% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.03% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.03% |
| GNR 2013-99 VS IO 05.9926 07/16/2043 | 0.03% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.03% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.03% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.03% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.03% |
| SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.03% |
| CAS 2015-C01 1M2 04.4300 02/25/2025 | 0.03% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.03% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.03% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.03% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.03% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.03% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.03% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.02% |
| CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.02% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7410 09/10/2045 | 0.02% |
| DATADOG INC P/P 144A CV 00.1250 06/15/2025 | 0.02% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.02% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.02% |
| JPY/USD 05/19/2021 SSBT | 0.02% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.02% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.02% |
| DOCUSIGN INC P/P 144A CV 00.0000 01/15/2024 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.02% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.02% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.02% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.02% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.02% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.02% |
| CAS 2017-C05 1M2A 02.3176 01/25/2030 | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.02% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| CPURNSA R 1.703 P 11/29/24 | 0.02% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.02% |
| FHR 3249 PS 21.9046 12/15/2036 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.02% |
| SNAP INC CV 00.7500 08/01/2026 | 0.02% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.02% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.02% |
| STACR 2018-HQA2 M2 02.4176 10/25/2048 | 0.02% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.02% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.02% |
| GBP/USD 03/17/2021 RBSF | 0.02% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.02% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.02% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.02% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.02% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.02% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.2872 05/10/2063 | 0.02% |
| UKRPI P 3.381 R 11/15/24 | 0.02% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.02% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.02% |
| BENTLEY SYSTE P/P 144A CV 00.1250 01/15/2026 | 0.02% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| CPURNSA R 1.7625 P 12/10/24 | 0.02% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.02% |
| GNR 2020-15 CS IO 05.9389 02/20/2050 | 0.02% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| UKRPI P 3.42 R 12/15/24 | 0.02% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.02% |
| CAS 2015-C02 2M2 04.1300 05/25/2025 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.02% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.02% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.02% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.02% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.02% |
| CAS 2018-C05 1M2 02.4676 01/25/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| FHR 2976 LC 24.0084 05/15/2035 | 0.02% |
| FNR 2005-75 GS 19.8971 08/25/2035 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.02% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.02% |
| PEGASYSTEMS P/P CV 00.7500 03/01/2025 | 0.02% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.02% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.02% |
| 1.35468 R ISWP US0003M P 02/18/2031 | 0.02% |
| BLACKLINE INC CV 00.1250 08/01/2024 | 0.02% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| EUR/USD 03/17/2021 SSBT | 0.02% |
| GBP/USD 03/17/2021 MSCIL | 0.02% |
| INTEGRA LIFE P/P CV 00.5000 08/15/2025 | 0.02% |
| JPMCC 2007-CB20 E P/P 144A 06.2797 02/12/2051 | 0.02% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.02% |
| SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.02% |
| SEK/USD 03/17/2021 MSCIL | 0.02% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.02% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.02% |
| SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.02% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.02% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.02% |
| 1.059 R ISWP US0003M P 01/11/2031 | 0.02% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.02% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.02% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.02% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.02% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.01% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.01% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.01% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.01% |
| 1.3905 R ISWP US0003M P 02/19/2031 | 0.01% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.01% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.01% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.01% |
| SWPTN 4WX5Y P 0.6175 USD 03/12/2021 WE | 0.01% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 1.3956 R ISWP US0003M P 02/19/2031 | 0.01% |
| 1.4292 R ISWP US0003M P 02/24/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| LIBERTY MEDIA | 0.01% |
| NEVRO CORP CV 01.7500 06/01/2021 | 0.01% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| STACR 2018-HRP2 M3 02.5176 02/25/2047 | 0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| -0.33 R ISWP FWD CHL6M P 03/17/2031 | 0.01% |
| AUD/USD 04/21/2021 UBS | 0.01% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| REVANCE THERA P/P CV 01.7500 02/15/2027 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2019-78 SJ IO 05.9389 06/20/2049 | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNR 2005-74 NK 26.9119 05/25/2035 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.01% |
| GNR 2019-99 KS IO 05.9389 08/20/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MSC 2012-C4 XA IO P/P 144A 02.0572 03/15/2045 | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SAILPOINT TCH CV 00.1250 09/15/2024 | 0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GBP/USD 03/17/2021 GSFX | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| STACR 2015-DN1 M3 04.2676 01/25/2025 | 0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.01% |
| SWPTN 4WX5Y P 0.753 USD 03/23/2021 TD | 0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% |
| EUR/USD 03/17/2021 BCAP-FX | 0.01% |
| EUR/USD 03/17/2021 TDBK | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| VOCERA COMM CV 01.5000 05/15/2023 | 0.01% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| 1.443 R ISWP US0003M P 02/25/2031 | 0.01% |
| CAS 2015-C01 2M2 04.6800 02/25/2025 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.01% |
| NZD/USD 04/21/2021 GSFX | 0.01% |
| SEK/USD 03/17/2021 UBS | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 3MX10Y R 1.13 USD 04/28/2021 CI | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.00% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 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 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% |
| EUR/USD 03/17/2021 CITI | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNW 1998-W2 X IO 00.6875 06/25/2028 | 0.00% |
| GBP/USD 03/17/2021 WPAC | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| NZD/USD 04/21/2021 RBSF | 0.00% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.00% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.00% |
| WFRBS 2011-C5 XA IO P/P 144A 01.6707 11/15/2044 | 0.00% |
| 1.4518 R ISWP US0003M P 02/25/2031 | 0.00% |
| 1.452 R ISWP US0003M P 02/25/2031 | 0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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 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 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% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SEK/USD 03/17/2021 GSFX | 0.00% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.489 R ISWP US0003M P 03/01/2031 | 0.00% |
| CAD/USD 04/21/2021 JPMCB | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| GBP/USD 03/17/2021 HSBCB | 0.00% |
| NZD/USD 04/21/2021 CITI | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.8835 R ISWP US0003M P 02/22/2051 | 0.00% |
| CAD/USD 04/21/2021 TDBK | 0.00% |
| CAS 2014-C04 2M2 05.1176 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.1300 05/25/2025 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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-.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% |
| EUR/USD 03/17/2021 WPAC | 0.00% |
| NZD/USD 04/21/2021 JPMCB | 0.00% |
| NZD/USD 04/21/2021 UBS | 0.00% |
| SWPTN 3MX10Y R 0.9215 USD 04/28/2021 BA | 0.00% |
| SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| AUD/USD 04/21/2021 CITI | 0.00% |
| CAD/USD 04/21/2021 BANKAM | 0.00% |
| CAD/USD 04/21/2021 BCAP-FX | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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.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-.11 2054-11-18 300.0 11/18/2054 MS | 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 JP | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| EUR/USD 03/17/2021 CSI-FX | 0.00% |
| EUR/USD 03/17/2021 RBSF | 0.00% |
| FNW 1998-W5 X IO 00.5542 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2861 10/25/2043 | 0.00% |
| GBP/USD 03/17/2021 JPMCB | 0.00% |
| GBP/USD 03/17/2021 TDBK | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 05/19/2021 JPMCB | 0.00% |
| JPY/USD 05/19/2021 WPAC | 0.00% |
| NZD/USD 04/21/2021 BANKAM | 0.00% |
| NZD/USD 04/21/2021 HSBCB | 0.00% |
| NZD/USD 04/21/2021 WPAC | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| 0.188 R ISWP US0003M P 01/07/2023 | 0.00% |
| 0.205 R ISWP US0003M P 01/08/2023 | 0.00% |
| 0.2095 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.211 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% |
| 0.2205 R ISWP US0003M P 01/15/2023 | 0.00% |
| 0.2235 R ISWP US0003M P 01/15/2023 | 0.00% |
| 0.228 R ISWP US0003M P 01/14/2023 | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| AUD/USD 04/21/2021 SSBT | 0.00% |
| BACM 2007-1 XW IO 00.4243 01/15/2049 | 0.00% |
| CAD/USD 04/21/2021 CITI | 0.00% |
| CAD/USD 04/21/2021 CSI-FX | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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-.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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.7251 05/15/2038 | 0.00% |
| FSPC T-8 A9 IO 00.4348 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 CITI | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 RBSF | 0.00% |
| HKD/USD 05/20/2021 TDBK | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| JPY/USD 05/19/2021 RBSF | 0.00% |
| LBUBS 2007-C2 XW IO 00.1710 02/15/2040 | 0.00% |
| NZD/USD 04/21/2021 BCAP-FX | 0.00% |
| NZD/USD 04/21/2021 CSI-FX | 0.00% |
| NZD/USD 04/21/2021 TDBK | 0.00% |
| OPTN FN30 2.0 03/04/21 CALL 102.875 JPMC | 0.00% |
| OPTN FN30 2.0 03/04/21 CALL 103.0625 JPMC | 0.00% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | 0.00% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.00% |
| SWPTN 2YX10Y P 2.7725 USD 02/26/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 4WX5Y R 0.5996 USD 03/05/2021 GS | 0.00% |
| SWPTN 4WX5Y R 0.6175 USD 03/12/2021 WE | 0.00% |
| SWPTN 4WX5Y R 0.984 CAD 03/12/2021 TD | 0.00% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.00% |
| WBCMT 2006-C29 IO IO 00.4153 11/15/2048 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | -0.00% |
| AUD/USD 04/21/2021 WPAC | -0.00% |
| CAD/USD 04/21/2021 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA P 2.278 R 02/25/31 | -0.00% |
| CPURNSA P 2.28 R 02/25/31 | -0.00% |
| CPURNSA P 2.281 R 02/24/31 | -0.00% |
| CPURNSA P 2.286 R 02/24/31 | -0.00% |
| EUR/USD 03/17/2021 GSFX | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| CAD/USD 04/21/2021 MSCIL | -0.00% |
| CAD/USD 04/21/2021 WPAC | -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 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 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-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA P 2.2675 R 02/25/31 | -0.00% |
| EUR/USD 03/17/2021 JPMCB | -0.00% |
| GBP/USD 03/17/2021 BCAP-FX | -0.00% |
| GBP/USD 03/17/2021 UBS | -0.00% |
| NZD/USD 04/21/2021 SSBT | -0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 3MX10Y R 0.93 USD 04/28/2021 CI | -0.00% |
| SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.00% |
| AUD/USD 04/21/2021 CSI-FX | -0.00% |
| AUD/USD 04/21/2021 TDBK | -0.00% |
| CAD/USD 04/21/2021 RBSF | -0.00% |
| CAD/USD 04/21/2021 SSBT | -0.00% |
| CAD/USD 04/21/2021 UBS | -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.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 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| JPY/USD 05/19/2021 CITI | -0.00% |
| NZD/USD 04/21/2021 MSCIL | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| SWPTN 4WX5Y R 0.753 USD 03/23/2021 TD | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| AUD/USD 04/21/2021 HSBCB | -0.00% |
| AUD/USD 04/21/2021 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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 CS | -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 MS | -0.00% |
| EUR/USD 03/17/2021 MSCIL | -0.00% |
| JPY/USD 05/19/2021 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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% |
| EUR/USD 03/17/2021 HSBCB | -0.00% |
| JPY/USD 05/19/2021 TDBK | -0.00% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.01% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% |
| 1.4389 R ISWP US0003M P 02/26/2031 | -0.01% |
| 1.4432 R ISWP US0003M P 02/26/2031 | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| CAD/USD 04/21/2021 GSFX | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.01% |
| EUR/USD 03/17/2021 BANKAM | -0.01% |
| JPY/USD 05/19/2021 BANKAM | -0.01% |
| JPY/USD 05/19/2021 BCAP-FX | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| GBP/USD 03/17/2021 CSI-FX | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.404 R ISWP US0003M P 02/23/2031 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| NOK/USD 03/17/2021 GSFX | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.01% |
| 0.9305 R ISWP US0003M P 01/06/2031 | -0.01% |
| AUD/USD 04/21/2021 RBSF | -0.01% |
| EUR/USD 03/17/2021 UBS | -0.01% |
| JPY/USD 05/19/2021 HSBCB | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| SWPTN 4WX10Y R 1.222 USD 03/11/2021 CI | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -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% |
| 0.6875 R ISWP US0003M P 02/22/2026 | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| AUD/USD 04/21/2021 MSCIL | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.01% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.01% |
| 1.173 R ISWP US0003M P 01/14/2031 | -0.01% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 05/19/2021 UBS | -0.01% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 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% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| CHF/USD 03/17/2021 JPMCB | -0.02% |
| CHF/USD 03/17/2021 SSBT | -0.02% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| 1.1185 R ISWP US0003M P 01/15/2031 | -0.02% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.02% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| JPY/USD 05/19/2021 MSCIL | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| SWPTN 4WX5Y P 0.984 CAD 03/12/2021 TD | -0.02% |
| AUD/USD 04/21/2021 GSFX | -0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.02% |
| 1.36253 R ISWP US0003M P 02/19/2031 | -0.02% |
| 1.3692 R ISWP US0003M P 02/19/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.02% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.02% |
| 1.20 R ISWP FWD NOKOIB6M P 03/17/2031 | -0.02% |
| 1.35734 R ISWP US0003M P 02/19/2031 | -0.02% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| 1.35001 R ISWP US0003M P 02/19/2031 | -0.02% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.02% |
| 0.12 R ISWP FWD SONIA P 03/17/2031 | -0.02% |
| 1.609 R ISWP US0003M P 01/25/2051 | -0.02% |
| 1.644 R ISWP US0003M P 01/14/2051 | -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% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.02% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.02% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% |
| 0.90 R ISWP FWD NFIX3MID P 03/17/2031 | -0.03% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| GBP/USD 03/17/2021 CITI | -0.03% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.03% |
| 1.1355 R ISWP US0003M P 01/13/2031 | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.03% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.04% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| 1.535 R ISWP US0003M P 02/01/2051 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 3MX5Y P 2.243 USD 04/28/2021 BA | -0.04% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.04% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.04% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.05% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.05% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.05% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.05% |
| 1.2165 R ISWP US0003M P 02/08/2031 | -0.05% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.05% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.05% |
| GBP/USD 03/17/2021 SSBT | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% |
| 1.589 R ISWP FWD US0003M P 01/26/2051 | -0.05% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.05% |
| UKRPI R 3.4425 P 07/15/49 | -0.05% |
| SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.05% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.06% |
| 1.07 R ISWP US0003M P 01/11/2031 | -0.06% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.06% |
| 1.0991 R ISWP US0003M P 01/15/2031 | -0.06% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.06% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.06% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.06% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.06% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% |
| 1.0275 R ISWP US0003M P 01/08/2031 | -0.06% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.06% |
| 1.20 R ISWP FWD CDOR03 P 03/17/2031 | -0.06% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.06% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.06% |
| US 10YR ULTRA FUT JUN21 UXYM1 | -0.06% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.06% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.06% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.06% |
| 0.90 R ISWP FWD AUDBB6M P 03/17/2031 | -0.06% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.07% |
| 0.9355 R ISWP US0003M P 01/07/2031 | -0.07% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.07% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.09% |
| SWPTN 3MX5Y P 1.969 USD 04/28/2021 JP | -0.09% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.09% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.09% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.10% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.11% |
| OPTN FN30 2.0 03/04/21 PUT 102.875 JPMC | -0.12% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.12% |
| 1.255 R ISWP US0003M P 02/10/2031 | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.13% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.14% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.14% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.15% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.15% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.16% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.16% |
| CPTFEMU P 1.13 R 05/15/50 | -0.17% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.17% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.21% |
| CPURNSA P 1.6625 R 07/10/30 | -0.22% |
| CPURNSA P 1.586 R 06/30/30 | -0.23% |
| CPTFEMU P 0.935 R 05/15/40 | -0.23% |
| CPTFEMU P 0.93 R 05/15/40 | -0.23% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.27% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.28% |
| OPTN FN30 2.0 03/04/21 PUT 103.0625 JPMC | -0.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.30% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.34% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.38% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.40% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.40% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.79% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.10% |
| FNMA FN30 TBA UMBS 02.0000 03/01/2051 | -1.87% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -54.48% |
Fixed income statistics as of 05/31/21
| Average effective maturity | 3.72 yrs. |
|---|---|
| Average effective duration | -0.07 yrs. |
| Average yield to maturity | 5.40% |
| Average coupon | 4.90% |
Sector weightings as of 05/31/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 0.20% | 0.01 | 47.15% | 2.16 | 47.35% | 2.17 |
| Commercial MBS | 14.57% | 0.31 | 6.02% | 0.05 | 20.59% | 0.36 |
| Agency CMO | 19.63% | 0.66 | 0.33% | 0.01 | 19.96% | 0.67 |
| High-yield corporate bonds | 11.28% | 0.30 | 0.00% | 0.00 | 11.28% | 0.30 |
| Residential MBS (non-agency) | 9.79% | 0.26 | 0.00% | 0.00 | 9.79% | 0.26 |
| Investment-grade corporate bonds | 8.55% | 0.22 | 0.00% | 0.00 | 8.55% | 0.22 |
| Bank loans | 7.37% | 0.30 | 0.00% | 0.00 | 7.37% | 0.30 |
| Emerging-market bonds | 6.04% | 0.33 | 0.00% | 0.00 | 6.04% | 0.33 |
| Collateralized loan obligations | 4.67% | 0.16 | 0.00% | 0.00 | 4.67% | 0.16 |
| Asset-backed securities (ABS) | 3.58% | 0.03 | 0.00% | 0.00 | 3.58% | 0.03 |
| Convertible securities | 2.19% | 0.04 | 0.00% | 0.00 | 2.19% | 0.04 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | -1.75 | 0.00% | -1.75 |
| International Treasury/agency | 0.00% | 0.00 | 0.00% | 0.00 | 0.00% | 0.00 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -1.57 | 0.00% | -1.57 |
| Net cash | 12.13% | 0.00 | 0.00% | 0.00 | 12.13% | 0.00 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Maturity detail as of 05/31/21
| 0 - 1 yr. | -20.57% |
|---|---|
| 1 - 5 yrs. | 79.56% |
| 5 - 10 yrs. | 39.38% |
| 10 - 15 yrs. | 0.89% |
| Over 15 yrs. | 0.74% |
Quality rating as of 05/31/21
| AAA | 77.23% |
|---|---|
| AA | 5.81% |
| A | 5.06% |
| BBB | 12.39% |
| BB | 15.78% |
| B | 8.38% |
| CCC and Below | 4.52% |
| Not Rated | -29.17% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Allocation of assets among fixed-income strategies and sectors may hurt performance. 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. 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. Unlike bonds, funds that invest in bonds have fees and expenses. 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 when interest rates decline and decline in value more when interest rates rise. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. The fund may not achieve its goal, and it is not intended to be a complete investment program. 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. The fund's efforts to produce lower-volatility returns may not be successful and may make it more difficult at times for the fund to achieve its targeted return. Under certain market conditions, the fund may accept greater-than-typical volatility to seek its targeted return. 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. The fund’s prospectus lists additional risks.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country allocation as of 05/31/21
| United States | 89.51% |
|---|---|
| Cayman Islands | 2.94% |
| Canada | 1.23% |
| United Kingdom | 1.15% |
| Indonesia | 0.94% |
| Egypt | 0.53% |
| Mexico | 0.50% |
| Ivory Coast | 0.44% |
| Dominican Republic | 0.39% |
| Other | 2.37% |
1
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 0.79% | 0.99% | 1.54% | 1.04% | 0.54% | 0.54% |
| What you pay | 0.79% | 0.99% | 1.54% | 1.04% | 0.54% | 0.54% |
Sales charge
| Breakpoint | Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| $0-$49,999 | 2.25% / 2.00% | 0.00% / 1.00% | 0.00% / 1.00% | -- | -- | -- |
| $50,000-$99,999 | 2.25% / 2.00% | 0.00% / 1.00% | 0.00% / 1.00% | -- | -- | -- |
| $100,000-$249,999 | 1.75% / 1.50% | -- | 0.00% / 1.00% | -- | -- | -- |
| $250,000-$499,999 | 1.25% / 1.00% | -- | 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 R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 1.00% | 1.00% | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 1.00% | 1.00% | -- | -- | -- |
| 2 yrs. | 0.00% | 0.50% | 0.00% | -- | -- | -- |
| 3 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 4 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 5 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 6 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 7+ yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.50% | 0.00% | 0.00% | |
| 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 ICE BofA U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. You cannot invest directly in an index.
Each fund seeks to earn a positive total return that exceeds the rate of inflation by a targeted amount over a reasonable period of time regardless of market conditions. There can be no assurance that a fund will meet its objective. The fund is not intended to outperform stocks and bonds during strong market rallies. Consult your financial advisor to determine which fund fits into your investment goals and time horizon.
Consider these risks before investing: Allocation of assets among fixed-income strategies and sectors may hurt performance. 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. 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. Unlike bonds, funds that invest in bonds have fees and expenses. 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 when interest rates decline and decline in value more when interest rates rise. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. The fund may not achieve its goal, and it is not intended to be a complete investment program. 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. The fund's efforts to produce lower-volatility returns may not be successful and may make it more difficult at times for the fund to achieve its targeted return. Under certain market conditions, the fund may accept greater-than-typical volatility to seek its targeted return. 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. The fund’s prospectus lists additional risks.
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.