Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, and Putnam Fixed Income Absolute Return Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
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 and assets
| Net asset value (yesterday’s close) |
$8.52 -0.12% | $-0.01 |
| 52-week high | $9.45 (07/01/21) |
| 52-week low | $8.52 (06/29/22) |
| Net assets and outstanding shares | Download CSV |
Yield
| Distribution rate before sales charge as of 06/29/22 |
3.80% |
|---|---|
| Distribution rate after sales charge as of 06/29/22 |
3.80% |
| 30-day SEC yield as of 05/31/22 | 3.87% |
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)
2.52%
Average 5-year annualized return
Fund facts as of 05/31/22
Total net assets
$405.60M
$405.60M
Turnover (fiscal year end)
908%
908%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1248
1248
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
Chief Investment Officer, Fixed Income
Head of Portfolio Construction
Portfolio Manager
Literature
A look at leveraged loans and CLOs
A recent Active Insights podcast features a discussion of leveraged loans, and collateralized loan obligations (CLOs).U.S. recession ifs and whens
The U.S. will likely avoid a recession in 2022, in our view. That risk rises next year as the Fed raises rates and China decelerates.Munis after Q1 — and April — and 8 reasons why we are still constructive
While munis suffered a bad quarter to start 2022, brighter days may be ahead amid strong fundamentals.Performance
Total return (%) as of 03/31/22
Annual performance as of 03/31/22
Annualized Total return (%) as of 03/31/22
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -4.89% | 0.94% | 1.99% | 2.19% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 0.00% | 0.82% | 1.14% | 0.65% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 05/31/22 | -0.49% | - | |
| YTD as of 06/29/22 | -1.70% | - | |
Yield
| Distribution rate before sales charge as of 06/29/22 |
3.80% |
|---|---|
| Distribution rate after sales charge as of 06/29/22 |
3.80% |
| 30-day SEC yield as of 05/31/22 | 3.87% |
Volatility as of 05/31/22
| Standard deviation (3 yrs.) | 5.20% |
|---|
Fixed income statistics as of 05/31/22
| Average effective duration | 0.71 yrs. |
|---|
Morningstar Ratings™ as of 05/31/22
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 300 | |
| 3 yrs. | 300 | |
| 5 yrs. | 265 | |
| 10 yrs. | 122 |
Distributions
| Record/Ex dividend date | 06/16/22 |
|---|---|
| Payable date | 06/21/22 |
| 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.
Compare
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Net cash | 18.68% |
|---|---|
| Fnma Fn30 Tba Umbs 04.5000 07/01/2052 | 7.75% |
| Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | 7.53% |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2052 | 5.79% |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | 5.43% |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2052 | 4.93% |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2052 | 3.94% |
| Stacr 2018-Hrp2 M3as 02.0057 02/25/2047 | 0.83% |
| Gnr 2020-166 Ia Io 03.0000 11/20/2050 | 0.63% |
| Ivory Coast Regs 06.1250 06/15/2033 | 0.60% |
| Top 10 holdings, percent of portfolio | 56.10% |
| Top 10 holdings as of 05/31/22 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 04.5000 07/01/2052 | |
| Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2052 | |
| Stacr 2018-Hrp2 M3as 02.0057 02/25/2047 | |
| Gnr 2020-166 Ia Io 03.0000 11/20/2050 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Holdings represent 56.10% of portfolio | |
| Top 10 holdings as of 04/30/22 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 04.5000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2052 | |
| Stacr 2018-Hrp2 M3as 01.6679 02/25/2047 | |
| Gnr 2020-166 Ia Io 03.0000 11/20/2050 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Fnr 2021-17 Ki Io 04.5000 04/25/2051 | |
| Rcmt 2020-Fl4 C 144a 05.4179 02/25/2035 | |
| Holdings represent 59.16% of portfolio | |
| Top 10 holdings as of 03/31/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 05/01/2052 | |
| Net cash | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2052 | |
| Stacr 2018-Hrp2 M3as 01.4566 02/25/2047 | |
| Fnma Fn30 Tba Umbs 04.5000 05/01/2052 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Gnr 2020-166 Ia Io 03.0000 11/20/2050 | |
| Csmc 2008-C1 Aj 144a 05.4286 02/15/2041 | |
| Holdings represent 55.86% of portfolio | |
| Top 10 holdings as of 02/28/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 03/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2052 | |
| Net cash | |
| Stacr 2018-Hrp2 M3as 01.1869 02/25/2047 | |
| Fnma Fn30 Tba Umbs 04.5000 03/01/2052 | |
| Stacr 2016-Dna3 M3 05.1869 12/25/2028 | |
| Gnr 2020-166 Ia Io 03.0000 11/20/2050 | |
| Fnr 2019-49 St Io 05.8331 09/25/2049 | |
| Rcmt 2020-Fl4 C 144a 04.9369 02/25/2035 | |
| Holdings represent 55.58% of portfolio | |
| REPO TRIPA MORTG 0.8 06/01/2022 | 13.04% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 9.37% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2052 | 7.75% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 7.53% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2052 | 5.79% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2052 | 4.93% |
| TREASURY BILL 00.0000 06/02/2022 | 1.50% |
| TREASURY BILL 00.0000 06/09/2022 | 1.08% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 1.07% |
| TREASURY BILL 00.0000 06/21/2022 | 0.96% |
| STACR 2018-HRP2 M3AS 02.0057 02/25/2047 | 0.83% |
| TREASURY BILL 00.0000 06/16/2022 | 0.69% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.62% |
| GNR 2020-166 IA IO 03.0000 11/20/2050 | 0.62% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.58% |
| CSMC 2008-C1 AJ 144A 05.8164 02/15/2041 | 0.56% |
| RCMT 2020-FL4 C 144A 05.7557 02/25/2035 | 0.56% |
| FNR 2021-17 KI IO 04.5000 04/25/2051 | 0.56% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.55% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.54% |
| COMM 2014-CR17 C 04.7835 05/10/2047 | 0.53% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.52% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.51% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.50% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.50% |
| ATLANTIC ASSET SECURITIZATION 04821UFN7 DCP 06/22/2022 | 0.49% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.49% |
| NATIONWIDE BUILDING SOCIETY 6385E1FN6 DCP 06/22/2022 | 0.49% |
| PRUDENTIAL PLC 7443M3FP4 DCP 06/23/2022 | 0.49% |
| CHARIOT FUNDING LLC 15963UGL4 DCP 07/20/2022 | 0.49% |
| FNR 2019-49 ST IO 05.0143 09/25/2049 | 0.49% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.49% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.48% |
| STACR 2022-HQA1 M2 05.8345 03/25/2042 | 0.46% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.46% |
| FHR 5149 BI IO 03.0000 07/25/2051 | 0.45% |
| CAS 2016-C02 1B 13.2557 09/25/2028 | 0.44% |
| FHR 5010 IE IO 04.0000 09/25/2050 | 0.43% |
| GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.41% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.41% |
| RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.40% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.40% |
| FNR 2021-56 QI IO 04.5000 09/25/2051 | 0.39% |
| DBUBS 2011-LC3A D 144A 05.3702 08/10/2044 | 0.39% |
| FNR 2017-8 SB IO 05.0943 02/25/2047 | 0.39% |
| QUIKRETE TLB L+263 02.7013 02/01/2027 | 0.39% |
| STACR 2015-DNA3 B 10.3557 04/25/2028 | 0.38% |
| MCAS 2019-01 M10 144A 04.2557 10/15/2049 | 0.38% |
| FNR 2020-70 SD IO 05.2443 10/25/2050 | 0.37% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.37% |
| CWALT 2005-59 1A1 01.5873 11/20/2035 | 0.37% |
| FNR 2021-44 NI IO 03.0000 07/25/2051 | 0.37% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.36% |
| BANK 2017-BNK9 XA IO 00.7686 11/15/2054 | 0.36% |
| CGMS 2014-1A A1R2 144A 02.0143 04/17/2031 | 0.36% |
| FED REPUBLIC OF BRAZIL USD 03.8750 06/12/2030 | 0.36% |
| WFCM 2020-C55 D 144A 02.5000 02/15/2053 | 0.36% |
| REPUBLIC OF CHILE USD 04.3400 03/07/2042 | 0.35% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.35% |
| VERTIV TLB L+275 03.5500 03/02/2027 | 0.35% |
| FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.34% |
| JPMBB 2013-C12 B 04.0915 07/15/2045 | 0.34% |
| JPMCC 2021-1MEM D 144A 02.6535 10/09/2042 | 0.34% |
| COMM 2014-CR17 D 144A 04.8472 05/10/2047 | 0.33% |
| PSTAT 2022-2A A2 144A 02.9878 10/15/2030 | 0.33% |
| APID 2013-12A BR 144A 02.4443 04/15/2031 | 0.33% |
| FHR 5002 SJ IO 05.0943 07/25/2050 | 0.32% |
| BANK 2018-BN10 XA IO 00.7008 02/15/2061 | 0.32% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.32% |
| AWPT 2014-2A A1R 144A 02.2743 10/15/2029 | 0.32% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.31% |
| FNR 2017-74 SA IO 04.7443 10/25/2047 | 0.31% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.31% |
| CWALT 2006-OA7 1A2 01.2637 06/25/2046 | 0.31% |
| ISTAR INC. 04.2500 08/01/2025 | 0.31% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.31% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.31% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.30% |
| GSMS 2014-GC22 C 04.6870 06/10/2047 | 0.30% |
| ABBSL 2021-2A A 144A 02.1443 04/15/2034 | 0.30% |
| WFRBS 2013-C15 D 144A 04.5038 08/15/2046 | 0.30% |
| ICG 2018-3A B1R 144A 02.6340 01/24/2032 | 0.29% |
| ZAIS 2019-13A A1A 144A 02.5343 07/15/2032 | 0.29% |
| FHR 4698 NS IO 05.2753 06/15/2047 | 0.29% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.29% |
| CAS 2020-R01 1B1 04.2557 01/25/2040 | 0.29% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.29% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.29% |
| MSBAM 2013-C10 E 144A 04.0737 07/15/2046 | 0.28% |
| VENTR 2017-26A BR 144A 02.7627 01/20/2029 | 0.28% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.28% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.28% |
| AGL 2021-13A A1 144A 02.2227 10/20/2034 | 0.28% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.28% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.28% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.27% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.27% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.27% |
| SPRINT CORP 07.8750 09/15/2023 | 0.27% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.27% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.27% |
| CAS 2017-C02 2B1 06.5057 09/25/2029 | 0.27% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.26% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.26% |
| FHR 3852 NT 05.1253 05/15/2041 | 0.26% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.26% |
| GNR 2016-H23 MI IO 02.0753 10/20/2066 | 0.25% |
| STACR 2015-DNA1 B 10.2057 10/25/2027 | 0.25% |
| MSBAM 2012-C5 E 144A 04.7151 08/15/2045 | 0.25% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.25% |
| 1.5415 R ISWP SOFR P 03/09/2032 | 0.25% |
| FHR 5023 TS IO 05.2443 10/25/2050 | 0.25% |
| APACHE CORP 05.1000 09/01/2040 | 0.25% |
| DOMINICAN REPUBLIC P/P 144A 06.0000 02/22/2033 | 0.25% |
| COMM 2015-LC19 C 04.2254 02/10/2048 | 0.25% |
| CEDF 2021-14A B 144A 02.6443 07/15/2033 | 0.25% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.25% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.24% |
| WFCM 2013-LC12 D 144A 04.3040 07/15/2046 | 0.24% |
| TERRIER MEDIA BUYER IN L+350 04.5596 12/17/2026 | 0.24% |
| CARR 2006-NC2 A4 01.2457 06/25/2036 | 0.24% |
| HCA INC 05.2500 06/15/2026 | 0.24% |
| HLM 9A-2016 A2R 144A 02.7443 07/19/2030 | 0.24% |
| LOGN1 2021-1A A 144A 02.2227 07/20/2034 | 0.24% |
| EPICOR SOFTWARE/EAGLE L+325 04.3096 07/30/2027 | 0.24% |
| 1.5475 R ISWP SOFR P 03/09/2032 | 0.24% |
| MCAS 2020-01 M10 144A 04.7557 03/25/2050 | 0.24% |
| UBSBB 2012-C3 C 144A 05.0414 08/10/2049 | 0.24% |
| BANIJAY GROUP TLB L+375 04.5533 03/04/2025 | 0.24% |
| GFL ENVIRONMENTAL INC L+300 04.2389 05/31/2025 | 0.24% |
| TALLGRASS ENERGY PARTN L+475 05.8096 03/11/2026 | 0.24% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.23% |
| SNDPT 2020-1A AR 144A 02.2327 07/20/2034 | 0.23% |
| CAS 2022-R02 2M2 03.5845 01/25/2042 | 0.23% |
| PLMRS 2021-2A A 144A 02.1943 07/15/2034 | 0.23% |
| GOLDEN NUGGET TLB S+C+400 4.500000 1/12/2029 | 0.23% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.23% |
| CAS 2016-C03 1B 12.7557 10/25/2028 | 0.23% |
| CENTENE CORP 04.6250 12/15/2029 | 0.23% |
| ELANCO ANIMAL HEALTH T L+175 02.8117 02/04/2027 | 0.23% |
| ALTICE USA TLB L+225 03.1247 01/15/2026 | 0.22% |
| CAS 2022-R05 2B1 05.0845 04/25/2042 | 0.22% |
| CAS 2014-C01 M2 05.4057 01/25/2024 | 0.22% |
| JPMCC 2012-C8 D 144A 04.8127 10/15/2045 | 0.22% |
| MSBAM 2014-C17 C 04.4798 08/15/2047 | 0.22% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.22% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.22% |
| JPMBB 2013-C14 D 144A 04.5477 08/15/2046 | 0.22% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.22% |
| TRANSDIGM INC TLF L+225 03.3096 12/09/2025 | 0.22% |
| CAS 2018-C04 2B1 05.5057 12/25/2030 | 0.21% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.21% |
| ROMANIA P/P 144A 03.6250 03/27/2032 | 0.21% |
| STACR 2018-HRP2 M3 03.4057 02/25/2047 | 0.21% |
| CAS 2015-C04 1M2 06.7057 04/25/2028 | 0.21% |
| GALXY 2016-22A ARR 144A 02.2443 04/16/2034 | 0.21% |
| RESTAURANT BRANDS INTE L+175 02.8096 11/19/2026 | 0.21% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.21% |
| HERC HOLDINGS INC P/P 144A 05.5000 07/15/2027 | 0.21% |
| REYNOLDS TL L+175 02.8096 02/04/2027 | 0.21% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.20% |
| WFRBS 2012-C10 D 144A 04.4064 12/15/2045 | 0.20% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.20% |
| ROC 2021-RTL1 A1 02.4870 08/25/2026 | 0.20% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.20% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.20% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.20% |
| WFCM 2016-BNK1 XA IO 01.7188 08/15/2049 | 0.20% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.20% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.20% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.20% |
| THYSSENKRUPP ELEVATOR L+350 04.0187 07/31/2027 | 0.20% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.20% |
| GUGG4 2016-1A A1S1 144A 02.2743 10/15/2031 | 0.20% |
| STACR 2015-DNA2 B 08.5557 12/25/2027 | 0.20% |
| GNR 2020-112 MS IO 05.3727 08/20/2050 | 0.19% |
| NABORS IND INC P/P 144A 07.3750 05/15/2027 | 0.19% |
| GSM 2021-4A A1 144A 02.2443 07/15/2034 | 0.19% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.19% |
| MRAFT 2021-S1 A1 01.3421 09/10/2022 | 0.19% |
| SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.19% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.19% |
| HLSY 2019-1A A1A1 144A 02.4127 01/20/2033 | 0.19% |
| 1.675 R ISWP SOFR P 02/28/2027 | 0.19% |
| FHR 4727 SA IO 05.3253 11/15/2047 | 0.19% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.19% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.19% |
| CABLEVISION SYSTEMS TL L+225 03.1247 07/17/2025 | 0.19% |
| SWPTN EUR006M 5YX30Y P 0.925 EUR 03/24/2027 UB | 0.19% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.19% |
| COMM 2018-COR3 C 04.5600 05/10/2051 | 0.19% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.18% |
| CALPINE CONS FIN TL L+200 03.0597 01/15/2025 | 0.18% |
| MINSUR SA REGS 04.5000 10/28/2031 | 0.18% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.18% |
| STARS GROUP TLB L+225 03.2560 07/29/2025 | 0.18% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.18% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.18% |
| REPUBLIC OF KAZAKHSTAN REGS 06.5000 07/21/2045 | 0.18% |
| ELMW4 2020-1A A 144A 02.2843 04/15/2033 | 0.18% |
| GNR 2016-H13 IK IO 02.6537 06/20/2066 | 0.18% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.18% |
| NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.18% |
| ALBERTSONS COS P/P 144A 03.5000 03/15/2029 | 0.18% |
| ARES 2016-41A AR2 144A 02.1143 04/15/2034 | 0.18% |
| OCT48 2020-3A AR 144A 02.2127 10/20/2034 | 0.18% |
| REG18 2021-1A A1 144A 02.1443 01/15/2034 | 0.18% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.18% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.18% |
| CHARTER COMMUNICATIONS L+175 02.8100 02/01/2027 | 0.18% |
| STACR 2017-HQA1 M2 04.5557 08/25/2029 | 0.18% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.18% |
| AHM 2007-1 GA1C 01.1957 05/25/2047 | 0.17% |
| STACR 2017-DNA2 M2 04.4557 10/25/2029 | 0.17% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.17% |
| CD 2017-CD3 C 04.5478 02/10/2050 | 0.17% |
| ENTERCOM TLB1 L+250 03.5596 11/17/2024 | 0.17% |
| PLY GEM INDUSTRIES INC L+325 04.1247 04/12/2028 | 0.17% |
| STACR 2016-DNA1 B 11.0057 07/25/2028 | 0.17% |
| 1.679 R ISWP SOFR P 01/21/2052 | 0.17% |
| GNR 2020-H14 AI IO 01.5005 06/20/2070 | 0.17% |
| BMC SOFTWARE TLB L+375 04.8096 10/02/2025 | 0.17% |
| GARDNER DENVER TLB L+185 02.8841 02/28/2027 | 0.17% |
| WFCM 2013-LC12 C 04.3040 07/15/2046 | 0.17% |
| WFRBS 2011-C4 D 144A 04.8884 06/15/2044 | 0.17% |
| CSAIL 2015-C1 D 144A 03.7599 04/15/2050 | 0.17% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.17% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.17% |
| AIGIM 2021-1A A 144A 02.2363 04/22/2034 | 0.16% |
| CAS 2017-C01 1M2 04.5557 07/25/2029 | 0.16% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.16% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.16% |
| TUNISIAN REPUBLIC REGS 05.7500 01/30/2025 | 0.16% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.16% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.16% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.16% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.16% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.16% |
| BRAND ENERGY & INFRAST L+425 05.3964 06/21/2024 | 0.16% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.16% |
| BSP 2018-5BA A1A 144A 02.1527 04/20/2031 | 0.15% |
| FNR 2011-53 ST IO 04.9143 06/25/2041 | 0.15% |
| HILTON HOTELS CORP TLB L+175 02.7557 06/21/2026 | 0.15% |
| CMLTI 2007-AMC3 A2D 01.3557 03/25/2037 | 0.15% |
| MSBAM 2012-C6 D 144A 04.5907 11/15/2045 | 0.15% |
| MSBAM 2014-C14 C 05.0442 02/15/2047 | 0.15% |
| UNIVISION COMMUNICATIO L+325 04.3096 03/24/2026 | 0.15% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.15% |
| CGMS 2014-3RA A1A 144A 02.2749 07/27/2031 | 0.15% |
| CAS 2019-HRP1 M2 03.1557 11/25/2039 | 0.15% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.15% |
| SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.15% |
| BLUEM 2021-32A A 144A 02.2143 10/15/2034 | 0.15% |
| CHENIERE ENERGY PARTNERS 04.5000 10/01/2029 | 0.15% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.15% |
| ELMW5 2020-2A AR 144A 02.2127 10/20/2034 | 0.14% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.14% |
| ELMW2 2019-2A AR 144A 02.2127 04/20/2034 | 0.14% |
| FNR 2020-16 SG IO 05.0443 03/25/2050 | 0.14% |
| FNR 2016-60 LS IO 05.0943 09/25/2046 | 0.14% |
| UBSC 2011-C1 D 144A 06.4397 01/10/2045 | 0.14% |
| JPMBB 2014-C25 D P/P 144A 03.9383 11/15/2047 | 0.14% |
| LENNAR CORP 04.7500 11/15/2022 | 0.14% |
| MSBAM 2014-C15 D 144A 04.8961 04/15/2047 | 0.14% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.14% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.14% |
| MSBAM 2013-C10 F 144A 04.0737 07/15/2046 | 0.14% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.14% |
| CGCMT 2014-GC19 D 144A 05.0904 03/10/2047 | 0.14% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.14% |
| REG20 2021-2A A 144A 02.2043 10/15/2034 | 0.14% |
| WFRBS 2012-C7 D 144A 04.6305 06/15/2045 | 0.14% |
| 2.298 R ISWP FWD SOFR P 04/07/2032 | 0.13% |
| RALI 2006-QO5 1A1 01.4357 05/25/2046 | 0.13% |
| COMM 2015-LC21 XA IO 00.6708 07/10/2048 | 0.13% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.13% |
| GNR 2018-H05 AI IO 01.7969 02/20/2068 | 0.13% |
| UBSCM 2018-C8 XA IO 00.8510 02/15/2051 | 0.13% |
| AIMCO 2021-14A A 144A 02.0527 04/20/2034 | 0.13% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.13% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.13% |
| GNR 2015-H19 NI IO 01.8963 07/20/2065 | 0.13% |
| ARES 2021-60A A 144A 02.1643 07/18/2034 | 0.13% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.13% |
| GNR 2015-H15 JI IO 01.9443 06/20/2065 | 0.13% |
| GNR 2017-H06 BI IO 02.2689 02/20/2067 | 0.13% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.13% |
| MSC 2016-UB12 XA IO 00.6543 12/15/2049 | 0.13% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.13% |
| SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.13% |
| FNR 2015-19 SA IO 05.1943 04/25/2045 | 0.13% |
| FNR 2017-108 SA IO 05.1443 01/25/2048 | 0.13% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.12% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.12% |
| SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.12% |
| BANK 2019-BN20 XA IO 00.8316 09/15/2062 | 0.12% |
| JPMBB 2014-C24 XA IO 00.8622 11/15/2047 | 0.12% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.12% |
| STACR 2018-HQA1 M2 03.3057 09/25/2030 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| REG23 2021-4A A1 144A 02.2127 01/20/2035 | 0.12% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.12% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.12% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.12% |
| PAIA 2018-1A A1AR 144A 02.0627 10/20/2031 | 0.12% |
| SPST 2021-14 A1 01.6736 12/08/2022 | 0.12% |
| WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.12% |
| CECLO 2020-29A AR 144A 02.2327 10/20/2034 | 0.12% |
| MCLO 2019-1A AANR 144A 02.3643 04/15/2032 | 0.12% |
| PLMRS 2019-1A A1R 144A 02.5613 11/14/2034 | 0.12% |
| FNR 2016-88 SK IO 04.9943 12/25/2046 | 0.12% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.12% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.12% |
| WAMU 2005-AR13 A1C3 01.9857 10/25/2045 | 0.12% |
| 2.325 R ISWP FWD CDOR03 P 06/15/2032 | 0.12% |
| FNR 2013-130 SD IO 05.5943 01/25/2044 | 0.12% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.12% |
| UBSCM 2017-C7 XA IO 01.0063 12/15/2050 | 0.12% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.12% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.12% |
| CAS 2017-C07 2M2 03.5057 05/25/2030 | 0.12% |
| GENESYS TELECOMMUNICAT L+400 05.0596 12/01/2027 | 0.12% |
| MSBAM 2013-C13 XA IO 00.9387 11/15/2046 | 0.12% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.11% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.11% |
| WERNER HOLDING CO DE I L+400 05.0060 07/24/2024 | 0.11% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.11% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.11% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.11% |
| BMIR 2020-2A B1 144A 09.5057 08/26/2030 | 0.11% |
| COMM 2013-CR13 E 144A 04.8789 11/10/2046 | 0.11% |
| 1.737 R ISWP SOFR P 03/11/2032 | 0.11% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.11% |
| CAS 2014-C04 1M2 05.9057 11/25/2024 | 0.11% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.11% |
| GNR 2017-H16 BI IO 02.2125 08/20/2067 | 0.11% |
| COMM 2013-CR11 XA IO 00.9042 08/10/2050 | 0.11% |
| MSC 2012-C4 E 144A 05.1638 03/15/2045 | 0.11% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| GNR 2016-H02 BI IO 01.5297 11/20/2065 | 0.10% |
| SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.10% |
| CAS 2017-C03 1B1 05.8557 10/25/2029 | 0.10% |
| FNR 2016-65 CS IO 05.0943 09/25/2046 | 0.10% |
| 2.67 R ISWP FWD AUDBB6M P 06/15/2032 | 0.10% |
| CGMS C17A A1AR 144A 02.3160 04/30/2031 | 0.10% |
| MWST 2021-1 A 01.3679 02/25/2055 | 0.10% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.10% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.10% |
| CF 2019-CF3 XA IO 00.7118 01/15/2053 | 0.10% |
| CWALT 2006-OA7 1A1 02.2419 06/25/2046 | 0.10% |
| WFRBS 2012-C10 E 144A 04.4064 12/15/2045 | 0.10% |
| 1.497 R ISWP FWD SES3M P 06/15/2032 | 0.10% |
| 1.7674 R ISWP SOFR P 02/29/2052 | 0.10% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.10% |
| GSMS 2014-GC24 D 144A 04.5326 09/10/2047 | 0.10% |
| STACR 2016-HQA2 M3 06.1557 11/25/2028 | 0.10% |
| COMM 2014-CR20 XA IO 00.9824 11/10/2047 | 0.10% |
| FNR 2011-4 CS 10.8886 05/25/2040 | 0.10% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.10% |
| GNR 2015-H25 AI IO 01.5999 09/20/2065 | 0.10% |
| GNR 2018-H02 GI IO 02.0082 12/20/2067 | 0.10% |
| MWST 2020-2 A 01.8057 11/25/2053 | 0.10% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.10% |
| TREASURY BILL 00.0000 06/14/2022 | 0.10% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.10% |
| COMM 2015-CR23 XA IO 00.8758 05/10/2048 | 0.10% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.10% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.10% |
| GRAPHIC PACKAGING IN P/P 144A 03.7500 02/01/2030 | 0.10% |
| HUSKY INJECTION MOLDIN L+437 05.3760 03/28/2025 | 0.10% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.10% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.09% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.09% |
| STACR 2018-DNA2 B1 04.7057 12/25/2030 | 0.09% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.09% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.09% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.09% |
| FNR 2019-66 SC IO 04.9943 11/25/2049 | 0.09% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.09% |
| LMAT 2021-GS3 A2 03.2500 07/25/2061 | 0.09% |
| REPUBLIC OF GHANA REGS 06.3750 02/11/2027 | 0.09% |
| GNR 2016-121 JS IO 05.1727 09/20/2046 | 0.09% |
| IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.09% |
| MSBAM 2013-C12 E 144A 04.7623 10/15/2046 | 0.09% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.09% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.09% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.09% |
| CAS 2017-C05 1B1 04.6057 01/25/2030 | 0.09% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.09% |
| GNR 2015-H25 EI IO 01.8356 10/20/2065 | 0.09% |
| GRIFOLS TLB L+200 03.0596 11/15/2027 | 0.09% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.09% |
| SOUTHWESTERN ENERGY CO 04.7500 02/01/2032 | 0.09% |
| WFRBS 2012-C10 C 04.3414 12/15/2045 | 0.09% |
| 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.09% |
| GNR 2015-H09 BI IO 01.6605 03/20/2065 | 0.09% |
| STACR 2017-DNA3 M2B 03.5057 03/25/2030 | 0.09% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.09% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.09% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.09% |
| NEUB 2019-34A A1R 144A 02.0912 01/20/2035 | 0.09% |
| STACR 2022-DNA2 M1A 01.8845 02/25/2042 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.08% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.08% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.08% |
| 2.116 R ISWP SOFR P 04/04/2032 | 0.08% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.08% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.08% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | 0.08% |
| SWPTN EUR006M 2YX1Y R 0.055 EUR 03/08/2024 CI | 0.08% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.08% |
| CMLTI 2007-AR5 1A1A 02.9590 04/25/2037 | 0.08% |
| GNR 2018-91 SJ IO 05.3227 07/20/2048 | 0.08% |
| MSBAM 2013-C10 D 144A 04.0737 07/15/2046 | 0.08% |
| CAS 2014-C03 2M2 03.9057 07/25/2024 | 0.08% |
| COMM 2014-UBS6 XA IO 00.8536 12/10/2047 | 0.08% |
| GNR 2018-H02 EI IO 02.1233 01/20/2068 | 0.08% |
| NEUB 2022-47A A 144A 01.5479 04/14/2035 | 0.08% |
| OCT54 2021-1A A1 144A 02.1643 07/15/2034 | 0.08% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.08% |
| CAS 2016-C01 1B 12.7557 08/25/2028 | 0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.08% |
| JPMCC 2012-LC9 D 144A 04.3634 12/15/2047 | 0.08% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.08% |
| STACR 2022-DNA1 M1B 02.4345 01/25/2042 | 0.08% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.08% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.08% |
| COMM 2014-CR19 XA IO 00.9383 08/10/2047 | 0.08% |
| GNR 2010-125 SD IO 05.8053 01/16/2040 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| STACR 2017-DNA2 B1 06.1557 10/25/2029 | 0.08% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | 0.08% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | 0.08% |
| CSAIL 2015-C1 XA IO 00.8203 04/15/2050 | 0.08% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.08% |
| WFCM 2014-LC16 XA IO 01.0872 08/15/2050 | 0.08% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.08% |
| CWALT 2006-OA10 2A1 01.3857 08/25/2046 | 0.08% |
| FNR 2016-83 BS IO 05.0943 11/25/2046 | 0.08% |
| VIATRIS INC 02.3000 06/22/2027 | 0.08% |
| CFCRE 2016-C4 XA IO 01.6245 05/10/2058 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| MSBAM 2015-C26 XA IO 00.9787 10/15/2048 | 0.07% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% |
| STACR 2016-DNA2 M3 05.6557 10/25/2028 | 0.07% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.07% |
| HVMLT 2005-2 1A 01.4484 05/19/2035 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.07% |
| STACR 2016-HQA2 M3B 06.1557 11/25/2028 | 0.07% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.07% |
| SAMI 2006-AR7 A1A 01.4257 08/25/2036 | 0.07% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.07% |
| 2.26 R ISWP SOFR P 03/30/2032 | 0.07% |
| CAS 2017-C01 1M2C 04.5557 07/25/2029 | 0.07% |
| GNR 2016-H23 NI IO 01.9703 10/20/2066 | 0.07% |
| REPUBLIC OF GHANA REGS 08.1250 01/18/2026 | 0.07% |
| STACR 2020-HQA3 B1 06.7557 07/25/2050 | 0.07% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.07% |
| 2.2655 R ISWP SOFR P 03/30/2032 | 0.07% |
| ARRW 2019-1 A3 04.0115 01/25/2049 | 0.07% |
| GNR 2010-116 SA IO 04.9727 09/20/2040 | 0.07% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.07% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.07% |
| WFRBS 2011-C4 E 144A 04.8884 06/15/2044 | 0.07% |
| CAS 2018-C06 2M2 03.1057 03/25/2031 | 0.07% |
| GNR 2016-77 SC IO 05.1727 10/20/2045 | 0.07% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.07% |
| STACR 2018-HQA1 B1 05.3557 09/25/2030 | 0.07% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.07% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.06% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.06% |
| GNR 2018-H13 NI IO 02.1385 08/20/2068 | 0.06% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.06% |
| CFCRE 2011-C2 D 144A 05.0798 12/15/2047 | 0.06% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.06% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.06% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.06% |
| STACR 2021-HQA3 M1 01.4345 09/25/2041 | 0.06% |
| CWHL 2005-3 1A1 01.6257 04/25/2035 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| GNR 2019-121 DS IO 05.1727 08/20/2049 | 0.06% |
| APID 2021-35A A 144A 02.1127 04/20/2034 | 0.06% |
| JPALT 2007-A2 12A1 01.4057 06/25/2037 | 0.06% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.06% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.06% |
| SWPTN SOFR 1YX2Y P 3.69 USD 04/27/2023 BA | 0.06% |
| ELM12 2021-5A B 144A 02.7627 01/20/2035 | 0.06% |
| ELMW4 2020-1A B 144A 02.7443 04/15/2033 | 0.06% |
| NCC 2020-1A A1R 144A 02.3343 01/15/2035 | 0.06% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.06% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.06% |
| TRANSDIGM INC TLE L+225 03.3096 05/30/2025 | 0.06% |
| WAMU 2005-AR10 1A3 02.9487 09/25/2035 | 0.06% |
| VISTRA OPERATIONS COMP L+175 02.7754 12/01/2025 | 0.06% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.06% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.06% |
| SWPTN SOFR 4YX30Y R 2.02 USD 03/24/2026 MS | 0.06% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.06% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| GNR 2015-H28 DI IO 01.5526 08/20/2065 | 0.06% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.06% |
| SWPTN EUR006M 5YX30Y R 0.925 EUR 03/24/2027 UB | 0.06% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.06% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.06% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.05% |
| STACR 2016-DNA4 M3 04.8057 03/25/2029 | 0.05% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.05% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.05% |
| COMM 2015-CR22 XA IO 00.8273 03/10/2048 | 0.05% |
| GSMS 2014-GC18 XA IO 01.0358 01/10/2047 | 0.05% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.05% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.05% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.05% |
| SWPTN 8YX10Y P 0.9 GBP 01/14/2030 UB | 0.05% |
| SWPTN EUR006M 6YX20Y P 1.125 EUR 04/04/2028 UB | 0.05% |
| SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.05% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | 0.05% |
| CAS 2022-R02 2M1 01.7845 01/25/2042 | 0.05% |
| CGCMT 2014-GC19 X IO 01.1147 03/10/2047 | 0.05% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | 0.05% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.05% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.05% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.05% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.05% |
| GNR 2016-H22 AI IO 01.9929 10/20/2066 | 0.05% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.05% |
| TREASURY BILL 00.0000 06/07/2022 | 0.05% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| GNR 2014-H14 CI IO 01.5399 07/20/2064 | 0.05% |
| HMIR 2021-2 B1 144A 04.7345 01/25/2034 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.05% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.05% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.05% |
| SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | 0.05% |
| CAS 2015-C04 2M2 06.5557 04/25/2028 | 0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.05% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% |
| GNR 2016-H08 AI IO 01.7938 08/20/2065 | 0.05% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.05% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.05% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | 0.05% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.05% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.05% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | 0.04% |
| STACR 2019-DNA1 M2 03.6557 01/25/2049 | 0.04% |
| SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | 0.04% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.04% |
| ARAB REPUBLIC OF EGYPT REGS 07.3000 09/30/2033 | 0.04% |
| CAS 2018-C05 1ED1 01.6557 01/25/2031 | 0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 0.04% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.04% |
| STACR 2018-DNA3 M2B 03.1057 09/25/2048 | 0.04% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.04% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.04% |
| GNR 2017-H03 DI IO 02.2818 12/20/2066 | 0.04% |
| SWPTN EUR006M 6YX20Y P 1.25 EUR 04/06/2028 UB | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| CGCMT 2014-GC21 X IO 01.1423 05/10/2047 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.04% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% |
| GBP/USD 06/15/2022 HSBCB | 0.04% |
| NZD/USD 07/20/2022 MSCIL | 0.04% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.04% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.04% |
| CWALT 2006-OA10 4A1 01.3857 08/25/2046 | 0.04% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.04% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.04% |
| SWPTN SOFR 10YX10Y R 2.272 USD 04/06/2032 BA | 0.04% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | 0.03% |
| AUD/USD 07/20/2022 SSBT | 0.03% |
| CAS 2017-C02 2M2C 04.6557 09/25/2029 | 0.03% |
| CAS 2018-C01 1M2 03.2557 07/25/2030 | 0.03% |
| 2.247 R ISWP SOFR P 04/01/2027 | 0.03% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.03% |
| SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.03% |
| CAS 2017-C04 2ED1 01.6057 11/25/2029 | 0.03% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.03% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| STACR 2015-DNA3 M3 05.7057 04/25/2028 | 0.03% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.03% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.03% |
| CGCMT 2013-GC17 X IO 00.9978 11/10/2046 | 0.03% |
| COMM 2014-LC15 XA IO 01.0565 04/10/2047 | 0.03% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.03% |
| SWPTN 5YX30Y R 1.71 USD 12/14/2026 GS | 0.03% |
| SWPTN 8YX10Y P 0.4879 GBP 08/20/2029 UB | 0.03% |
| SWPTN EUR006M 7YX20Y P 1.325 EUR 04/11/2029 UB | 0.03% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.03% |
| 2.326 R ISWP SOFR P 04/06/2027 | 0.03% |
| GNR 2017-H02 BI IO 02.3581 01/20/2067 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | 0.03% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.03% |
| CAS 2021-R02 2M1 01.4845 11/25/2041 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| SWPTN SOFR 5YX30Y P 2.4 USD 05/26/2027 GS | 0.03% |
| CAS 2020-R02 2M2 03.0057 01/25/2040 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% |
| JPMBB 2014-C19 XA IO 00.6424 04/15/2047 | 0.03% |
| JPMCC 2013-C10 XA IO 00.9264 12/15/2047 | 0.03% |
| SWPTN SOFR 10YX10Y R 2.317 USD 04/07/2032 JP | 0.03% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.02% |
| CAS 2014-C02 2M2 03.6057 05/25/2024 | 0.02% |
| CAS 2016-C02 1M2 07.0057 09/25/2028 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| COMM 2014-UBS4 XA IO 01.0920 08/10/2047 | 0.02% |
| FNR 2007-53 SP 20.5124 06/25/2037 | 0.02% |
| GNR 2011-17 S IO 05.1227 02/20/2041 | 0.02% |
| STACR 2018-HQA2 M2 03.3057 10/25/2048 | 0.02% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.02% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.02% |
| SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.02% |
| 2.307 R ISWP SOFR P 03/31/2024 | 0.02% |
| 2.685 R ISWP FWD SOFR P 05/02/2027 | 0.02% |
| 2.84 R ISWP SOFR P 05/06/2027 | 0.02% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.02% |
| SWPTN SOFR 3MX10Y R 2.995 USD 08/09/2022 GS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.02% |
| EUR/USD 06/15/2022 RBSF | 0.02% |
| GNR 2016-H11 HI IO 02.0945 01/20/2066 | 0.02% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.02% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.02% |
| SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | 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.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| EUR/USD 06/15/2022 SSBT | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.02% |
| SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| FHR 2990 LB 14.7100 06/15/2034 | 0.02% |
| FORD MOTOR CO CV 00.0000 03/15/2026 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.02% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.02% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.02% |
| SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.02% |
| SWPTN SOFR 3MX10Y P 3.235 USD 07/22/2022 DE | 0.02% |
| SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | 0.02% |
| UBSBB 2013-C5 XA IO 144A 00.8801 03/10/2046 | 0.02% |
| 2.752 R ISWP SOFR P 05/05/2027 | 0.02% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| HALOZYME THER CV 00.2500 03/01/2027 | 0.02% |
| STACR 2019-DNA2 M2 03.4557 03/25/2049 | 0.02% |
| CAS 2018-C01 1ED5 03.2557 07/25/2030 | 0.02% |
| ROYAL CARIBBE CV 02.8750 11/15/2023 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| 2.3535 R ISWP SOFR P 03/30/2027 | 0.02% |
| AIRBNB INC CV 00.0000 03/15/2026 | 0.02% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.02% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.02% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.02% |
| 2.673 R ISWP SOFR P 04/22/2027 | 0.02% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.02% |
| CAS 2016-C03 2M2 06.9057 10/25/2028 | 0.02% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.02% |
| GNR 2013-99 VS IO 05.2253 07/16/2043 | 0.02% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.02% |
| LIBERTY MEDIA | 0.02% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.02% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.02% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.02% |
| VAIL RESORTS CV 00.0000 01/01/2026 | 0.02% |
| CAS 2015-C01 1M2 05.3057 02/25/2025 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.01% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.01% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.01% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.01% |
| SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | 0.01% |
| 0.2529 R ISWP FWD MUTKCALM P 08/29/2043 | 0.01% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.01% |
| EXPEDIA GRP CV 00.0000 02/15/2026 | 0.01% |
| FHR 2976 LC 21.2127 05/15/2035 | 0.01% |
| OKTA INC CV 00.3750 06/15/2026 | 0.01% |
| PACIRA PHARMA CV 00.7500 08/01/2025 | 0.01% |
| SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| ENPHASE EN CV 00.0000 03/01/2028 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| JPY/USD 08/17/2022 UBS | 0.01% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.01% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.01% |
| CAS 2019-R01 2M2 03.4557 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.01% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.01% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
| ON SEMICONDUC CV 00.0000 05/01/2027 | 0.01% |
| SHIFT4 PAYMEN CV 00.0000 12/15/2025 | 0.01% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.01% |
| 2.405 R ISWP SOFR P 04/14/2024 | 0.01% |
| BLOCK INC CV 00.2500 11/01/2027 | 0.01% |
| BOX INC CV 00.0000 01/15/2026 | 0.01% |
| CAD/USD 07/20/2022 SSBT | 0.01% |
| CHEGG INC CV 00.0000 09/01/2026 | 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.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.01% |
| JOHN BEAN TEC CV 00.2500 05/15/2026 | 0.01% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.01% |
| SWPTN SOFR 3MX10Y P 2.8375 USD 08/19/2022 UB | 0.01% |
| UBER TECH INC CV 00.0000 12/15/2025 | 0.01% |
| 2.483 R ISWP SOFR P 04/14/2027 | 0.01% |
| AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.01% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.01% |
| BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.01% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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-.12 2061-08-17 300.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.01% |
| LIB TRIP A P/P 144A CV 00.5000 06/30/2051 | 0.01% |
| PERFICIENT IN P/P 144A CV 00.1250 11/15/2026 | 0.01% |
| SNAP INC CV 00.0000 05/01/2027 | 0.01% |
| UNITY SOFT P/P 144A CV 00.0000 11/15/2026 | 0.01% |
| WOLFSPEED INC P/P 144A CV 00.2500 02/15/2028 | 0.01% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.01% |
| 0.0619 R ISWP MUTKCALM P 02/25/2031 | 0.01% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.01% |
| CABLE ONE INC CV 01.1250 03/15/2028 | 0.01% |
| CERIDIAN HCM CV 00.2500 03/15/2026 | 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| DIGITALOCEAN P/P 144A CV 00.0000 12/01/2026 | 0.01% |
| EVERBRIDGE IN CV 00.0000 03/15/2026 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2005-74 NK 22.4715 05/25/2035 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2020-15 CS IO 05.1227 02/20/2050 | 0.01% |
| IMPINJ INC P/P 144A CV 01.1250 05/15/2027 | 0.01% |
| JETBLUE AIR CV 00.5000 04/01/2026 | 0.01% |
| NCL CORP LTD P/P 144A CV 02.5000 02/15/2027 | 0.01% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.01% |
| RAPID7 INC CV 00.2500 03/15/2027 | 0.01% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.01% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.01% |
| SWPTN AUDBB6M 10YX20Y R 3.315 AUD 05/11/2032 JP | 0.01% |
| TWITTER INC CV 00.0000 03/15/2026 | 0.01% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.01% |
| WFRBS 2012-C9 XB IO 144A 00.7161 11/15/2045 | 0.01% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.01% |
| 2.518 R ISWP SOFR P 04/12/2027 | 0.01% |
| 3D SYS CORP P/P 144A CV 00.0000 11/15/2026 | 0.01% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.01% |
| BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.01% |
| BURL STORE CV 02.2500 04/15/2025 | 0.01% |
| CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| DRAFTKINGS HLDG INC CV 00.0000 03/15/2028 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.01% |
| SHAKE SHACK I CV 00.0000 03/01/2028 | 0.01% |
| SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.01% |
| SPOTIFY USA CV 00.0000 03/15/2026 | 0.01% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.01% |
| UPWORK INC P/P 144A CV 00.2500 08/15/2026 | 0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | 0.01% |
| 2.3305 R ISWP SOFR P 04/07/2032 | 0.01% |
| 2.40 R ISWP FWD SOFR P 05/28/2057 | 0.01% |
| 2.7175 R ISWP SOFR P 05/20/2027 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.01% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.01% |
| EUR/USD 06/15/2022 JPMCB | 0.01% |
| FIVE9 INC CV 00.5000 06/01/2025 | 0.01% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.01% |
| MONGODB INC CV 00.2500 01/15/2026 | 0.01% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.01% |
| NOK/USD 06/15/2022 SSBT | 0.01% |
| SUNRUN INC CV 00.0000 02/01/2026 | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| WAYFAIR INC CV 00.6250 10/01/2025 | 0.01% |
| ZSCALER INC. CV 00.1250 07/01/2025 | 0.01% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 2.469 R ISWP SOFR P 04/07/2027 | 0.00% |
| BLACKLINE INC CV 00.0000 03/15/2026 | 0.00% |
| BLOCK INC CV 00.0000 05/01/2026 | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| GNR 2019-78 SJ IO 05.1227 06/20/2049 | 0.00% |
| GNR 2019-99 KS IO 05.1227 08/20/2049 | 0.00% |
| NOK/USD 06/15/2022 TDBK | 0.00% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.00% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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 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-.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 MS | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| GUARDANT HEAL CV 00.0000 11/15/2027 | 0.00% |
| SWPTN AUDBB6M 15YX10Y P 2.7 AUD 04/01/2037 UB | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 2.5445 R ISWP SOFR P 05/23/2027 | 0.00% |
| CHF/USD 06/15/2022 UBS | 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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 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% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNW 1998-W2 X IO 00.4545 06/25/2028 | 0.00% |
| GBP/USD 06/15/2022 BCAP-FX | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.00% |
| CAD/USD 07/20/2022 TDBK | 0.00% |
| CAS 2016-C01 1M2 07.7557 08/25/2028 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.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 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 MS | 0.00% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.00% |
| NOK/USD 06/15/2022 GSFX | 0.00% |
| SEK/USD 06/15/2022 BANKAM | 0.00% |
| SEK/USD 06/15/2022 SSBT | 0.00% |
| SEK/USD 06/15/2022 UBS | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| 2.45 R ISWP SOFR P 04/07/2024 | 0.00% |
| 2.4975 R ISWP SOFR P 04/14/2032 | 0.00% |
| 2.553 R ISWP SOFR P 04/28/2024 | 0.00% |
| 2.571 R ISWP SOFR P 05/18/2024 | 0.00% |
| 2.574 R ISWP SOFR P 05/18/2024 | 0.00% |
| 2.5945 R ISWP FWD SOFR P 05/25/2024 | 0.00% |
| 2.5945 R ISWP SOFR P 05/18/2027 | 0.00% |
| CAS 2015-C02 1M2 05.0057 05/25/2025 | 0.00% |
| CHF/USD 06/15/2022 JPMCB | 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 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| EUR/USD 06/15/2022 MSCIL | 0.00% |
| FNW 1998-W5 X IO 00.0485 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2800 10/25/2043 | 0.00% |
| GBP/USD 06/15/2022 SSBT | 0.00% |
| NZD/USD 07/20/2022 HSBCB | 0.00% |
| SEK/USD 06/15/2022 TDBK | 0.00% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | 0.00% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | 0.00% |
| 0.8084 R ISWP FWD MUTKCALM P 08/29/2043 | 0.00% |
| 2.6015 R ISWP SOFR P 05/17/2024 | 0.00% |
| 2.6825 R ISWP SOFR P 04/26/2032 | 0.00% |
| 2.743 R ISWP SOFR P 04/26/2024 | 0.00% |
| AUD/USD 07/20/2022 HSBCB | 0.00% |
| AUD/USD 07/20/2022 MSCIL | 0.00% |
| BACM 2007-1 XW IO 00.3133 01/15/2049 | 0.00% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.00% |
| CAD/USD 07/20/2022 JPMCB | 0.00% |
| CAD/USD 07/20/2022 MSCIL | 0.00% |
| CAD/USD 07/20/2022 UBS | 0.00% |
| CAS 2014-C04 2M2 06.0057 11/25/2024 | 0.00% |
| CGCMT 2012-GC8 XA IO 144A 01.4614 09/10/2045 | 0.00% |
| CHF/USD 06/15/2022 CITI | 0.00% |
| CHF/USD 06/15/2022 RBSF | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 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.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| EUR/USD 06/15/2022 BCAP-FX | 0.00% |
| EUR/USD 06/15/2022 TDBK | 0.00% |
| FSPC T-8 A9 IO 00.4508 11/15/2028 | 0.00% |
| GBP/USD 06/15/2022 BANKAM | 0.00% |
| GBP/USD 06/15/2022 JPMCB | 0.00% |
| GBP/USD 06/15/2022 MSCIL | 0.00% |
| GBP/USD 06/15/2022 TDBK | 0.00% |
| GBP/USD 06/15/2022 UBS | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| NOK/USD 06/15/2022 BANKAM | 0.00% |
| NOK/USD 06/15/2022 BCAP-FX | 0.00% |
| NOK/USD 06/15/2022 HSBCB | 0.00% |
| NOK/USD 06/15/2022 JPMCB | 0.00% |
| NOK/USD 06/15/2022 MSCIL | 0.00% |
| NOK/USD 06/15/2022 RBSF | 0.00% |
| NZD/USD 07/20/2022 JPMCB | 0.00% |
| NZD/USD 07/20/2022 SSBT | 0.00% |
| NZD/USD 07/20/2022 TDBK | 0.00% |
| NZD/USD 07/20/2022 WPAC | 0.00% |
| SEK/USD 06/15/2022 CITI | 0.00% |
| SEK/USD 06/15/2022 HSBCB | 0.00% |
| SEK/USD 06/15/2022 JPMCB | 0.00% |
| SEK/USD 06/15/2022 RBSF | 0.00% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | 0.00% |
| UBSBB 2012-C2 XA IO 144A 01.0402 05/10/2063 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2248 11/15/2048 | 0.00% |
| 2.243 R ISWP SOFR P 04/04/2024 | -0.00% |
| 2.501 R ISWP SOFR P 05/25/2052 | -0.00% |
| AUD/USD 07/20/2022 WPAC | -0.00% |
| CHF/USD 06/15/2022 CSI-FX | -0.00% |
| CHF/USD 06/15/2022 MSCIL | -0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.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.BB.9 2058-09-17 500.0 09/17/2058 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-.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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/15/2022 UBS | -0.00% |
| SEK/USD 06/15/2022 MSCIL | -0.00% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | -0.00% |
| 2.547 R ISWP SOFR P 04/28/2032 | -0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 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% |
| GBP/USD 06/15/2022 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.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 GS | -0.00% |
| JPY/USD 08/17/2022 SSBT | -0.00% |
| NOK/USD 06/15/2022 UBS | -0.00% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.00% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 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.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 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 CG | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | -0.00% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.00% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.00% |
| SWPTN AUDBB6M 15YX10Y R 2.7 AUD 04/01/2037 UB | -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.14 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.00% |
| SWPTN SOFR 3MX10Y P 2.6525 USD 08/19/2022 UB | -0.00% |
| 2.552 R ISWP SOFR P 04/27/2032 | -0.01% |
| 2.7025 R ISWP SOFR P 05/19/2024 | -0.01% |
| 2.7445 R ISWP SOFR P 04/25/2027 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 2.0975 R ISWP SOFR P 04/04/2032 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% |
| 2.7285 R ISWP SOFR P 04/21/2032 | -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 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -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 CG | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.01% |
| SWPTN SOFR 3MX10Y R 2.235 USD 07/22/2022 DE | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.01% |
| SWPTN SOFR 10YX10Y P 2.317 USD 04/07/2032 JP | -0.01% |
| 2.3365 R ISWP SOFR P 03/31/2027 | -0.01% |
| 3.10 R ISWP FWD NFIX3MID P 06/15/2032 | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | -0.01% |
| 2.689 R ISWP FWD SOFR P 04/26/2032 | -0.01% |
| CHF/USD 06/15/2022 BCAP-FX | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | -0.02% |
| SWPTN SOFR 5YX30Y R 2.4 USD 05/26/2027 GS | -0.02% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.02% |
| SWPTN 8YX10Y R 0.4879 GBP 08/20/2029 UB | -0.02% |
| SWPTN AUDBB6M 10YX20Y P 3.315 AUD 05/11/2032 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | -0.02% |
| SWPTN SOFR 3MX10Y R 2.725 USD 07/21/2022 CI | -0.02% |
| 0.343 R ISWP FWD TONA P 08/29/2043 | -0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.02% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN SOFR 10YX10Y P 2.272 USD 04/06/2032 BA | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| 1.355 R ISWP SOFRRATE P 12/31/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | -0.02% |
| SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | -0.02% |
| 2.496 R ISWP SOFR P 04/14/2032 | -0.02% |
| CHF/USD 06/15/2022 SSBT | -0.02% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | -0.02% |
| SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.02% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| 1.455 R ISWP FWD SONIA P 06/15/2032 | -0.02% |
| CHF/USD 06/15/2022 GSFX | -0.02% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.02% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.02% |
| 2.8215 R ISWP SOFR P 05/13/2032 | -0.03% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.03% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | -0.03% |
| 2.4015 R ISWP SOFR P 04/08/2032 | -0.03% |
| SWPTN 8YX10Y R 0.9 GBP 01/14/2030 UB | -0.03% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.03% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.03% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.03% |
| SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | -0.03% |
| 2.3665 R ISWP SOFR P 04/07/2027 | -0.03% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.03% |
| SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | -0.03% |
| SWPTN SOFR 3MX10Y P 2.995 USD 08/09/2022 GS | -0.03% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.03% |
| SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | -0.03% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.03% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.03% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.03% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.04% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.04% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.04% |
| SWPTN SOFR 3MX10Y P 2.725 USD 07/21/2022 CI | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.04% |
| SWPTN EUR006M 7YX20Y R 1.325 EUR 04/11/2029 UB | -0.04% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.04% |
| SWPTN SOFR 1YX2Y P 2.94 USD 04/27/2023 BA | -0.04% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.04% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | -0.04% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.04% |
| SWPTN EUR006M 6YX20Y R 1.25 EUR 04/06/2028 UB | -0.04% |
| 2.851 R ISWP SOFR P 05/06/2027 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| SWPTN SONIA 7YX10Y R 1.448 GBP 02/26/2029 GS | -0.04% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% |
| 2.288 R ISWP SOFR P 03/31/2027 | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.04% |
| SWPTN 5YX30Y P 1.71 USD 12/14/2026 GS | -0.04% |
| SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.04% |
| 1.75 R ISWP SOFR P 02/29/2032 | -0.04% |
| SWPTN EUR006M 6YX20Y R 1.125 EUR 04/04/2028 UB | -0.04% |
| SWPTN SOFR 4YX30Y P 2.02 USD 03/24/2026 MS | -0.04% |
| 2.94 R ISWP SOFR P 05/11/2032 | -0.05% |
| SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | -0.05% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.05% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.05% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.05% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.05% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.05% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.05% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.06% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.06% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.06% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.06% |
| 1.9575 R ISWP US0003M P 03/07/2032 | -0.06% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% |
| SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.06% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.06% |
| SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.06% |
| 2.1005 R ISWP SOFR P 04/07/2052 | -0.07% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | -0.07% |
| SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.07% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.07% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.07% |
| 2.3395 R ISWP SOFR P 04/14/2052 | -0.07% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | -0.07% |
| SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.07% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.07% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.07% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.08% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.08% |
| 0.565 R ISWP FWD SARON P 06/15/2032 | -0.08% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.08% |
| SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.08% |
| SWPTN EUR006M 2YX1Y R 0.555 EUR 03/08/2024 CI | -0.08% |
| SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.08% |
| SWPTN SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.08% |
| SWPTN SONIA 7YX10Y P 1.448 GBP 02/26/2029 GS | -0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.08% |
| SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.09% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.09% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.09% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.09% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.10% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.11% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.11% |
| 1.762 R ISWP FWD SOFR P 06/15/2032 | -0.11% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.11% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | -0.11% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.12% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.12% |
| 1.7355 R ISWP SOFR P 03/01/2029 | -0.13% |
| 0.60 R ISWP FWD EUR006M P 03/07/2032 | -0.13% |
| 1.47709 R ISWP SOFR P 02/29/2024 | -0.13% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.13% |
| SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.13% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.14% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.14% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.14% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.15% |
| 1.626 R ISWP SOFR P 01/19/2052 | -0.15% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.16% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.16% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.17% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.17% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.18% |
| 1.681 R ISWP FWD SOFR P 02/15/2029 | -0.20% |
| SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.20% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.20% |
| 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.21% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.23% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.25% |
| 1.986 R ISWP SOFR P 03/21/2029 | -0.26% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.26% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.26% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.29% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.33% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.35% |
| 1.372 R ISWP SOFR P 01/12/2027 | -0.38% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | -0.50% |
| US 10YR ULTRA FUT SEP22 UXYU2 | -0.60% |
| SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -0.70% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.83% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2052 | -5.69% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2052 | -9.53% |
| US 2YR NOTE (CBT) SEP22 TUU2 | -35.29% |
| REPO TRIPA MORTG 0.31 05/02/2022 | 17.31% |
|---|---|
| FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 15.01% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2052 | 7.05% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 5.80% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 4.80% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 3.37% |
| TREASURY BILL 00.0000 06/02/2022 | 1.48% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 1.33% |
| TREASURY BILL 00.0000 06/09/2022 | 1.07% |
| TREASURY BILL 00.0000 06/21/2022 | 0.95% |
| STACR 2018-HRP2 M3AS 01.6679 02/25/2047 | 0.82% |
| TREASURY BILL 00.0000 06/16/2022 | 0.68% |
| GNR 2020-166 IA IO 03.0000 11/20/2050 | 0.61% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.59% |
| RCMT 2020-FL4 C 144A 05.4179 02/25/2035 | 0.57% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.57% |
| FNR 2021-17 KI IO 04.5000 04/25/2051 | 0.56% |
| CSMC 2008-C1 AJ 144A 06.0103 02/15/2041 | 0.56% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.54% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.53% |
| COMM 2014-CR17 C 04.9451 05/10/2047 | 0.52% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.52% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.51% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.50% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.49% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.49% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.49% |
| SUMITOMO MITSUI TRUST BANK LT 86564XE42 DCP 05/04/2022 | 0.49% |
| FNR 2019-49 ST IO 05.3521 09/25/2049 | 0.48% |
| STACR 2022-HQA1 M2 05.5387 03/25/2042 | 0.48% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.47% |
| FHR 5149 BI IO 03.0000 07/25/2051 | 0.44% |
| CAS 2016-C02 1B 12.9179 09/25/2028 | 0.44% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.44% |
| FHR 5010 IE IO 04.0000 09/25/2050 | 0.42% |
| GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.42% |
| RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.41% |
| CWALT 2005-59 1A1 01.2544 11/20/2035 | 0.40% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.39% |
| FNR 2021-56 QI IO 04.5000 09/25/2051 | 0.39% |
| QUIKRETE TLB L+263 03.3887 02/01/2027 | 0.39% |
| MCAS 2019-01 M10 144A 03.9179 10/15/2049 | 0.39% |
| DBUBS 2011-LC3A D 144A 05.5497 08/10/2044 | 0.38% |
| WFCM 2020-C55 D 144A 02.5000 02/15/2053 | 0.38% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.38% |
| FNR 2020-70 SD IO 05.5821 10/25/2050 | 0.37% |
| STACR 2015-DNA3 B 10.0179 04/25/2028 | 0.37% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.37% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.37% |
| BANK 2017-BNK9 XA IO 00.9098 11/15/2054 | 0.37% |
| FNR 2017-8 SB IO 05.4321 02/25/2047 | 0.36% |
| FNR 2021-44 NI IO 03.0000 07/25/2051 | 0.36% |
| VERTIV TLB L+275 03.5533 03/02/2027 | 0.35% |
| JPMCC 2021-1MEM D 144A 02.7420 10/09/2042 | 0.35% |
| FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.34% |
| JPMBB 2013-C12 B 04.2280 07/15/2045 | 0.34% |
| REPUBLIC OF CHILE USD 04.3400 03/07/2042 | 0.34% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.33% |
| PSTAT 2022-2A A2 144A 03.8000 10/15/2030 | 0.33% |
| APID 2013-12A BR 144A 02.4443 04/15/2031 | 0.33% |
| COMM 2014-CR17 D 144A 05.0089 05/10/2047 | 0.33% |
| BANK 2018-BN10 XA IO 00.8459 02/15/2061 | 0.32% |
| FHR 5002 SJ IO 05.4321 07/25/2050 | 0.32% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.32% |
| AWPT 2014-2A A1R 144A 02.2743 10/15/2029 | 0.31% |
| CWALT 2006-OA7 1A2 01.1588 06/25/2046 | 0.31% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.31% |
| FNR 2017-74 SA IO 05.0821 10/25/2047 | 0.30% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.30% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.30% |
| ABBSL 2021-2A A 144A 02.1443 04/15/2034 | 0.30% |
| GSMS 2014-GC22 C 04.8433 06/10/2047 | 0.30% |
| ICG 2018-3A B1R 144A 02.6340 01/24/2032 | 0.30% |
| FHR 4698 NS IO 05.5959 06/15/2047 | 0.29% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.29% |
| ISTAR INC. 04.2500 08/01/2025 | 0.29% |
| ZAIS 2019-13A A1A 144A 02.5343 07/15/2032 | 0.29% |
| WFRBS 2013-C15 D 144A 04.6541 08/15/2046 | 0.29% |
| ELMW8 2021-1A B1 144A 02.6127 01/20/2034 | 0.29% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.29% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.29% |
| CAS 2020-R01 1B1 03.9179 01/25/2040 | 0.28% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.28% |
| AGL 2021-13A A1 144A 02.2227 10/20/2034 | 0.28% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.28% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.28% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.27% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.27% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.27% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.27% |
| MSBAM 2013-C10 E 144A 04.2097 07/15/2046 | 0.27% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.27% |
| SPRINT CORP 07.8750 09/15/2023 | 0.27% |
| CAS 2017-C02 2B1 06.1679 09/25/2029 | 0.26% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.26% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.26% |
| 1.5415 R ISWP SOFR P 03/09/2032 | 0.26% |
| FHR 3852 NT 05.4459 05/15/2041 | 0.26% |
| SIXST 2020-16A B 144A 02.9127 10/20/2032 | 0.26% |
| STACR 2015-DNA1 B 09.8679 10/25/2027 | 0.26% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.26% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.25% |
| CEDF 2021-14A B 144A 02.6443 07/15/2033 | 0.25% |
| 1.5475 R ISWP SOFR P 03/09/2032 | 0.25% |
| FHR 5023 TS IO 05.5821 10/25/2050 | 0.25% |
| MSBAM 2012-C5 E 144A 04.8432 08/15/2045 | 0.25% |
| GNR 2016-H23 MI IO 02.1955 10/20/2066 | 0.25% |
| MCAS 2020-01 M10 144A 04.4179 03/25/2050 | 0.25% |
| TERRIER MEDIA BUYER IN L+350 04.2637 12/17/2026 | 0.25% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.25% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.24% |
| COMM 2015-LC19 C 04.3689 02/10/2048 | 0.24% |
| EPICOR SOFTWARE/EAGLE L+325 04.0137 07/30/2027 | 0.24% |
| LOGN1 2021-1A A 144A 02.2227 07/20/2034 | 0.24% |
| CAS 2022-R02 2M2 03.2887 01/25/2042 | 0.24% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.24% |
| CARR 2006-NC2 A4 00.9079 06/25/2036 | 0.24% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.24% |
| DOMINICAN REPUBLIC P/P 144A 06.0000 02/22/2033 | 0.24% |
| APACHE CORP 05.1000 09/01/2040 | 0.24% |
| WFCM 2013-LC12 D 144A 04.4396 07/15/2046 | 0.24% |
| BANIJAY GROUP TLB L+375 04.2020 03/04/2025 | 0.24% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.24% |
| HCA INC 05.2500 06/15/2026 | 0.24% |
| TALLGRASS ENERGY PARTN L+475 05.5137 03/11/2026 | 0.24% |
| GOLDEN NUGGET TLB S+C+400 4.500000 1/12/2029 | 0.24% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.24% |
| UBSBB 2012-C3 C 144A 05.2160 08/10/2049 | 0.24% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.24% |
| GFL ENVIRONMENTAL INC L+300 04.2389 05/31/2025 | 0.23% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.23% |
| PLMRS 2021-2A A 144A 02.1943 07/15/2034 | 0.23% |
| SNDPT 2020-1A AR 144A 02.2327 07/20/2034 | 0.23% |
| ALTICE USA TLB L+225 02.8041 01/15/2026 | 0.23% |
| CAS 2014-C01 M2 05.0679 01/25/2024 | 0.23% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.23% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.23% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.23% |
| ELANCO ANIMAL HEALTH T L+175 02.5500 02/04/2027 | 0.22% |
| CAS 2016-C03 1B 12.4179 10/25/2028 | 0.22% |
| 1.675 R ISWP SOFR P 02/28/2027 | 0.22% |
| JPMCC 2012-C8 D 144A 04.9732 10/15/2045 | 0.22% |
| MSBAM 2014-C17 C 04.6374 08/15/2047 | 0.22% |
| CENTENE CORP 04.6250 12/15/2029 | 0.22% |
| CAS 2015-C04 1M2 06.3679 04/25/2028 | 0.22% |
| TRANSDIGM INC TLF L+225 03.0137 12/09/2025 | 0.22% |
| CAS 2018-C04 2B1 05.1679 12/25/2030 | 0.21% |
| JPMBB 2013-C14 D 144A 04.6992 08/15/2046 | 0.21% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.21% |
| GALXY 2016-22A ARR 144A 02.2443 04/16/2034 | 0.21% |
| STACR 2018-HRP2 M3 03.0679 02/25/2047 | 0.21% |
| ROMANIA P/P 144A 03.6250 03/27/2032 | 0.21% |
| RESTAURANT BRANDS INTE L+175 02.5137 11/19/2026 | 0.21% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.21% |
| REYNOLDS TL L+175 02.5137 02/04/2027 | 0.20% |
| SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.20% |
| ZAYO GROUP HLDG INC L+300 03.7637 03/09/2027 | 0.20% |
| ROC 2021-RTL1 A1 02.4870 08/25/2026 | 0.20% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.20% |
| WFCM 2016-BNK1 XA IO 01.8609 08/15/2049 | 0.20% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.20% |
| WFRBS 2012-C10 D 144A 04.5577 12/15/2045 | 0.20% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.20% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.20% |
| STACR 2015-DNA2 B 08.2179 12/25/2027 | 0.20% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.20% |
| TREASURY BILL 00.0000 05/19/2022 | 0.19% |
| GSM 2021-4A A1 144A 02.2443 07/15/2034 | 0.19% |
| GUGG4 2016-1A A1S1 144A 02.2743 10/15/2031 | 0.19% |
| CABLEVISION SYSTEMS TL L+225 02.8041 07/17/2025 | 0.19% |
| REPUBLIC OF KAZAKHSTAN REGS 06.5000 07/21/2045 | 0.19% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.19% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.19% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.19% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.19% |
| HLSY 2019-1A A1A1 144A 02.4127 01/20/2033 | 0.19% |
| AHM 2007-1 GA1C 00.8579 05/25/2047 | 0.19% |
| GNR 2020-112 MS IO 05.7056 08/20/2050 | 0.19% |
| MRAFT 2021-S1 A1 00.9881 09/10/2022 | 0.19% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.19% |
| COMM 2018-COR3 C 04.7121 05/10/2051 | 0.19% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.19% |
| CALPINE CONS FIN TL L+200 02.7637 01/15/2025 | 0.19% |
| ENTERCOM TLB1 L+250 03.2487 11/17/2024 | 0.18% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.18% |
| FHR 4727 SA IO 05.6459 11/15/2047 | 0.18% |
| GNR 2016-H13 IK IO 02.6562 06/20/2066 | 0.18% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.18% |
| STARS GROUP TLB L+225 03.2560 07/29/2025 | 0.18% |
| NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.18% |
| ELMW4 2020-1A A 144A 02.2843 04/15/2033 | 0.18% |
| TUNISIAN REPUBLIC REGS 05.7500 01/30/2025 | 0.18% |
| ARES 2016-41A AR2 144A 02.1143 04/15/2034 | 0.18% |
| GLM 2019-5A BR 144A 02.6127 10/20/2032 | 0.18% |
| OCT48 2020-3A AR 144A 02.2127 10/20/2034 | 0.18% |
| REG18 2021-1A A1 144A 02.1443 01/15/2034 | 0.18% |
| STACR 2017-HQA1 M2 04.2179 08/25/2029 | 0.18% |
| PLY GEM INDUSTRIES INC L+325 03.8041 04/12/2028 | 0.18% |
| CSAIL 2015-C1 D 144A 03.9021 04/15/2050 | 0.18% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.18% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.18% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.18% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.18% |
| STACR 2017-DNA2 M2 04.1179 10/25/2029 | 0.18% |
| CHARTER COMMUNICATIONS L+175 02.5200 02/01/2027 | 0.18% |
| GNR 2020-H14 AI IO 01.3696 06/20/2070 | 0.18% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.17% |
| WFRBS 2012-C7 D 144A 04.7872 06/15/2045 | 0.17% |
| ALBERTSONS COS P/P 144A 03.5000 03/15/2029 | 0.17% |
| BMC SOFTWARE TLB L+375 04.5137 10/02/2025 | 0.17% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.17% |
| CD 2017-CD3 C 04.6996 02/10/2050 | 0.17% |
| CAS 2017-C01 1M2 04.2179 07/25/2029 | 0.17% |
| STACR 2016-DNA1 B 10.4566 07/25/2028 | 0.17% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.17% |
| GARDNER DENVER TLB L+175 02.5137 02/28/2027 | 0.17% |
| WFRBS 2011-C4 D 144A 05.0257 06/15/2044 | 0.17% |
| BRAND ENERGY & INFRAST L+425 05.2938 06/21/2024 | 0.16% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.16% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.16% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.16% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.16% |
| WFCM 2013-LC12 C 04.4396 07/15/2046 | 0.16% |
| AIGIM 2021-1A A 144A 02.2363 04/22/2034 | 0.16% |
| FNR 2011-53 ST IO 05.2521 06/25/2041 | 0.16% |
| ICG 2015-2RA A2 144A 02.8443 01/16/2033 | 0.16% |
| CMLTI 2007-AMC3 A2D 01.0179 03/25/2037 | 0.16% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.16% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.16% |
| SWPTN EUR006M 5YX30Y P 0.925 EUR 03/24/2027 UB | 0.16% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.16% |
| CAS 2019-HRP1 M2 02.8179 11/25/2039 | 0.16% |
| 2.298 R ISWP FWD SOFR P 04/07/2032 | 0.16% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.15% |
| HILTON HOTELS CORP TLB L+175 02.3747 06/21/2026 | 0.15% |
| UNIVISION COMMUNICATIO L+325 04.0137 03/24/2026 | 0.15% |
| 1.679 R ISWP SOFR P 01/21/2052 | 0.15% |
| BSP 2018-5BA A1A 144A 02.1527 04/20/2031 | 0.15% |
| MSBAM 2014-C14 C 05.2191 02/15/2047 | 0.15% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.15% |
| MSBAM 2012-C6 D 144A 04.7471 11/15/2045 | 0.15% |
| OAKCL 2021-1A A1 144A 02.2043 07/15/2034 | 0.15% |
| UBSCM 2018-C8 XA IO 01.0079 02/15/2051 | 0.15% |
| BLUEM 2021-32A A 144A 02.2143 10/15/2034 | 0.15% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.15% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.15% |
| ELMW5 2020-2A AR 144A 02.2127 10/20/2034 | 0.15% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.14% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.14% |
| ELMW2 2019-2A AR 144A 02.2127 04/20/2034 | 0.14% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.14% |
| CHENIERE ENERGY PARTNERS 04.5000 10/01/2029 | 0.14% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.14% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.14% |
| FNR 2016-60 LS IO 05.4321 09/25/2046 | 0.14% |
| UBSC 2011-C1 D 144A 06.6543 01/10/2045 | 0.14% |
| FNR 2020-16 SG IO 05.3821 03/25/2050 | 0.14% |
| LENNAR CORP 04.7500 11/15/2022 | 0.14% |
| MSBAM 2014-C15 D 144A 05.0596 04/15/2047 | 0.14% |
| COMM 2015-LC21 XA IO 00.8168 07/10/2048 | 0.14% |
| JPMBB 2014-C25 D P/P 144A 04.0864 11/15/2047 | 0.14% |
| REG20 2021-2A A 144A 02.2043 10/15/2034 | 0.14% |
| CGCMT 2014-GC19 D 144A 05.2601 03/10/2047 | 0.14% |
| MSBAM 2013-C10 F 144A 04.2097 07/15/2046 | 0.14% |
| SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | 0.14% |
| GNR 2015-H19 NI IO 01.9072 07/20/2065 | 0.13% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.13% |
| RALI 2006-QO5 1A1 01.0979 05/25/2046 | 0.13% |
| GNR 2018-H05 AI IO 01.6281 02/20/2068 | 0.13% |
| SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.13% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.13% |
| AIMCO 2021-14A A 144A 02.0527 04/20/2034 | 0.13% |
| MSC 2016-UB12 XA IO 00.7923 12/15/2049 | 0.13% |
| ARES 2021-60A A 144A 02.1643 07/18/2034 | 0.13% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.13% |
| GNR 2015-H15 JI IO 01.9547 06/20/2065 | 0.13% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.13% |
| GNR 2017-H06 BI IO 02.2521 02/20/2067 | 0.13% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.13% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.13% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.13% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.13% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| BANK 2019-BN20 XA IO 00.9557 09/15/2062 | 0.12% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.12% |
| REG23 2021-4A A1 144A 02.2127 01/20/2035 | 0.12% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.12% |
| STACR 2018-HQA1 M2 02.9679 09/25/2030 | 0.12% |
| FNR 2017-108 SA IO 05.4821 01/25/2048 | 0.12% |
| MSBAM 2013-C13 XA IO 01.1029 11/15/2046 | 0.12% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.12% |
| FNR 2015-19 SA IO 05.5321 04/25/2045 | 0.12% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.12% |
| WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.12% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.12% |
| CECLO 2020-29A AR 144A 02.2327 10/20/2034 | 0.12% |
| DRSLF 2013-26A BR 144A 02.4943 04/15/2029 | 0.12% |
| ELM12 2021-5A B 144A 02.7627 01/20/2035 | 0.12% |
| ELMW4 2020-1A B 144A 02.7443 04/15/2033 | 0.12% |
| MCLO 2019-1A AANR 144A 02.3643 04/15/2032 | 0.12% |
| OAKC 2021-16A A 144A 02.1943 10/18/2034 | 0.12% |
| PAIA 2018-1A A1AR 144A 02.0627 10/20/2031 | 0.12% |
| PLMRS 2019-1A A1R 144A 01.5449 11/14/2034 | 0.12% |
| CGMS 2021-8A B 144A 02.6943 10/15/2034 | 0.12% |
| SPST 2021-14 A1 01.3679 12/08/2022 | 0.12% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.12% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.12% |
| JPMBB 2014-C24 XA IO 01.0087 11/15/2047 | 0.12% |
| UBSCM 2017-C7 XA IO 01.1606 12/15/2050 | 0.12% |
| WAMU 2005-AR13 A1C3 01.6479 10/25/2045 | 0.12% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.12% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.12% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.12% |
| GENESYS TELECOMMUNICAT L+400 04.7637 12/01/2027 | 0.12% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.12% |
| 1.737 R ISWP SOFR P 03/11/2032 | 0.12% |
| CAS 2017-C07 2M2 03.1679 05/25/2030 | 0.12% |
| COMM 2013-CR11 XA IO 01.0707 08/10/2050 | 0.12% |
| FNR 2016-88 SK IO 05.3321 12/25/2046 | 0.12% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.12% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.11% |
| FNR 2013-130 SD IO 05.9321 01/25/2044 | 0.11% |
| WERNER HOLDING CO DE I L+400 05.0060 07/24/2024 | 0.11% |
| SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.11% |
| CAS 2014-C04 1M2 05.5679 11/25/2024 | 0.11% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.11% |
| CWALT 2006-OA7 1A1 02.2286 06/25/2046 | 0.11% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.11% |
| SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.11% |
| GNR 2015-H25 AI IO 01.6133 09/20/2065 | 0.11% |
| BMIR 2020-2A B1 144A 09.1679 08/26/2030 | 0.11% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.11% |
| COMM 2013-CR13 E 144A 05.0419 11/10/2046 | 0.11% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.11% |
| CF 2019-CF3 XA IO 00.8326 01/15/2053 | 0.11% |
| GNR 2017-H16 BI IO 02.2118 08/20/2067 | 0.11% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | 0.10% |
| GNR 2016-H02 BI IO 01.6666 11/20/2065 | 0.10% |
| MSC 2012-C4 E 144A 05.4255 03/15/2045 | 0.10% |
| STACR 2016-HQA2 M3 05.8179 11/25/2028 | 0.10% |
| SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.10% |
| CAS 2017-C03 1B1 05.5179 10/25/2029 | 0.10% |
| CGMS C17A A1AR 144A 02.3160 04/30/2031 | 0.10% |
| COMM 2014-CR20 XA IO 01.1327 11/10/2047 | 0.10% |
| FNR 2016-65 CS IO 05.4321 09/25/2046 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.10% |
| WFRBS 2012-C10 E 144A 04.5577 12/15/2045 | 0.10% |
| MWST 2021-1 A 01.1566 02/25/2055 | 0.10% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.10% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.10% |
| COMM 2015-CR23 XA IO 01.0191 05/10/2048 | 0.10% |
| FNR 2011-4 CS 11.5643 05/25/2040 | 0.10% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.10% |
| GSMS 2014-GC24 D 144A 04.6651 09/10/2047 | 0.10% |
| MWST 2020-2 A 01.4679 11/25/2053 | 0.10% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.10% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.10% |
| GNR 2018-H02 GI IO 02.0097 12/20/2067 | 0.10% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.10% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.10% |
| TREASURY BILL 00.0000 06/14/2022 | 0.10% |
| 2.325 R ISWP FWD CDOR03 P 06/15/2032 | 0.10% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.10% |
| HUSKY INJECTION MOLDIN L+300 04.0060 03/28/2025 | 0.10% |
| PLMRS 2021-3A B 144A 01.8825 01/15/2035 | 0.10% |
| STACR 2018-DNA2 B1 04.3679 12/25/2030 | 0.10% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.10% |
| GNR 2016-121 JS IO 05.5056 09/20/2046 | 0.10% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.09% |
| IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.09% |
| GNR 2015-H25 EI IO 01.8465 10/20/2065 | 0.09% |
| 2.116 R ISWP SOFR P 04/04/2032 | 0.09% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.09% |
| GRAPHIC PACKAGING IN P/P 144A 03.7500 02/01/2030 | 0.09% |
| LMAT 2021-GS3 A2 03.2500 07/25/2061 | 0.09% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.09% |
| GRIFOLS TLB L+200 02.7637 11/15/2027 | 0.09% |
| MSBAM 2013-C12 E 144A 04.9211 10/15/2046 | 0.09% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.09% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.09% |
| SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.09% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.09% |
| CAS 2017-C05 1B1 04.2679 01/25/2030 | 0.09% |
| FNR 2019-66 SC IO 05.3321 11/25/2049 | 0.09% |
| GNR 2015-H09 BI IO 01.6759 03/20/2065 | 0.09% |
| STACR 2017-DNA3 M2B 03.1679 03/25/2030 | 0.09% |
| WFRBS 2012-C10 C 04.4927 12/15/2045 | 0.09% |
| 1.7674 R ISWP SOFR P 02/29/2052 | 0.09% |
| SOUTHWESTERN ENERGY CO 04.7500 02/01/2032 | 0.09% |
| STACR 2022-DNA2 M1A 01.5887 02/25/2042 | 0.09% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.09% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.09% |
| 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.08% |
| CMLTI 2007-AR5 1A1A 02.9262 04/25/2037 | 0.08% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.08% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.08% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.08% |
| 1.497 R ISWP FWD SES3M P 06/15/2032 | 0.08% |
| CAS 2014-C03 2M2 03.5679 07/25/2024 | 0.08% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.08% |
| COMM 2014-CR19 XA IO 01.0956 08/10/2047 | 0.08% |
| COMM 2014-UBS6 XA IO 01.0022 12/10/2047 | 0.08% |
| NEUB 2022-47A A 144A 01.5479 04/14/2035 | 0.08% |
| OCT54 2021-1A A1 144A 02.1643 07/15/2034 | 0.08% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.08% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | 0.08% |
| GNR 2018-H02 EI IO 02.1208 01/20/2068 | 0.08% |
| MSBAM 2013-C10 D 144A 04.2097 07/15/2046 | 0.08% |
| STACR 2022-DNA1 M1B 02.1387 01/25/2042 | 0.08% |
| 2.26 R ISWP SOFR P 03/30/2032 | 0.08% |
| CSAIL 2015-C1 XA IO 00.9627 04/15/2050 | 0.08% |
| GNR 2018-91 SJ IO 05.6556 07/20/2048 | 0.08% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.08% |
| SWPTN EUR006M 5YX30Y R 0.925 EUR 03/24/2027 UB | 0.08% |
| WFCM 2014-LC16 XA IO 01.2483 08/15/2050 | 0.08% |
| 2.2655 R ISWP SOFR P 03/30/2032 | 0.08% |
| CAS 2016-C01 1B 12.4179 08/25/2028 | 0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.08% |
| STACR 2017-DNA2 B1 05.8179 10/25/2029 | 0.08% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.08% |
| JPMCC 2012-LC9 D 144A 04.5087 12/15/2047 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.08% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.08% |
| GNR 2010-125 SD IO 06.0856 01/16/2040 | 0.08% |
| HVMLT 2005-2 1A 01.0741 05/19/2035 | 0.08% |
| MSBAM 2015-C26 XA IO 01.1248 10/15/2048 | 0.08% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.08% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.08% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.08% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.08% |
| CFCRE 2016-C4 XA IO 01.7865 05/10/2058 | 0.08% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.08% |
| STACR 2016-DNA2 M3 05.3179 10/25/2028 | 0.08% |
| CWALT 2006-OA10 2A1 01.0479 08/25/2046 | 0.07% |
| SWPTN EUR006M 2YX1Y R 0.055 EUR 03/08/2024 CI | 0.07% |
| FNR 2016-83 BS IO 05.4321 11/25/2046 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| VIATRIS INC 02.3000 06/22/2027 | 0.07% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.07% |
| STACR 2016-HQA2 M3B 05.8179 11/25/2028 | 0.07% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.07% |
| REPUBLIC OF GHANA REGS 08.1250 01/18/2026 | 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% |
| SAMI 2006-AR7 A1A 01.0879 08/25/2036 | 0.07% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% |
| ARRW 2019-1 A3 03.9948 01/25/2049 | 0.07% |
| CAS 2017-C01 1M2C 04.2179 07/25/2029 | 0.07% |
| STACR 2020-HQA3 B1 06.4179 07/25/2050 | 0.07% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.07% |
| GNR 2016-H23 NI IO 02.0941 10/20/2066 | 0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | 0.07% |
| CAS 2018-C06 2M2 02.7679 03/25/2031 | 0.07% |
| STACR 2018-HQA1 B1 05.0179 09/25/2030 | 0.07% |
| WFRBS 2011-C4 E 144A 05.0257 06/15/2044 | 0.07% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.07% |
| GNR 2010-116 SA IO 05.3056 09/20/2040 | 0.07% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.07% |
| GNR 2016-77 SC IO 05.5056 10/20/2045 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.06% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.06% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.06% |
| GNR 2018-H13 NI IO 02.1399 08/20/2068 | 0.06% |
| CFCRE 2011-C2 D 144A 05.2492 12/15/2047 | 0.06% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.06% |
| CWHL 2005-3 1A1 01.2879 04/25/2035 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.06% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.06% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.06% |
| ELMW5 2020-2A BR 144A 02.7127 10/20/2034 | 0.06% |
| JPALT 2007-A2 12A1 01.0679 06/25/2037 | 0.06% |
| STACR 2021-HQA3 M1 01.1387 09/25/2041 | 0.06% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.06% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.06% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | 0.06% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.06% |
| APID 2021-35A A 144A 02.1127 04/20/2034 | 0.06% |
| GNR 2019-121 DS IO 05.5056 08/20/2049 | 0.06% |
| NCC 2020-1A A1R 144A 02.3343 01/15/2035 | 0.06% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.06% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.06% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.06% |
| WAMU 2005-AR10 1A3 02.9439 09/25/2035 | 0.06% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.06% |
| TRANSDIGM INC TLE L+225 03.0137 05/30/2025 | 0.06% |
| VISTRA OPERATIONS COMP L+175 02.4498 12/01/2025 | 0.06% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.06% |
| COMM 2015-CR22 XA IO 00.9636 03/10/2048 | 0.06% |
| GSMS 2014-GC18 XA IO 01.2051 01/10/2047 | 0.06% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.06% |
| STACR 2016-DNA4 M3 04.4679 03/25/2029 | 0.06% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.06% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | 0.06% |
| CGCMT 2014-GC19 X IO 01.2855 03/10/2047 | 0.05% |
| GNR 2015-H28 DI IO 01.5660 08/20/2065 | 0.05% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.05% |
| CAS 2022-R02 2M1 01.4887 01/25/2042 | 0.05% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.05% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.05% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.05% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.05% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.05% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.05% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.05% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.05% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.05% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.05% |
| HMIR 2021-2 B1 144A 04.4387 01/25/2034 | 0.05% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| 2.247 R ISWP SOFR P 04/01/2027 | 0.05% |
| CAS 2015-C04 2M2 06.2179 04/25/2028 | 0.05% |
| GNR 2014-H14 CI IO 01.5538 07/20/2064 | 0.05% |
| JPY/USD 05/18/2022 SSBT | 0.05% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.05% |
| TREASURY BILL 00.0000 06/07/2022 | 0.05% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| GNR 2016-H08 AI IO 01.7146 08/20/2065 | 0.05% |
| GNR 2016-H22 AI IO 02.1313 10/20/2066 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| CAS 2018-C05 1ED1 01.3179 01/25/2031 | 0.05% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% |
| 2.326 R ISWP SOFR P 04/06/2027 | 0.05% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.05% |
| STACR 2019-DNA1 M2 03.3179 01/25/2049 | 0.05% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.04% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.04% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.04% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.04% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.04% |
| CGCMT 2014-GC21 X IO 01.3079 05/10/2047 | 0.04% |
| STACR 2018-DNA3 M2B 02.7679 09/25/2048 | 0.04% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.04% |
| ARAB REPUBLIC OF EGYPT REGS 07.3000 09/30/2033 | 0.04% |
| GNR 2017-H03 DI IO 02.2737 12/20/2066 | 0.04% |
| AUD/USD 07/20/2022 SSBT | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| NZD/USD 07/20/2022 MSCIL | 0.04% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.04% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | 0.04% |
| GBP/USD 06/15/2022 HSBCB | 0.04% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.04% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.04% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| 2.67 R ISWP FWD AUDBB6M P 06/15/2032 | 0.04% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% |
| 3.10 R ISWP FWD NFIX3MID P 06/15/2032 | 0.04% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.04% |
| SWPTN 8YX10Y P 0.9 GBP 01/14/2030 UB | 0.04% |
| CAS 2018-C01 1M2 02.9179 07/25/2030 | 0.04% |
| 2.307 R ISWP SOFR P 03/31/2024 | 0.04% |
| CWALT 2006-OA10 4A1 01.0479 08/25/2046 | 0.04% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.04% |
| SWPTN EUR006M 6YX20Y P 1.125 EUR 04/04/2028 UB | 0.04% |
| CAS 2017-C02 2M2C 04.3179 09/25/2029 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| CAS 2017-C04 2ED1 01.2679 11/25/2029 | 0.03% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.03% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| CGCMT 2013-GC17 X IO 01.1499 11/10/2046 | 0.03% |
| COMM 2014-LC15 XA IO 01.2244 04/10/2047 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| JPMCC 2013-C10 XA IO 01.0644 12/15/2047 | 0.03% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.03% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | 0.03% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.03% |
| EUR/USD 06/15/2022 RBSF | 0.03% |
| STACR 2015-DNA3 M3 05.3679 04/25/2028 | 0.03% |
| EUR/USD 06/15/2022 SSBT | 0.03% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.03% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | 0.03% |
| CAS 2020-R02 2M2 02.6679 01/25/2040 | 0.03% |
| CAS 2021-R02 2M1 01.1887 11/25/2041 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.03% |
| 2.3535 R ISWP SOFR P 03/30/2027 | 0.03% |
| GNR 2017-H02 BI IO 02.1115 01/20/2067 | 0.03% |
| JPMBB 2014-C19 XA IO 00.7988 04/15/2047 | 0.03% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.03% |
| SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.03% |
| UBSBB 2013-C5 XA IO 144A 01.0172 03/10/2046 | 0.03% |
| CAS 2014-C02 2M2 03.2679 05/25/2024 | 0.03% |
| CAS 2016-C02 1M2 06.6679 09/25/2028 | 0.03% |
| COMM 2014-UBS4 XA IO 01.2496 08/10/2047 | 0.03% |
| SWPTN EUR006M 6YX20Y P 1.25 EUR 04/06/2028 UB | 0.03% |
| SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | 0.03% |
| SWPTN SOFR 4YX30Y R 2.02 USD 03/24/2026 MS | 0.03% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| FNR 2007-53 SP 21.7512 06/25/2037 | 0.02% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.02% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.02% |
| STACR 2018-HQA2 M2 02.9679 10/25/2048 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| GNR 2011-17 S IO 05.4556 02/20/2041 | 0.02% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.02% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | 0.02% |
| 2.483 R ISWP SOFR P 04/14/2027 | 0.02% |
| 2.518 R ISWP SOFR P 04/12/2027 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.02% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | 0.02% |
| SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.02% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.02% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | 0.02% |
| CAD/USD 07/20/2022 SSBT | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| GNR 2016-H11 HI IO 02.0978 01/20/2066 | 0.02% |
| SWPTN 8YX10Y P 0.4879 GBP 08/20/2029 UB | 0.02% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.02% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.02% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.02% |
| SWPTN 5YX30Y R 1.71 USD 12/14/2026 GS | 0.02% |
| SWPTN SOFR 1YX2Y P 2.94 USD 04/27/2023 BA | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 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% |
| FHR 2990 LB 15.5294 06/15/2034 | 0.02% |
| FORD MOTOR CO CV 00.0000 03/15/2026 | 0.02% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| ROYAL CARIBBE CV 02.8750 11/15/2023 | 0.02% |
| STACR 2019-DNA2 M2 03.1179 03/25/2049 | 0.02% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.02% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.02% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.02% |
| 0.915 R ISWP FWD EUR006M P 06/15/2032 | 0.02% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | 0.02% |
| CAS 2018-C01 1ED5 02.9179 07/25/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| WFRBS 2012-C9 XB IO 144A 00.8757 11/15/2045 | 0.02% |
| 2.405 R ISWP SOFR P 04/14/2024 | 0.02% |
| AIRBNB INC CV 00.0000 03/15/2026 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| HALOZYME THER CV 00.2500 03/01/2027 | 0.02% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.02% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.02% |
| SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.02% |
| CAS 2016-C03 2M2 06.5679 10/25/2028 | 0.02% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.02% |
| LIBERTY MEDIA | 0.02% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.02% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.02% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.02% |
| EXPEDIA GRP CV 00.0000 02/15/2026 | 0.02% |
| GNR 2013-99 VS IO 05.5056 07/16/2043 | 0.02% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.02% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.02% |
| PACIRA PHARMA CV 00.7500 08/01/2025 | 0.02% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.02% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.02% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.02% |
| SWPTN SOFR 10YX10Y R 2.272 USD 04/06/2032 BA | 0.02% |
| VAIL RESORTS CV 00.0000 01/01/2026 | 0.02% |
| CAS 2015-C01 1M2 04.9679 02/25/2025 | 0.01% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| OKTA INC CV 00.3750 06/15/2026 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN EUR006M 7YX20Y P 1.325 EUR 04/11/2029 UB | 0.01% |
| SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | 0.01% |
| 2.469 R ISWP SOFR P 04/07/2027 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| FHR 2976 LC 22.3882 05/15/2035 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| 0.2529 R ISWP FWD MUTKCALM P 08/29/2043 | 0.01% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.01% |
| CAS 2019-R01 2M2 03.1179 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.01% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| BLOCK INC CV 00.2500 11/01/2027 | 0.01% |
| BOX INC CV 00.0000 01/15/2026 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| ENPHASE EN CV 00.0000 03/01/2028 | 0.01% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.01% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
| SHIFT4 PAYMEN CV 00.0000 12/15/2025 | 0.01% |
| SWPTN SOFR 10YX10Y R 2.317 USD 04/07/2032 JP | 0.01% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.01% |
| CHEGG INC CV 00.0000 09/01/2026 | 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.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.01% |
| EUR/USD 06/15/2022 JPMCB | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.01% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.01% |
| LIB TRIP A P/P 144A CV 00.5000 06/30/2051 | 0.01% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.01% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.01% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.01% |
| SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | 0.01% |
| TWITTER INC CV 00.0000 03/15/2026 | 0.01% |
| WOLFSPEED INC P/P 144A CV 00.2500 02/15/2028 | 0.01% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.01% |
| AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.01% |
| BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.01% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.01% |
| NCL CORP LTD P/P 144A CV 02.5000 02/15/2027 | 0.01% |
| PERFICIENT IN P/P 144A CV 00.1250 11/15/2026 | 0.01% |
| RAPID7 INC CV 00.2500 03/15/2027 | 0.01% |
| SNAP INC CV 00.0000 05/01/2027 | 0.01% |
| SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | 0.01% |
| SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.01% |
| UBER TECH INC CV 00.0000 12/15/2025 | 0.01% |
| UNITY SOFT P/P 144A CV 00.0000 11/15/2026 | 0.01% |
| 0.0619 R ISWP MUTKCALM P 02/25/2031 | 0.01% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.01% |
| 3D SYS CORP P/P 144A CV 00.0000 11/15/2026 | 0.01% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.01% |
| BURL STORE CV 02.2500 04/15/2025 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 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-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| EVERBRIDGE IN CV 00.0000 03/15/2026 | 0.01% |
| FNR 2005-74 NK 24.1607 05/25/2035 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2020-15 CS IO 05.4556 02/20/2050 | 0.01% |
| GUARDANT HEAL CV 00.0000 11/15/2027 | 0.01% |
| IMPINJ INC P/P 144A CV 01.1250 05/15/2027 | 0.01% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.01% |
| JPY/USD 05/18/2022 WPAC | 0.01% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.01% |
| 2.3305 R ISWP SOFR P 04/07/2032 | 0.01% |
| 2.689 R ISWP FWD SOFR P 04/26/2032 | 0.01% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.01% |
| BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.01% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.01% |
| CABLE ONE INC CV 01.1250 03/15/2028 | 0.01% |
| CERIDIAN HCM CV 00.2500 03/15/2026 | 0.01% |
| CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.01% |
| DIGITALOCEAN P/P 144A CV 00.0000 12/01/2026 | 0.01% |
| DRAFTKINGS CV 00.0000 03/15/2028 | 0.01% |
| FIVE9 INC CV 00.5000 06/01/2025 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.01% |
| MONGODB INC CV 00.2500 01/15/2026 | 0.01% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.01% |
| SHAKE SHACK I CV 00.0000 03/01/2028 | 0.01% |
| SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.01% |
| SPOTIFY USA CV 00.0000 03/15/2026 | 0.01% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.01% |
| UPWORK INC P/P 144A CV 00.2500 08/15/2026 | 0.01% |
| ZSCALER INC. CV 00.1250 07/01/2025 | 0.01% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| NOK/USD 06/15/2022 SSBT | 0.01% |
| SUNRUN INC CV 00.0000 02/01/2026 | 0.01% |
| WAYFAIR INC CV 00.6250 10/01/2025 | 0.01% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| BLACKLINE INC CV 00.0000 03/15/2026 | 0.00% |
| BLOCK INC CV 00.0000 05/01/2026 | 0.00% |
| CAD/USD 07/20/2022 TDBK | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| GNR 2019-78 SJ IO 05.4556 06/20/2049 | 0.00% |
| NOK/USD 06/15/2022 TDBK | 0.00% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.00% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 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.7 2047-01-17 500.0 01/17/2047 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-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| GNR 2019-99 KS IO 05.4556 08/20/2049 | 0.00% |
| SWPTN SOFR 3MX10Y P 2.725 USD 07/21/2022 CI | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 2.553 R ISWP SOFR P 04/28/2024 | 0.00% |
| CHF/USD 06/15/2022 UBS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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-.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNW 1998-W2 X IO 00.4556 06/25/2028 | 0.00% |
| GBP/USD 06/15/2022 BCAP-FX | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| SEK/USD 06/15/2022 SSBT | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.00% |
| 2.45 R ISWP SOFR P 04/07/2024 | 0.00% |
| CAS 2016-C01 1M2 07.4179 08/25/2028 | 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.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 JP | 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 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-.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% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.00% |
| NOK/USD 06/15/2022 GSFX | 0.00% |
| SEK/USD 06/15/2022 BANKAM | 0.00% |
| SEK/USD 06/15/2022 TDBK | 0.00% |
| 2.4975 R ISWP SOFR P 04/14/2032 | 0.00% |
| AUD/USD 07/20/2022 MSCIL | 0.00% |
| CAS 2015-C02 1M2 04.6679 05/25/2025 | 0.00% |
| CGCMT 2012-GC8 XA IO 144A 01.8194 09/10/2045 | 0.00% |
| CHF/USD 06/15/2022 JPMCB | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.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 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| EUR/USD 06/15/2022 MSCIL | 0.00% |
| FNW 1998-W5 X IO 00.0480 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2797 10/25/2043 | 0.00% |
| GBP/USD 06/15/2022 SSBT | 0.00% |
| NZD/USD 07/20/2022 HSBCB | 0.00% |
| SEK/USD 06/15/2022 UBS | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | 0.00% |
| SWPTN AUDBB6M 15YX10Y P 2.7 AUD 04/01/2037 UB | 0.00% |
| SWPTN SOFR 3MX10Y P 3.235 USD 07/22/2022 DE | 0.00% |
| 2.6825 R ISWP SOFR P 04/26/2032 | 0.00% |
| 2.743 R ISWP SOFR P 04/26/2024 | 0.00% |
| 2.7445 R ISWP SOFR P 04/25/2027 | 0.00% |
| AUD/USD 07/20/2022 HSBCB | 0.00% |
| AUD/USD 07/20/2022 WPAC | 0.00% |
| BACM 2007-1 XW IO 00.5078 01/15/2049 | 0.00% |
| CAD/USD 07/20/2022 MSCIL | 0.00% |
| CAD/USD 07/20/2022 UBS | 0.00% |
| CAS 2014-C04 2M2 05.6679 11/25/2024 | 0.00% |
| CHF/USD 06/15/2022 MSCIL | 0.00% |
| CHF/USD 06/15/2022 RBSF | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.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.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| EUR/USD 06/15/2022 BCAP-FX | 0.00% |
| EUR/USD 06/15/2022 TDBK | 0.00% |
| EUR/USD 06/15/2022 UBS | 0.00% |
| FSPC T-8 A9 IO 00.4462 11/15/2028 | 0.00% |
| GBP/USD 06/15/2022 BANKAM | 0.00% |
| GBP/USD 06/15/2022 JPMCB | 0.00% |
| GBP/USD 06/15/2022 TDBK | 0.00% |
| GBP/USD 06/15/2022 UBS | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| JPY/USD 05/18/2022 BANKAM | 0.00% |
| NOK/USD 06/15/2022 BANKAM | 0.00% |
| NOK/USD 06/15/2022 BCAP-FX | 0.00% |
| NOK/USD 06/15/2022 HSBCB | 0.00% |
| NOK/USD 06/15/2022 JPMCB | 0.00% |
| NOK/USD 06/15/2022 MSCIL | 0.00% |
| NOK/USD 06/15/2022 RBSF | 0.00% |
| NZD/USD 07/20/2022 SSBT | 0.00% |
| NZD/USD 07/20/2022 WPAC | 0.00% |
| SEK/USD 06/15/2022 CITI | 0.00% |
| SEK/USD 06/15/2022 HSBCB | 0.00% |
| SEK/USD 06/15/2022 JPMCB | 0.00% |
| SEK/USD 06/15/2022 MSCIL | 0.00% |
| SEK/USD 06/15/2022 RBSF | 0.00% |
| UBSBB 2012-C2 XA IO 144A 01.3781 05/10/2063 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4165 11/15/2048 | 0.00% |
| 0.8084 R ISWP FWD MUTKCALM P 08/29/2043 | -0.00% |
| 2.243 R ISWP SOFR P 04/04/2024 | -0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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% |
| GBP/USD 06/15/2022 MSCIL | -0.00% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.00% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | -0.00% |
| SWPTN AUDBB6M 15YX10Y R 2.7 AUD 04/01/2037 UB | -0.00% |
| 2.7285 R ISWP SOFR P 04/21/2032 | -0.00% |
| CHF/USD 06/15/2022 CSI-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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% |
| GBP/USD 06/15/2022 RBSF | -0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | -0.00% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN SOFR 3MX10Y R 2.235 USD 07/22/2022 DE | -0.00% |
| 2.547 R ISWP SOFR P 04/28/2032 | -0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| NOK/USD 06/15/2022 UBS | -0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 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 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.00% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.00% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -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 ML | -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-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.00% |
| SWPTN SOFR 3MX10Y R 2.725 USD 07/21/2022 CI | -0.00% |
| 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.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.01% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 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 10YX10Y R 2.427 USD 06/03/2031 CI | -0.01% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.01% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.01% |
| 1.455 R ISWP FWD SONIA P 06/15/2032 | -0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 2.0975 R ISWP SOFR P 04/04/2032 | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | -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% |
| 2.552 R ISWP SOFR P 04/27/2032 | -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 CG | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN SOFR 10YX10Y P 2.317 USD 04/07/2032 JP | -0.01% |
| SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | -0.01% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 2.673 R ISWP SOFR P 04/22/2027 | -0.01% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.01% |
| SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | -0.01% |
| SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | -0.01% |
| 2.685 R ISWP FWD SOFR P 05/02/2027 | -0.02% |
| SWPTN 8YX10Y R 0.4879 GBP 08/20/2029 UB | -0.02% |
| SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| SWPTN EUR006M 7YX20Y R 1.325 EUR 04/11/2029 UB | -0.02% |
| SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | -0.02% |
| 0.343 R ISWP FWD MUTKCALM P 08/29/2043 | -0.02% |
| CHF/USD 06/15/2022 BCAP-FX | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 8YX10Y R 0.9 GBP 01/14/2030 UB | -0.02% |
| SWPTN SOFR 10YX10Y P 2.272 USD 04/06/2032 BA | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN EUR006M 6YX20Y R 1.25 EUR 04/06/2028 UB | -0.02% |
| SWPTN SOFR 1YX2Y P 3.69 USD 04/27/2023 BA | -0.02% |
| 2.3365 R ISWP SOFR P 03/31/2027 | -0.02% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.02% |
| SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.02% |
| 1.355 R ISWP SOFRRATE P 12/31/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.02% |
| SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.02% |
| 2.355 R ISWP FWD NOKOIB6M P 06/15/2032 | -0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.02% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.02% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.03% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.03% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.03% |
| SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | -0.03% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.03% |
| SWPTN EUR006M 6YX20Y R 1.125 EUR 04/04/2028 UB | -0.03% |
| SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| SWPTN SOFR 3MX10Y R 1.769 USD 05/09/2022 GS | -0.03% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.03% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.03% |
| CHF/USD 06/15/2022 GSFX | -0.03% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.03% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.03% |
| 2.496 R ISWP SOFR P 04/14/2032 | -0.03% |
| CHF/USD 06/15/2022 SSBT | -0.03% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.03% |
| 2.4015 R ISWP SOFR P 04/08/2032 | -0.03% |
| SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | -0.03% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.04% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | -0.04% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.04% |
| SWPTN 5YX30Y P 1.71 USD 12/14/2026 GS | -0.04% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.04% |
| SWPTN SOFR 4YX30Y P 2.02 USD 03/24/2026 MS | -0.04% |
| 2.3395 R ISWP SOFR P 04/14/2052 | -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% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.04% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.04% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.04% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.04% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.04% |
| 1.75 R ISWP SOFR P 02/29/2032 | -0.05% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.05% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.05% |
| 2.1005 R ISWP SOFR P 04/07/2052 | -0.05% |
| SWPTN SONIA 7YX10Y R 1.448 GBP 02/26/2029 GS | -0.05% |
| 2.3665 R ISWP SOFR P 04/07/2027 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.05% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.06% |
| SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.06% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.06% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.06% |
| SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.06% |
| 1.9575 R ISWP US0003M P 03/07/2032 | -0.06% |
| SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.06% |
| SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.06% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.06% |
| 2.288 R ISWP SOFR P 03/31/2027 | -0.06% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.06% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.07% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.07% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% |
| SWPTN SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.07% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.07% |
| SWPTN EUR006M 2YX1Y R 0.555 EUR 03/08/2024 CI | -0.07% |
| SWPTN SONIA 7YX10Y P 1.448 GBP 02/26/2029 GS | -0.07% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.07% |
| SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.07% |
| 0.565 R ISWP FWD SARON P 06/15/2032 | -0.07% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.08% |
| SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.08% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | -0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.08% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | -0.08% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | -0.08% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.08% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.08% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | -0.09% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.09% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.09% |
| JPY/USD 05/18/2022 TDBK | -0.10% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.10% |
| SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.10% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.10% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.10% |
| SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.10% |
| 0.60 R ISWP FWD EUR006M P 03/07/2032 | -0.11% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.13% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.13% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.13% |
| 1.762 R ISWP FWD SOFR P 06/15/2032 | -0.13% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.13% |
| 1.626 R ISWP SOFR P 01/19/2052 | -0.14% |
| 1.7355 R ISWP SOFR P 03/01/2029 | -0.14% |
| 1.47709 R ISWP SOFR P 02/29/2024 | -0.15% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.15% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.15% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.15% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.15% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.16% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.17% |
| 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.18% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.18% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.20% |
| SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.20% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.20% |
| JPY/USD 05/18/2022 UBS | -0.22% |
| 1.681 R ISWP FWD SOFR P 02/15/2029 | -0.23% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.23% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.25% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.25% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.27% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.27% |
| 1.986 R ISWP SOFR P 03/21/2029 | -0.31% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.34% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.38% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.39% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | -0.40% |
| 1.372 R ISWP SOFR P 01/12/2027 | -0.44% |
| US 10YR ULTRA FUT JUN22 UXYM2 | -0.60% |
| SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -0.75% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.89% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2052 | -2.66% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2052 | -5.57% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2052 | -7.74% |
| US 2YR NOTE (CBT) JUN22 TUM2 | -39.91% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 15.91% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 05/01/2052 | 13.22% |
| REPO TRIPA MORTG 0.31 04/01/2022 | 12.85% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2052 | 6.11% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 2.34% |
| TREASURY BILL 00.0000 04/21/2022 | 1.64% |
| TREASURY BILL 00.0000 06/02/2022 | 1.47% |
| TREASURY BILL 00.0000 06/09/2022 | 1.06% |
| STACR 2018-HRP2 M3AS 01.4566 02/25/2047 | 0.81% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2052 | 0.75% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.63% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.61% |
| GNR 2020-166 IA IO 03.0000 11/20/2050 | 0.60% |
| RCMT 2020-FL4 C 144A 05.2066 02/25/2035 | 0.55% |
| CSMC 2008-C1 AJ 144A 05.4286 02/15/2041 | 0.55% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.53% |
| FNR 2019-49 ST IO 05.5634 09/25/2049 | 0.53% |
| COMM 2014-CR17 C 04.7843 05/10/2047 | 0.52% |
| FNR 2021-17 KI IO 04.5000 04/25/2051 | 0.51% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.50% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.50% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.49% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.48% |
| STACR 2022-HQA1 M2 05.3000 03/25/2042 | 0.48% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.48% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.47% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.47% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.46% |
| CAS 2016-C02 1B 12.7066 09/25/2028 | 0.43% |
| FHR 5149 BI IO 03.0000 07/25/2051 | 0.43% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.43% |
| FNR 2020-70 SD IO 05.7934 10/25/2050 | 0.41% |
| CWALT 2005-59 1A1 01.1066 11/20/2035 | 0.41% |
| WFCM 2020-C55 D 144A 02.5000 02/15/2053 | 0.40% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.40% |
| FNR 2017-8 SB IO 05.6434 02/25/2047 | 0.40% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.40% |
| RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.40% |
| FNR 2021-56 QI IO 04.5000 09/25/2051 | 0.40% |
| FHR 5010 IE IO 04.0000 09/25/2050 | 0.39% |
| GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.39% |
| QUIKRETE TLB L+250 02.9574 02/01/2027 | 0.39% |
| DBUBS 2011-LC3A D 144A 05.3887 08/10/2044 | 0.38% |
| MCAS 2019-01 M10 144A 03.7066 10/15/2049 | 0.38% |
| REPUBLIC OF CHILE USD 04.3400 03/07/2042 | 0.38% |
| BANK 2017-BNK9 XA IO 00.7703 11/15/2054 | 0.37% |
| STACR 2015-DNA3 B 09.8066 04/25/2028 | 0.37% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.37% |
| SCIENTIFIC GAMES CORP L+275 03.2074 08/14/2024 | 0.37% |
| JPMCC 2021-1MEM D 144A 02.6535 10/09/2042 | 0.36% |
| APID 2015-23A AR 144A 01.4613 04/15/2033 | 0.36% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.36% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.36% |
| FNR 2017-74 SA IO 05.2934 10/25/2047 | 0.35% |
| VERTIV TLB L+275 02.9914 03/02/2027 | 0.35% |
| FNR 2021-44 NI IO 03.0000 07/25/2051 | 0.35% |
| FHR 5002 SJ IO 05.6434 07/25/2050 | 0.34% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.34% |
| JPMBB 2013-C12 B 04.0946 07/15/2045 | 0.34% |
| APID 2013-12A BR 144A 01.6413 04/15/2031 | 0.33% |
| COMM 2014-CR17 D 144A 04.8480 05/10/2047 | 0.33% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.33% |
| MRAIT 2021-EBO1 A2X 01.9806 04/15/2022 | 0.33% |
| FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.32% |
| AWPT 2014-2A A1R 144A 01.4713 10/15/2029 | 0.32% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.32% |
| WFRBS 2013-C15 D 144A 04.5055 08/15/2046 | 0.32% |
| CWALT 2006-OA7 1A2 01.0811 06/25/2046 | 0.32% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.31% |
| BANK 2018-BN10 XA IO 00.7027 02/15/2061 | 0.31% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.31% |
| FHR 4698 NS IO 05.7534 06/15/2047 | 0.30% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.30% |
| ISTAR INC. 04.2500 08/01/2025 | 0.30% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.30% |
| ABBSL 2021-2A A P/P 144A 01.3413 04/15/2034 | 0.30% |
| ICG 2018-3A B1R 144A 01.7089 01/24/2032 | 0.30% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.30% |
| GSMS 2014-GC22 C 04.6877 06/10/2047 | 0.30% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.29% |
| ZAIS 2019-13A A1A 144A 01.7313 07/15/2032 | 0.29% |
| ELMW8 2021-1A B1 144A 01.8040 01/20/2034 | 0.29% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.28% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.28% |
| CAS 2020-R01 1B1 03.7066 01/25/2040 | 0.28% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.28% |
| FHR 3852 NT 05.6034 05/15/2041 | 0.28% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.28% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.28% |
| FHR 5023 TS IO 05.7934 10/25/2050 | 0.28% |
| GNR 2016-H23 MI IO 02.2018 10/20/2066 | 0.28% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.28% |
| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.28% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.27% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.27% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.27% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.27% |
| BACM 2005-1 B 05.1165 11/10/2042 | 0.27% |
| SPRINT CORP 07.8750 09/15/2023 | 0.27% |
| MSBAM 2013-C10 E 144A 04.0749 07/15/2046 | 0.27% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.26% |
| APACHE CORP 05.1000 09/01/2040 | 0.26% |
| CAS 2017-C02 2B1 05.9566 09/25/2029 | 0.26% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.26% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.26% |
| STACR 2015-DNA1 B 09.6566 10/25/2027 | 0.26% |
| DOMINICAN REPUBLIC P/P 144A 06.0000 02/22/2033 | 0.26% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.26% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.25% |
| SIXST 2020-16A B 144A 02.1040 10/20/2032 | 0.25% |
| CEDF 2021-14A B 144A 01.8413 07/15/2033 | 0.25% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.25% |
| MCAS 2020-01 M10 144A 04.2066 03/25/2050 | 0.25% |
| MSBAM 2012-C5 E 144A 04.6237 08/15/2045 | 0.25% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.25% |
| JPMBB 2013-C14 D 144A 04.5485 08/15/2046 | 0.25% |
| COMM 2015-LC19 C 04.2309 02/10/2048 | 0.24% |
| TERRIER MEDIA BUYER IN L+350 03.9574 12/17/2026 | 0.24% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.24% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.24% |
| HCA INC 05.2500 06/15/2026 | 0.24% |
| LOGN1 2021-1A A 144A 01.4140 07/20/2034 | 0.24% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.24% |
| CARR 2006-NC2 A4 00.6966 06/25/2036 | 0.24% |
| GLM 2019-5A BR 144A 01.8040 10/20/2032 | 0.24% |
| CAS 2022-R02 2M2 03.0990 01/25/2042 | 0.24% |
| BANIJAY GROUP TLB L+375 04.2020 03/04/2025 | 0.24% |
| TALLGRASS ENERGY PARTN L+475 05.2074 03/11/2026 | 0.24% |
| WFCM 2013-LC12 D 144A 04.3054 07/15/2046 | 0.24% |
| GOLDEN NUGGET TLB S+C+400 4.500000 1/12/2029 | 0.23% |
| UBSBB 2012-C3 C 144A 05.0478 08/10/2049 | 0.23% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.23% |
| PLMRS 2021-2A A 144A 01.3913 07/15/2034 | 0.23% |
| SNDPT 2020-1A AR 144A 01.4240 07/20/2034 | 0.23% |
| CAS 2014-C01 M2 04.8566 01/25/2024 | 0.23% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.23% |
| ALTICE USA TLB L+225 02.6465 01/15/2026 | 0.23% |
| UBSCM 2012-C1 C 144A 05.8400 05/10/2045 | 0.23% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.23% |
| ROMANIA P/P 144A 03.6250 03/27/2032 | 0.23% |
| CAS 2016-C03 1B 12.2066 10/25/2028 | 0.23% |
| CENTENE CORP 04.6250 12/15/2029 | 0.23% |
| ELANCO ANIMAL HEALTH T L+175 01.9806 02/04/2027 | 0.22% |
| CAS 2015-C04 1M2 06.1566 04/25/2028 | 0.22% |
| MSBAM 2014-C17 C 04.4721 08/15/2047 | 0.22% |
| JPMCC 2012-C8 D 144A 04.6745 10/15/2045 | 0.22% |
| TRANSDIGM INC TLF L+225 02.7074 12/09/2025 | 0.21% |
| GALXY 2016-22A ARR 144A 01.4413 04/16/2034 | 0.21% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.21% |
| STACR 2018-HRP2 M3 02.8566 02/25/2047 | 0.21% |
| ZAYO GROUP HLDG INC L+300 03.4574 03/09/2027 | 0.21% |
| CAS 2018-C04 2B1 04.9566 12/25/2030 | 0.21% |
| RESTAURANT BRANDS INTE L+175 02.2074 11/19/2026 | 0.21% |
| WFCM 2016-BNK1 XA IO 01.7200 08/15/2049 | 0.21% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.20% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.20% |
| REYNOLDS TL L+175 02.2074 01/29/2027 | 0.20% |
| ROC 2021-RTL1 A1 02.4870 08/25/2026 | 0.20% |
| FHR 4727 SA IO 05.8034 11/15/2047 | 0.20% |
| GNR 2020-112 MS IO 05.8514 08/20/2050 | 0.20% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.20% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.20% |
| WFRBS 2012-C10 D 144A 04.4119 12/15/2045 | 0.20% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.20% |
| FNR 2011-53 ST IO 05.4634 06/25/2041 | 0.20% |
| STACR 2015-DNA2 B 08.0066 12/25/2027 | 0.20% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.19% |
| TREASURY BILL 00.0000 05/19/2022 | 0.19% |
| COMM 2018-COR3 C 04.5602 05/10/2051 | 0.19% |
| GSM 2021-4A A1 144A 01.4413 07/15/2034 | 0.19% |
| GUGG4 2016-1A A1S1 144A 01.4713 10/15/2031 | 0.19% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.19% |
| CABLEVISION SYSTEMS TL L+225 02.6466 07/17/2025 | 0.19% |
| REPUBLIC OF KAZAKHSTAN REGS 06.5000 07/21/2045 | 0.19% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.19% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.19% |
| GNR 2020-H14 AI IO 01.2950 06/20/2070 | 0.19% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.19% |
| HLSY 2019-1A A1A1 144A 01.6040 01/20/2033 | 0.19% |
| MRAFT 2021-S1 A1 00.6257 09/10/2022 | 0.19% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.19% |
| GNR 2016-H13 IK IO 02.6546 06/20/2066 | 0.19% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.18% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.18% |
| ENTERCOM TLB1 L+250 02.9471 11/17/2024 | 0.18% |
| STACR 2017-HQA1 M2 04.0066 08/25/2029 | 0.18% |
| ALBERTSONS COS P/P 144A 03.5000 03/15/2029 | 0.18% |
| CALPINE CONS FIN TL L+200 02.4574 01/15/2025 | 0.18% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.18% |
| AHM 2007-1 GA1C 00.6466 05/25/2047 | 0.18% |
| STACR 2017-DNA2 M2 03.9066 10/25/2029 | 0.18% |
| STARS GROUP TLB L+225 03.2560 07/29/2025 | 0.18% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.18% |
| ELMW4 2020-1A A 144A 01.4813 04/15/2033 | 0.18% |
| NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.18% |
| ARES 2016-41A AR2 144A 01.3113 04/15/2034 | 0.18% |
| OCT48 2020-3A AR 144A 01.4040 10/20/2034 | 0.18% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.18% |
| REG18 2021-1A A1 144A 01.3413 01/15/2034 | 0.18% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.18% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.18% |
| CSAIL 2015-C1 D 144A 03.7610 04/15/2050 | 0.18% |
| CHARTER COMMUNICATIONS L+175 02.2100 02/01/2027 | 0.18% |
| CAS 2017-C01 1M2 04.0066 07/25/2029 | 0.17% |
| CD 2017-CD3 C 04.5545 02/10/2050 | 0.17% |
| STACR 2016-DNA1 B 10.4566 07/25/2028 | 0.17% |
| BMC SOFTWARE TLB L+375 04.7560 10/02/2025 | 0.17% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.17% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.17% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.17% |
| WFRBS 2011-C4 D 144A 04.8879 06/15/2044 | 0.17% |
| WFRBS 2012-C7 D 144A 04.7787 06/15/2045 | 0.17% |
| GARDNER DENVER TLB L+175 02.2074 02/28/2027 | 0.17% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.17% |
| AIGIM 2021-1A A 144A 01.3589 04/22/2034 | 0.16% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.16% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.16% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.16% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.16% |
| MWST 2020-2 A 01.2566 11/25/2053 | 0.16% |
| CMLTI 2007-AMC3 A2D 00.8066 03/25/2037 | 0.16% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.16% |
| WFCM 2013-LC12 C 04.3054 07/15/2046 | 0.16% |
| FNR 2016-60 LS IO 05.6434 09/25/2046 | 0.16% |
| ICG 2015-2RA A2 144A 02.0413 01/16/2033 | 0.16% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.16% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.16% |
| CAS 2019-HRP1 M2 02.6066 11/25/2039 | 0.16% |
| FNR 2020-16 SG IO 05.5934 03/25/2050 | 0.16% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.15% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.15% |
| UBSCM 2018-C8 XA IO 00.8526 02/15/2051 | 0.15% |
| HILTON HOTELS CORP TLB L+175 02.2066 06/21/2026 | 0.15% |
| UNIVISION COMMUNICATIO L+325 04.0000 03/24/2026 | 0.15% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.15% |
| BSP 2018-5BA A1A 144A 01.3440 04/20/2031 | 0.15% |
| MSBAM 2014-C14 C 05.0527 02/15/2047 | 0.15% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.15% |
| MSBAM 2012-C6 D 144A 04.5860 11/15/2045 | 0.15% |
| OAKCL 2021-1A A1 144A 01.4013 07/15/2034 | 0.15% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.15% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.15% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.15% |
| BLUEM 2021-32A A 144A 01.4113 10/15/2034 | 0.15% |
| CHENIERE ENERGY PARTNERS 04.5000 10/01/2029 | 0.15% |
| COMM 2015-LC21 XA IO 00.6736 07/10/2048 | 0.14% |
| ELMW5 2020-2A AR 144A 01.4040 10/20/2034 | 0.14% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.14% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.14% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.14% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.14% |
| ELMW2 2019-2A AR 144A 01.4040 04/20/2034 | 0.14% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.14% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.14% |
| GNR 2015-H19 NI IO 01.9049 07/20/2065 | 0.14% |
| GNR 2017-H06 BI IO 02.2454 02/20/2067 | 0.14% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.14% |
| FNR 2015-19 SA IO 05.7434 04/25/2045 | 0.14% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.14% |
| GNR 2015-H15 JI IO 01.9531 06/20/2065 | 0.14% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.14% |
| LENNAR CORP 04.7500 11/15/2022 | 0.14% |
| MSBAM 2014-C15 D 144A 04.8975 04/15/2047 | 0.14% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.14% |
| FNR 2016-88 SK IO 05.5434 12/25/2046 | 0.14% |
| JPMBB 2014-C25 D P/P 144A 03.9425 11/15/2047 | 0.14% |
| REG20 2021-2A A 144A 01.4013 10/15/2034 | 0.14% |
| UBSC 2011-C1 D 144A 06.2654 01/10/2045 | 0.14% |
| CGCMT 2014-GC19 D 144A 05.0914 03/10/2047 | 0.14% |
| FNR 2017-108 SA IO 05.6934 01/25/2048 | 0.14% |
| GNR 2018-H05 AI IO 02.2613 02/20/2068 | 0.14% |
| RALI 2006-QO5 1A1 00.8866 05/25/2046 | 0.14% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.14% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.13% |
| MSC 2016-UB12 XA IO 00.6554 12/15/2049 | 0.13% |
| 1.5415 R ISWP SOFR P 03/09/2032 | 0.13% |
| AIMCO 2021-14A A 144A 01.2440 04/20/2034 | 0.13% |
| MSBAM 2013-C10 F 144A 04.0749 07/15/2046 | 0.13% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.13% |
| ARES 2021-60A A 144A 01.3613 07/18/2034 | 0.13% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.13% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.13% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.13% |
| MSBAM 2013-C13 XA IO 00.9416 11/15/2046 | 0.13% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.13% |
| 1.5475 R ISWP SOFR P 03/09/2032 | 0.13% |
| BANK 2019-BN20 XA IO 00.8535 09/15/2062 | 0.13% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.13% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.12% |
| FNR 2013-130 SD IO 06.1434 01/25/2044 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.12% |
| SWPTN EUR006M 5YX30Y P 0.925 EUR 03/24/2027 UB | 0.12% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.12% |
| SWPTN EUR006M 5YX30Y R 0.925 EUR 03/24/2027 UB | 0.12% |
| JPMBB 2014-C24 XA IO 00.8634 11/15/2047 | 0.12% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.12% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.12% |
| REG23 2021-4A A1 144A 01.2604 01/20/2035 | 0.12% |
| COMM 2013-CR11 XA IO 00.9070 08/10/2050 | 0.12% |
| STACR 2018-HQA1 M2 02.7566 09/25/2030 | 0.12% |
| WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.12% |
| CECLO 2020-29A AR 144A 01.4240 10/20/2034 | 0.12% |
| UBSCM 2017-C7 XA IO 01.0104 12/15/2050 | 0.12% |
| WAMU 2005-AR13 A1C3 01.4366 10/25/2045 | 0.12% |
| 1.675 R ISWP SOFR P 02/28/2027 | 0.12% |
| DRSLF 2013-26A BR 144A 01.6913 04/15/2029 | 0.12% |
| ELMW4 2020-1A B 144A 01.9413 04/15/2033 | 0.12% |
| MCLO 2019-1A AANR 144A 01.5613 04/15/2032 | 0.12% |
| OAKC 2021-16A A 144A 01.3138 10/18/2034 | 0.12% |
| PAIA 2018-1A A1AR 144A 01.2540 10/20/2031 | 0.12% |
| PLMRS 2019-1A A1R 144A 01.5449 11/14/2034 | 0.12% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.12% |
| TREASURY BILL 00.0000 06/16/2022 | 0.12% |
| CGMS 2021-8A B 144A 01.7867 10/15/2034 | 0.12% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.12% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.12% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.12% |
| SPST 2021-14 A1 01.1549 12/08/2022 | 0.12% |
| COMM 2013-CR13 E 144A 04.8805 11/10/2046 | 0.12% |
| FNR 2016-65 CS IO 05.6434 09/25/2046 | 0.12% |
| GNR 2017-H16 BI IO 02.2099 08/20/2067 | 0.12% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.12% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.12% |
| CAS 2017-C07 2M2 02.9566 05/25/2030 | 0.11% |
| GNR 2016-H02 BI IO 01.6727 11/20/2065 | 0.11% |
| WERNER HOLDING CO DE I L+400 05.0060 07/24/2024 | 0.11% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.11% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.11% |
| CAS 2014-C04 1M2 05.3566 11/25/2024 | 0.11% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.11% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.11% |
| CWALT 2006-OA7 1A1 02.2057 06/25/2046 | 0.11% |
| CF 2019-CF3 XA IO 00.7130 01/15/2053 | 0.11% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.11% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.11% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.11% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.11% |
| GNR 2016-121 JS IO 05.6514 09/20/2046 | 0.11% |
| STACR 2016-HQA2 M3 05.6066 11/25/2028 | 0.11% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.11% |
| FNR 2011-4 CS 11.9869 05/25/2040 | 0.11% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.11% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.11% |
| GNR 2018-H02 GI IO 02.0095 12/20/2067 | 0.11% |
| MAGNE 2020-26A A1R 144A 01.3777 07/25/2034 | 0.11% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.11% |
| BMIR 2020-2A B1 144A 08.9566 08/26/2030 | 0.10% |
| COMM 2014-CR20 XA IO 00.9843 11/10/2047 | 0.10% |
| GNR 2015-H25 AI IO 01.6116 09/20/2065 | 0.10% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.10% |
| WFRBS 2012-C10 E 144A 04.4119 12/15/2045 | 0.10% |
| MSC 2012-C4 E 144A 05.4667 03/15/2045 | 0.10% |
| CAS 2017-C03 1B1 05.3066 10/25/2029 | 0.10% |
| CGMS C17A A1AR 144A 01.3290 04/30/2031 | 0.10% |
| COMM 2015-CR23 XA IO 00.8789 05/10/2048 | 0.10% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.10% |
| GNR 2011-70 WI IO 04.4014 12/20/2040 | 0.10% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.10% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.10% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.10% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.10% |
| GSMS 2014-GC24 D 144A 04.5332 09/10/2047 | 0.10% |
| CASH MGMT BILL 00.0000 06/14/2022 | 0.10% |
| FNR 2019-66 SC IO 05.5434 11/25/2049 | 0.10% |
| STACR 2018-DNA2 B1 04.1566 12/25/2030 | 0.10% |
| SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.10% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.10% |
| GNR 2015-H09 BI IO 01.6743 03/20/2065 | 0.10% |
| GRAPHIC PACKAGING IN P/P 144A 03.7500 02/01/2030 | 0.10% |
| HUSKY INJECTION MOLDIN L+300 04.0060 03/28/2025 | 0.10% |
| PLMRS 2021-3A B 144A 01.8825 01/15/2035 | 0.10% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.09% |
| LMAT 2021-GS3 A2 03.2500 07/25/2061 | 0.09% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.09% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.09% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.09% |
| IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.09% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | 0.09% |
| GNR 2015-H25 EI IO 01.8444 10/20/2065 | 0.09% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.09% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.09% |
| GRIFOLS TLB L+200 02.4574 11/15/2027 | 0.09% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.09% |
| SOUTHWESTERN ENERGY CO 04.7500 02/01/2032 | 0.09% |
| MSBAM 2013-C12 E 144A 04.7634 10/15/2046 | 0.09% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.09% |
| STACR 2017-DNA3 M2B 02.9566 03/25/2030 | 0.09% |
| STACR 2022-DNA2 M1A 01.3990 02/25/2042 | 0.09% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.09% |
| CAS 2017-C05 1B1 04.0566 01/25/2030 | 0.09% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.09% |
| TUNISIAN REPUBLIC REGS 05.7500 01/30/2025 | 0.09% |
| WFRBS 2012-C10 C 04.3469 12/15/2045 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| GNR 2018-91 SJ IO 05.8014 07/20/2048 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| CMLTI 2007-AR5 1A1A 02.9163 04/25/2037 | 0.09% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.09% |
| CAS 2014-C03 2M2 03.3566 07/25/2024 | 0.08% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.08% |
| COMM 2014-CR19 XA IO 00.9507 08/10/2047 | 0.08% |
| COMM 2014-UBS6 XA IO 00.8580 12/10/2047 | 0.08% |
| FNR 2016-83 BS IO 05.6434 11/25/2046 | 0.08% |
| GNR 2010-125 SD IO 06.2494 01/16/2040 | 0.08% |
| SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.08% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.08% |
| WFCM 2014-LC16 XA IO 01.0995 08/15/2050 | 0.08% |
| GNR 2018-H02 EI IO 02.1234 01/20/2068 | 0.08% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.08% |
| CSAIL 2015-C1 XA IO 00.8217 04/15/2050 | 0.08% |
| NEUB 2022-47A A 144A 01.5479 04/14/2035 | 0.08% |
| OCT54 2021-1A A1 144A 01.3613 07/15/2034 | 0.08% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| STACR 2022-DNA1 M1B 01.9490 01/25/2042 | 0.08% |
| HVMLT 2005-2 1A 00.9686 05/19/2035 | 0.08% |
| MSBAM 2015-C26 XA IO 00.9799 10/15/2048 | 0.08% |
| CFCRE 2016-C4 XA IO 01.6291 05/10/2058 | 0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.08% |
| GNR 2016-H23 NI IO 02.0966 10/20/2066 | 0.08% |
| JPMCC 2012-LC9 D 144A 04.3639 12/15/2047 | 0.08% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.08% |
| REPUBLIC OF GHANA REGS 08.1250 01/18/2026 | 0.08% |
| STACR 2016-DNA2 M3 05.1066 10/25/2028 | 0.08% |
| STACR 2017-DNA2 B1 05.6066 10/25/2029 | 0.08% |
| CAS 2016-C01 1B 12.2066 08/25/2028 | 0.08% |
| GNR 2010-116 SA IO 05.4514 09/20/2040 | 0.08% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.08% |
| VIATRIS INC 02.3000 06/22/2027 | 0.08% |
| 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.07% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.07% |
| CWALT 2006-OA10 2A1 00.8366 08/25/2046 | 0.07% |
| GNR 2016-77 SC IO 05.6514 10/20/2045 | 0.07% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.07% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% |
| SAMI 2006-AR7 A1A 00.8766 08/25/2036 | 0.07% |
| ARRW 2019-1 A3 03.9955 01/25/2049 | 0.07% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.07% |
| STACR 2016-HQA2 M3B 05.6066 11/25/2028 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.07% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.07% |
| GNR 2018-H13 NI IO 02.0810 08/20/2068 | 0.07% |
| CAS 2017-C01 1M2C 04.0066 07/25/2029 | 0.07% |
| MSBAM 2013-C10 D 144A 04.0749 07/15/2046 | 0.07% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.07% |
| CAS 2018-C06 2M2 02.5566 03/25/2031 | 0.07% |
| WFRBS 2011-C4 E 144A 04.8879 06/15/2044 | 0.07% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.07% |
| STACR 2018-HQA1 B1 04.8066 09/25/2030 | 0.07% |
| STACR 2020-HQA3 B1 06.2066 07/25/2050 | 0.07% |
| GNR 2019-121 DS IO 05.6514 08/20/2049 | 0.06% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.06% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.06% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.06% |
| 1.679 R ISWP SOFR P 01/21/2052 | 0.06% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.06% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.06% |
| CFCRE 2011-C2 D 144A 05.1240 12/15/2047 | 0.06% |
| CWHL 2005-3 1A1 01.0766 04/25/2035 | 0.06% |
| ELMW5 2020-2A BR 144A 01.9040 10/20/2034 | 0.06% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.06% |
| JPALT 2007-A2 12A1 00.8566 06/25/2037 | 0.06% |
| STACR 2021-HQA3 M1 00.9490 09/25/2041 | 0.06% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.06% |
| APID 2021-35A A 144A 01.3040 04/20/2034 | 0.06% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.06% |
| GNR 2015-H28 DI IO 01.5599 08/20/2065 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| GSMS 2014-GC18 XA IO 01.0679 01/10/2047 | 0.06% |
| NCC 2020-1A A1R 144A 01.5104 01/15/2035 | 0.06% |
| WAMU 2005-AR10 1A3 02.9426 09/25/2035 | 0.06% |
| TRANSDIGM INC TLE L+225 02.7074 05/30/2025 | 0.06% |
| COMM 2015-CR22 XA IO 00.8590 03/10/2048 | 0.06% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.06% |
| STACR 2016-DNA4 M3 04.2566 03/25/2029 | 0.06% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.06% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.06% |
| VISTRA OPERATIONS COMP L+175 02.2043 12/01/2025 | 0.06% |
| CGCMT 2014-GC19 X IO 01.1180 03/10/2047 | 0.06% |
| GNR 2016-H08 AI IO 01.5963 08/20/2065 | 0.06% |
| SWPTN EUR006M 2YX1Y R 0.055 EUR 03/08/2024 CI | 0.06% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.06% |
| CAS 2022-R02 2M1 01.2990 01/25/2042 | 0.05% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.05% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.05% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.05% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.05% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| GNR 2014-H14 CI IO 01.5561 07/20/2064 | 0.05% |
| GNR 2016-H22 AI IO 02.1303 10/20/2066 | 0.05% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.05% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.05% |
| CAS 2018-C05 1ED1 01.1066 01/25/2031 | 0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.05% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.05% |
| CAS 2015-C04 2M2 06.0066 04/25/2028 | 0.05% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.05% |
| HMIR 2021-2 B1 144A 04.2490 01/25/2034 | 0.05% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.05% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | 0.05% |
| ARAB REPUBLIC OF EGYPT REGS 07.3000 09/30/2033 | 0.05% |
| CASH MGMT BILL 00.0000 06/07/2022 | 0.05% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% |
| STACR 2019-DNA1 M2 03.1066 01/25/2049 | 0.05% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| 1.737 R ISWP SOFR P 03/11/2032 | 0.05% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.04% |
| GNR 2017-H03 DI IO 02.2753 12/20/2066 | 0.04% |
| CGCMT 2014-GC21 X IO 01.1470 05/10/2047 | 0.04% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.04% |
| STACR 2018-DNA3 M2B 02.5566 09/25/2048 | 0.04% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.04% |
| SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.04% |
| SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | 0.04% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% |
| 2.325 R ISWP FWD CDOR03 P 06/15/2032 | 0.04% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.04% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.04% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.04% |
| CAS 2018-C01 1M2 02.7066 07/25/2030 | 0.04% |
| SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.04% |
| SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.04% |
| CAS 2017-C04 2ED1 01.0566 11/25/2029 | 0.04% |
| CWALT 2006-OA10 4A1 00.8366 08/25/2046 | 0.04% |
| ENPHASE EN CV 00.0000 03/01/2028 | 0.04% |
| JPMCC 2013-C10 XA IO 00.9265 12/15/2047 | 0.04% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.04% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 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% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.03% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.03% |
| 2.355 R ISWP FWD NOKOIB6M P 06/15/2032 | 0.03% |
| CAS 2017-C02 2M2C 04.1066 09/25/2029 | 0.03% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.03% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.03% |
| CGCMT 2013-GC17 X IO 01.0010 11/10/2046 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.03% |
| COMM 2014-LC15 XA IO 01.0600 04/10/2047 | 0.03% |
| STACR 2015-DNA3 M3 05.1566 04/25/2028 | 0.03% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.03% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.03% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.03% |
| BOX INC CV 00.0000 01/15/2026 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| FORD MOTOR CO CV 00.0000 03/15/2026 | 0.03% |
| CABLE ONE INC CV 01.1250 03/15/2028 | 0.03% |
| CAS 2021-R02 2M1 00.9990 11/25/2041 | 0.03% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.03% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.03% |
| TWITTER INC CV 00.0000 03/15/2026 | 0.03% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | 0.03% |
| CAS 2020-R02 2M2 02.4566 01/25/2040 | 0.03% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.03% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.03% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.03% |
| 1.7674 R ISWP SOFR P 02/29/2052 | 0.03% |
| GNR 2017-H02 BI IO 02.1104 01/20/2067 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| JPMBB 2014-C19 XA IO 00.6465 04/15/2047 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| SWPTN 8YX10Y P 0.9 GBP 01/14/2030 UB | 0.03% |
| VAIL RESORTS CV 00.0000 01/01/2026 | 0.03% |
| CAS 2014-C02 2M2 03.0566 05/25/2024 | 0.03% |
| CAS 2016-C02 1M2 06.4566 09/25/2028 | 0.03% |
| COMM 2014-UBS4 XA IO 01.0937 08/10/2047 | 0.03% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.03% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.03% |
| UBSBB 2013-C5 XA IO 144A 00.8857 03/10/2046 | 0.03% |
| GNR 2011-17 S IO 05.6014 02/20/2041 | 0.03% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.03% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.03% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.03% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| FNR 2007-53 SP 22.5259 06/25/2037 | 0.02% |
| ROYAL CARIBBE CV 02.8750 11/15/2023 | 0.02% |
| STACR 2018-HQA2 M2 02.7566 10/25/2048 | 0.02% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.02% |
| OKTA INC CV 00.3750 06/15/2026 | 0.02% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.02% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.02% |
| GNR 2016-H11 HI IO 02.0989 01/20/2066 | 0.02% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.02% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.02% |
| SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | 0.02% |
| WFRBS 2012-C9 XB IO 144A 00.7228 11/15/2045 | 0.02% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.02% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | 0.02% |
| 3.10 R ISWP FWD NFIX3MID P 06/15/2032 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| FHR 2990 LB 15.9321 06/15/2034 | 0.02% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.02% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.02% |
| CAS 2018-C01 1ED5 02.7066 07/25/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.02% |
| EXPEDIA GRP CV 00.0000 02/15/2026 | 0.02% |
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| CAS 2019-R01 2M2 02.9066 07/25/2031 | 0.01% |
| CERIDIAN HCM CV 00.2500 03/15/2026 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
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| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 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 CG | 0.01% |
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| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.01% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.01% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.01% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | 0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.01% |
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| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
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| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
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| 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 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.01% |
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| 2.288 R ISWP SOFR P 03/31/2027 | 0.01% |
| 3D SYS CORP P/P 144A CV 00.0000 11/15/2026 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% |
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| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.01% |
| DIGITALOCEAN P/P 144A CV 00.0000 12/01/2026 | 0.01% |
| FNR 2005-74 NK 25.2172 05/25/2035 | 0.01% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.01% |
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| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
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| WAYFAIR INC CV 00.6250 10/01/2025 | 0.01% |
| 2.67 R ISWP FWD AUDBB6M P 06/15/2032 | 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-.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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2019-78 SJ IO 05.6014 06/20/2049 | 0.01% |
| SEK/USD 06/15/2022 UBS | 0.01% |
| SUNRUN INC CV 00.0000 02/01/2026 | 0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
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| 0.0619 R ISWP MUTKCALM P 02/25/2031 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 2.3365 R ISWP SOFR P 03/31/2027 | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.00% |
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| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.00% |
| GNR 2019-99 KS IO 05.6014 08/20/2049 | 0.00% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | 0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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% |
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| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.00% |
| 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.11 2054-11-18 500.0 11/18/2054 CG | 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-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.00% |
| FNW 1998-W2 X IO 00.2831 06/25/2028 | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| CAD/USD 04/20/2022 BANKAM | 0.00% |
| CAS 2016-C01 1M2 07.2066 08/25/2028 | 0.00% |
| CGCMT 2012-GC8 XA IO 144A 01.7242 09/10/2045 | 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.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| EUR/USD 06/15/2022 RBSF | 0.00% |
| JPY/USD 05/18/2022 SSBT | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | 0.00% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | 0.00% |
| AUD/USD 04/20/2022 MSCIL | 0.00% |
| CAS 2014-C04 2M2 05.4566 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.4566 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 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.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 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-.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| EUR/USD 06/15/2022 MSCIL | 0.00% |
| FNW 1998-W5 X IO 00.0478 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2774 10/25/2043 | 0.00% |
| NOK/USD 06/15/2022 UBS | 0.00% |
| NZD/USD 04/20/2022 GSFX | 0.00% |
| NZD/USD 04/20/2022 SSBT | 0.00% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | 0.00% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.00% |
| SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | 0.00% |
| UBSBB 2012-C2 XA IO 144A 01.2987 05/10/2063 | 0.00% |
| AUD/USD 04/20/2022 BANKAM | 0.00% |
| AUD/USD 04/20/2022 JPMCB | 0.00% |
| AUD/USD 04/20/2022 UBS | 0.00% |
| BACM 2007-1 XW IO 00.3140 01/15/2049 | 0.00% |
| CAD/USD 04/20/2022 GSFX | 0.00% |
| CAD/USD 04/20/2022 JPMCB | 0.00% |
| CAD/USD 04/20/2022 MSCIL | 0.00% |
| CAD/USD 04/20/2022 UBS | 0.00% |
| CHF/USD 06/15/2022 RBSF | 0.00% |
| CHF/USD 06/15/2022 UBS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 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.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.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.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-.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-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| EUR/USD 06/15/2022 UBS | 0.00% |
| FSPC T-8 A9 IO 00.4477 11/15/2028 | 0.00% |
| GBP/USD 06/15/2022 BANKAM | 0.00% |
| GBP/USD 06/15/2022 BCAP-FX | 0.00% |
| GBP/USD 06/15/2022 JPMCB | 0.00% |
| GBP/USD 06/15/2022 MSCIL | 0.00% |
| GBP/USD 06/15/2022 RBSF | 0.00% |
| GBP/USD 06/15/2022 SSBT | 0.00% |
| GBP/USD 06/15/2022 UBS | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| JPY/USD 05/18/2022 BANKAM | 0.00% |
| LBUBS 2007-C2 XW IO 00.0000 02/15/2040 | 0.00% |
| NOK/USD 06/15/2022 BANKAM | 0.00% |
| NOK/USD 06/15/2022 BCAP-FX | 0.00% |
| NOK/USD 06/15/2022 JPMCB | 0.00% |
| NZD/USD 04/20/2022 BANKAM | 0.00% |
| NZD/USD 04/20/2022 UBS | 0.00% |
| SEK/USD 06/15/2022 CITI | 0.00% |
| SEK/USD 06/15/2022 JPMCB | 0.00% |
| SEK/USD 06/15/2022 RBSF | 0.00% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | 0.00% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.00% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | 0.00% |
| SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | 0.00% |
| SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.00% |
| WBCMT 2006-C29 IO IO 00.0000 11/15/2048 | 0.00% |
| 2.247 R ISWP SOFR P 04/01/2027 | -0.00% |
| CAD/USD 04/20/2022 BCAP-FX | -0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.00% |
| CMB CMBX.NA.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 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.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-.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% |
| EUR/USD 06/15/2022 JPMCB | -0.00% |
| EUR/USD 06/15/2022 SSBT | -0.00% |
| NOK/USD 06/15/2022 GSFX | -0.00% |
| NOK/USD 06/15/2022 MSCIL | -0.00% |
| NOK/USD 06/15/2022 SSBT | -0.00% |
| NOK/USD 06/15/2022 TDBK | -0.00% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.00% |
| SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | -0.00% |
| CHF/USD 06/15/2022 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 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-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 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% |
| SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | -0.00% |
| SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | -0.00% |
| SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.00% |
| 0.8084 R ISWP FWD MUTKCALM P 08/29/2043 | -0.00% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.00% |
| CHF/USD 06/15/2022 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.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.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 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SEK/USD 06/15/2022 MSCIL | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | -0.00% |
| SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | -0.00% |
| CAD/USD 04/20/2022 TDBK | -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-.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 JP | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.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 3YX10Y R 1.512 USD 08/30/2022 MS | -0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.00% |
| SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | -0.00% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.00% |
| 2.307 R ISWP SOFR P 03/31/2024 | -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 ML | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| SEK/USD 06/15/2022 TDBK | -0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.00% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.00% |
| SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 2.3535 R ISWP SOFR P 03/30/2027 | -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% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| NZD/USD 04/20/2022 MSCIL | -0.01% |
| SEK/USD 06/15/2022 SSBT | -0.01% |
| SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | -0.01% |
| SWPTN 8YX10Y R 0.9 GBP 01/14/2030 UB | -0.01% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| SWPTN 8YX10Y R 0.4879 GBP 08/20/2029 UB | -0.01% |
| 0.343 R ISWP FWD MUTKCALM P 08/29/2043 | -0.01% |
| 1.355 R ISWP SOFRRATE P 12/31/2031 | -0.01% |
| 1.497 R ISWP FWD SES3M P 06/15/2032 | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.01% |
| CAD/USD 04/20/2022 SSBT | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.02% |
| SWPTN 10YX20Y R 0.296 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% |
| 1.986 R ISWP SOFR P 03/21/2029 | -0.02% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.02% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.02% |
| 1.75 R ISWP SOFR P 02/29/2032 | -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 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | -0.02% |
| SWPTN SOFR 1MX10Y P 2.194 USD 04/22/2022 CI | -0.02% |
| 1.762 R ISWP FWD SOFR P 06/15/2032 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 5YX30Y P 1.71 USD 12/14/2026 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.02% |
| AUD/USD 04/20/2022 SSBT | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -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 CG | -0.02% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.02% |
| 1.9575 R ISWP US0003M P 03/07/2032 | -0.03% |
| 2.26 R ISWP SOFR P 03/30/2032 | -0.03% |
| SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.03% |
| SWPTN SOFR 3MX10Y R 1.769 USD 05/09/2022 GS | -0.03% |
| 2.2655 R ISWP SOFR P 03/30/2032 | -0.03% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.03% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.03% |
| SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.03% |
| SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.03% |
| SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.03% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.03% |
| SWPTN SOFR 4YX30Y R 2.02 USD 03/24/2026 MS | -0.03% |
| SWPTN SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.04% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.04% |
| 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.04% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.04% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | -0.04% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.04% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| 0.565 R ISWP FWD SARON P 06/15/2032 | -0.04% |
| SWPTN 3MX5Y R 1.458 USD 04/21/2022 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% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.04% |
| JPY/USD 05/18/2022 TDBK | -0.04% |
| SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -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 GS | -0.04% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.04% |
| SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.05% |
| SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.05% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.05% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | -0.05% |
| SWPTN EUR006M 2YX1Y R 0.555 EUR 03/08/2024 CI | -0.05% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -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% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.05% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.06% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.06% |
| 1.626 R ISWP SOFR P 01/19/2052 | -0.06% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.06% |
| 0.60 R ISWP FWD EUR006M P 03/07/2032 | -0.06% |
| 1.7355 R ISWP SOFR P 03/01/2029 | -0.06% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% |
| SWPTN SONIA 7YX10Y P 1.448 GBP 02/26/2029 GS | -0.06% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.07% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.07% |
| SWPTN SONIA 7YX10Y R 1.448 GBP 02/26/2029 GS | -0.07% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.07% |
| 2.298 R ISWP FWD SOFR P 04/07/2032 | -0.07% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.07% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.08% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.08% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | -0.08% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.08% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.08% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.09% |
| 0.915 R ISWP FWD EUR006M P 06/15/2032 | -0.09% |
| 1.47709 R ISWP SOFR P 02/29/2024 | -0.09% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.10% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% |
| 1.681 R ISWP FWD SOFR P 02/15/2029 | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| JPY/USD 05/18/2022 UBS | -0.11% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.12% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.12% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.12% |
| SWPTN 3MX5Y P 1.708 USD 04/21/2022 CI | -0.12% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.12% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.13% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.13% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.13% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.14% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.14% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.16% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.17% |
| SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.18% |
| 1.372 R ISWP SOFR P 01/12/2027 | -0.20% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.20% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | -0.22% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.23% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.23% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -0.23% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.25% |
| SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -0.28% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.28% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.36% |
| US 10YR ULTRA FUT JUN22 UXYM2 | -0.62% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2052 | -4.24% |
| FNMA FN30 TBA UMBS 02.0000 04/01/2052 | -4.47% |
| FNMA FN30 TBA UMBS 02.5000 04/01/2052 | -10.80% |
| US 2YR NOTE (CBT) JUN22 TUM2 | -44.34% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2052 | 13.89% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 03/01/2052 | 12.97% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2052 | 12.95% |
| REPO TRIPA MORTG 0.06 03/01/2022 | 9.80% |
| TREASURY BILL 00.0000 04/21/2022 | 1.62% |
| TREASURY BILL 00.0000 03/17/2022 | 0.97% |
| TREASURY BILL 00.0000 03/03/2022 | 0.94% |
| TREASURY BILL 00.0000 03/24/2022 | 0.88% |
| STACR 2018-HRP2 M3AS 01.1869 02/25/2047 | 0.81% |
| FNMA FN30 TBA UMBS 04.5000 03/01/2052 | 0.75% |
| STACR 2016-DNA3 M3 05.1869 12/25/2028 | 0.65% |
| GNR 2020-166 IA IO 03.0000 11/20/2050 | 0.59% |
| FNR 2019-49 ST IO 05.8331 09/25/2049 | 0.58% |
| RCMT 2020-FL4 C 144A 04.9369 02/25/2035 | 0.55% |
| CSMC 2008-C1 AJ 144A 06.0103 02/15/2041 | 0.55% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.54% |
| COMM 2014-CR17 C 04.7837 05/10/2047 | 0.52% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.51% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.50% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.48% |
| FNR 2021-17 KI IO 04.5000 04/25/2051 | 0.47% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.47% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.47% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.47% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.47% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.46% |
| FNR 2017-8 SB IO 05.9131 02/25/2047 | 0.46% |
| FNR 2020-70 SD IO 06.0631 10/25/2050 | 0.43% |
| CAS 2016-C02 1B 12.4369 09/25/2028 | 0.42% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.42% |
| FHR 5149 BI IO 03.0000 07/25/2051 | 0.42% |
| 1.25 R ISWP FWD SOFRRATE P 03/16/2027 | 0.42% |
| CWALT 2005-59 1A1 00.8307 11/20/2035 | 0.42% |
| FNR 2017-74 SA IO 05.5631 10/25/2047 | 0.41% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.41% |
| WFCM 2020-C55 D 144A 02.5000 02/15/2053 | 0.41% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.40% |
| RRAM 2019-7A A2B P/P 144A 02.0303 01/15/2037 | 0.40% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.40% |
| FHR 5002 SJ IO 05.9131 07/25/2050 | 0.39% |
| FNR 2021-56 QI IO 04.5000 09/25/2051 | 0.39% |
| STACR 2015-DNA3 B 09.5369 04/25/2028 | 0.39% |
| BANK 2017-BNK9 XA IO 00.7707 11/15/2054 | 0.38% |
| QUIKRETE TLB L+250 02.7086 02/01/2027 | 0.38% |
| DBUBS 2011-LC3A D 144A 05.3714 08/10/2044 | 0.38% |
| MCAS 2019-01 M10 144A 03.4369 10/15/2049 | 0.38% |
| FHR 5010 IE IO 04.0000 09/25/2050 | 0.38% |
| JPMCC 2021-1MEM D 144A 02.6535 10/09/2042 | 0.37% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.37% |
| SCIENTIFIC GAMES CORP L+275 02.9586 08/14/2024 | 0.36% |
| MRAIT 2021-NA1 A1X 01.6019 03/08/2022 | 0.36% |
| APID 2015-23A AR 144A 01.4613 04/15/2033 | 0.36% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.35% |
| STACR 2021-DNA2 M2 02.3487 08/25/2033 | 0.35% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.35% |
| STACR 2018-DNA3 M2 02.2869 09/25/2048 | 0.35% |
| VERTIV TLB L+275 02.9914 03/02/2027 | 0.34% |
| FNR 2021-44 NI IO 03.0000 07/25/2051 | 0.34% |
| CAS 2016-C07 2M2 04.5369 05/25/2029 | 0.34% |
| JPMBB 2013-C12 B 04.0917 07/15/2045 | 0.34% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.34% |
| COMM 2014-CR17 D 144A 04.8475 05/10/2047 | 0.33% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.33% |
| GNR 2016-H23 MI IO 02.1984 10/20/2066 | 0.32% |
| MRAIT 2021-EBO1 A2X 01.8563 04/15/2022 | 0.32% |
| FHR 4698 NS IO 05.9589 06/15/2047 | 0.32% |
| BANK 2018-BN10 XA IO 00.7034 02/15/2061 | 0.32% |
| CWALT 2006-OA7 1A2 01.0437 06/25/2046 | 0.32% |
| GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.32% |
| AWPT 2014-2A A1R 144A 01.4713 10/15/2029 | 0.31% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.31% |
| WFRBS 2013-C15 D 144A 04.5028 08/15/2046 | 0.31% |
| FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.31% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.31% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.30% |
| ISTAR INC. 04.2500 08/01/2025 | 0.30% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.30% |
| GSMS 2014-GC22 C 04.6873 06/10/2047 | 0.30% |
| FHR 3852 NT 05.8089 05/15/2041 | 0.30% |
| ICG 2018-3A B1R 144A 01.7089 01/24/2032 | 0.29% |
| FHR 5023 TS IO 06.0631 10/25/2050 | 0.29% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.29% |
| ABBSL 2021-2A A 144A 01.3413 04/15/2034 | 0.29% |
| ZAIS 2019-13A A1A 144A 01.7313 07/15/2032 | 0.29% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.29% |
| ELMW8 2021-1A B1 144A 01.8040 01/20/2034 | 0.28% |
| GNR 2020-H14 AI IO 01.3528 06/20/2070 | 0.28% |
| CAS 2020-R01 1B1 03.4369 01/25/2040 | 0.28% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.28% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.28% |
| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.28% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.28% |
| STACR 2016-DNA1 M3 05.7369 07/25/2028 | 0.28% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.28% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.27% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.27% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.27% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.27% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.27% |
| SPRINT CORP 07.8750 09/15/2023 | 0.27% |
| CAS 2016-C06 1M2 04.4369 04/25/2029 | 0.26% |
| MWST 2020-1 A 01.0869 10/25/2053 | 0.26% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.26% |
| MSBAM 2013-C10 E 144A 04.0743 07/15/2046 | 0.26% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.26% |
| APACHE CORP 05.1000 09/01/2040 | 0.26% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.26% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.26% |
| CAS 2017-C02 2B1 05.6869 09/25/2029 | 0.26% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.25% |
| STACR 2015-DNA1 B 09.3869 10/25/2027 | 0.25% |
| CAS 2016-C05 2M2 04.6369 01/25/2029 | 0.25% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.25% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.25% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.25% |
| COMM 2015-LC19 C 04.2307 02/10/2048 | 0.25% |
| STACR 2016-HQA1 M3 06.5369 09/25/2028 | 0.25% |
| MCAS 2020-01 M10 144A 03.9369 03/25/2050 | 0.24% |
| HCA INC 05.2500 06/15/2026 | 0.24% |
| JPMBB 2013-C14 D 144A 04.5477 08/15/2046 | 0.24% |
| MSBAM 2012-C5 E 144A 04.6261 08/15/2045 | 0.24% |
| TERRIER MEDIA BUYER IN L+350 03.7086 12/17/2026 | 0.24% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.24% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.24% |
| CARR 2006-NC2 A4 00.4269 06/25/2036 | 0.24% |
| CAS 2022-R02 2M2 03.0487 01/25/2042 | 0.24% |
| GLM 2019-5A BR 144A 01.8040 10/20/2032 | 0.24% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.24% |
| VIBR 2018-8A A1A 144A 01.3940 01/20/2031 | 0.24% |
| CAS 2014-C01 M2 04.5869 01/25/2024 | 0.24% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.23% |
| BANIJAY GROUP TLB L+375 03.8569 03/04/2025 | 0.23% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.23% |
| GOLDEN NUGGET TLB S+C+400 4.500000 1/12/2029 | 0.23% |
| SNDPT 2020-1A AR 144A 01.4240 07/20/2034 | 0.23% |
| TALLGRASS ENERGY PARTN L+475 04.9586 03/11/2026 | 0.23% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.23% |
| PLMRS 2021-2A A 144A 01.3913 07/15/2034 | 0.23% |
| CENTENE CORP 04.6250 12/15/2029 | 0.23% |
| FHR 4727 SA IO 06.0089 11/15/2047 | 0.23% |
| UBSCM 2012-C1 C 144A 05.8238 05/10/2045 | 0.23% |
| CAS 2015-C04 1M2 05.8869 04/25/2028 | 0.22% |
| CAS 2016-C03 1B 11.9369 10/25/2028 | 0.22% |
| ALTICE USA TLB L+225 02.4411 01/15/2026 | 0.22% |
| ROMANIA P/P 144A 03.6250 03/27/2032 | 0.22% |
| UBSBB 2012-C3 C 144A 05.0468 08/10/2049 | 0.22% |
| ELANCO ANIMAL HEALTH T L+175 01.8563 02/04/2027 | 0.22% |
| FNR 2011-53 ST IO 05.7331 06/25/2041 | 0.22% |
| MSBAM 2014-C17 C 04.4841 08/15/2047 | 0.22% |
| TRNTS 2021-16A A1 144A 01.4340 07/20/2034 | 0.22% |
| GNR 2020-112 MS IO 06.1383 08/20/2050 | 0.21% |
| JPMCC 2012-C8 D 144A 04.6722 10/15/2045 | 0.21% |
| TRANSDIGM INC TLF L+225 02.4586 12/09/2025 | 0.21% |
| 0.7415 R ISWP SOFRRATE P 12/31/2023 | 0.21% |
| WFCM 2016-BNK1 XA IO 01.7199 08/15/2049 | 0.21% |
| GALXY 2016-22A ARR 144A 01.4413 04/16/2034 | 0.21% |
| STACR 2018-HRP2 M3 02.5869 02/25/2047 | 0.21% |
| ZAYO GROUP HLDG INC L+300 03.2086 03/09/2027 | 0.21% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.21% |
| RESTAURANT BRANDS INTE L+175 01.9586 11/19/2026 | 0.20% |
| CAS 2018-C04 2B1 04.6869 12/25/2030 | 0.20% |
| OCP 2020-19A AR 144A 01.4040 10/20/2034 | 0.20% |
| ROC 2021-RTL1 A1 02.4870 08/25/2026 | 0.20% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.20% |
| REYNOLDS TL L+175 01.9586 01/29/2027 | 0.20% |
| GNR 2016-H13 IK IO 02.6552 06/20/2066 | 0.20% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.20% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.20% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.20% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.20% |
| COMM 2018-COR3 C 04.5602 05/10/2051 | 0.20% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.20% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.20% |
| REPUBLIC OF KAZAKHSTAN REGS 06.5000 07/21/2045 | 0.20% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.19% |
| RRAM 2020-12A AAR2 144A 01.6013 01/15/2036 | 0.19% |
| STACR 2015-DNA2 B 07.7369 12/25/2027 | 0.19% |
| WFRBS 2012-C10 D 144A 04.4112 12/15/2045 | 0.19% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.19% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.19% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.19% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.19% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.19% |
| STACR 2017-HQA1 M2 03.7369 08/25/2029 | 0.19% |
| TREASURY BILL 00.0000 05/19/2022 | 0.19% |
| GUGG4 2016-1A A1S1 144A 01.4713 10/15/2031 | 0.19% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.19% |
| SNDPT 2021-1A A 144A 01.3277 04/25/2034 | 0.19% |
| AIMCO 2019-10A AR 144A 01.3189 07/22/2032 | 0.19% |
| ALBERTSONS COS P/P 144A 03.5000 03/15/2029 | 0.19% |
| CABLEVISION SYSTEMS TL L+225 02.4411 07/17/2025 | 0.19% |
| HLSY 2019-1A A1A1 144A 01.6040 01/20/2033 | 0.19% |
| FNR 2016-60 LS IO 05.9131 09/25/2046 | 0.18% |
| MRAFT 2021-S1 A1 00.6257 09/10/2022 | 0.18% |
| STACR 2017-DNA2 M2 03.6369 10/25/2029 | 0.18% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.18% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.18% |
| ENTERCOM TLB1 L+250 02.7086 11/17/2024 | 0.18% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.18% |
| CALPINE CONS FIN TL L+200 02.2086 01/15/2025 | 0.18% |
| CAS 2017-C01 1M2 03.7369 07/25/2029 | 0.18% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.18% |
| LOGN1 2021-1A A 144A 01.4140 07/20/2034 | 0.18% |
| STARS GROUP TLB L+225 02.4738 07/29/2025 | 0.18% |
| AHM 2007-1 GA1C 00.3769 05/25/2047 | 0.18% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.18% |
| NOURYON USA TLB L+300 03.2086 10/01/2025 | 0.18% |
| ARES 2016-41A AR2 144A 01.3113 04/15/2034 | 0.18% |
| ELMW4 2020-1A A 144A 01.4813 04/15/2033 | 0.18% |
| OCT48 2020-3A AR 144A 01.4040 10/20/2034 | 0.18% |
| REG18 2021-1A A1 144A 01.3413 01/15/2034 | 0.18% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.18% |
| CD 2017-CD3 C 04.5544 02/10/2050 | 0.18% |
| FNR 2020-16 SG IO 05.8631 03/25/2050 | 0.17% |
| CSAIL 2015-C1 D 144A 03.7607 04/15/2050 | 0.17% |
| CHARTER COMMUNICATIONS L+175 01.9600 02/01/2027 | 0.17% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.17% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.17% |
| STACR 2016-DNA1 B 10.1869 07/25/2028 | 0.17% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.17% |
| BMC SOFTWARE TLB L+375 03.9738 10/02/2025 | 0.17% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.17% |
| WFCM 2013-LC12 D 144A 04.3049 07/15/2046 | 0.17% |
| GARDNER DENVER TLB L+175 01.9586 02/28/2027 | 0.16% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.16% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.16% |
| WFRBS 2011-C4 D 144A 04.8877 06/15/2044 | 0.16% |
| CMLTI 2007-AMC3 A2D 00.5369 03/25/2037 | 0.16% |
| AIGIM 2021-1A A 144A 01.3589 04/22/2034 | 0.16% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.16% |
| WFRBS 2012-C7 D 144A 04.7325 06/15/2045 | 0.16% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.16% |
| MWST 2020-2 A 00.9869 11/25/2053 | 0.16% |
| WFCM 2013-LC12 C 04.3049 07/15/2046 | 0.16% |
| CAS 2019-HRP1 M2 02.3369 11/25/2039 | 0.16% |
| ICG 2015-2RA A2 144A 02.0413 01/16/2033 | 0.16% |
| UBSCM 2018-C8 XA IO 00.8523 02/15/2051 | 0.16% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.15% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.15% |
| COMM 2015-LC21 XA IO 00.6734 07/10/2048 | 0.15% |
| FNR 2015-19 SA IO 06.0131 04/25/2045 | 0.15% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.15% |
| MSBAM 2014-C14 C 05.0510 02/15/2047 | 0.15% |
| UNIVISION COMMUNICATIO L+325 04.0000 03/24/2026 | 0.15% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.15% |
| HILTON HOTELS CORP TLB L+175 01.9369 06/21/2026 | 0.15% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.15% |
| GNR 2017-H06 BI IO 02.3518 02/20/2067 | 0.15% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.15% |
| FNR 2016-88 SK IO 05.8131 12/25/2046 | 0.15% |
| MSBAM 2012-C6 D 144A 04.6023 11/15/2045 | 0.15% |
| OAKCL 2021-1A A1 144A 01.4013 07/15/2034 | 0.15% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.15% |
| CHENIERE ENERGY PARTNERS 04.5000 10/01/2029 | 0.15% |
| FNR 2017-108 SA IO 05.9631 01/25/2048 | 0.15% |
| GNR 2015-H15 JI IO 01.9409 06/20/2065 | 0.15% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.14% |
| ELMW5 2020-2A AR 144A 01.4040 10/20/2034 | 0.14% |
| GNR 2015-H19 NI IO 01.8920 07/20/2065 | 0.14% |
| CEDF 2013-1A ARR 144A 01.3340 04/20/2034 | 0.14% |
| ELMW2 2019-2A AR 144A 01.4040 04/20/2034 | 0.14% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.14% |
| MSBAM 2013-C13 XA IO 00.9418 11/15/2046 | 0.14% |
| MSBAM 2014-C15 D 144A 04.8970 04/15/2047 | 0.14% |
| RALI 2006-QO5 1A1 00.6169 05/25/2046 | 0.14% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.14% |
| JPMBB 2014-C25 D P/P 144A 03.9388 11/15/2047 | 0.14% |
| MSC 2016-UB12 XA IO 00.6552 12/15/2049 | 0.14% |
| FNR 2013-130 SD IO 06.4131 01/25/2044 | 0.14% |
| FNR 2016-65 CS IO 05.9131 09/25/2046 | 0.14% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.14% |
| LENNAR CORP 04.7500 11/15/2022 | 0.14% |
| CGCMT 2014-GC19 D 144A 05.0905 03/10/2047 | 0.14% |
| GNR 2018-H05 AI IO 02.2524 02/20/2068 | 0.14% |
| REG20 2021-2A A 144A 01.4013 10/15/2034 | 0.14% |
| UBSC 2011-C1 D 144A 06.6232 01/10/2045 | 0.13% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.13% |
| COMM 2013-CR11 XA IO 00.9073 08/10/2050 | 0.13% |
| BANK 2019-BN20 XA IO 00.8323 09/15/2062 | 0.13% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.13% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.13% |
| AIMCO 2021-14A A 144A 01.2440 04/20/2034 | 0.13% |
| JPMBB 2014-C24 XA IO 00.8633 11/15/2047 | 0.13% |
| MSBAM 2013-C10 F 144A 04.0743 07/15/2046 | 0.13% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.13% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.13% |
| ARES 2021-60A A 144A 01.3613 07/18/2034 | 0.13% |
| GNR 2017-H16 BI IO 02.2099 08/20/2067 | 0.13% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.13% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.13% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.13% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.12% |
| UBSCM 2017-C7 XA IO 01.0116 12/15/2050 | 0.12% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.12% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.12% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.12% |
| STACR 2018-HQA1 M2 02.4869 09/25/2030 | 0.12% |
| WAMU 2005-AR13 A1C3 01.1669 10/25/2045 | 0.12% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.12% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.12% |
| WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.12% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.12% |
| CECLO 2020-29A AR 144A 01.4240 10/20/2034 | 0.12% |
| DRSLF 2013-26A BR 144A 01.6913 04/15/2029 | 0.12% |
| MCLO 2019-1A AANR 144A 01.5613 04/15/2032 | 0.12% |
| CGMS 2021-8A B 144A 01.7867 10/15/2034 | 0.12% |
| DRSLF 2020-78A A 144A 01.4213 04/17/2033 | 0.12% |
| ELMW4 2020-1A B 144A 01.9413 04/15/2033 | 0.12% |
| GNR 2018-H02 GI IO 02.2484 12/20/2067 | 0.12% |
| GSM 2021-4A A1 144A 01.4413 07/15/2034 | 0.12% |
| NIAPK 2019-1A AR 144A 01.2413 07/17/2032 | 0.12% |
| OAKC 2021-16A A 144A 01.3138 10/18/2034 | 0.12% |
| PAIA 2018-1A A1AR 144A 01.2540 10/20/2031 | 0.12% |
| PLMRS 2019-1A A1R 144A 01.5449 11/14/2034 | 0.12% |
| COMM 2013-CR13 E 144A 04.8801 11/10/2046 | 0.12% |
| GNR 2016-121 JS IO 05.9383 09/20/2046 | 0.12% |
| GNR 2016-H02 BI IO 01.6700 11/20/2065 | 0.12% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.12% |
| SPST 2021-14 A1 00.8759 12/08/2022 | 0.12% |
| CAS 2014-C04 1M2 05.0869 11/25/2024 | 0.12% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.11% |
| FNR 2019-66 SC IO 05.8131 11/25/2049 | 0.11% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.11% |
| CAS 2017-C07 2M2 02.6869 05/25/2030 | 0.11% |
| CF 2019-CF3 XA IO 00.7139 01/15/2053 | 0.11% |
| GNR 2011-70 WI IO 04.6883 12/20/2040 | 0.11% |
| GNR 2015-H25 AI IO 01.5982 09/20/2065 | 0.11% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.11% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.11% |
| CWALT 2006-OA7 1A1 02.1897 06/25/2046 | 0.11% |
| RAD 2021-10A A 144A 01.4289 04/23/2034 | 0.11% |
| FNR 2011-4 CS 12.5263 05/25/2040 | 0.11% |
| STACR 2016-HQA2 M3 05.3369 11/25/2028 | 0.11% |
| COMM 2014-CR20 XA IO 00.9843 11/10/2047 | 0.11% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.11% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.11% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.11% |
| GNR 2018-91 SJ IO 06.0883 07/20/2048 | 0.11% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.11% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.11% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.11% |
| MAGNE 2020-26A A1R 144A 01.3777 07/25/2034 | 0.11% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.11% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.11% |
| COMM 2015-CR23 XA IO 00.8811 05/10/2048 | 0.10% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.10% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.10% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.10% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.10% |
| WFRBS 2012-C10 E 144A 04.4112 12/15/2045 | 0.10% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.10% |
| WOODS 2018-17A A 144A 01.3189 04/22/2031 | 0.10% |
| CAS 2017-C03 1B1 05.0369 10/25/2029 | 0.10% |
| CGMS C17A A1AR 144A 01.3290 04/30/2031 | 0.10% |
| MSC 2012-C4 E 144A 05.4276 03/15/2045 | 0.10% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.10% |
| FNR 2016-83 BS IO 05.9131 11/25/2046 | 0.10% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.10% |
| GNR 2015-H25 EI IO 01.8304 10/20/2065 | 0.10% |
| GRAPHIC PACKAGING IN P/P 144A 03.7500 02/01/2030 | 0.10% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.10% |
| STACR 2018-DNA2 B1 03.8869 12/25/2030 | 0.10% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.10% |
| TUNISIAN REPUBLIC REGS 05.7500 01/30/2025 | 0.10% |
| GNR 2010-125 SD IO 06.5543 01/16/2040 | 0.10% |
| GSMS 2014-GC24 D 144A 04.5327 09/10/2047 | 0.10% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.10% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.10% |
| IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.10% |
| LMAT 2021-GS3 A2 03.2500 07/25/2061 | 0.10% |
| GNR 2015-H09 BI IO 01.6623 03/20/2065 | 0.09% |
| HUSKY INJECTION MOLDIN L+300 03.3544 03/28/2025 | 0.09% |
| STACR 2022-DNA2 M1A 01.3487 02/25/2042 | 0.09% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.09% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.09% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.09% |
| COMM 2014-CR19 XA IO 00.9516 08/10/2047 | 0.09% |
| GNR 2019-121 DS IO 05.9383 08/20/2049 | 0.09% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.09% |
| BSP 2018-5BA A1A 144A 01.3440 04/20/2031 | 0.09% |
| CAS 2017-C05 1B1 03.7869 01/25/2030 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| GNR 2016-H23 NI IO 02.0943 10/20/2066 | 0.09% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.09% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.09% |
| SOUTHWESTERN ENERGY CO 04.7500 02/01/2032 | 0.09% |
| CAS 2014-C03 2M2 03.0869 07/25/2024 | 0.09% |
| GRIFOLS TLB L+200 02.2086 11/15/2027 | 0.09% |
| MSBAM 2013-C12 E 144A 04.7625 10/15/2046 | 0.09% |
| STACR 2017-DNA3 M2B 02.6869 03/25/2030 | 0.09% |
| BLUEM 2021-32A A 144A 01.4113 10/15/2034 | 0.09% |
| CMLTI 2007-AR5 1A1A 02.9065 04/25/2037 | 0.09% |
| COMM 2014-UBS6 XA IO 00.8554 12/10/2047 | 0.09% |
| GNR 2010-116 SA IO 05.7383 09/20/2040 | 0.09% |
| WFCM 2014-LC16 XA IO 01.0898 08/15/2050 | 0.09% |
| WFRBS 2012-C10 C 04.3462 12/15/2045 | 0.09% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.09% |
| CSAIL 2015-C1 XA IO 00.8216 04/15/2050 | 0.08% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.08% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.08% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.08% |
| GNR 2016-77 SC IO 05.9383 10/20/2045 | 0.08% |
| GNR 2018-H02 EI IO 02.3644 01/20/2068 | 0.08% |
| CAS 2016-C01 2M2 07.1369 08/25/2028 | 0.08% |
| HVMLT 2005-2 1A 00.6907 05/19/2035 | 0.08% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.08% |
| STACR 2022-DNA1 M1B 01.8987 01/25/2042 | 0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.08% |
| MSBAM 2015-C26 XA IO 00.9797 10/15/2048 | 0.08% |
| STACR 2016-DNA2 M3 04.8369 10/25/2028 | 0.08% |
| CFCRE 2016-C4 XA IO 01.6259 05/10/2058 | 0.08% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.08% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.08% |
| OCT54 2021-1A A1 144A 01.3613 07/15/2034 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| GNR 2018-H13 NI IO 02.0584 08/20/2068 | 0.08% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.08% |
| VIATRIS INC 02.3000 06/22/2027 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| JPMCC 2012-LC9 D 144A 04.3631 12/15/2047 | 0.08% |
| SAMI 2006-AR7 A1A 00.6069 08/25/2036 | 0.08% |
| STACR 2017-DNA2 B1 05.3369 10/25/2029 | 0.08% |
| CAS 2016-C01 1B 11.9369 08/25/2028 | 0.08% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.08% |
| CWALT 2006-OA10 2A1 00.5669 08/25/2046 | 0.07% |
| ARRW 2019-1 A3 03.9966 01/25/2049 | 0.07% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.07% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| REPUBLIC OF GHANA REGS 08.1250 01/18/2026 | 0.07% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.07% |
| PSTAT 2021-4A A1 144A 00.9279 10/15/2029 | 0.07% |
| STACR 2016-HQA2 M3B 05.3369 11/25/2028 | 0.07% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.07% |
| CAS 2017-C01 1M2C 03.7369 07/25/2029 | 0.07% |
| CAS 2018-C06 2M2 02.2869 03/25/2031 | 0.07% |
| STACR 2018-HQA1 B1 04.5369 09/25/2030 | 0.07% |
| STACR 2020-HQA3 B1 05.9369 07/25/2050 | 0.07% |
| SWPTN SOFR 3MX10Y P 1.37 USD 03/29/2022 CI | 0.07% |
| WFRBS 2011-C4 E 144A 04.8877 06/15/2044 | 0.07% |
| MSBAM 2013-C10 D 144A 04.0743 07/15/2046 | 0.06% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.06% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.06% |
| GNR 2015-H28 DI IO 01.5445 08/20/2065 | 0.06% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.06% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.06% |
| 1.27 R ISWP SOFRRATE P 12/30/2031 | 0.06% |
| 1.695 R ISWP FWD NOKOIB6M P 03/16/2032 | 0.06% |
| CWHL 2005-3 1A1 00.8069 04/25/2035 | 0.06% |
| GSMS 2014-GC18 XA IO 01.0387 01/10/2047 | 0.06% |
| JPALT 2007-A2 12A1 00.5869 06/25/2037 | 0.06% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.06% |
| STACR 2021-HQA3 M1 00.8987 09/25/2041 | 0.06% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.06% |
| CFCRE 2011-C2 D 144A 05.1859 12/15/2047 | 0.06% |
| CGCMT 2014-GC19 X IO 01.1182 03/10/2047 | 0.06% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.06% |
| GNR 2016-H22 AI IO 02.1212 10/20/2066 | 0.06% |
| 1.86 R ISWP FWD SOFR P 02/24/2052 | 0.06% |
| AIGIM 2019-2A AR 144A 01.3577 10/25/2033 | 0.06% |
| APID 2021-35A A 144A 01.3040 04/20/2034 | 0.06% |
| COMM 2015-CR22 XA IO 00.8804 03/10/2048 | 0.06% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.06% |
| GNR 2014-H14 CI IO 01.5469 07/20/2064 | 0.06% |
| NCC 2020-1A A1R 144A 01.4610 01/15/2035 | 0.06% |
| RSRVA 2016-3A ARR 144A 01.3013 01/18/2034 | 0.06% |
| STACR 2016-DNA4 M3 03.9869 03/25/2029 | 0.06% |
| WAMU 2005-AR10 1A3 02.9413 09/25/2035 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.06% |
| 0.85 R ISWP FWD SONIA P 03/16/2032 | 0.06% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.06% |
| TRANSDIGM INC TLE L+225 02.4586 05/30/2025 | 0.06% |
| GNR 2016-H08 AI IO 01.5574 08/20/2065 | 0.06% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.06% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.06% |
| VISTRA OPERATIONS COMP L+175 01.9411 12/01/2025 | 0.06% |
| CAS 2022-R02 2M1 01.2487 01/25/2042 | 0.06% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.05% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.05% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.05% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.05% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.05% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.05% |
| CAS 2018-C05 1ED1 00.8369 01/25/2031 | 0.05% |
| CAS 2015-C04 2M2 05.7369 04/25/2028 | 0.05% |
| STACR 2019-DNA1 M2 02.8369 01/25/2049 | 0.05% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.05% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.05% |
| HMIR 2021-2 B1 144A 04.1987 01/25/2034 | 0.05% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.05% |
| GNR 2015-H10 EI IO 01.5813 04/20/2065 | 0.05% |
| GNR 2017-H03 DI IO 02.2727 12/20/2066 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.05% |
| CGCMT 2014-GC21 X IO 01.1449 05/10/2047 | 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% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.05% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.05% |
| ARAB REPUBLIC OF EGYPT REGS 07.3000 09/30/2033 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.04% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.04% |
| 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| STACR 2018-DNA3 M2B 02.2869 09/25/2048 | 0.04% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.04% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.04% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.04% |
| JPMCC 2013-C10 XA IO 00.9328 12/15/2047 | 0.04% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.04% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.04% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.04% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.04% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% |
| GNR 2017-H14 DI IO 01.6916 06/20/2067 | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% |
| CAS 2018-C01 1M2 02.4369 07/25/2030 | 0.04% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| GNR 2011-H15 AI IO 01.5271 06/20/2061 | 0.04% |
| SWPTN SOFR 4WX10Y R 1.82 USD 03/23/2022 CI | 0.04% |
| CAS 2017-C04 2ED1 00.7869 11/25/2029 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.04% |
| CGCMT 2013-GC17 X IO 01.0014 11/10/2046 | 0.04% |
| CWALT 2006-OA10 4A1 00.5669 08/25/2046 | 0.04% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.04% |
| UBSBB 2013-C5 XA IO 144A 00.8847 03/10/2046 | 0.04% |
| COMM 2014-LC15 XA IO 01.0602 04/10/2047 | 0.03% |
| 2.59 R ISWP FWD NFIX3MID P 03/16/2032 | 0.03% |
| CAS 2017-C02 2M2C 03.8369 09/25/2029 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.03% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.03% |
| STACR 2015-DNA3 M3 04.8869 04/25/2028 | 0.03% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.03% |
| WFRBS 2012-C9 XB IO 144A 00.7130 11/15/2045 | 0.03% |
| 1.85029 R ISWP SOFR P 02/17/2032 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| CAS 2020-R02 2M2 02.1869 01/25/2040 | 0.03% |
| CAS 2021-R02 2M1 00.9487 11/25/2041 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| ENPHASE EN CV 00.0000 03/01/2028 | 0.03% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.03% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| GNR 2017-H02 BI IO 02.1100 01/20/2067 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.03% |
| GNR 2011-17 S IO 05.8883 02/20/2041 | 0.03% |
| JPMBB 2014-C19 XA IO 00.6539 04/15/2047 | 0.03% |
| 1.775 R ISWP FWD SOFR P 02/25/2032 | 0.03% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.03% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.03% |
| COMM 2014-UBS4 XA IO 01.0935 08/10/2047 | 0.03% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.03% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.03% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.03% |
| BOX INC CV 00.0000 01/15/2026 | 0.03% |
| CAS 2016-C02 1M2 06.1869 09/25/2028 | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.03% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.03% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% |
| VAIL RESORTS CV 00.0000 01/01/2026 | 0.03% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.03% |
| CAS 2014-C02 2M2 02.7869 05/25/2024 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| OKTA INC CV 00.3750 06/15/2026 | 0.03% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.03% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 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% |
| FNR 2007-53 SP 23.5148 06/25/2037 | 0.02% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.02% |
| ROYAL CARIBBE CV 02.8750 11/15/2023 | 0.02% |
| STACR 2018-HQA2 M2 02.4869 10/25/2048 | 0.02% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| GNR 2016-H11 HI IO 02.0979 01/20/2066 | 0.02% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% |
| TREASURY BILL 00.0000 03/10/2022 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| CAS 2018-C01 1ED5 02.4369 07/25/2030 | 0.02% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.02% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.02% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | 0.02% |
| 1.7355 R ISWP SOFR P 03/01/2029 | 0.02% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| FHR 2990 LB 16.4572 06/15/2034 | 0.02% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.02% |
| PETROLEOS MEXICANOS P/P 144A 06.7000 02/16/2032 | 0.02% |
| STACR 2019-DNA2 M2 02.6369 03/25/2049 | 0.02% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.02% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.02% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.02% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.02% |
| GNR 2013-99 VS IO 05.9743 07/16/2043 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.02% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.02% |
| 1.681 R ISWP FWD SOFR P 02/15/2029 | 0.02% |
| EXPEDIA GRP CV 00.0000 02/15/2026 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.02% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.02% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.02% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.02% |
| SWPTN 8YX10Y P 0.9 GBP 01/14/2030 UB | 0.02% |
| 2.08 R ISWP FWD CDOR03 P 03/16/2032 | 0.02% |
| CAS 2016-C03 2M2 06.0869 10/25/2028 | 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% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.02% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.02% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.02% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.02% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.02% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.02% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| LIBERTY MEDIA | 0.02% |
| PACIRA PHARMA CV 00.7500 08/01/2025 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.02% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.02% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.02% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.02% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.02% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.02% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.02% |
| 1.331 R ISWP SOFRRATE P 12/31/2031 | 0.02% |
| CAS 2015-C01 1M2 04.4869 02/25/2025 | 0.02% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.02% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.02% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.02% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.02% |
| SEK/USD 03/16/2022 SSBT | 0.02% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| BLOCK INC CV 00.0000 05/01/2026 | 0.01% |
| BLOCK INC CV 00.2500 11/01/2027 | 0.01% |
| BURL STORE CV 02.2500 04/15/2025 | 0.01% |
| CAS 2019-R01 2M2 02.6369 07/25/2031 | 0.01% |
| CHEGG INC CV 00.0000 09/01/2026 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| EUR/USD 03/16/2022 RBSF | 0.01% |
| FHR 2976 LC 23.7192 05/15/2035 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| SWPTN 8YX10Y P 0.4879 GBP 08/20/2029 UB | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| 1.47709 R ISWP SOFR P 02/29/2024 | 0.01% |
| 1.5135 R ISWP SOFR P 01/26/2032 | 0.01% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.01% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.01% |
| CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.01% |
| EUR/USD 03/16/2022 SSBT | 0.01% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| 0.926 R ISWP SOFR P 01/26/2024 | 0.01% |
| 1.5235 R ISWP SOFR P 01/26/2032 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% |
| GUARDANT HEAL CV 00.0000 11/15/2027 | 0.01% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.01% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.01% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| 0.976 R ISWP SOFR P 01/26/2024 | 0.01% |
| 0.9975 R ISWP SOFR P 01/25/2024 | 0.01% |
| 1.005 R ISWP SOFR P 01/25/2024 | 0.01% |
| 1.562 R ISWP SOFR P 01/25/2032 | 0.01% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.01% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.01% |
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| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
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| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 3MX5Y R 1.208 USD 04/21/2022 CI | 0.01% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.01% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.01% |
| 0.2529 R ISWP FWD MUTKCALM P 08/29/2043 | 0.01% |
| 1.573 R ISWP SOFR P 01/25/2032 | 0.01% |
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| AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.01% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 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.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.01% |
| EUR/USD 03/16/2022 TDBK | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
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| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.01% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.01% |
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| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.01% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 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% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.01% |
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| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.01% |
| EUR/USD 03/16/2022 BCAP-FX | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
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| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% |
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| UNITY SOFT P/P 144A CV 00.0000 11/15/2026 | 0.01% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.01% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 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-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| EUR/USD 03/16/2022 GSFX | 0.01% |
| FIVE9 INC CV 00.5000 06/01/2025 | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2005-74 NK 26.5657 05/25/2035 | 0.01% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.01% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.01% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.01% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.01% |
| WAYFAIR INC CV 00.6250 10/01/2025 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2019-78 SJ IO 05.8883 06/20/2049 | 0.01% |
| GNR 2019-99 KS IO 05.8883 08/20/2049 | 0.01% |
| JPY/USD 05/18/2022 TDBK | 0.01% |
| SUNRUN INC CV 00.0000 02/01/2026 | 0.01% |
| SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | 0.01% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.01% |
| SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | 0.01% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.01% |
| 1.48613 R ISWP SOFR P 01/21/2027 | 0.00% |
| 1.75 R ISWP SOFR P 02/29/2032 | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 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 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.00% |
| SWPTN 5YX30Y R 1.71 USD 12/14/2026 GS | 0.00% |
| SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | 0.00% |
| SWPTN SOFR 3MX10Y R 1.769 USD 05/09/2022 GS | 0.00% |
| 0.0619 R ISWP MUTKCALM P 02/25/2031 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| NZD/USD 04/20/2022 MSCIL | 0.00% |
| SEK/USD 03/16/2022 MSCIL | 0.00% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | 0.00% |
| SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| CAS 2016-C01 1M2 06.9369 08/25/2028 | 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.11 2054-11-18 500.0 11/18/2054 CG | 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-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| EUR/USD 03/16/2022 CSI-FX | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.00% |
| FNW 1998-W2 X IO 00.2993 06/25/2028 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% |
| SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.00% |
| SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | 0.00% |
| SWPTN SOFR 1MX10Y P 1.856 USD 02/28/2022 CI | 0.00% |
| SWPTN SOFR 1MX10Y R 1.356 USD 02/28/2022 CI | 0.00% |
| 1.0355 R ISWP SOFR P 01/20/2024 | 0.00% |
| 1.04 R ISWP SOFR P 01/20/2024 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| CGCMT 2012-GC8 XA IO 144A 01.7213 09/10/2045 | 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.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| EUR/USD 03/16/2022 CITI | 0.00% |
| EUR/USD 03/16/2022 MSCIL | 0.00% |
| GBP/USD 03/16/2022 BANKAM | 0.00% |
| GBP/USD 03/16/2022 JPMCB | 0.00% |
| GBP/USD 03/16/2022 UBS | 0.00% |
| GBP/USD 03/16/2022 WPAC | 0.00% |
| SEK/USD 03/16/2022 CITI | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.00% |
| SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.00% |
| SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | 0.00% |
| UBSBB 2012-C2 XA IO 144A 01.2492 05/10/2063 | 0.00% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | 0.00% |
| 1.0085 R ISWP SOFR P 01/21/2024 | 0.00% |
| 2.04 R ISWP FWD AUDBB6M P 03/16/2032 | 0.00% |
| AUD/USD 04/20/2022 MSCIL | 0.00% |
| CAS 2014-C04 2M2 05.1869 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.1869 05/25/2025 | 0.00% |
| CHF/USD 03/16/2022 MSCIL | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| EUR/USD 03/16/2022 WPAC | 0.00% |
| FNW 1998-W5 X IO 00.0475 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2777 10/25/2043 | 0.00% |
| GBP/USD 03/16/2022 RBSF | 0.00% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.00% |
| SEK/USD 03/16/2022 BCAP-FX | 0.00% |
| SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | 0.00% |
| 1.6165 R ISWP SOFR P 01/21/2032 | 0.00% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.00% |
| AUD/USD 04/20/2022 BANKAM | 0.00% |
| AUD/USD 04/20/2022 JPMCB | 0.00% |
| AUD/USD 04/20/2022 UBS | 0.00% |
| BACM 2007-1 XW IO 00.3133 01/15/2049 | 0.00% |
| CAD/USD 04/20/2022 BANKAM | 0.00% |
| CAD/USD 04/20/2022 BCAP-FX | 0.00% |
| CAD/USD 04/20/2022 GSFX | 0.00% |
| CAD/USD 04/20/2022 JPMCB | 0.00% |
| CAD/USD 04/20/2022 MSCIL | 0.00% |
| CAD/USD 04/20/2022 UBS | 0.00% |
| CAS 2015-C02 2M2 04.1869 05/25/2025 | 0.00% |
| CHF/USD 03/16/2022 BANKAM | 0.00% |
| CHF/USD 03/16/2022 BCAP-FX | 0.00% |
| CHF/USD 03/16/2022 CITI | 0.00% |
| CHF/USD 03/16/2022 HSBCB | 0.00% |
| CHF/USD 03/16/2022 JPMCB | 0.00% |
| CHF/USD 03/16/2022 RBSF | 0.00% |
| CHF/USD 03/16/2022 UBS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 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.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.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.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-.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-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | 0.00% |
| FSPC T-8 A9 IO 00.4450 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| JPY/USD 05/18/2022 BANKAM | 0.00% |
| LBUBS 2007-C2 XW IO 00.0000 02/15/2040 | 0.00% |
| NOK/USD 03/16/2022 BANKAM | 0.00% |
| NOK/USD 03/16/2022 BCAP-FX | 0.00% |
| NOK/USD 03/16/2022 JPMCB | 0.00% |
| NOK/USD 03/16/2022 RBSF | 0.00% |
| NOK/USD 03/16/2022 UBS | 0.00% |
| NZD/USD 04/20/2022 BANKAM | 0.00% |
| NZD/USD 04/20/2022 GSFX | 0.00% |
| NZD/USD 04/20/2022 SSBT | 0.00% |
| SEK/USD 03/16/2022 BANKAM | 0.00% |
| SEK/USD 03/16/2022 GSFX | 0.00% |
| SEK/USD 03/16/2022 HSBCB | 0.00% |
| SEK/USD 03/16/2022 JPMCB | 0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | 0.00% |
| WBCMT 2006-C29 IO IO 00.4040 11/15/2048 | 0.00% |
| 1.4715 R ISWP SOFR P 02/28/2024 | -0.00% |
| 1.66076 R ISWP SOFR P 01/20/2032 | -0.00% |
| 1.672 R ISWP SOFR P 01/20/2032 | -0.00% |
| 1.679 R ISWP SOFR P 01/21/2052 | -0.00% |
| CAD/USD 04/20/2022 TDBK | -0.00% |
| CHF/USD 03/16/2022 GSFX | -0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.00% |
| CMB CMBX.NA.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 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 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% |
| 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% |
| GBP/USD 03/16/2022 MSCIL | -0.00% |
| NOK/USD 03/16/2022 GSFX | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | -0.00% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.00% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.00% |
| 1.514 R ISWP SOFR P 02/28/2024 | -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-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 03/16/2022 BCAP-FX | -0.00% |
| GBP/USD 03/16/2022 CSI-FX | -0.00% |
| GBP/USD 03/16/2022 GSFX | -0.00% |
| GBP/USD 03/16/2022 TDBK | -0.00% |
| NOK/USD 03/16/2022 MSCIL | -0.00% |
| SEK/USD 03/16/2022 UBS | -0.00% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.00% |
| SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.00% |
| SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 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.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 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 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| NOK/USD 03/16/2022 SSBT | -0.00% |
| NOK/USD 03/16/2022 TDBK | -0.00% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.00% |
| 0.8084 R ISWP FWD MUTKCALM P 08/29/2043 | -0.00% |
| 1.61968 R ISWP SOFR P 02/28/2027 | -0.00% |
| 1.7395 R ISWP SOFR P 02/28/2032 | -0.00% |
| CAD/USD 04/20/2022 SSBT | -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-.14 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.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% |
| GBP/USD 03/16/2022 CITI | -0.00% |
| GBP/USD 03/16/2022 SSBT | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | -0.00% |
| 1.355 R ISWP SOFRRATE P 12/31/2031 | -0.00% |
| 1.524 R ISWP SOFR P 01/14/2032 | -0.00% |
| 1.5245 R ISWP SOFR P 01/14/2032 | -0.00% |
| 1.525 R ISWP SOFR P 01/14/2032 | -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 ML | -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% |
| GBP/USD 03/16/2022 HSBCB | -0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.01% |
| 1.7245 R ISWP SOFR P 02/09/2032 | -0.01% |
| 1.7975 R ISWP SOFR P 02/28/2032 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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 SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | -0.01% |
| SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | -0.01% |
| AUD/USD 04/20/2022 SSBT | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| EUR/USD 03/16/2022 BANKAM | -0.01% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.01% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.01% |
| SWPTN 8YX10Y R 0.9 GBP 01/14/2030 UB | -0.01% |
| 1.626 R ISWP SOFR P 01/19/2052 | -0.01% |
| CHF/USD 03/16/2022 SSBT | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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% |
| EUR/USD 03/16/2022 JPMCB | -0.01% |
| JPY/USD 05/18/2022 UBS | -0.01% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.01% |
| SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.01% |
| 1.601 R ISWP SOFR P 01/12/2032 | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| EUR/USD 03/16/2022 HSBCB | -0.01% |
| SWPTN 3MX5Y P 1.708 USD 04/21/2022 CI | -0.01% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.01% |
| SWPTN 5YX30Y P 1.71 USD 12/14/2026 GS | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| SWPTN 8YX10Y R 0.4879 GBP 08/20/2029 UB | -0.01% |
| 0.343 R ISWP FWD MUTKCALM P 08/29/2043 | -0.01% |
| 1.725 R ISWP FWD SOFR P 02/10/2032 | -0.01% |
| 1.7674 R ISWP SOFR P 02/29/2052 | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% |
| 0.88 R ISWP SOFR P 01/12/2024 | -0.02% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.02% |
| 1.737 R ISWP SOFR P 02/23/2032 | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.02% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -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% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| SWPTN SOFR 1MX10Y R 1.606 USD 02/28/2022 CI | -0.02% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.02% |
| 0.8745 R ISWP SOFR P 01/11/2024 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| 1.385 R ISWP FWD SOFRRATE P 03/16/2032 | -0.02% |
| 1.5665 R ISWP SOFR P 01/11/2032 | -0.02% |
| 1.567 R ISWP SOFR P 01/19/2032 | -0.02% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.02% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD 03/16/2022 UBS | -0.02% |
| SWPTN 3MX5Y R 1.458 USD 04/21/2022 CI | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.60 R ISWP FWD EUR006M P 03/07/2032 | -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 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN SOFR 4WX10Y P 1.82 USD 03/23/2022 CI | -0.02% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.02% |
| 1.50 R ISWP SOFR P 01/18/2032 | -0.02% |
| 1.5005 R ISWP SOFR P 01/18/2032 | -0.02% |
| 1.675 R ISWP SOFR P 02/28/2027 | -0.02% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.02% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.03% |
| 1.4941 R ISWP SOFR P 01/18/2032 | -0.03% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% |
| SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.03% |
| 1.7565 R ISWP SOFR P 02/16/2027 | -0.03% |
| 1.7895 R ISWP SOFR P 02/25/2032 | -0.03% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.03% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.03% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.03% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.03% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.04% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.04% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.04% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.04% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.04% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% |
| 1.60 R ISWP FWD SOFRRATE P 03/16/2052 | -0.04% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 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 BA | -0.04% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.04% |
| 1.372 R ISWP SOFR P 01/12/2027 | -0.04% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.04% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 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 GS | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.05% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.05% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.06% |
| SWPTN SOFR 3MX10Y R 1.37 USD 03/29/2022 CI | -0.06% |
| SWPTN SONIA 7YX10Y P 1.448 GBP 02/26/2029 GS | -0.06% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.06% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.06% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.06% |
| 1.40 R ISWP FWD SOFRRATE P 03/16/2032 | -0.06% |
| -0.07 R ISWP FWD SARON P 03/16/2032 | -0.07% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.07% |
| SWPTN SONIA 7YX10Y R 1.448 GBP 02/26/2029 GS | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.08% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.08% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -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% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -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% |
| CPURNSA P 2.78 R 01/15/32 | -0.11% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.12% |
| 1.333 R ISWP FWD SOFRRATE P 01/07/2032 | -0.12% |
| 0.90 R ISWP FWD SOFRRATE P 03/16/2024 | -0.13% |
| 0.15 R ISWP FWD EUR006M P 03/16/2032 | -0.13% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.13% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.13% |
| 1.126 R ISWP SOFRRATE P 12/31/2026 | -0.14% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.15% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.15% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.16% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.17% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.18% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.18% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.45% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.46% |
| US 10YR ULTRA FUT JUN22 UXYM2 | -3.06% |
| FNMA FN30 TBA UMBS 02.0000 03/01/2052 | -8.88% |
| FNMA FN30 TBA UMBS 02.5000 03/01/2052 | -11.01% |
| US 2YR NOTE (CBT) JUN22 TUM2 | -52.26% |
Fixed income statistics as of 05/31/22
| Average effective maturity | 3.54 yrs. |
|---|---|
| Average effective duration | 0.71 yrs. |
| Average yield to maturity | 5.11% |
| Average coupon | 4.34% |
Sector weightings as of 05/31/22
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 0.15% | 0.01 | 20.14% | 0.73 | 20.29% | 0.74 |
| Agency CMO | 18.76% | 0.73 | 0.00% | 0.00 | 18.76% | 0.73 |