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
| Net asset value (yesterday’s close) |
$8.87 -0.11% | $-0.01 |
| 52-week high | $9.72 (02/26/21) |
| 52-week low | $8.80 (12/20/21) |
Yield
| Distribution rate before sales charge as of 01/19/22 |
3.65% |
|---|---|
| Distribution rate after sales charge as of 01/19/22 |
3.65% |
| 30-day SEC yield as of 12/31/21 | 4.20% |
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)
2.53%
Average 5-year annualized return
Fund facts as of 12/31/21
Total net assets
$413.41M
$413.41M
Turnover (fiscal year end)
908%
908%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1188
1188
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
Co-Head of Corporate and Tax-exempt Credit
Literature
Charting the road ahead for ultrashort bond funds
After an eventful decade for ultrashort bond funds, we remain steadfast in our belief that an ultrashort allocation is viable in all market environments.How could the yield curve impact risk assets in 2022?
The Fed's policy changes will have implications for the U.S. Treasury market and other financial assets.The Fed’s conundrum — $7 lattes, $5 gas, 0% interest rates
We believe the Fed is likely behind the curve in containing inflation with ultra-low interest rates.Performance
Total return (%) as of 12/31/21
Annual performance as of 12/31/21
Annualized Total return (%) as of 12/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -3.60% | 2.07% | 2.52% | 2.52% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 0.05% | 1.04% | 1.16% | 0.65% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/21 | 0.07% | - | |
| YTD as of 01/19/22 | 0.76% | - | |
Yield
| Distribution rate before sales charge as of 01/19/22 |
3.65% |
|---|---|
| Distribution rate after sales charge as of 01/19/22 |
3.65% |
| 30-day SEC yield as of 12/31/21 | 4.20% |
Volatility as of 12/31/21
| Standard deviation (3 yrs.) | 5.33% |
|---|
Fixed income statistics as of 12/31/21
| Average effective duration | 0.01 yrs. |
|---|
Morningstar Ratings™ as of 12/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 294 | |
| 3 yrs. | 294 | |
| 5 yrs. | 261 | |
| 10 yrs. | 122 |
Distributions
| Record/Ex dividend date | 01/18/22 |
|---|---|
| Payable date | 01/20/22 |
| 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.
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | 14.06% |
|---|---|
| Net cash | 9.77% |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2052 | 5.21% |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2052 | 4.72% |
| Fnma Fn30 Tba Umbs 03.0000 01/01/2052 | 1.71% |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2052 | 0.98% |
| Stacr 2018-Hrp2 M3as 01.1028 02/25/2047 | 0.80% |
| Fnma Fn30 Tba Umbs 04.5000 01/01/2052 | 0.76% |
| Stacr 2016-Dna3 M3 05.1028 12/25/2028 | 0.71% |
| Fnr 2019-49 St Io 05.9181 09/25/2049 | 0.61% |
| Top 10 holdings, percent of portfolio | 39.33% |
| Top 10 holdings as of 12/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | |
| Net cash | |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 01/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2052 | |
| Stacr 2018-Hrp2 M3as 01.1028 02/25/2047 | |
| Fnma Fn30 Tba Umbs 04.5000 01/01/2052 | |
| Stacr 2016-Dna3 M3 05.1028 12/25/2028 | |
| Fnr 2019-49 St Io 05.9181 09/25/2049 | |
| Holdings represent 39.33% of portfolio | |
| Top 10 holdings as of 11/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2051 | |
| Net cash | |
| Fnma Fn30 Tba Umbs 03.0000 12/01/2051 | |
| Fnma Fn30 Tba Umbs 04.5000 12/01/2051 | |
| Stacr 2016-Dna3 M3 05.0920 12/25/2028 | |
| Stacr 2018-Hrp2 M3as 01.0920 02/25/2047 | |
| Fnr 2019-49 St Io 05.9280 09/25/2049 | |
| Albertsons Cos/Safe P/P 144a 04.6250 01/15/2027 | |
| Fhr 5117 Ci Io 05.0000 06/25/2051 | |
| Holdings represent 38.42% of portfolio | |
| Top 10 holdings as of 10/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2051 | |
| Net cash | |
| Fnma Fn30 Tba Umbs 03.0000 11/01/2051 | |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | |
| Stacr 2016-Dna3 M3 05.0893 12/25/2028 | |
| Fnma Fn30 Tba Umbs 04.5000 11/01/2051 | |
| Stacr 2018-Hrp2 M3as 01.0893 02/25/2047 | |
| Fnr 2019-49 St Io 05.9308 09/25/2049 | |
| Fhr 3835 Fo Po 00.0000 04/15/2041 | |
| Holdings represent 37.46% of portfolio | |
| Top 10 holdings as of 09/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | |
| Net cash | |
| Fnma Fn30 Tba Umbs 03.0000 10/01/2051 | |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | |
| Stacr 2016-Dna3 M3 05.0860 12/25/2028 | |
| Fnma Fn30 Tba Umbs 04.5000 10/01/2051 | |
| Stacr 2018-Hrp2 M3as 01.0860 02/25/2047 | |
| Fnr 2019-49 St Io 05.9340 09/25/2049 | |
| Fnr 2017-8 Sb Io 06.0140 02/25/2047 | |
| Holdings represent 37.65% of portfolio | |
| FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 14.41% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 02/01/2052 | 5.34% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2052 | 4.84% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2052 | 1.76% |
| TREASURY BILL 00.0000 04/21/2022 | 1.64% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2052 | 1.00% |
| TREASURY BILL 00.0000 03/17/2022 | 0.99% |
| TREASURY BILL 00.0000 03/03/2022 | 0.96% |
| TREASURY BILL 00.0000 03/24/2022 | 0.90% |
| STACR 2018-HRP2 M3AS 01.1028 02/25/2047 | 0.82% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2052 | 0.78% |
| STACR 2016-DNA3 M3 05.1028 12/25/2028 | 0.72% |
| FNR 2019-49 ST IO 05.9181 09/25/2049 | 0.62% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.58% |
| RCMT 2020-FL4 C 144A 04.8519 02/25/2035 | 0.56% |
| GNR 2020-166 IA IO 03.0000 11/20/2050 | 0.56% |
| CSMC 2008-C1 AJ 144A 05.8164 02/15/2041 | 0.56% |
| FNR 2017-8 SB IO 05.9981 02/25/2047 | 0.55% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.55% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.54% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.50% |
| FNR 2017-74 SA IO 05.6481 10/25/2047 | 0.49% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.46% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.46% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.46% |
| FNR 2021-17 KI IO 04.5000 04/25/2051 | 0.46% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.46% |
| FNR 2020-70 SD IO 06.1481 10/25/2050 | 0.46% |
| COMM 2014-CR17 C 04.7839 05/10/2047 | 0.45% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.44% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.44% |
| CAS 2016-C02 1B 12.3528 09/25/2028 | 0.44% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.44% |
| WFCM 2020-C55 D 144A 02.5000 02/15/2053 | 0.44% |
| CWALT 2005-59 1A1 00.7625 11/20/2035 | 0.44% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.43% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.43% |
| FHR 5002 SJ IO 05.9981 07/25/2050 | 0.41% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.41% |
| TREASURY BILL 00.0000 02/17/2022 | 0.41% |
| BANK 2017-BNK9 XA IO 00.7908 11/15/2054 | 0.41% |
| FHR 5149 BI IO 03.0000 07/25/2051 | 0.41% |
| DBUBS 2011-LC3A D 144A 05.3652 08/10/2044 | 0.40% |
| MCAS 2019-01 M10 144A 03.3519 10/15/2049 | 0.40% |
| JPMCC 2021-1MEM D 144A 02.6535 10/09/2042 | 0.40% |
| STACR 2015-DNA3 B 09.4528 04/25/2028 | 0.40% |
| QUIKRETE TLB L+250 02.6043 02/01/2027 | 0.40% |
| GSMS 2014-GC22 C 04.6889 06/10/2047 | 0.39% |
| GNR 2016-H23 MI IO 02.2231 10/20/2066 | 0.39% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.39% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.39% |
| FNR 2021-56 QI IO 04.5000 09/25/2051 | 0.39% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.37% |
| FHR 4698 NS IO 06.0403 06/15/2047 | 0.37% |
| STACR 2018-DNA3 M2 02.2028 09/25/2048 | 0.37% |
| SCIENTIFIC GAMES CORP L+275 02.8543 08/14/2024 | 0.37% |
| MRAIT 2021-NA1 A1X 01.5993 03/08/2022 | 0.36% |
| APID 2015-23A AR 144A 01.3438 04/15/2033 | 0.36% |
| STACR 2021-DNA2 M2 02.3497 08/25/2033 | 0.36% |
| VERTIV TLB L+275 02.8519 03/02/2027 | 0.36% |
| FHR 3852 NT 05.8903 05/15/2041 | 0.35% |
| FHR 5010 IE IO 04.0000 09/25/2050 | 0.35% |
| MRAIT 2021-EBO4 A1X 01.8493 02/16/2022 | 0.35% |
| CAS 2016-C07 2M2 04.4528 05/25/2029 | 0.35% |
| JPMBB 2013-C12 B 04.0984 07/15/2045 | 0.34% |
| BSCMS 2007-T26 AJ 05.4304 01/12/2045 | 0.34% |
| CWALT 2006-OA7 1A2 01.0220 06/25/2046 | 0.34% |
| BANK 2018-BN10 XA IO 00.7053 02/15/2061 | 0.34% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.34% |
| COMM 2014-CR17 D 144A 04.8476 05/10/2047 | 0.34% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.34% |
| FNR 2021-44 NI IO 03.0000 07/25/2051 | 0.34% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.33% |
| MRAIT 2021-EBO1 A2X 01.8493 04/15/2022 | 0.33% |
| AWPT 2014-2A A1R 144A 01.3538 10/15/2029 | 0.33% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.32% |
| ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.32% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.32% |
| MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.32% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.32% |
| GNR 2020-H14 AI IO 01.3618 06/20/2070 | 0.32% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.32% |
| GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.31% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.31% |
| FHR 5023 TS IO 06.1481 10/25/2050 | 0.30% |
| CAS 2020-R01 1B1 03.3528 01/25/2040 | 0.30% |
| FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.30% |
| CAS 2016-C06 1M2 04.3528 04/25/2029 | 0.30% |
| STACR 2017-DNA3 M2B 02.6028 03/25/2030 | 0.30% |
| ABBSL 2021-2A A 144A 01.2238 04/15/2034 | 0.30% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.30% |
| APACHE CORP 05.1000 09/01/2040 | 0.30% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.30% |
| ZAIS 2019-13A A1A 144A 01.6138 07/15/2032 | 0.29% |
| GWOLF 2015-1A A1R 144A 01.2839 01/27/2031 | 0.29% |
| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.29% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.29% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.29% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.29% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.29% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.28% |
| WFRBS 2013-C15 D 144A 04.5032 08/15/2046 | 0.28% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.28% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.28% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.28% |
| SPRINT CORP 07.8750 09/15/2023 | 0.28% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.28% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.28% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.27% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.27% |
| STACR 2015-DNA1 B 09.3028 10/25/2027 | 0.27% |
| MWST 2020-1 A 01.0019 10/25/2053 | 0.27% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.27% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.27% |
| MSBAM 2013-C10 E 144A 04.0747 07/15/2046 | 0.27% |
| FNR 2011-53 ST IO 05.8181 06/25/2041 | 0.26% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.26% |
| MCAS 2020-01 M10 144A 03.8519 03/25/2050 | 0.26% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.26% |
| COMM 2015-LC19 C 04.2311 02/10/2048 | 0.26% |
| HCA INC 05.2500 06/15/2026 | 0.26% |
| CAS 2014-C01 M2 04.5028 01/25/2024 | 0.26% |
| FHR 4727 SA IO 06.0903 11/15/2047 | 0.26% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.26% |
| STACR 2017-DNA3 M2AS 01.2028 03/25/2030 | 0.25% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.25% |
| MSBAM 2012-C5 E 144A 04.6358 08/15/2045 | 0.25% |
| TERRIER MEDIA BUYER IN L+350 03.6043 12/17/2026 | 0.25% |
| CAS 2015-C04 1M2 05.8028 04/25/2028 | 0.25% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.25% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.25% |
| JPMBB 2013-C14 D 144A 04.5476 08/15/2046 | 0.25% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.24% |
| CARR 2006-NC2 A4 00.3419 06/25/2036 | 0.24% |
| CENTENE CORP 04.6250 12/15/2029 | 0.24% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.24% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.24% |
| VIBR 2018-8A A1A 144A 01.2715 01/20/2031 | 0.24% |
| DRSLF 2020-78A A 144A 01.3023 04/17/2033 | 0.24% |
| GNR 2016-H13 IK IO 02.6430 06/20/2066 | 0.24% |
| BANIJAY GROUP TLB L+375 03.8519 03/04/2025 | 0.24% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.24% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.24% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.24% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.24% |
| TALLGRASS ENERGY PARTN L+475 04.8543 03/11/2026 | 0.23% |
| ALTICE USA TLB L+225 02.3598 01/15/2026 | 0.23% |
| CAS 2016-C03 1B 11.8528 10/25/2028 | 0.23% |
| UBSCM 2012-C1 C 144A 05.5168 05/10/2045 | 0.23% |
| ELANCO ANIMAL HLTH TLB L+175 01.8519 02/04/2027 | 0.23% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.23% |
| UBSBB 2012-C3 C 144A 05.0469 08/10/2049 | 0.23% |
| WFCM 2016-BNK1 XA IO 01.7206 08/15/2049 | 0.23% |
| GNR 2020-112 MS IO 06.1961 08/20/2050 | 0.23% |
| MSBAM 2014-C17 C 04.4799 08/15/2047 | 0.23% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.23% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.23% |
| TRNTS 2021-16A A1 144A 01.3115 07/20/2034 | 0.22% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.22% |
| FNR 2016-60 LS IO 05.9981 09/25/2046 | 0.22% |
| JPMCC 2012-C8 D 144A 04.6716 10/15/2045 | 0.22% |
| TRANSDIGM INC TLF L+225 02.3543 12/09/2025 | 0.22% |
| STACR 2018-HRP2 M3 02.5028 02/25/2047 | 0.22% |
| GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.21% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.21% |
| ZAYO GROUP HLDG INC L+300 03.1043 03/09/2027 | 0.21% |
| COMM 2018-COR3 C 04.5602 05/10/2051 | 0.21% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.21% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.21% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.21% |
| RESTAURANT BRANDS INTE L+175 01.8543 11/19/2026 | 0.21% |
| ROC 2021-RTL1 A1 02.4870 08/25/2026 | 0.21% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.21% |
| OCP 2020-19A AR 144A 01.2815 10/20/2034 | 0.21% |
| REYNOLDS TL L+175 01.8543 01/29/2027 | 0.21% |
| FNR 2020-16 SG IO 05.9481 03/25/2050 | 0.21% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.20% |
| ALBERTSONS COS P/P 144A 03.5000 03/15/2029 | 0.20% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.20% |
| STACR 2015-DNA2 B 07.6528 12/25/2027 | 0.20% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.20% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.20% |
| RRAM 2020-12A AAR2 144A 01.4838 01/15/2036 | 0.20% |
| STACR 2017-DNA2 M2 03.5528 10/25/2029 | 0.20% |
| CAS 2017-C01 1M2 03.6528 07/25/2029 | 0.20% |
| FNR 2015-19 SA IO 06.0981 04/25/2045 | 0.20% |
| WFRBS 2012-C10 D 144A 04.4117 12/15/2045 | 0.20% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.19% |
| MRAFT 2020-5 A1 01.1014 08/10/2023 | 0.19% |
| CABLEVISION SYSTEMS TL L+225 02.3598 07/17/2025 | 0.19% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.19% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.19% |
| TREASURY BILL 00.0000 05/19/2022 | 0.19% |
| GUGG4 2016-1A A1S1 144A 01.3538 10/15/2031 | 0.19% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.19% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.19% |
| SNDPT 2021-1A A 144A 01.1939 04/25/2034 | 0.19% |
| SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.19% |
| HLSY 2019-1A A1A1 144A 01.4815 01/20/2033 | 0.19% |
| NIAPK 2019-1A AR P/P 144A 01.1223 07/17/2032 | 0.19% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.19% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.19% |
| MRAFT 2021-S1 A1 00.6014 09/10/2022 | 0.19% |
| SHACK 2017-11A AR 144A 01.2460 08/15/2030 | 0.19% |
| CALPINE CONS FIN TL L+200 02.1043 01/15/2025 | 0.19% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.19% |
| AHM 2007-1 GA1C 00.2919 05/25/2047 | 0.18% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.18% |
| CD 2017-CD3 C 04.5547 02/10/2050 | 0.18% |
| ENTERCOM TLB1 L+250 02.6019 11/17/2024 | 0.18% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.18% |
| STARS GROUP TLB L+225 02.4738 07/29/2025 | 0.18% |
| NOURYON USA TLB L+300 03.1019 10/01/2025 | 0.18% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.18% |
| ELMW4 2020-1A A 144A 01.3638 04/15/2033 | 0.18% |
| ARES 2016-41A AR2 144A 01.1938 04/15/2034 | 0.18% |
| FNR 2013-130 SD IO 06.4981 01/25/2044 | 0.18% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.18% |
| REG18 2021-1A A1 144A 01.2238 01/15/2034 | 0.18% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.18% |
| OZLM 2015-11A A1R 144A 01.3816 10/30/2030 | 0.18% |
| GNR 2018-H05 AI IO 02.3715 02/20/2068 | 0.18% |
| FNR 2017-108 SA IO 06.0481 01/25/2048 | 0.18% |
| CHARTER COMMUNICATIONS L+175 01.8600 02/01/2027 | 0.18% |
| CSAIL 2015-C1 D 144A 03.7612 04/15/2050 | 0.18% |
| CMLTI 2007-AMC3 A2D 00.4519 03/25/2037 | 0.17% |
| STACR 2016-DNA1 B 10.1028 07/25/2028 | 0.17% |
| FNR 2016-88 SK IO 05.8981 12/25/2046 | 0.17% |
| MSBAM 2014-C15 D 144A 04.8976 04/15/2047 | 0.17% |
| BMC SOFTWARE TLB L+375 03.9738 10/02/2025 | 0.17% |
| WFRBS 2011-C4 D 144A 04.8872 06/15/2044 | 0.17% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.17% |
| UBSCM 2018-C8 XA IO 00.8627 02/15/2051 | 0.17% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.17% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.17% |
| FNR 2016-65 CS IO 05.9981 09/25/2046 | 0.17% |
| GARDNER DENVER TLB L+175 01.8543 02/28/2027 | 0.17% |
| GNR 2015-H15 JI IO 01.9661 06/20/2065 | 0.17% |
| CAS 2019-HRP1 M2 02.2528 11/25/2039 | 0.17% |
| GNR 2017-H06 BI IO 02.3345 02/20/2067 | 0.17% |
| AIGIM 2021-1A A P/P 144A 01.2283 04/22/2034 | 0.17% |
| WFRBS 2012-C7 D 144A 04.7915 06/15/2045 | 0.17% |
| COMM 2015-LC21 XA IO 00.6744 07/10/2048 | 0.16% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.16% |
| MWST 2020-2 A 00.9019 11/25/2053 | 0.16% |
| WFCM 2013-LC12 C 04.3055 07/15/2046 | 0.16% |
| GNR 2015-H19 NI IO 01.9172 07/20/2065 | 0.16% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.16% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.16% |
| DEN17 2018-1A AR 144A 01.1838 10/15/2031 | 0.16% |
| STACR 2016-DNA1 M3 05.6528 07/25/2028 | 0.16% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.16% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.16% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.16% |
| MSBAM 2013-C13 XA IO 00.9438 11/15/2046 | 0.16% |
| MSBAM 2014-C14 C 05.0494 02/15/2047 | 0.16% |
| CHENIERE ENERGY PARTNERS 04.5000 10/01/2029 | 0.16% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.16% |
| UNIVISION COMMUNICATIO L+325 04.0000 03/24/2026 | 0.16% |
| HILTON HOTELS CORP TLB L+175 01.8519 06/21/2026 | 0.15% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.15% |
| SWPTN 1YX1Y P 0.5825 USD 10/03/2022 JP | 0.15% |
| COMM 2013-CR11 XA IO 00.9092 08/10/2050 | 0.15% |
| OAKCL 2021-1A A1 144A 01.2838 07/15/2034 | 0.15% |
| ORTHO-CLINICAL DIAGNOS L+325 03.1026 06/30/2025 | 0.15% |
| SNDPT 2020-1A AR 144A 01.3015 07/20/2034 | 0.15% |
| MSBAM 2012-C6 D 144A 04.5976 11/15/2045 | 0.15% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.15% |
| CAS 2016-C05 2M2 04.5528 01/25/2029 | 0.15% |
| GNR 2017-H16 BI IO 02.2086 08/20/2067 | 0.15% |
| ELMW5 2020-2A AR 144A 01.2815 10/20/2034 | 0.15% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.15% |
| MSC 2016-UB12 XA IO 00.7060 12/15/2049 | 0.15% |
| WFCM 2013-LC12 D 144A 04.3055 07/15/2046 | 0.15% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.15% |
| RALI 2006-QO5 1A1 00.5319 05/25/2046 | 0.15% |
| CEDF 2013-1A ARR 144A 01.2115 04/20/2034 | 0.14% |
| ELMW2 2019-2A AR 144A 01.2815 04/20/2034 | 0.14% |
| PSTAT 2021-3A A1 144A 00.9710 07/20/2029 | 0.14% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.14% |
| JPMBB 2014-C24 XA IO 00.8641 11/15/2047 | 0.14% |
| CGCMT 2014-GC19 D 144A 05.0907 03/10/2047 | 0.14% |
| JPMBB 2014-C25 D P/P 144A 03.9406 11/15/2047 | 0.14% |
| LENNAR CORP 04.7500 11/15/2022 | 0.14% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.14% |
| BANK 2019-BN20 XA IO 00.8333 09/15/2062 | 0.14% |
| REG20 2021-2A A P/P 144A 01.2438 10/15/2034 | 0.14% |
| UBSC 2011-C1 D 144A 06.4121 01/10/2045 | 0.14% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.14% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.14% |
| GNR 2011-70 WI IO 04.7461 12/20/2040 | 0.14% |
| GNR 2018-H02 GI IO 02.2467 12/20/2067 | 0.14% |
| GNR 2016-121 JS IO 05.9961 09/20/2046 | 0.13% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.13% |
| AIMCO 2021-14A A 144A 01.1215 04/20/2034 | 0.13% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.13% |
| UBSCM 2017-C7 XA IO 01.0149 12/15/2050 | 0.13% |
| GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.13% |
| GNR 2016-H02 BI IO 01.6978 11/20/2065 | 0.13% |
| MSBAM 2013-C10 F 144A 04.0747 07/15/2046 | 0.13% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.13% |
| ARES 2021-60A A 144A 01.2423 07/18/2034 | 0.13% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.13% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.13% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.13% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.13% |
| WAMU 2005-AR13 A1C3 01.0819 10/25/2045 | 0.13% |
| GNR 2015-H25 AI IO 01.6207 09/20/2065 | 0.13% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.13% |
| CAS 2014-C04 1M2 05.0028 11/25/2024 | 0.13% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.13% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.12% |
| STACR 2018-HQA1 M2 02.4028 09/25/2030 | 0.12% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.12% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.12% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.12% |
| CECLO 2020-29A AR 144A 01.3244 10/20/2034 | 0.12% |
| COMM 2013-CR13 E 144A 04.8808 11/10/2046 | 0.12% |
| GNR 2018-91 SJ IO 06.1461 07/20/2048 | 0.12% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.12% |
| GSM 2021-4A A1 144A 01.3238 07/15/2034 | 0.12% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.12% |
| MCLO 2019-1A AANR 144A 01.4438 04/15/2032 | 0.12% |
| PAIA 2018-1A A1AR 144A 01.1315 10/20/2031 | 0.12% |
| WINDR 2013-1A A1RR 144A 01.1115 07/20/2030 | 0.12% |
| CF 2019-CF3 XA IO 00.7142 01/15/2053 | 0.12% |
| COMM 2014-CR20 XA IO 00.9855 11/10/2047 | 0.12% |
| FNR 2019-66 SC IO 05.8981 11/25/2049 | 0.12% |
| FNR 2011-4 CS 12.6962 05/25/2040 | 0.12% |
| SPST 2021-14 A1 00.7924 12/08/2022 | 0.12% |
| CWALT 2006-OA7 1A1 02.1812 06/25/2046 | 0.12% |
| GENESYS TELECOMMUNICAT L+400 04.5440 12/01/2027 | 0.12% |
| CAS 2017-C07 2M2 02.6019 05/25/2030 | 0.12% |
| FNR 2016-83 BS IO 05.9981 11/25/2046 | 0.12% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.12% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.12% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.12% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.12% |
| COMM 2015-CR23 XA IO 00.8820 05/10/2048 | 0.11% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.11% |
| GNR 2015-H09 BI IO 01.6873 03/20/2065 | 0.11% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.11% |
| RAD 2021-10A A P/P 144A 01.3300 04/23/2034 | 0.11% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.11% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.11% |
| CFCRE 2011-C2 D 144A 05.1863 12/15/2047 | 0.11% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.11% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.11% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.11% |
| GNR 2015-H25 EI IO 01.8569 10/20/2065 | 0.11% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.11% |
| GNR 2010-125 SD IO 06.5725 01/16/2040 | 0.11% |
| MAGNE 2020-26A A1R 144A 01.2102 07/25/2034 | 0.11% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.11% |
| GNR 2010-116 SA IO 05.7961 09/20/2040 | 0.11% |
| GNR 2016-H23 NI IO 02.1201 10/20/2066 | 0.11% |
| GNR 2018-H02 EI IO 02.3367 01/20/2068 | 0.11% |
| WFRBS 2012-C10 E 144A 04.4117 12/15/2045 | 0.11% |
| GRAPHIC PACKAGING IN P/P 144A 03.7500 02/01/2030 | 0.10% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.10% |
| CAS 2014-C03 2M2 03.0028 07/25/2024 | 0.10% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.10% |
| WOODS 2018-17A A 144A 01.1883 04/22/2031 | 0.10% |
| CGMS C17A A1AR 144A 01.1616 04/30/2031 | 0.10% |
| GNR 2016-77 SC IO 05.9961 10/20/2045 | 0.10% |
| MSC 2012-C4 E 144A 05.4122 03/15/2045 | 0.10% |
| NETFLIX INC 05.5000 02/15/2022 | 0.10% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.10% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.10% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.10% |
| COMM 2014-CR19 XA IO 00.9531 08/10/2047 | 0.10% |
| GNR 2019-121 DS IO 05.9961 08/20/2049 | 0.10% |
| STACR 2018-DNA2 B1 03.8028 12/25/2030 | 0.10% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.10% |
| COMM 2014-UBS6 XA IO 00.8622 12/10/2047 | 0.10% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.10% |
| GSMS 2014-GC24 D 144A 04.5327 09/10/2047 | 0.10% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.10% |
| SOUTHWESTERN ENERGY CO 04.7500 02/01/2032 | 0.10% |
| WFCM 2014-LC16 XA IO 01.0815 08/15/2050 | 0.10% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.10% |
| HUSKY INJECTION MOLDIN L+300 03.3544 03/28/2025 | 0.10% |
| LMAT 2021-GS3 A2 03.2500 07/25/2061 | 0.10% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.10% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.10% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.10% |
| CAS 2017-C05 1B1 03.7028 01/25/2030 | 0.09% |
| CSAIL 2015-C1 XA IO 00.8224 04/15/2050 | 0.09% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.09% |
| GNR 2018-H13 NI IO 02.1000 08/20/2068 | 0.09% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.09% |
| BSP 2018-5BA A1A 144A 01.2215 04/20/2031 | 0.09% |
| GRIFOLS TLB L+200 02.1043 11/15/2027 | 0.09% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.09% |
| CMLTI 2007-AR5 1A1A 02.8944 04/25/2037 | 0.09% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.09% |
| MSBAM 2013-C12 E 144A 04.7626 10/15/2046 | 0.09% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.09% |
| CFCRE 2016-C4 XA IO 01.6355 05/10/2058 | 0.09% |
| MSBAM 2015-C26 XA IO 00.9803 10/15/2048 | 0.09% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.09% |
| WFRBS 2012-C10 C 04.3467 12/15/2045 | 0.09% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.09% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.09% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.08% |
| HVMLT 2005-2 1A 00.6239 05/19/2035 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| CAS 2016-C01 2M2 07.0528 08/25/2028 | 0.08% |
| VIATRIS INC 02.3000 06/22/2027 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| OCT54 2021-1A A1 144A 01.2531 07/15/2034 | 0.08% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.08% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% |
| ARRW 2019-1 A3 04.0100 01/25/2049 | 0.08% |
| CWALT 2006-OA10 2A1 00.4819 08/25/2046 | 0.08% |
| SAMI 2006-AR7 A1A 00.5219 08/25/2036 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.08% |
| STACR 2017-DNA2 B1 05.2528 10/25/2029 | 0.08% |
| CAS 2016-C01 1B 11.8528 08/25/2028 | 0.08% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.08% |
| JPMCC 2012-LC9 D 144A 04.3629 12/15/2047 | 0.08% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.08% |
| CGMS 2017-3A A1AR 144A 01.0315 07/20/2029 | 0.08% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.08% |
| GNR 2016-H22 AI IO 02.1480 10/20/2066 | 0.08% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.08% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.08% |
| COMM 2015-CR22 XA IO 00.8835 03/10/2048 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.07% |
| GNR 2015-H28 DI IO 01.5588 08/20/2065 | 0.07% |
| GNR 2016-H08 AI IO 01.5763 08/20/2065 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| PSTAT 2021-4A A1 144A 00.9279 10/15/2029 | 0.07% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.07% |
| STACR 2016-HQA2 M3B 05.2528 11/25/2028 | 0.07% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.07% |
| CAS 2017-C01 1M2C 03.6528 07/25/2029 | 0.07% |
| CAS 2018-C06 2M2 02.2028 03/25/2031 | 0.07% |
| GNR 2014-H14 CI IO 01.5737 07/20/2064 | 0.07% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.07% |
| STACR 2018-HQA1 B1 04.4528 09/25/2030 | 0.07% |
| CGCMT 2014-GC19 X IO 01.1204 03/10/2047 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.07% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.07% |
| GNR 2015-H10 EI IO 01.6087 04/20/2065 | 0.07% |
| STACR 2020-HQA3 B1 05.8528 07/25/2050 | 0.07% |
| WFRBS 2011-C4 E 144A 04.8872 06/15/2044 | 0.07% |
| CWHL 2005-3 1A1 00.7219 04/25/2035 | 0.07% |
| GSMS 2014-GC18 XA IO 00.9757 01/10/2047 | 0.07% |
| STACR 2016-DNA4 M3 03.9028 03/25/2029 | 0.07% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| JPALT 2007-A2 12A1 00.5019 06/25/2037 | 0.06% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| WAMU 2005-AR10 1A3 02.9224 09/25/2035 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| LOGN1 2021-1A A 144A 01.3125 07/20/2034 | 0.06% |
| MSBAM 2013-C10 D 144A 04.0747 07/15/2046 | 0.06% |
| STACR 2021-HQA3 M1 00.8997 09/25/2041 | 0.06% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.06% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| AIGIM 2019-2A AR P/P 144A 10/25/2033 | 0.06% |
| APID 2021-35A A 144A 01.1815 04/20/2034 | 0.06% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.06% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.06% |
| RSRVA 2016-3A ARR 144A 01.1823 01/18/2034 | 0.06% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.06% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.06% |
| TRANSDIGM INC TLE L+225 02.3543 05/30/2025 | 0.06% |
| VISTRA OPERATIONS COMP L+175 01.8551 12/01/2025 | 0.06% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.06% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.06% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.06% |
| GNR 2017-H03 DI IO 02.3850 12/20/2066 | 0.06% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.06% |
| PROVINCIA DE CORDOBA P/P 144A 05.0000 02/01/2029 | 0.06% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.05% |
| STACR 2019-DNA1 M2 02.7528 01/25/2049 | 0.05% |
| CAS 2018-C05 1ED1 00.7528 01/25/2031 | 0.05% |
| CGCMT 2014-GC21 X IO 01.1496 05/10/2047 | 0.05% |
| 1.40 R ISWP FWD SOFRRATE P 03/16/2032 | 0.05% |
| CAS 2015-C04 2M2 05.6528 04/25/2028 | 0.05% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.05% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.05% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.05% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% |
| HMIR 2021-2 B1 144A 04.1997 01/25/2034 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.05% |
| JPMCC 2013-C10 XA IO 00.9339 12/15/2047 | 0.05% |
| UBSBB 2013-C5 XA IO 144A 00.9001 03/10/2046 | 0.05% |
| WFRBS 2012-C9 XB IO 144A 00.7130 11/15/2045 | 0.05% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.05% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.05% |
| AUD/USD 01/19/2022 SSBT | 0.05% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% |
| STACR 2018-DNA3 M2B 02.2028 09/25/2048 | 0.04% |
| GNR 2011-H15 AI IO 01.5563 06/20/2061 | 0.04% |
| JPY/USD 02/16/2022 SSBT | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| CAS 2018-C01 1M2 02.3528 07/25/2030 | 0.04% |
| GNR 2017-H14 DI IO 01.7111 06/20/2067 | 0.04% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% |
| GNR 2011-17 S IO 05.9461 02/20/2041 | 0.04% |
| CGCMT 2013-GC17 X IO 01.0038 11/10/2046 | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| SWPTN 1YX10Y P 1.529 USD 09/13/2022 CI | 0.04% |
| CAS 2017-C04 2ED1 00.7028 11/25/2029 | 0.04% |
| COMM 2014-LC15 XA IO 01.0624 04/10/2047 | 0.04% |
| CWALT 2006-OA10 4A1 00.4819 08/25/2046 | 0.04% |
| GNR 2017-H02 BI IO 02.4213 01/20/2067 | 0.04% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.04% |
| CAS 2020-R02 2M2 02.1028 01/25/2040 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| STACR 2016-HQA1 M3 06.4528 09/25/2028 | 0.04% |
| CAD/USD 01/19/2022 TDBK | 0.04% |
| CAS 2021-R02 2M1 00.9500 11/25/2041 | 0.04% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.04% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% |
| JPMBB 2014-C19 XA IO 00.6555 04/15/2047 | 0.04% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.03% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.03% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.03% |
| CAS 2016-C02 1M2 06.1028 09/25/2028 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.03% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.03% |
| COMM 2014-UBS4 XA IO 01.0944 08/10/2047 | 0.03% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.03% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.03% |
| VAIL RESORTS CV 00.0000 01/01/2026 | 0.03% |
| CAS 2014-C02 2M2 02.7028 05/25/2024 | 0.03% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.03% |
| FNR 2007-53 SP 23.8264 06/25/2037 | 0.03% |
| OKTA INC CV 00.3750 06/15/2026 | 0.03% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.03% |
| GNR 2016-H11 HI IO 02.0992 01/20/2066 | 0.03% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.03% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% |
| FNR 2018-86 DS IO 05.9981 12/25/2048 | 0.03% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| FHR 2990 LB 16.6652 06/15/2034 | 0.03% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.03% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| ROYAL CARIBBE CV 02.8750 11/15/2023 | 0.02% |
| STACR 2018-HQA2 M2 02.4028 10/25/2048 | 0.02% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 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% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.02% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.02% |
| TREASURY BILL 00.0000 03/10/2022 | 0.02% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| GNR 2013-99 VS IO 05.9925 07/16/2043 | 0.02% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| PETROLEOS MEXICANOS P/P 144A 06.7000 02/16/2032 | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| 1.60 R ISWP FWD SOFRRATE P 03/16/2052 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.02% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.02% |
| STACR 2019-DNA2 M2 02.5528 03/25/2049 | 0.02% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.02% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.02% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.02% |
| SWPTN 3MX10Y P 1.9555 USD 02/22/2022 GS | 0.02% |
| 1.695 R ISWP FWD NOKOIB6M P 03/16/2032 | 0.02% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.02% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.02% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.02% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.02% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.02% |
| CAS 2019-R01 2M2 02.5528 07/25/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.02% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.02% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.02% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.02% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.02% |
| UBER TECH INC CV 00.0000 12/15/2025 | 0.02% |
| BLOCK INC CV 00.2500 11/01/2027 | 0.02% |
| BURL STORE CV 02.2500 04/15/2025 | 0.02% |
| CAS 2015-C01 1M2 04.4028 02/25/2025 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.02% |
| LIBERTY MEDIA | 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% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% |
| BLOCK INC CV 00.0000 05/01/2026 | 0.02% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.02% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.02% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.02% |
| FHR 2976 LC 24.0176 05/15/2035 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.02% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.02% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| ZSCALER INC. CV 00.1250 07/01/2025 | 0.02% |
| 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% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.01% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 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 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.01% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.01% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.01% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 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% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.01% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 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 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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 CG | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.01% |
| BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.01% |
| BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.01% |
| CAS 2017-C05 1M2A 02.3028 01/25/2030 | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| GNR 2020-15 CS IO 05.9461 02/20/2050 | 0.01% |
| IMPINJ INC P/P 144A CV 01.1250 05/15/2027 | 0.01% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.01% |
| SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.01% |
| SWPTN 6WX10Y P 1.505 USD 01/28/2022 TD | 0.01% |
| 3D SYS CORP P/P 144A CV 00.0000 11/15/2026 | 0.01% |
| AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.01% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.01% |
| PERFICIENT IN P/P 144A CV 00.1250 11/15/2026 | 0.01% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.01% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.01% |
| 0.90 R ISWP FWD SOFRRATE P 03/16/2024 | 0.01% |
| 1.065 R ISWP FWD SONIA P 09/15/2023 | 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 CS | 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 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% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| JPY/USD 02/16/2022 JPMCB | 0.01% |
| NCL CORP LTD P/P 144A CV 01.1250 02/15/2027 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| UNITY SOFT P/P 144A CV 00.0000 11/15/2026 | 0.01% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.01% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| CHF/USD 03/16/2022 SSBT | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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% |
| FIVE9 INC CV 00.5000 06/01/2025 | 0.01% |
| FNR 2005-74 NK 26.9906 05/25/2035 | 0.01% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.01% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| WAYFAIR INC CV 00.6250 10/01/2025 | 0.01% |
| 1.27 R ISWP SOFRRATE P 12/30/2031 | 0.01% |
| 1.333 R ISWP FWD SOFRRATE P 01/07/2032 | 0.01% |
| 1.385 R ISWP FWD SOFRRATE P 03/16/2032 | 0.01% |
| 2.59 R ISWP FWD NFIX3MID P 03/16/2032 | 0.01% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 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-.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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 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% |
| GNR 2019-78 SJ IO 05.9461 06/20/2049 | 0.01% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.01% |
| CGCMT 2012-GC8 XA IO 144A 01.7247 09/10/2045 | 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% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2019-99 KS IO 05.9461 08/20/2049 | 0.01% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| 0.85 R ISWP FWD SES3M P 03/16/2032 | 0.00% |
| 0.85 R ISWP FWD SONIA P 03/16/2032 | 0.00% |
| 1.126 R ISWP SOFRRATE P 12/31/2026 | 0.00% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 2.08 R ISWP FWD CDOR03 P 03/16/2032 | 0.00% |
| AFFRIM HOLDIN P/P 144A CV 00.0000 11/15/2026 | 0.00% |
| CHF/USD 03/16/2022 GSFX | 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-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| EUR/USD 03/16/2022 UBS | 0.00% |
| GBP/USD 03/16/2022 UBS | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.00% |
| 0.2529 R ISWP FWD MUTKCALM P 08/29/2043 | 0.00% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.00% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.00% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.00% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.00% |
| CAD/USD 01/19/2022 SSBT | 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.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 GS | 0.00% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.00% |
| GBP/USD 03/16/2022 BANKAM | 0.00% |
| GBP/USD 03/16/2022 JPMCB | 0.00% |
| GBP/USD 03/16/2022 WPAC | 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 01/19/2022 MSCIL | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.00% |
| SWPTN 3MX5Y P 1.4075 USD 03/15/2022 MS | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| SWPTN 6WX10Y P 1.8 USD 01/28/2022 TD | 0.00% |
| UBSBB 2012-C2 XA IO 144A 01.2676 05/10/2063 | 0.00% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| CAS 2015-C02 2M2 04.1028 05/25/2025 | 0.00% |
| CAS 2016-C01 1M2 06.8528 08/25/2028 | 0.00% |
| CHF/USD 03/16/2022 BCAP-FX | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| EUR/USD 03/16/2022 HSBCB | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNW 1998-W2 X IO 00.3979 06/25/2028 | 0.00% |
| GBP/USD 03/16/2022 RBSF | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 5YX30Y R 1.71 USD 12/14/2026 GS | 0.00% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | 0.00% |
| 1.355 R ISWP SOFRRATE P 12/31/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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-.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 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 03/16/2022 JPMCB | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.00% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.00% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | 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% |
| CAS 2014-C04 2M2 05.1028 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.1028 05/25/2025 | 0.00% |
| CHF/USD 03/16/2022 RBSF | 0.00% |
| CHF/USD 03/16/2022 UBS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.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 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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.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-.14 2072-12-16 300.0 12/16/2072 JP | 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 MS | 0.00% |
| EUR/USD 03/16/2022 BANKAM | 0.00% |
| FNW 1998-W5 X IO 00.0466 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2767 10/25/2043 | 0.00% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.00% |
| JPY/USD 02/16/2022 MSCIL | 0.00% |
| JPY/USD 02/16/2022 RBSF | 0.00% |
| JPY/USD 02/16/2022 WPAC | 0.00% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.00% |
| SWPTN 3MX1Y P 1.8875 USD 03/14/2022 JP | 0.00% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.00% |
| 0.0619 R ISWP MUTKCALM P 02/25/2031 | 0.00% |
| 2.04 R ISWP FWD AUDBB6M P 03/16/2032 | 0.00% |
| BACM 2007-1 XW IO 00.3133 01/15/2049 | 0.00% |
| CHF/USD 03/16/2022 BANKAM | 0.00% |
| CHF/USD 03/16/2022 HSBCB | 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-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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-.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-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| EUR/USD 03/16/2022 TDBK | 0.00% |
| EUR/USD 03/16/2022 WPAC | 0.00% |
| FSPC T-8 A9 IO 00.4408 11/15/2028 | 0.00% |
| GBP/USD 03/16/2022 MSCIL | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 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% |
| JPL6M P ISWP MUTKCALM R 02/25/2022 | 0.00% |
| LBUBS 2007-C2 XW IO 00.0000 02/15/2040 | 0.00% |
| MSC 2012-C4 XA IO 144A 01.7792 03/15/2045 | 0.00% |
| NOK/USD 03/16/2022 BANKAM | 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% |
| SEK/USD 03/16/2022 BANKAM | 0.00% |
| SEK/USD 03/16/2022 BCAP-FX | 0.00% |
| SEK/USD 03/16/2022 CITI | 0.00% |
| SEK/USD 03/16/2022 GSFX | 0.00% |
| SEK/USD 03/16/2022 HSBCB | 0.00% |
| SEK/USD 03/16/2022 JPMCB | 0.00% |
| SEK/USD 03/16/2022 MSCIL | 0.00% |
| SEK/USD 03/16/2022 SSBT | 0.00% |
| SEK/USD 03/16/2022 TDBK | 0.00% |
| SEK/USD 03/16/2022 UBS | 0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | 0.00% |
| SWPTN 3MX1Y P 2.0875 USD 03/14/2022 JP | 0.00% |
| SWPTN 5YX30Y P 1.71 USD 12/14/2026 GS | 0.00% |
| SWPTN 5YX5Y P 1.752 USD 12/14/2026 CI | 0.00% |
| WBCMT 2006-C29 IO IO 00.2385 11/15/2048 | 0.00% |
| 1.331 R ISWP SOFRRATE P 12/31/2031 | -0.00% |
| CHF/USD 03/16/2022 CITI | -0.00% |
| CHF/USD 03/16/2022 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.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 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-.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 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.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 03/16/2022 CITI | -0.00% |
| EUR/USD 03/16/2022 CSI-FX | -0.00% |
| EUR/USD 03/16/2022 MSCIL | -0.00% |
| NOK/USD 03/16/2022 GSFX | -0.00% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | -0.00% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | -0.00% |
| SWPTN 3MX1Y P 1.6875 USD 03/14/2022 JP | -0.00% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.00% |
| CHF/USD 03/16/2022 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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 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% |
| EUR/USD 03/16/2022 BCAP-FX | -0.00% |
| EUR/USD 03/16/2022 GSFX | -0.00% |
| GBP/USD 03/16/2022 BCAP-FX | -0.00% |
| GBP/USD 03/16/2022 GSFX | -0.00% |
| NOK/USD 03/16/2022 MSCIL | -0.00% |
| SWPTN 3MX10Y P 1.37 USD 03/29/2022 CI | -0.00% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.00% |
| 0.343 R ISWP FWD MUTKCALM P 08/29/2043 | -0.00% |
| 0.7415 R ISWP SOFRRATE P 12/31/2023 | -0.00% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 03/16/2022 RBSF | -0.00% |
| JPY/USD 02/16/2022 TDBK | -0.00% |
| NOK/USD 03/16/2022 SSBT | -0.00% |
| NOK/USD 03/16/2022 TDBK | -0.00% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.00% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| EUR/USD 03/16/2022 SSBT | -0.00% |
| GBP/USD 03/16/2022 CSI-FX | -0.00% |
| GBP/USD 03/16/2022 TDBK | -0.00% |
| JPY/USD 02/16/2022 GSFX | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 3MX5Y P 1.6075 USD 03/15/2022 MS | -0.00% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| SWPTN 3MX10Y P 1.557 USD 02/08/2022 GS | -0.00% |
| SWPTN 3MX10Y R 1.37 USD 03/29/2022 CI | -0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| JPY/USD 02/16/2022 CITI | -0.01% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.01% |
| SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.01% |
| JPY/USD 02/16/2022 BCAP-FX | -0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.01% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.01% |
| 0.8084 R ISWP FWD MUTKCALM P 08/29/2043 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| GBP/USD 03/16/2022 CITI | -0.01% |
| SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | -0.01% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| GBP/USD 03/16/2022 SSBT | -0.01% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.01% |
| GBP/USD 03/16/2022 HSBCB | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 3YX2Y P 1.39 USD 12/09/2024 BA | -0.01% |
| SWPTN 3YX2Y R 1.39 USD 12/09/2024 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 02/16/2022 HSBCB | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| SWPTN 3MX10Y R 1.557 USD 02/08/2022 GS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| JPY/USD 02/16/2022 BANKAM | -0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% |
| SWPTN 6WX10Y P 1.65 USD 01/28/2022 TD | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 3MX10Y P 1.7355 USD 02/22/2022 GS | -0.02% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| SWPTN 5YX5Y R 1.752 USD 12/14/2026 CI | -0.02% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| -0.07 R ISWP FWD SARON P 03/16/2032 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.02% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.02% |
| 0.15 R ISWP FWD EUR006M P 03/16/2032 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% |
| CAD/USD 01/19/2022 MSCIL | -0.03% |
| JPY/USD 02/16/2022 UBS | -0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.03% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -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% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.03% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.04% |
| SWPTN 1YX10Y P 1.849 USD 09/13/2022 CI | -0.04% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.04% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| AUD/USD 01/19/2022 MSCIL | -0.04% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.06% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.06% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.06% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.07% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.07% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.07% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.08% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.08% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.08% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.08% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.08% |
| NZD/USD 01/19/2022 SSBT | -0.08% |
| SWPTN 1YX1Y P 1.0325 USD 10/03/2022 JP | -0.08% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.09% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.09% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.09% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.09% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.11% |
| SWPTN 1YX1Y P 0.8075 USD 10/03/2022 JP | -0.12% |
| 1.25 R ISWP FWD SOFRRATE P 03/16/2027 | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.18% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.18% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.18% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.18% |
| CPURNSA P 2.78 R 01/15/32 | -0.20% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.21% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.22% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.22% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.55% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.80% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2052 | -7.16% |
| US 10YR ULTRA FUT MAR22 UXYH2 | -8.29% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2052 | -10.38% |
| US 2YR NOTE (CBT) MAR22 TUH2 | -55.52% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2051 | 9.76% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 9.64% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2051 | 4.20% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2051 | 2.65% |
| TREASURY BILL 00.0000 04/21/2022 | 1.58% |
| TREASURY BILL 00.0000 03/17/2022 | 0.95% |
| TREASURY BILL 00.0000 03/03/2022 | 0.92% |
| TREASURY BILL 00.0000 03/24/2022 | 0.86% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2051 | 0.75% |
| STACR 2016-DNA3 M3 05.0920 12/25/2028 | 0.73% |
| STACR 2018-HRP2 M3AS 01.0920 02/25/2047 | 0.68% |
| FNR 2019-49 ST IO 05.9280 09/25/2049 | 0.59% |
| RCMT 2020-FL4 C 144A 04.8416 02/25/2035 | 0.55% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.55% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.54% |
| FNR 2017-8 SB IO 06.0080 02/25/2047 | 0.54% |
| GNR 2020-166 IA IO 03.0000 11/20/2050 | 0.54% |
| CSMC 2008-C1 AJ 144A 06.0103 02/15/2041 | 0.53% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.51% |
| FNR 2017-74 SA IO 05.6580 10/25/2047 | 0.49% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.49% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.47% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.47% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.45% |
| FNR 2021-17 KI IO 04.5000 04/25/2051 | 0.44% |
| FNR 2020-70 SD IO 06.1580 10/25/2050 | 0.44% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.44% |
| DBUBS 2011-LC3A D 144A 05.5442 08/10/2044 | 0.44% |
| COMM 2014-CR17 C 04.9456 05/10/2047 | 0.44% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.44% |
| CWALT 2005-59 1A1 00.7511 11/20/2035 | 0.43% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.42% |
| WFCM 2020-C55 D 144A 02.5000 02/15/2053 | 0.42% |
| CAS 2016-C02 1B 12.3420 09/25/2028 | 0.42% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.42% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.42% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.42% |
| FHR 5002 SJ IO 06.0080 07/25/2050 | 0.41% |
| BANK 2017-BNK9 XA IO 00.9324 11/15/2054 | 0.41% |
| GNR 2016-H23 MI IO 02.2077 10/20/2066 | 0.40% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.40% |
| TREASURY BILL 00.0000 02/17/2022 | 0.39% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.39% |
| MCAS 2019-01 M10 144A 03.3416 10/15/2049 | 0.39% |
| JPMCC 2021-1MEM D 144A 02.7420 10/09/2042 | 0.39% |
| STACR 2015-DNA3 B 09.4420 04/25/2028 | 0.38% |
| FHR 5149 BI IO 03.0000 07/25/2051 | 0.38% |
| QUIKRETE TLB L+250 02.5904 02/01/2027 | 0.38% |
| GSMS 2014-GC22 C 04.8453 06/10/2047 | 0.38% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.38% |
| FHR 3852 NT 05.9108 05/15/2041 | 0.37% |
| FHR 4698 NS IO 06.0608 06/15/2047 | 0.37% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.36% |
| STACR 2018-DNA3 M2 02.1920 09/25/2048 | 0.36% |
| FNR 2021-56 QI IO 04.5000 09/25/2051 | 0.36% |
| MRAIT 2020-11 A1X 01.7895 04/22/2022 | 0.36% |
| SCIENTIFIC GAMES CORP L+275 02.8404 08/14/2024 | 0.36% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.36% |
| MRAIT 2021-NA1 A1X 01.5864 03/08/2022 | 0.35% |
| APID 2015-23A AR 144A 01.3438 04/15/2033 | 0.35% |
| STACR 2021-DNA2 M2 02.3497 08/25/2033 | 0.35% |
| FHR 5010 IE IO 04.0000 09/25/2050 | 0.34% |
| VERTIV TLB L+275 02.8440 03/02/2027 | 0.34% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.34% |
| SPST 2021-6 A 00.8924 04/25/2022 | 0.34% |
| MRAIT 2021-11 A1X 01.2395 01/25/2022 | 0.34% |
| MRAIT 2021-EBO4 A1X 01.8364 02/16/2022 | 0.34% |
| TRNTS 2021-16A A1 144A 01.3115 07/20/2034 | 0.34% |
| CAS 2016-C07 2M2 04.4420 05/25/2029 | 0.33% |
| BSCMS 2007-T26 AJ 05.5396 01/12/2045 | 0.33% |
| CWALT 2006-OA7 1A2 01.0232 06/25/2046 | 0.33% |
| JPMBB 2013-C12 B 04.2351 07/15/2045 | 0.33% |
| BANK 2018-BN10 XA IO 00.8502 02/15/2061 | 0.33% |
| SPST 2021-16 A1 00.6979 11/07/2022 | 0.33% |
| COMM 2014-CR17 D 144A 05.0093 05/10/2047 | 0.33% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.33% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.33% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.32% |
| GNR 2020-H14 AI IO 01.3663 06/20/2070 | 0.32% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.32% |
| MRAIT 2021-EBO1 A2X 01.8364 04/15/2022 | 0.32% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.31% |
| AWPT 2014-2A A1R 144A 01.3538 10/15/2029 | 0.31% |
| FNR 2021-44 NI IO 03.0000 07/25/2051 | 0.31% |
| ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.31% |
| BOBA 2020-1A A 144A 01.4815 01/20/2032 | 0.31% |
| MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.31% |
| CAS 2016-C06 1M2 04.3420 04/25/2029 | 0.31% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.31% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.31% |
| FNR 2020-62 CI IO 04.0000 06/25/2048 | 0.30% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.30% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.30% |
| FHR 5023 TS IO 06.1580 10/25/2050 | 0.30% |
| STACR 2017-DNA3 M2B 02.5920 03/25/2030 | 0.29% |
| GNR 2020-186 DI IO 03.0000 12/20/2050 | 0.29% |
| CAS 2020-R01 1B1 03.3420 01/25/2040 | 0.29% |
| ABBSL 2021-2A A P/P 144A 01.2238 04/15/2034 | 0.29% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.29% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.28% |
| ZAIS 2019-13A A1A 144A 01.6138 07/15/2032 | 0.28% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.28% |
| GWOLF 2015-1A A1R 144A 01.2839 01/27/2031 | 0.28% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.28% |
| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.28% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.28% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.28% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.28% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.27% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.27% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.27% |
| WFRBS 2013-C15 D 144A 04.6520 08/15/2046 | 0.27% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.27% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.27% |
| MRAIT 2020-2 A2 | 0.27% |
| SPRINT CORP 07.8750 09/15/2023 | 0.27% |
| FNR 2011-53 ST IO 05.8280 06/25/2041 | 0.26% |
| MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.26% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.26% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.26% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.26% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.26% |
| STACR 2015-DNA1 B 09.2920 10/25/2027 | 0.26% |
| MWST 2020-1 A 00.9916 10/25/2053 | 0.26% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.26% |
| MCAS 2020-01 M10 144A 03.8416 03/25/2050 | 0.26% |
| MSBAM 2013-C10 E 144A 04.2107 07/15/2046 | 0.26% |
| CAS 2014-C01 M2 04.4920 01/25/2024 | 0.26% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.26% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.25% |
| COMM 2015-LC19 C 04.3723 02/10/2048 | 0.25% |
| FHR 4727 SA IO 06.1108 11/15/2047 | 0.25% |
| HCA INC 05.2500 06/15/2026 | 0.25% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.25% |
| GNR 2016-H13 IK IO 02.6448 06/20/2066 | 0.24% |
| NIAPK 2019-1A AR 144A 01.1223 07/17/2032 | 0.24% |
| CAS 2015-C04 1M2 05.7920 04/25/2028 | 0.24% |
| MSBAM 2012-C5 E 144A 04.8082 08/15/2045 | 0.24% |
| TERRIER MEDIA BUYER IN L+350 03.5904 12/17/2026 | 0.24% |
| INTELSAT S.A. TLB3 L+375 05.7500 11/27/2023 | 0.24% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.24% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.24% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.24% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.24% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.23% |
| JPMBB 2013-C14 D 144A 04.6992 08/15/2046 | 0.23% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.23% |
| CARR 2006-NC2 A4 00.3316 06/25/2036 | 0.23% |
| DRSLF 2020-78A A 144A 01.3023 04/17/2033 | 0.23% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.23% |
| VIBR 2018-8A A1A 144A 01.2715 01/20/2031 | 0.23% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.23% |
| CENTENE CORP 04.6250 12/15/2029 | 0.23% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.23% |
| BANIJAY GROUP TLB L+375 03.8440 03/04/2025 | 0.23% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.23% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.23% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.22% |
| GNR 2020-112 MS IO 06.2089 08/20/2050 | 0.22% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.22% |
| CAS 2016-C03 1B 11.8420 10/25/2028 | 0.22% |
| TALLGRASS ENERGY PARTN L+475 04.8404 03/11/2026 | 0.22% |
| UBSCM 2012-C1 C 144A 05.7137 05/10/2045 | 0.22% |
| WFCM 2016-BNK1 XA IO 01.8628 08/15/2049 | 0.22% |
| 0.3885 R ISWP US0003M P 10/01/2023 | 0.22% |
| ALTICE USA TLB L+225 02.3393 01/15/2026 | 0.22% |
| ELANCO ANIMAL HLTH TLB L+175 01.8493 02/04/2027 | 0.22% |
| FNR 2016-60 LS IO 06.0080 09/25/2046 | 0.22% |
| UBSBB 2012-C3 C 144A 05.2152 08/10/2049 | 0.22% |
| MSBAM 2014-C17 C 04.6374 08/15/2047 | 0.22% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.21% |
| TRANSDIGM INC TLF L+225 02.3404 12/09/2025 | 0.21% |
| JPMCC 2012-C8 D 144A 04.8275 10/15/2045 | 0.21% |
| STACR 2018-HRP2 M3 02.4920 02/25/2047 | 0.21% |
| GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.20% |
| FNR 2020-16 SG IO 05.9580 03/25/2050 | 0.20% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.20% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.20% |
| COMM 2018-COR3 C 04.7123 05/10/2051 | 0.20% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.20% |
| ZAYO GROUP HLDG INC L+300 03.0904 03/09/2027 | 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% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.20% |
| OCP 2020-19A AR 144A 01.2815 10/20/2034 | 0.20% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.20% |
| RESTAURANT BRANDS INTE L+175 01.8404 11/19/2026 | 0.20% |
| REYNOLDS TL L+175 01.8404 01/29/2027 | 0.20% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.20% |
| FNR 2015-19 SA IO 06.1080 04/25/2045 | 0.20% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.19% |
| STACR 2015-DNA2 B 07.6420 12/25/2027 | 0.19% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.19% |
| APACHE CORP 05.1000 09/01/2040 | 0.19% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.19% |
| RRAM 2020-12A AAR2 144A 01.4838 01/15/2036 | 0.19% |
| CAS 2017-C01 1M2 03.6420 07/25/2029 | 0.19% |
| STACR 2017-DNA2 M2 03.5420 10/25/2029 | 0.19% |
| MRAFT 2020-5 A1 01.0911 08/10/2023 | 0.19% |
| TREASURY BILL 00.0000 05/19/2022 | 0.19% |
| GUGG4 2016-1A A1S1 144A 01.3538 10/15/2031 | 0.18% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.18% |
| SNDPT 2021-1A A 144A 01.1939 04/25/2034 | 0.18% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.18% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.18% |
| CABLEVISION SYSTEMS TL L+225 02.3393 07/17/2025 | 0.18% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.18% |
| WFRBS 2012-C10 D 144A 04.5590 12/15/2045 | 0.18% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.18% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.18% |
| SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.18% |
| HLSY 2019-1A A1A1 144A 01.4815 01/20/2033 | 0.18% |
| FNR 2013-130 SD IO 06.5080 01/25/2044 | 0.18% |
| MRAFT 2021-S1 A1 00.5911 09/10/2022 | 0.18% |
| CD 2017-CD3 C 04.7066 02/10/2050 | 0.18% |
| SHACK 2017-11A AR 144A 01.2460 08/15/2030 | 0.18% |
| CALPINE CONS FIN TL L+200 02.0904 01/15/2025 | 0.18% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.18% |
| AHM 2007-1 GA1C 00.2816 05/25/2047 | 0.18% |
| ENTERCOM TLB1 L+250 02.5870 11/17/2024 | 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% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.18% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.18% |
| GNR 2018-H05 AI IO 02.3890 02/20/2068 | 0.18% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.18% |
| STARS GROUP TLB L+225 02.3818 07/29/2025 | 0.18% |
| FNR 2017-108 SA IO 06.0580 01/25/2048 | 0.18% |
| NOURYON USA TLB L+300 03.0920 10/01/2025 | 0.18% |
| ARES 2016-41A AR2 144A 01.1938 04/15/2034 | 0.17% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.17% |
| ELMW4 2020-1A A 144A 01.3638 04/15/2033 | 0.17% |
| REG18 2021-1A A1 144A 01.2238 01/15/2034 | 0.17% |
| OZLM 2015-11A A1R 144A 01.3816 10/30/2030 | 0.17% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.17% |
| CMLTI 2007-AMC3 A2D 00.4416 03/25/2037 | 0.17% |
| FNR 2016-88 SK IO 05.9080 12/25/2046 | 0.17% |
| CHARTER COMMUNICATIONS L+175 01.8500 02/01/2027 | 0.17% |
| CSAIL 2015-C1 D 144A 03.9035 04/15/2050 | 0.17% |
| FNR 2016-65 CS IO 06.0080 09/25/2046 | 0.17% |
| GNR 2015-H19 NI IO 01.9086 07/20/2065 | 0.17% |
| STACR 2016-DNA1 B 10.0893 07/25/2028 | 0.17% |
| GNR 2017-H06 BI IO 02.3351 02/20/2067 | 0.17% |
| MSBAM 2014-C15 D 144A 05.0612 04/15/2047 | 0.17% |
| GNR 2015-H15 JI IO 01.9590 06/20/2065 | 0.17% |
| UBSCM 2018-C8 XA IO 01.0203 02/15/2051 | 0.17% |
| BMC SOFTWARE TLB L+375 03.8815 10/02/2025 | 0.16% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.16% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.16% |
| CAS 2019-HRP1 M2 02.2420 11/25/2039 | 0.16% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.16% |
| COMM 2015-LC21 XA IO 00.8193 07/10/2048 | 0.16% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.16% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.16% |
| AIGIM 2021-1A A 144A 01.2283 04/22/2034 | 0.16% |
| GARDNER DENVER TLB L+175 01.8404 02/28/2027 | 0.16% |
| STACR 2016-DNA1 M3 05.6393 07/25/2028 | 0.16% |
| WFRBS 2011-C4 D 144A 05.0241 06/15/2044 | 0.16% |
| MSBAM 2013-C13 XA IO 01.1080 11/15/2046 | 0.16% |
| WFRBS 2012-C7 D 144A 04.9456 06/15/2045 | 0.16% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.16% |
| COMM 2013-CR11 XA IO 01.0757 08/10/2050 | 0.16% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.16% |
| MWST 2020-2 A 00.8916 11/25/2053 | 0.16% |
| WFCM 2013-LC12 C 04.4411 07/15/2046 | 0.16% |
| DEN17 2018-1A AR 144A 01.1838 10/15/2031 | 0.15% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.15% |
| CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.15% |
| MSBAM 2014-C14 C 05.2178 02/15/2047 | 0.15% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 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% |
| UNIVISION COMMUNICATIO L+325 04.0000 03/24/2026 | 0.15% |
| UBSC 2011-C1 D 144A 06.6258 01/10/2045 | 0.15% |
| GNR 2017-H16 BI IO 02.2090 08/20/2067 | 0.15% |
| HILTON HOTELS CORP TLB L+175 01.8420 06/21/2026 | 0.15% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.15% |
| OAKCL 2021-1A A1 144A 01.2838 07/15/2034 | 0.14% |
| SNDPT 2020-1A AR 144A 01.3015 07/20/2034 | 0.14% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.14% |
| MSBAM 2012-C6 D 144A 04.7510 11/15/2045 | 0.14% |
| MSC 2016-UB12 XA IO 00.8463 12/15/2049 | 0.14% |
| ORTHO-CLINICAL DIAGNOS L+325 03.0803 06/30/2025 | 0.14% |
| CAS 2016-C05 2M2 04.5420 01/25/2029 | 0.14% |
| JPMBB 2014-C24 XA IO 01.0106 11/15/2047 | 0.14% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.14% |
| ELMW5 2020-2A AR 144A 01.2815 10/20/2034 | 0.14% |
| RALI 2006-QO5 1A1 00.5216 05/25/2046 | 0.14% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.14% |
| CEDF 2013-1A ARR 144A 01.2115 04/20/2034 | 0.14% |
| ELMW2 2019-2A AR 144A 01.2815 04/20/2034 | 0.14% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.14% |
| WFCM 2013-LC12 D 144A 04.4411 07/15/2046 | 0.14% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.14% |
| GNR 2018-H02 GI IO 02.3222 12/20/2067 | 0.14% |
| PSTAT 2021-4A A1 144A 00.9280 10/15/2029 | 0.14% |
| CGCMT 2014-GC19 D 144A 05.2605 03/10/2047 | 0.14% |
| GNR 2016-H02 BI IO 01.7325 11/20/2065 | 0.14% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.14% |
| GNR 2011-70 WI IO 04.7589 12/20/2040 | 0.14% |
| JPMBB 2014-C25 D P/P 144A 04.0888 11/15/2047 | 0.14% |
| LENNAR CORP 04.7500 11/15/2022 | 0.14% |
| BANK 2019-BN20 XA IO 00.9574 09/15/2062 | 0.13% |
| GNR 2016-121 JS IO 06.0089 09/20/2046 | 0.13% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.13% |
| REG20 2021-2A A 144A 01.2438 10/15/2034 | 0.13% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.13% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.13% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.13% |
| AIMCO 2021-14A A 144A 01.1215 04/20/2034 | 0.13% |
| UBSCM 2017-C7 XA IO 01.1691 12/15/2050 | 0.13% |
| SWPTN 1YX1Y P 0.5825 USD 10/03/2022 JP | 0.13% |
| MSBAM 2013-C10 F 144A 04.2107 07/15/2046 | 0.13% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.13% |
| WAMU 2005-AR13 A1C3 01.0720 10/25/2045 | 0.13% |
| ARES 2021-60A A 144A 01.2423 07/18/2034 | 0.13% |
| GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.13% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.13% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.12% |
| CAS 2014-C04 1M2 04.9920 11/25/2024 | 0.12% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.12% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.12% |
| GNR 2015-H25 AI IO 01.6148 09/20/2065 | 0.12% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.12% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.12% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.12% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.12% |
| GNR 2018-91 SJ IO 06.1589 07/20/2048 | 0.12% |
| STACR 2018-HQA1 M2 02.3920 09/25/2030 | 0.12% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.12% |
| COMM 2014-CR20 XA IO 01.1497 11/10/2047 | 0.12% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.12% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.12% |
| FNR 2019-66 SC IO 05.9080 11/25/2049 | 0.12% |
| CECLO 2020-29A AR 144A 01.3244 10/20/2034 | 0.12% |
| CF 2019-CF3 XA IO 00.8348 01/15/2053 | 0.12% |
| COMM 2013-CR13 E 144A 05.0438 11/10/2046 | 0.12% |
| FNR 2011-4 CS 12.7160 05/25/2040 | 0.12% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.12% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.12% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.12% |
| FNR 2016-83 BS IO 06.0080 11/25/2046 | 0.12% |
| GSM 2021-4A A1 144A 01.3238 07/15/2034 | 0.12% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.12% |
| MCLO 2019-1A AANR 144A 01.4438 04/15/2032 | 0.12% |
| PAIA 2018-1A A1AR 144A 01.1315 10/20/2031 | 0.12% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.11% |
| SPST 2021-14 A1 00.7804 12/08/2022 | 0.11% |
| CWALT 2006-OA7 1A1 02.1895 06/25/2046 | 0.11% |
| GNR 2015-H09 BI IO 01.6787 03/20/2065 | 0.11% |
| GNR 2015-H25 EI IO 01.8547 10/20/2065 | 0.11% |
| COMM 2015-CR23 XA IO 01.0254 05/10/2048 | 0.11% |
| CAS 2017-C07 2M2 02.5916 05/25/2030 | 0.11% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.11% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.11% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.11% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 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 2016-H23 NI IO 02.1105 10/20/2066 | 0.11% |
| KAYNE 2021-10A A 144A 01.3300 04/23/2034 | 0.11% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.11% |
| CAS 2014-C03 2M2 02.9920 07/25/2024 | 0.11% |
| GNR 2010-116 SA IO 05.8089 09/20/2040 | 0.11% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.11% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.11% |
| CFCRE 2011-C2 D 144A 05.3593 12/15/2047 | 0.11% |
| GNR 2010-125 SD IO 06.5909 01/16/2040 | 0.11% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.11% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.11% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.10% |
| GNR 2018-H02 EI IO 02.3722 01/20/2068 | 0.10% |
| MAGNE 2020-26A A1R 144A 01.2102 07/25/2034 | 0.10% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.10% |
| WFRBS 2012-C10 E 144A 04.5590 12/15/2045 | 0.10% |
| GNR 2019-121 DS IO 06.0089 08/20/2049 | 0.10% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.10% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.10% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.10% |
| GNR 2016-77 SC IO 06.0089 10/20/2045 | 0.10% |
| WFCM 2014-LC16 XA IO 01.2420 08/15/2050 | 0.10% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.10% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.10% |
| COMM 2014-CR19 XA IO 01.1105 08/10/2047 | 0.10% |
| COMM 2014-UBS6 XA IO 01.0107 12/10/2047 | 0.10% |
| GRAPHIC PACKAGING IN P/P 144A 03.7500 02/01/2030 | 0.10% |
| WOODS 2018-17A A 144A 01.1883 04/22/2031 | 0.10% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.10% |
| CGMS C17A A1AR 144A 01.1616 04/30/2031 | 0.10% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.10% |
| MSC 2012-C4 E 144A 05.5452 03/15/2045 | 0.10% |
| NETFLIX INC 05.5000 02/15/2022 | 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% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.10% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.10% |
| STACR 2018-DNA2 B1 03.7920 12/25/2030 | 0.10% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.10% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| GSMS 2014-GC24 D 144A 04.6691 09/10/2047 | 0.09% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.09% |
| GNR 2018-H13 NI IO 02.0994 08/20/2068 | 0.09% |
| GRIFOLS TLB L+200 02.0775 11/15/2027 | 0.09% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.09% |
| CSAIL 2015-C1 XA IO 00.9649 04/15/2050 | 0.09% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.09% |
| LMAT 2021-GS3 A2 03.2500 07/25/2061 | 0.09% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.09% |
| CMLTI 2007-AR5 1A1A 02.8944 04/25/2037 | 0.09% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.09% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.09% |
| CAS 2017-C05 1B1 03.6920 01/25/2030 | 0.09% |
| BSP 2018-5BA A1A 144A 01.2215 04/20/2031 | 0.09% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.09% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.09% |
| MSBAM 2013-C12 E 144A 04.9214 10/15/2046 | 0.09% |
| CFCRE 2016-C4 XA IO 01.7976 05/10/2058 | 0.09% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.09% |
| MSBAM 2015-C26 XA IO 01.1313 10/15/2048 | 0.09% |
| HVMLT 2005-2 1A 00.6088 05/19/2035 | 0.08% |
| 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.08% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.08% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.08% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.08% |
| WFRBS 2012-C10 C 04.4940 12/15/2045 | 0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.08% |
| CWALT 2006-OA10 2A1 00.4716 08/25/2046 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| GNR 2016-H22 AI IO 02.1389 10/20/2066 | 0.08% |
| VIATRIS INC 02.3000 06/22/2027 | 0.08% |
| ARRW 2019-1 A3 04.0174 01/25/2049 | 0.08% |
| OCT54 2021-1A A1 144A 01.2531 07/15/2034 | 0.08% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.08% |
| SAMI 2006-AR7 A1A 00.5116 08/25/2036 | 0.08% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.08% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.08% |
| PROVINCIA DE CORDOBA P/P 144A 05.0000 02/01/2029 | 0.08% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% |
| STACR 2017-DNA2 B1 05.2420 10/25/2029 | 0.08% |
| CAS 2016-C01 1B 11.8420 08/25/2028 | 0.08% |
| EUR/USD 12/15/2021 RBSF | 0.08% |
| CGMS 2017-3A A1AR 144A 01.0315 07/20/2029 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.07% |
| GNR 2016-H08 AI IO 01.5673 08/20/2065 | 0.07% |
| JPMCC 2012-LC9 D 144A 04.5082 12/15/2047 | 0.07% |
| COMM 2015-CR22 XA IO 01.0207 03/10/2048 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.07% |
| GNR 2015-H28 DI IO 01.5515 08/20/2065 | 0.07% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.07% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.07% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.07% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| 1.824 R ISWP US0003M P 09/30/2051 | 0.07% |
| CGCMT 2014-GC19 X IO 01.2912 03/10/2047 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| STACR 2016-HQA2 M3B 05.2420 11/25/2028 | 0.07% |
| GNR 2014-H14 CI IO 01.5681 07/20/2064 | 0.07% |
| GNR 2015-H10 EI IO 01.6024 04/20/2065 | 0.07% |
| GSMS 2014-GC18 XA IO 01.1424 01/10/2047 | 0.07% |
| STACR 2016-DNA4 M3 03.8920 03/25/2029 | 0.07% |
| CAS 2017-C01 1M2C 03.6420 07/25/2029 | 0.07% |
| CAS 2018-C06 2M2 02.1920 03/25/2031 | 0.07% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.06% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.06% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.06% |
| STACR 2018-HQA1 B1 04.4420 09/25/2030 | 0.06% |
| STACR 2020-HQA3 B1 05.8420 07/25/2050 | 0.06% |
| CWHL 2005-3 1A1 00.7116 04/25/2035 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.06% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.06% |
| WAMU 2005-AR10 1A3 02.9108 09/25/2035 | 0.06% |
| WFRBS 2011-C4 E 144A 05.0241 06/15/2044 | 0.06% |
| JPALT 2007-A2 12A1 00.4920 06/25/2037 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.06% |
| LOGN1 2021-1A A 144A 01.3125 07/20/2034 | 0.06% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.06% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.06% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| STACR 2021-HQA3 M1 00.8997 09/25/2041 | 0.06% |
| MSBAM 2013-C10 D 144A 04.2107 07/15/2046 | 0.06% |
| APID 2021-35A A 144A 01.1815 04/20/2034 | 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% |
| KAYNE 2019-6A A1 144A 01.5115 01/20/2033 | 0.06% |
| RSRVA 2016-3A ARR 144A 01.1823 01/18/2034 | 0.06% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.06% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.06% |
| TRANSDIGM INC TLE L+225 02.3404 05/30/2025 | 0.06% |
| GNR 2017-H03 DI IO 02.4208 12/20/2066 | 0.06% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.06% |
| VISTRA OPERATIONS COMP L+175 01.8405 12/01/2025 | 0.06% |
| AUD/USD 01/19/2022 SSBT | 0.05% |
| MEREDITH CORPORATION T L+150 04.7500 01/31/2025 | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| CGCMT 2014-GC21 X IO 01.3151 05/10/2047 | 0.05% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.05% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.05% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.05% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.05% |
| JPMCC 2013-C10 XA IO 01.0759 12/15/2047 | 0.05% |
| STACR 2019-DNA1 M2 02.7420 01/25/2049 | 0.05% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.05% |
| CAS 2018-C05 1ED1 00.7420 01/25/2031 | 0.05% |
| UBSBB 2013-C5 XA IO 144A 01.0375 03/10/2046 | 0.05% |
| WFRBS 2012-C9 XB IO 144A 00.8734 11/15/2045 | 0.05% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.05% |
| CAS 2015-C04 2M2 05.6420 04/25/2028 | 0.05% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.05% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.05% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.05% |
| HMIR 2021-2 B1 144A 04.1997 01/25/2034 | 0.05% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | 0.05% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.05% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.05% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.05% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.05% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| 1.985 R ISWP FWD US0003M P 10/09/2054 | 0.04% |
| GNR 2017-H14 DI IO 01.7058 06/20/2067 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.04% |
| GNR 2011-H15 AI IO 01.5436 06/20/2061 | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| STACR 2018-DNA3 M2B 02.1920 09/25/2048 | 0.04% |
| SWPTN 1YX10Y P 1.529 USD 09/13/2022 CI | 0.04% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.04% |
| CAS 2018-C01 1M2 02.3420 07/25/2030 | 0.04% |
| CGCMT 2013-GC17 X IO 01.1659 11/10/2046 | 0.04% |
| GNR 2011-17 S IO 05.9589 02/20/2041 | 0.04% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.04% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% |
| 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.04% |
| CAS 2020-R02 2M2 02.0920 01/25/2040 | 0.04% |
| PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.04% |
| SEK/USD 12/15/2021 TDBK | 0.04% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% |
| COMM 2014-LC15 XA IO 01.2304 04/10/2047 | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| STACR 2016-HQA1 M3 06.4420 09/25/2028 | 0.04% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.04% |
| CAS 2021-R02 2M1 00.9500 11/25/2041 | 0.04% |
| CWALT 2006-OA10 4A1 00.4716 08/25/2046 | 0.04% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.04% |
| GNR 2017-H02 BI IO 02.4278 01/20/2067 | 0.04% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.04% |
| CAS 2017-C04 2ED1 00.6920 11/25/2029 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| CAS 2016-C02 1M2 06.0920 09/25/2028 | 0.04% |
| JPMBB 2014-C19 XA IO 00.8119 04/15/2047 | 0.04% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.04% |
| 2.03 R ISWP FWD NFIX3MID P 12/15/2031 | 0.03% |
| CAD/USD 01/19/2022 TDBK | 0.03% |
| EUR/USD 12/15/2021 TDBK | 0.03% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.03% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.03% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.03% |
| COMM 2014-UBS4 XA IO 01.2519 08/10/2047 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| CAS 2014-C02 2M2 02.6920 05/25/2024 | 0.03% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.03% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.03% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.03% |
| FNR 2018-86 DS IO 06.0080 12/25/2048 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.03% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.03% |
| FNR 2007-53 SP 23.8627 06/25/2037 | 0.03% |
| GNR 2016-H11 HI IO 02.1005 01/20/2066 | 0.03% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.03% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.03% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| NOK/USD 12/15/2021 SSBT | 0.03% |
| NZD/USD 01/19/2022 GSFX | 0.03% |
| OKTA INC CV 00.3750 06/15/2026 | 0.03% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.03% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.03% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.03% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.03% |
| AUD/USD 01/19/2022 UBS | 0.03% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.03% |
| CAD/USD 01/19/2022 BCAP-FX | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% |
| FHR 2990 LB 16.7176 06/15/2034 | 0.03% |
| NZD/USD 01/19/2022 RBSF | 0.03% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.02% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.02% |
| EUR/USD 12/15/2021 SSBT | 0.02% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.02% |
| STACR 2018-HQA2 M2 02.3920 10/25/2048 | 0.02% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 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% |
| 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% |
| GNR 2013-99 VS IO 06.0109 07/16/2043 | 0.02% |
| ROYAL CARIBBE CV 02.8750 11/15/2023 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| TREASURY BILL 00.0000 03/10/2022 | 0.02% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.02% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| GBP/USD 12/15/2021 CITI | 0.02% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.02% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.02% |
| AUD/USD 01/19/2022 BANKAM | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.02% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| 1.147 R ISWP US0003M P 10/14/2026 | 0.02% |
| CAD/USD 01/19/2022 CITI | 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-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.02% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.02% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.02% |
| NOK/USD 12/15/2021 UBS | 0.02% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.02% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.02% |
| STACR 2019-DNA2 M2 02.5420 03/25/2049 | 0.02% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.02% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.02% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.02% |
| 0.64825 R ISWP US0003M P 11/04/2023 | 0.02% |
| 1.127 R ISWP US0003M P 10/18/2026 | 0.02% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.02% |
| CAS 2019-R01 2M2 02.5420 07/25/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| EUR/USD 12/15/2021 BCAP-FX | 0.02% |
| GBP/USD 12/15/2021 HSBCB | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.02% |
| CAS 2015-C01 1M2 04.3920 02/25/2025 | 0.02% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.02% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.02% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.02% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.02% |
| BURL STORE CV 02.2500 04/15/2025 | 0.02% |
| CAD/USD 01/19/2022 UBS | 0.02% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.02% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.02% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.02% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.02% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.02% |
| SQUARE INC CV 00.2500 11/01/2027 | 0.02% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.02% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.02% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| 1.366 R ISWP FWD US0003M P 09/13/2031 | 0.02% |
| 1.67 R ISWP US0003M P 10/25/2031 | 0.02% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| FHR 2976 LC 24.0927 05/15/2035 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.02% |
| JPY/USD 02/16/2022 UBS | 0.02% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.02% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.02% |
| SQUARE INC CV 00.0000 05/01/2026 | 0.02% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.02% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.02% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 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% |
| PACIRA PHARMA CV 00.7500 08/01/2025 | 0.02% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.02% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.02% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.02% |
| ZSCALER INC. CV 00.1250 07/01/2025 | 0.02% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.02% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.01% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.01% |
| 1.29 R ISWP US0003M P 08/20/2031 | 0.01% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 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% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.01% |
| 1.324 R ISWP US0003M P 09/17/2031 | 0.01% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.01% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.01% |
| CHEGG INC CV 00.0000 09/01/2026 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.01% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 3MX10Y P 1.9555 USD 02/22/2022 GS | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| 1.355 R ISWP US0003M P 09/23/2031 | 0.01% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.01% |
| 1.6285 R ISWP US0003M P 10/22/2031 | 0.01% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.01% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.01% |
| CAS 2017-C05 1M2A 02.2920 01/25/2030 | 0.01% |
| CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.01% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.01% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.01% |
| 1.7555 R ISWP US0003M P 11/16/2051 | 0.01% |
| BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.01% |
| BILL.COM P/P 144A CV 00.0000 04/01/2027 | 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 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| EUR/USD 12/15/2021 CSI-FX | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% |
| GNR 2020-15 CS IO 05.9589 02/20/2050 | 0.01% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.01% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| 0.65 R ISWP FWD SES3M P 12/15/2031 | 0.01% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.01% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | 0.01% |
| 1.814 R ISWP US0003M P 11/26/2051 | 0.01% |
| 3D SYS CORP P/P 144A CV 00.0000 11/15/2026 | 0.01% |
| AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| IMPINJ INC P/P 144A CV 01.1250 05/15/2027 | 0.01% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.01% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.01% |
| SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | 0.01% |
| 0.6525 R ISWP FWD SONIA P 12/15/2031 | 0.01% |
| 1.5324 R ISWP US0003M P 03/05/2031 | 0.01% |
| 1.63 R ISWP FWD NOKOIB6M P 12/15/2031 | 0.01% |
| AFFRIM HOLDIN P/P 144A CV 00.0000 11/15/2026 | 0.01% |
| AUD/USD 01/19/2022 HSBCB | 0.01% |
| AUD/USD 01/19/2022 JPMCB | 0.01% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| DIGITALOCEAN P/P 144A CV 00.0000 12/01/2026 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GBP/USD 12/15/2021 CSI-FX | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
| NCL CORP LTD P/P 144A CV 01.1250 02/15/2027 | 0.01% |
| PERFICIENT IN P/P 144A CV 00.1250 11/15/2026 | 0.01% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.01% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.01% |
| UNITY SOFT P/P 144A CV 00.0000 11/15/2026 | 0.01% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.01% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.01% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.01% |
| AUD/USD 01/19/2022 BCAP-FX | 0.01% |
| AUD/USD 01/19/2022 CITI | 0.01% |
| CAD/USD 01/19/2022 SSBT | 0.01% |
| CGCMT 2012-GC8 XA IO 144A 01.8888 09/10/2045 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.01% |
| EUR/USD 12/15/2021 CITI | 0.01% |
| FIVE9 INC CV 00.5000 06/01/2025 | 0.01% |
| FNR 2005-74 NK 27.0400 05/25/2035 | 0.01% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.01% |
| NZD/USD 01/19/2022 CITI | 0.01% |
| NZD/USD 01/19/2022 TDBK | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.01% |
| SWPTN 14WX1Y R 1.4675 USD 01/04/2022 JP | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.01% |
| WAYFAIR INC CV 00.6250 10/01/2025 | 0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 1.468 R ISWP US0003M P 11/12/2031 | 0.01% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 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% |
| GNR 2019-78 SJ IO 05.9589 06/20/2049 | 0.01% |
| JPY/USD 02/16/2022 BANKAM | 0.01% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.01% |
| NOK/USD 12/15/2021 MSCIL | 0.01% |
| SEK/USD 12/15/2021 CITI | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| 1.2155 R ISWP US0003M P 10/21/2026 | 0.01% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% |
| 1.449 R ISWP US0003M P 11/26/2026 | 0.01% |
| AUD/USD 01/19/2022 GSFX | 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-.13 2072-12-16 300.0 12/16/2072 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2019-99 KS IO 05.9589 08/20/2049 | 0.01% |
| JPY/USD 02/16/2022 HSBCB | 0.01% |
| NZD/USD 01/19/2022 BCAP-FX | 0.01% |
| SWPTN 3MX10Y P 1.992 USD 02/23/2022 CI | 0.01% |
| UBSBB 2012-C2 XA IO 144A 01.4265 05/10/2063 | 0.01% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.01% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| 1.574 R ISWP US0003M P 12/01/2031 | 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% |
| JPY/USD 02/16/2022 GSFX | 0.00% |
| JPY/USD 02/16/2022 TDBK | 0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | 0.00% |
| 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.00% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | 0.00% |
| 1.3955 R ISWP US0003M P 09/27/2031 | 0.00% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.00% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.00% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.00% |
| 1.704 R ISWP US0003M P 11/26/2031 | 0.00% |
| AUD/USD 01/19/2022 RBSF | 0.00% |
| CAS 2015-C02 2M2 04.0920 05/25/2025 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 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% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| JPY/USD 02/16/2022 BCAP-FX | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.00% |
| SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.461 R ISWP US0003M P 06/11/2031 | 0.00% |
| CAS 2016-C01 1M2 06.8420 08/25/2028 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| EUR/USD 12/15/2021 WPAC | 0.00% |
| FNW 1998-W2 X IO 00.3204 06/25/2028 | 0.00% |
| JPY/USD 02/16/2022 CITI | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | 0.00% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.00% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.00% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.00% |
| 0.7635 R ISWP US0003M P 11/19/2023 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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-.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-.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% |
| NZD/USD 01/19/2022 MSCIL | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 3MX10Y R 1.557 USD 02/08/2022 GS | 0.00% |
| SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.515 R ISWP FWD US0003M P 11/17/2031 | 0.00% |
| 1.644 R ISWP US0003M P 01/14/2051 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| CAS 2014-C04 2M2 05.0920 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.0920 05/25/2025 | 0.00% |
| CHF/USD 12/15/2021 JPMCB | 0.00% |
| CHF/USD 12/15/2021 SSBT | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.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-.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 MS | 0.00% |
| FNW 1998-W5 X IO 31.3202 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2762 10/25/2043 | 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% |
| NZD/USD 01/19/2022 BANKAM | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | 0.00% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | 0.00% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | 0.00% |
| 1.635 R ISWP US0003M P 02/04/2051 | 0.00% |
| AUD/USD 01/19/2022 CSI-FX | 0.00% |
| BACM 2007-1 XW IO 00.5078 01/15/2049 | 0.00% |
| CAD/USD 01/19/2022 CSI-FX | 0.00% |
| CHF/USD 12/15/2021 BANKAM | 0.00% |
| CHF/USD 12/15/2021 GSFX | 0.00% |
| CHF/USD 12/15/2021 HSBCB | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.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 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 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-.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-.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-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| FSPC T-8 A9 IO 00.4371 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| JPY/USD 02/16/2022 MSCIL | 0.00% |
| JPY/USD 02/16/2022 WPAC | 0.00% |
| LBUBS 2007-C2 XW IO 00.1566 02/15/2040 | 0.00% |
| MSC 2012-C4 XA IO 144A 02.0023 03/15/2045 | 0.00% |
| SEK/USD 12/15/2021 HSBCB | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | 0.00% |
| WBCMT 2006-C29 IO IO 00.4304 11/15/2048 | 0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.357 R ISWP US0003M P 09/14/2031 | -0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | -0.00% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | -0.00% |
| 1.773 R ISWP FWD US0003M P 02/25/2032 | -0.00% |
| CHF/USD 12/15/2021 CITI | -0.00% |
| CHF/USD 12/15/2021 MSCIL | -0.00% |
| CHF/USD 12/15/2021 RBSF | -0.00% |
| CHF/USD 12/15/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.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 MS | -0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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-.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-.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 12/15/2021 TDBK | -0.00% |
| JPY/USD 02/16/2022 RBSF | -0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.00% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 3MX10Y P 1.557 USD 02/08/2022 GS | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| CAD/USD 01/19/2022 BANKAM | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | -0.00% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.00% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.00% |
| 0.02 R ISWP FWD EUR006M P 12/15/2031 | -0.00% |
| 1.73 R ISWP FWD US0003M P 11/17/2051 | -0.00% |
| CAD/USD 01/19/2022 HSBCB | -0.00% |
| CAD/USD 01/19/2022 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.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 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% |
| NZD/USD 01/19/2022 WPAC | -0.00% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% |
| 1.3129 R ISWP US0003M P 11/16/2026 | -0.00% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | -0.00% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.00% |
| 1.529 R ISWP FWD US0003M P 09/15/2032 | -0.00% |
| 1.584 R ISWP US0003M P 10/19/2031 | -0.00% |
| 1.605 R ISWP FWD US0003M P 11/12/2031 | -0.00% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| GBP/USD 12/15/2021 SSBT | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.00% |
| 1.234 R ISWP US0003M P 11/08/2026 | -0.00% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | -0.00% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | -0.00% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.00% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CAD/USD 01/19/2022 WPAC | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| JPY/USD 02/16/2022 JPMCB | -0.00% |
| NZD/USD 01/19/2022 CSI-FX | -0.00% |
| SEK/USD 12/15/2021 SSBT | -0.00% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -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% |
| -0.05 R ISWP FWD SARON FIXING 3. (MARKET CLOSE. P 12/15/2031 | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.299 R ISWP US0003M P 10/26/2026 | -0.01% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.01% |
| 1.6175 R ISWP US0003M P 10/21/2031 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | -0.01% |
| SWPTN 3MX10Y P 1.773 USD 02/23/2022 CI | -0.01% |
| SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | -0.01% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.5415 R ISWP US0003M P 10/01/2031 | -0.01% |
| 1.6155 R ISWP US0003M P 11/16/2031 | -0.01% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.01% |
| 1.645 R ISWP US0003M P 11/24/2031 | -0.01% |
| CHF/USD 12/15/2021 BCAP-FX | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -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 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.01% |
| GBP/USD 12/15/2021 RBSF | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | -0.01% |
| 2.232 R ISWP FWD US0003M P 06/11/2051 | -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.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| 1.453 R ISWP FWD US0003M P 11/30/2026 | -0.01% |
| 1.5955 R ISWP US0003M P 11/03/2031 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -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% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% |
| 1.567 R ISWP US0003M P 10/12/2031 | -0.01% |
| 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.01% |
| 1.697 R ISWP US0003M P 11/10/2051 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| GBP/USD 12/15/2021 BANKAM | -0.01% |
| GBP/USD 12/15/2021 WPAC | -0.01% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.01% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| GBP/USD 12/15/2021 BCAP-FX | -0.01% |
| GBP/USD 12/15/2021 UBS | -0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.01% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.01% |
| SWPTN 3MX10Y P 1.7355 USD 02/22/2022 GS | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| 1.395 R ISWP FWD AUDBB6M P 12/15/2031 | -0.01% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| 1.21625 R ISWP US0003M P 11/04/2026 | -0.01% |
| NZD/USD 01/19/2022 HSBCB | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.5941 R ISWP US0003M P 11/05/2031 | -0.02% |
| NZD/USD 01/19/2022 UBS | -0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| EUR/USD 12/15/2021 MSCIL | -0.02% |
| GBP/USD 12/15/2021 JPMCB | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | -0.02% |
| 1.4497 R ISWP US0003M P 11/26/2026 | -0.02% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% |
| 1.895 R ISWP FWD US0003M P 11/24/2033 | -0.02% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| 1.10 R ISWP FWD SOFRRATE P 12/15/2031 | -0.02% |
| CAD/USD 01/19/2022 GSFX | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.02% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.02% |
| CAD/USD 01/19/2022 JPMCB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| JPY/USD 02/16/2022 SSBT | -0.02% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.02% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.02% |
| AUD/USD 01/19/2022 TDBK | -0.02% |
| SEK/USD 12/15/2021 GSFX | -0.02% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.02% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD 12/15/2021 BANKAM | -0.02% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.02% |
| CAD/USD 01/19/2022 MSCIL | -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 JP | -0.02% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.02% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10WX10Y R 1.292 USD 12/08/2021 CI | -0.02% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| SWPTN 14WX1Y R 0.745 USD 01/04/2022 JP | -0.03% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.03% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.03% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.03% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% |
| 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.03% |
| EUR/USD 12/15/2021 HSBCB | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.03% |
| SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.03% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| EUR/USD 12/15/2021 JPMCB | -0.03% |
| 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.03% |
| 1.915 R ISWP FWD US0003M P 10/10/2033 | -0.03% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | -0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.03% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.03% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.03% |
| GBP/USD 12/15/2021 GSFX | -0.03% |
| GBP/USD 12/15/2021 MSCIL | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.04% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% |
| AUD/USD 01/19/2022 MSCIL | -0.04% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.04% |
| 1.70 R ISWP FWD CDOR03 P 12/15/2031 | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.04% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | -0.04% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| EUR/USD 12/15/2021 GSFX | -0.04% |
| NZD/USD 01/19/2022 JPMCB | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.05% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.05% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| SWPTN 1YX10Y P 1.849 USD 09/13/2022 CI | -0.06% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.06% |
| NZD/USD 01/19/2022 SSBT | -0.07% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.07% |
| 0.944 R ISWP US0003M P 10/25/2026 | -0.07% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.07% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.07% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.07% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.07% |
| EUR/USD 12/15/2021 UBS | -0.07% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.07% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.08% |
| SWPTN 1YX1Y P 1.0325 USD 10/03/2022 JP | -0.08% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.08% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.08% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.08% |
| 1.086 R ISWP US0003M P 10/01/2026 | -0.08% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.08% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.08% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.08% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.08% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.08% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.08% |
| CPURNSA P 2.783 R 09/14/26 | -0.08% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.09% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.09% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.09% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.09% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.10% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.10% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.10% |
| 0.3757 R ISWP US0003M P 10/06/2023 | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.10% |
| SWPTN 1YX1Y P 0.8075 USD 10/03/2022 JP | -0.10% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.11% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.12% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.12% |
| CPURNSA P 2.78 R 01/15/32 | -0.12% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.16% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.17% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.17% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.19% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.22% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.23% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.24% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.27% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.38% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.55% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.75% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2052 | -4.17% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2051 | -5.81% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2052 | -6.17% |
| US 10YR ULTRA FUT MAR22 UXYH2 | -7.98% |
| US 2YR NOTE (CBT) MAR22 TUH2 | -53.39% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2051 | 13.65% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 11/01/2051 | 9.62% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2051 | 2.38% |
| TREASURY BILL 00.0000 04/21/2022 | 1.55% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.95% |
| TREASURY BILL 00.0000 03/17/2022 | 0.93% |
| TREASURY BILL 00.0000 03/03/2022 | 0.90% |
| TREASURY BILL 00.0000 03/24/2022 | 0.84% |
| STACR 2016-DNA3 M3 05.0893 12/25/2028 | 0.77% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2051 | 0.74% |
| STACR 2018-HRP2 M3AS 01.0893 02/25/2047 | 0.66% |
| FNR 2019-49 ST IO 05.9308 09/25/2049 | 0.61% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.56% |
| GNR 2020-166 IA IO 03.0000 11/20/2050 | 0.55% |
| FNR 2017-8 SB IO 06.0108 02/25/2047 | 0.55% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.55% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.54% |
| RCMT 2020-FL4 C 144A 04.8393 02/25/2035 | 0.54% |
| CSMC 2008-C1 AJ 144A 05.8164 02/15/2041 | 0.52% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.51% |
| FNR 2017-74 SA IO 05.6608 10/25/2047 | 0.50% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.49% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.48% |
| FNR 2020-70 SD IO 06.1608 10/25/2050 | 0.47% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.46% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.46% |
| FNR 2021-17 KI IO 04.5000 04/25/2051 | 0.46% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.45% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.45% |
| FHR 4698 NS IO 06.0598 06/15/2047 | 0.45% |
| FHR 5002 SJ IO 06.0108 07/25/2050 | 0.43% |
| DBUBS 2011-LC3A D 144A 05.3656 08/10/2044 | 0.43% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.43% |
| COMM 2014-CR17 C 04.7841 05/10/2047 | 0.43% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.43% |
| CWALT 2005-59 1A1 00.7456 11/20/2035 | 0.42% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.42% |
| WFCM 2020-C55 D 144A 02.5000 02/15/2053 | 0.42% |
| CAS 2016-C02 1B 12.3393 09/25/2028 | 0.42% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.41% |
| GNR 2016-H23 MI IO 02.2364 10/20/2066 | 0.41% |
| BANK 2017-BNK9 XA IO 00.7928 11/15/2054 | 0.40% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.40% |
| FHR 5149 BI IO 03.0000 07/25/2051 | 0.40% |
| TREASURY BILL 00.0000 02/17/2022 | 0.39% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.39% |
| MCAS 2019-01 M10 144A 03.3393 10/15/2049 | 0.38% |
| JPMCC 2021-1MEM D 144A 02.7420 10/09/2042 | 0.38% |
| STACR 2015-DNA3 B 09.4393 04/25/2028 | 0.38% |
| FHR 3852 NT 05.9098 05/15/2041 | 0.38% |
| QUIKRETE TLB L+250 02.5870 02/01/2027 | 0.37% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.37% |
| GSMS 2014-GC22 C 04.6891 06/10/2047 | 0.37% |
| FNR 2021-56 QI IO 04.5000 09/25/2051 | 0.36% |
| FHR 5010 IE IO 04.0000 09/25/2050 | 0.36% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.36% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.35% |
| SCIENTIFIC GAMES CORP L+275 02.8370 08/14/2024 | 0.35% |
| MRAIT 2020-11 A1X 01.7838 04/22/2022 | 0.35% |
| MRAIT 2021-NA1 A1X 01.5824 03/08/2022 | 0.34% |
| APID 2015-23A AR 144A 01.3438 04/15/2033 | 0.34% |
| STACR 2021-DNA2 M2 02.3487 08/25/2033 | 0.34% |
| VERTIV TLB L+275 02.8375 03/02/2027 | 0.34% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.33% |
| SPST 2021-6 A 00.8893 04/25/2022 | 0.33% |
| BSCMS 2007-T26 AJ 05.4306 01/12/2045 | 0.33% |
| TRNTS 2021-16A A1 144A 01.3115 07/20/2034 | 0.33% |
| BANK 2018-BN10 XA IO 00.7068 02/15/2061 | 0.33% |
| CWALT 2006-OA7 1A2 01.0274 06/25/2046 | 0.33% |
| MRAIT 2021-EBO4 A1X 01.8324 02/16/2022 | 0.33% |
| MRAIT 2021-11 A1X 01.2403 01/25/2022 | 0.33% |
| JPMBB 2013-C12 B 04.0985 07/15/2045 | 0.33% |
| GNR 2020-H14 AI IO 01.3657 06/20/2070 | 0.32% |
| SPST 2021-16 A1 00.6979 11/07/2022 | 0.32% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.32% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.32% |
| COMM 2014-CR17 D 144A 04.8478 05/10/2047 | 0.32% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.32% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.32% |
| FNR 2021-44 NI IO 03.0000 07/25/2051 | 0.32% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.32% |
| FHR 5023 TS IO 06.1608 10/25/2050 | 0.32% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.31% |
| MRAIT 2021-EBO1 A2X 01.8379 04/15/2022 | 0.31% |
| BOBA 2020-1A A 144A 01.4815 01/20/2032 | 0.31% |
| ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.30% |
| MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.30% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.30% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.30% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.29% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.29% |
| STACR 2018-DNA3 M2 02.1893 09/25/2048 | 0.29% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.29% |
| STACR 2017-DNA3 M2B 02.5893 03/25/2030 | 0.29% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.29% |
| CAS 2020-R01 1B1 03.3393 01/25/2040 | 0.28% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.28% |
| ABBSL 2021-2A A 144A 01.2238 04/15/2034 | 0.28% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.28% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.28% |
| ZAIS 2019-13A A1A 144A 01.6138 07/15/2032 | 0.28% |
| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.28% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.28% |
| GWOLF 2015-1A A1R 144A 01.2839 01/27/2031 | 0.27% |
| FNR 2011-53 ST IO 05.8308 06/25/2041 | 0.27% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.27% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.27% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.27% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.26% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.26% |
| SPRINT CORP 07.8750 09/15/2023 | 0.26% |
| WFRBS 2013-C15 D 144A 04.4994 08/15/2046 | 0.26% |
| FHR 4727 SA IO 06.1098 11/15/2047 | 0.26% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.26% |
| MRAIT 2020-2 A2 | 0.26% |
| CAS 2014-C01 M2 04.4893 01/25/2024 | 0.26% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.26% |
| MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.26% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.26% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.26% |
| STACR 2015-DNA1 B 09.2893 10/25/2027 | 0.26% |
| MWST 2020-1 A 00.9893 10/25/2053 | 0.25% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.25% |
| MCAS 2020-01 M10 144A 03.8393 03/25/2050 | 0.25% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.25% |
| MSBAM 2013-C10 E 144A 04.0799 07/15/2046 | 0.25% |
| AWPT 2014-2A A1R 144A 01.3538 10/15/2029 | 0.25% |
| COMM 2015-LC19 C 04.2335 02/10/2048 | 0.25% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.25% |
| GNR 2016-H13 IK IO 02.6422 06/20/2066 | 0.25% |
| CAS 2016-C07 2M2 04.4393 05/25/2029 | 0.25% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.25% |
| CAS 2016-C06 1M2 04.3393 04/25/2029 | 0.24% |
| HCA INC 05.2500 06/15/2026 | 0.24% |
| GNR 2020-112 MS IO 06.2144 08/20/2050 | 0.24% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2051 | 0.24% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.24% |
| NIAPK 2019-1A AR 144A 01.1223 07/17/2032 | 0.24% |
| TERRIER MEDIA BUYER IN L+350 03.5870 12/17/2026 | 0.24% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.23% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.23% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/31/2027 | 0.23% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.23% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.23% |
| CARR 2006-NC2 A4 00.3293 06/25/2036 | 0.23% |
| CENTENE CORP 04.6250 12/15/2029 | 0.23% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.23% |
| VIBR 2018-8A A1A 144A 01.2715 01/20/2031 | 0.23% |
| DRSLF 2020-78A A 144A 01.3023 04/17/2033 | 0.23% |
| JPMBB 2013-C14 D 144A 04.5476 08/15/2046 | 0.23% |
| BANIJAY GROUP TLB L+375 03.8375 03/04/2025 | 0.22% |
| WFCM 2016-BNK1 XA IO 01.7213 08/15/2049 | 0.22% |
| FNR 2016-60 LS IO 06.0108 09/25/2046 | 0.22% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.22% |
| SOLENIS 1STL L+400 04.0870 06/26/2025 | 0.22% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.22% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.22% |
| CAS 2016-C03 1B 11.8393 10/25/2028 | 0.22% |
| TALLGRASS ENERGY PARTN L+475 04.8370 03/11/2026 | 0.22% |
| UBSCM 2012-C1 C 144A 05.5358 05/10/2045 | 0.22% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.22% |
| ELANCO ANIMAL HLTH TLB L+175 01.8364 02/04/2027 | 0.22% |
| ALTICE USA TLB L+225 02.3403 01/15/2026 | 0.22% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.22% |
| FNR 2020-16 SG IO 05.9608 03/25/2050 | 0.22% |
| UBSBB 2012-C3 C 144A 05.0377 08/10/2049 | 0.22% |
| MSBAM 2014-C17 C 04.4799 08/15/2047 | 0.21% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.21% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.21% |
| CAS 2016-C04 1M2 04.3393 01/25/2029 | 0.21% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.21% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.20% |
| TRANSDIGM INC TLF L+225 02.3370 12/09/2025 | 0.20% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.20% |
| JPMCC 2012-C8 D 144A 04.6718 10/15/2045 | 0.20% |
| STACR 2018-HRP2 M3 02.4893 02/25/2047 | 0.20% |
| GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.20% |
| COMM 2018-COR3 C 04.5603 05/10/2051 | 0.20% |
| ZAYO GROUP HLDG INC L+300 03.0870 03/09/2027 | 0.20% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.20% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.20% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.20% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.20% |
| ROC 2021-RTL1 A1 02.4870 08/25/2026 | 0.20% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.20% |
| CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.20% |
| RESTAURANT BRANDS INTE L+175 01.8370 11/19/2026 | 0.20% |
| REYNOLDS TL L+175 01.8370 01/29/2027 | 0.20% |
| OCP 2020-19A AR 144A 01.2815 10/20/2034 | 0.20% |
| FNR 2015-19 SA IO 06.1108 04/25/2045 | 0.19% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.19% |
| STACR 2015-DNA2 B 07.6393 12/25/2027 | 0.19% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.19% |
| RRAM 2020-12A AAR2 144A 01.4838 01/15/2036 | 0.19% |
| CAS 2017-C01 1M2 03.6393 07/25/2029 | 0.18% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.18% |
| STACR 2017-DNA2 M2 03.5393 10/25/2029 | 0.18% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.18% |
| NOURYON USA TLB L+300 02.8393 10/01/2025 | 0.18% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.18% |
| FNR 2013-130 SD IO 06.5108 01/25/2044 | 0.18% |
| MRAFT 2020-5 A1 01.0836 08/10/2023 | 0.18% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.18% |
| TREASURY BILL 00.0000 05/19/2022 | 0.18% |
| 0.3885 R ISWP US0003M P 10/01/2023 | 0.18% |
| GUGG4 2016-1A A1S1 144A 01.3538 10/15/2031 | 0.18% |
| SNDPT 2021-1A A 144A 01.1939 04/25/2034 | 0.18% |
| CABLEVISION SYSTEMS TL L+225 02.3403 07/17/2025 | 0.18% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.18% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.18% |
| SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.18% |
| WFRBS 2012-C10 D 144A 04.4122 12/15/2045 | 0.18% |
| AHM 2007-1 GA1C 00.2793 05/25/2047 | 0.18% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.18% |
| FNR 2017-108 SA IO 06.0608 01/25/2048 | 0.18% |
| MRAFT 2021-S1 A1 00.5836 09/10/2022 | 0.18% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.18% |
| FNR 2016-88 SK IO 05.9108 12/25/2046 | 0.18% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.18% |
| MSBAM 2012-C5 E 144A 04.6532 08/15/2045 | 0.18% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.18% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.18% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.18% |
| WFCM 2013-LC12 D 144A 04.3061 07/15/2046 | 0.18% |
| CALPINE CONS FIN TL L+200 02.0870 01/15/2025 | 0.18% |
| ENTERCOM TLB1 L+250 02.5870 11/17/2024 | 0.18% |
| GNR 2018-H05 AI IO 02.3880 02/20/2068 | 0.18% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.17% |
| MDPK 2018-30A A 144A 00.8738 04/15/2029 | 0.17% |
| STARS GROUP TLB L+225 02.3818 07/29/2025 | 0.17% |
| ARES 2016-41A AR2 144A 01.1938 04/15/2034 | 0.17% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.17% |
| CMLTI 2007-AMC3 A2D 00.4393 03/25/2037 | 0.17% |
| ELMW4 2020-1A A 144A 01.3638 04/15/2033 | 0.17% |
| FNR 2016-65 CS IO 06.0108 09/25/2046 | 0.17% |
| REG18 2021-1A A1 144A 01.2238 01/15/2034 | 0.17% |
| GNR 2017-H06 BI IO 02.3386 02/20/2067 | 0.17% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.17% |
| OZLM 2015-11A A1R 144A 01.3816 10/30/2030 | 0.17% |
| STACR 2016-DNA1 M3 05.6360 07/25/2028 | 0.17% |
| GNR 2015-H19 NI IO 01.9062 07/20/2065 | 0.17% |
| CHARTER COMMUNICATIONS L+175 01.8400 02/01/2027 | 0.17% |
| MSBAM 2014-C15 D 144A 04.8982 04/15/2047 | 0.16% |
| STACR 2016-DNA1 B 10.0860 07/25/2028 | 0.16% |
| UBSCM 2018-C8 XA IO 00.8646 02/15/2051 | 0.16% |
| COMM 2015-LC21 XA IO 00.6754 07/10/2048 | 0.16% |
| MSBAM 2013-C13 XA IO 00.9457 11/15/2046 | 0.16% |
| BMC SOFTWARE TLB L+375 03.8815 10/02/2025 | 0.16% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.16% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.16% |
| CAS 2019-HRP1 M2 02.2393 11/25/2039 | 0.16% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.16% |
| COMM 2013-CR11 XA IO 00.9110 08/10/2050 | 0.16% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.16% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.16% |
| GNR 2015-H15 JI IO 01.9577 06/20/2065 | 0.16% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.16% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.16% |
| AIGIM 2021-1A A 144A 01.2283 04/22/2034 | 0.16% |
| GARDNER DENVER TLB L+175 01.8370 02/28/2027 | 0.16% |
| WFRBS 2011-C4 D 144A 04.8868 06/15/2044 | 0.16% |
| CSAIL 2015-C1 D 144A 03.7617 04/15/2050 | 0.16% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.15% |
| WFRBS 2012-C7 D 144A 04.8028 06/15/2045 | 0.15% |
| MWST 2020-2 A 00.8893 11/25/2053 | 0.15% |
| WFCM 2013-LC12 C 04.3061 07/15/2046 | 0.15% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.15% |
| DEN17 2018-1A AR 144A 01.1838 10/15/2031 | 0.15% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.15% |
| CD 2017-CD3 C 04.5465 02/10/2050 | 0.15% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.15% |
| CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.15% |
| MSBAM 2014-C14 C 05.0493 02/15/2047 | 0.15% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.15% |
| CGMS 2017-3A A1AR 144A 01.0315 07/20/2029 | 0.15% |
| GNR 2017-H16 BI IO 02.2091 08/20/2067 | 0.15% |
| JPMBB 2014-C24 XA IO 00.9069 11/15/2047 | 0.15% |
| UBSC 2011-C1 D 144A 06.3094 01/10/2045 | 0.15% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.14% |
| SNDPT 2013-1A A1R 144A 01.1949 01/26/2031 | 0.14% |
| UNIVISION COMMUNICATIO L+325 04.0000 03/24/2026 | 0.14% |
| HILTON HOTELS CORP TLB L+175 01.8393 06/21/2026 | 0.14% |
| MSC 2016-UB12 XA IO 00.7094 12/15/2049 | 0.14% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.14% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.14% |
| MSBAM 2012-C6 D 144A 04.6012 11/15/2045 | 0.14% |
| OAKCL 2021-1A A1 144A 01.2838 07/15/2034 | 0.14% |
| ORTHO-CLINICAL DIAGNOS L+325 03.0803 06/30/2025 | 0.14% |
| SNDPT 2020-1A AR 144A 01.2980 07/20/2034 | 0.14% |
| GNR 2011-70 WI IO 04.7644 12/20/2040 | 0.14% |
| CAS 2016-C05 2M2 04.5393 01/25/2029 | 0.14% |
| GNR 2018-H02 GI IO 02.3446 12/20/2067 | 0.14% |
| ELMW5 2020-2A AR 144A 01.2815 10/20/2034 | 0.14% |
| GNR 2016-121 JS IO 06.0144 09/20/2046 | 0.14% |
| RALI 2006-QO5 1A1 00.5193 05/25/2046 | 0.14% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.14% |
| CEDF 2013-1A ARR 144A 01.2115 04/20/2034 | 0.14% |
| ELMW2 2019-2A AR 144A 01.2815 04/20/2034 | 0.14% |
| GNR 2016-H02 BI IO 01.8157 11/20/2065 | 0.14% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.14% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.14% |
| CGCMT 2014-GC19 D 144A 05.0739 03/10/2047 | 0.13% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.13% |
| BANK 2019-BN20 XA IO 00.8342 09/15/2062 | 0.13% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.13% |
| LENNAR CORP 04.7500 11/15/2022 | 0.13% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.13% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.13% |
| JPMBB 2014-C25 D P/P 144A 03.9409 11/15/2047 | 0.13% |
| REG20 2021-2A A 144A 01.2438 10/15/2034 | 0.13% |
| WAMU 2005-AR13 A1C3 01.0693 10/25/2045 | 0.13% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.13% |
| CANYC 2019-2A A 144A 01.4938 10/15/2032 | 0.13% |
| CAS 2014-C04 1M2 04.9893 11/25/2024 | 0.13% |
| UBSCM 2017-C7 XA IO 01.0181 12/15/2050 | 0.13% |
| AIMCO 2021-14A A 144A 01.1215 04/20/2034 | 0.13% |
| FNR 2019-66 SC IO 05.9108 11/25/2049 | 0.13% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.13% |
| GNR 2018-91 SJ IO 06.1644 07/20/2048 | 0.13% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.13% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.13% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.12% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.12% |
| ARES 2021-60A A 144A 01.2423 07/18/2034 | 0.12% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.12% |
| GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.12% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.12% |
| COMM 2014-CR20 XA IO 01.0002 11/10/2047 | 0.12% |
| MSBAM 2013-C10 F 144A 04.0799 07/15/2046 | 0.12% |
| GNR 2015-H09 BI IO 01.6810 03/20/2065 | 0.12% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.12% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.12% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.12% |
| GNR 2015-H25 AI IO 01.6132 09/20/2065 | 0.12% |
| FNR 2011-4 CS 12.7215 05/25/2040 | 0.12% |
| STACR 2018-HQA1 M2 02.3893 09/25/2030 | 0.12% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.12% |
| FNR 2016-83 BS IO 06.0108 11/25/2046 | 0.12% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.12% |
| COMM 2013-CR13 E 144A 04.8815 11/10/2046 | 0.12% |
| CECLO 2020-29A AR P/P 144A 01.3059 10/20/2034 | 0.12% |
| CF 2019-CF3 XA IO 00.7150 01/15/2053 | 0.12% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.12% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.12% |
| GSM 2021-4A A1 144A 01.3238 07/15/2034 | 0.11% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.11% |
| PAIA 2018-1A A1AR 144A 01.1315 10/20/2031 | 0.11% |
| SWPTN 1YX1Y P 0.5825 USD 10/03/2022 JP | 0.11% |
| CAS 2014-C03 2M2 02.9893 07/25/2024 | 0.11% |
| COMM 2015-CR23 XA IO 00.8879 05/10/2048 | 0.11% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.11% |
| SPST 2021-14 A1 00.7804 12/08/2022 | 0.11% |
| CWALT 2006-OA7 1A1 02.1886 06/25/2046 | 0.11% |
| CAS 2017-C02 2B1 05.5893 09/25/2029 | 0.11% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.11% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.11% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.11% |
| GNR 2016-H23 NI IO 02.1391 10/20/2066 | 0.11% |
| CAS 2017-C07 2M2 02.5893 05/25/2030 | 0.11% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.11% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.11% |
| GNR 2010-125 SD IO 06.5941 01/16/2040 | 0.11% |
| GNR 2015-H25 EI IO 01.8486 10/20/2065 | 0.11% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.11% |
| GNR 2010-116 SA IO 05.8144 09/20/2040 | 0.11% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.11% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.11% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.11% |
| GNR 2019-121 DS IO 06.0144 08/20/2049 | 0.10% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.10% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.10% |
| CFCRE 2011-C2 D 144A 05.4856 12/15/2047 | 0.10% |
| GNR 2018-H02 EI IO 02.3765 01/20/2068 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.10% |
| GNR 2016-77 SC IO 06.0144 10/20/2045 | 0.10% |
| WFCM 2014-LC16 XA IO 01.0828 08/15/2050 | 0.10% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.10% |
| MAGNE 2020-26A A1R P/P 144A 01.2102 07/25/2034 | 0.10% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.10% |
| COMM 2014-CR19 XA IO 00.9545 08/10/2047 | 0.10% |
| COMM 2014-UBS6 XA IO 00.8689 12/10/2047 | 0.10% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.10% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.10% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.10% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.10% |
| NETFLIX INC 05.5000 02/15/2022 | 0.10% |
| WOODS 2018-17A A 144A 01.1883 04/22/2031 | 0.10% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.10% |
| CGMS C17A A1AR P/P 144A 01.1616 04/30/2031 | 0.10% |
| MSC 2012-C4 E 144A 05.3664 03/15/2045 | 0.10% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.10% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.10% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.10% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.09% |
| STACR 2018-DNA2 B1 03.7893 12/25/2030 | 0.09% |
| CSAIL 2015-C1 XA IO 00.8232 04/15/2050 | 0.09% |
| GNR 2018-H13 NI IO 02.1033 08/20/2068 | 0.09% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| GRIFOLS TLB L+200 02.0738 11/15/2027 | 0.09% |
| LMAT 2021-GS3 A2 03.2500 07/25/2061 | 0.09% |
| GSMS 2014-GC24 D 144A 04.5364 09/10/2047 | 0.09% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.09% |
| CMLTI 2007-AR5 1A1A 02.9033 04/25/2037 | 0.09% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.09% |
| WFRBS 2012-C10 E 144A 04.4122 12/15/2045 | 0.09% |
| MSBAM 2015-C26 XA IO 00.9857 10/15/2048 | 0.09% |
| PROVINCIA DE BUENOS P/P 144A 03.9000 09/01/2037 | 0.09% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.09% |
| CAS 2017-C05 1B1 03.6893 01/25/2030 | 0.09% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.09% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.09% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.09% |
| BSP 2018-5BA A1A 144A 01.2215 04/20/2031 | 0.09% |
| CFCRE 2016-C4 XA IO 01.6363 05/10/2058 | 0.09% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.09% |
| HVMLT 2005-2 1A 00.6004 05/19/2035 | 0.09% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.09% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.08% |
| MSBAM 2013-C12 E 144A 04.7627 10/15/2046 | 0.08% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.08% |
| CECLO 2020-29A A1N 144A 01.8315 07/20/2031 | 0.08% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.08% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.08% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.08% |
| CWALT 2006-OA10 2A1 00.4693 08/25/2046 | 0.08% |
| PROVINCIA DE CORDOBA P/P 144A 05.0000 02/01/2029 | 0.08% |
| WFRBS 2012-C10 C 04.3472 12/15/2045 | 0.08% |
| GNR 2016-H22 AI IO 02.1573 10/20/2066 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.08% |
| ARRW 2019-1 A3 04.0291 01/25/2049 | 0.08% |
| SAMI 2006-AR7 A1A 00.5093 08/25/2036 | 0.08% |
| VIATRIS INC 02.3000 06/22/2027 | 0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.08% |
| OCT54 2021-1A A1 144A 01.2531 07/15/2034 | 0.08% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.08% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.08% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.08% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.08% |
| STACR 2017-DNA2 B1 05.2393 10/25/2029 | 0.08% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% |
| CAS 2016-C01 1B 11.8393 08/25/2028 | 0.07% |
| COMM 2015-CR22 XA IO 00.8842 03/10/2048 | 0.07% |
| GNR 2016-H08 AI IO 01.5604 08/20/2065 | 0.07% |
| JPMCC 2012-LC9 D 144A 04.3626 12/15/2047 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.07% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.07% |
| 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| GNR 2015-H28 DI IO 01.5512 08/20/2065 | 0.07% |
| MDPK 2021-48A A 144A 01.2736 04/19/2033 | 0.07% |
| SWPTN 1YX10Y P 1.529 USD 09/13/2022 CI | 0.07% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.07% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.07% |
| JPY/USD 11/17/2021 SSBT | 0.07% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.07% |
| CGCMT 2014-GC19 X IO 01.1057 03/10/2047 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| GNR 2014-H14 CI IO 01.5669 07/20/2064 | 0.07% |
| STACR 2016-DNA4 M3 03.8893 03/25/2029 | 0.07% |
| GNR 2015-H10 EI IO 01.6026 04/20/2065 | 0.07% |
| GSMS 2014-GC18 XA IO 00.9776 01/10/2047 | 0.07% |
| STACR 2016-HQA2 M3B 05.2393 11/25/2028 | 0.07% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.07% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.07% |
| CAS 2017-C01 1M2C 03.6393 07/25/2029 | 0.06% |
| HLSY 2019-1A A1A1 144A 01.4815 01/20/2033 | 0.06% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.06% |
| STACR 2020-HQA3 B1 05.8393 07/25/2050 | 0.06% |
| CAS 2018-C06 2M2 02.1893 03/25/2031 | 0.06% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.06% |
| STACR 2018-HQA1 B1 04.4393 09/25/2030 | 0.06% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.06% |
| WAMU 2005-AR10 1A3 02.9041 09/25/2035 | 0.06% |
| CWHL 2005-3 1A1 00.7093 04/25/2035 | 0.06% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.06% |
| JPALT 2007-A2 12A1 00.4893 06/25/2037 | 0.06% |
| WFRBS 2011-C4 E 144A 04.8868 06/15/2044 | 0.06% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.06% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.06% |
| PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| NZD/USD 01/19/2022 JPMCB | 0.06% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.06% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| STACR 2021-HQA3 M1 00.8987 09/25/2041 | 0.06% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.06% |
| APID 2021-35A A 144A 01.1815 04/20/2034 | 0.06% |
| GNR 2017-H03 DI IO 02.4552 12/20/2066 | 0.06% |
| KAYNE 2019-6A A1 144A 01.5115 01/20/2033 | 0.06% |
| RSRVA 2016-3A ARR 144A 01.1823 01/18/2034 | 0.06% |
| UBSBB 2013-C5 XA IO 144A 00.9030 03/10/2046 | 0.06% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.06% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.06% |
| JPMCC 2013-C10 XA IO 00.9407 12/15/2047 | 0.06% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.06% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.06% |
| WFRBS 2012-C9 XB IO 144A 00.7131 11/15/2045 | 0.06% |
| CGCMT 2014-GC21 X IO 01.1512 05/10/2047 | 0.06% |
| MSBAM 2013-C10 D 144A 04.0799 07/15/2046 | 0.06% |
| TRANSDIGM INC TLE L+225 02.3370 05/30/2025 | 0.06% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| VISTRA OPERATIONS COMP L+175 01.8368 12/01/2025 | 0.05% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.05% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.05% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.05% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.05% |
| MEREDITH CORPORATION T L+250 02.5870 01/31/2025 | 0.05% |
| STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.05% |
| CAS 2018-C05 1ED1 00.7393 01/25/2031 | 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% |
| 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% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.04% |
| CGCMT 2013-GC17 X IO 01.0156 11/10/2046 | 0.04% |
| GNR 2011-H15 AI IO 01.5363 06/20/2061 | 0.04% |
| GNR 2017-H14 DI IO 01.7034 06/20/2067 | 0.04% |
| CAS 2020-R02 2M2 02.0893 01/25/2040 | 0.04% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.04% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.04% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| STACR 2018-DNA3 M2B 02.1893 09/25/2048 | 0.04% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.04% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% |
| EUR/USD 12/15/2021 RBSF | 0.04% |
| GNR 2011-17 S IO 05.9644 02/20/2041 | 0.04% |
| STACR 2016-HQA1 M3 06.4393 09/25/2028 | 0.04% |
| AUD/USD 01/19/2022 MSCIL | 0.04% |
| CAS 2018-C01 1M2 02.3393 07/25/2030 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.04% |
| COMM 2014-LC15 XA IO 01.0648 04/10/2047 | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% |
| GNR 2017-H02 BI IO 02.4334 01/20/2067 | 0.04% |
| 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.04% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| JPMBB 2014-C19 XA IO 00.6580 04/15/2047 | 0.04% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.04% |
| CAD/USD 01/19/2022 GSFX | 0.04% |
| CWALT 2006-OA10 4A1 00.4693 08/25/2046 | 0.04% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.04% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.04% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.03% |
| 1.824 R ISWP US0003M P 09/30/2051 | 0.03% |
| CAS 2015-C04 2M2 05.6393 04/25/2028 | 0.03% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.03% |
| COMM 2014-UBS4 XA IO 01.0953 08/10/2047 | 0.03% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.03% |
| FNR 2018-86 DS IO 06.0108 12/25/2048 | 0.03% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.03% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% |
| CAS 2014-C02 2M2 02.6893 05/25/2024 | 0.03% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| AUD/USD 01/19/2022 JPMCB | 0.03% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.03% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 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% |
| 0.6525 R ISWP FWD SONIA P 12/15/2031 | 0.03% |
| 1.10 R ISWP FWD SOFRRATE P 12/15/2031 | 0.03% |
| NOK/USD 12/15/2021 TDBK | 0.03% |
| OKTA INC CV 00.3750 06/15/2026 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.03% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.03% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| GNR 2016-H11 HI IO 02.1014 01/20/2066 | 0.03% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.03% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.03% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.03% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.03% |
| FNR 2007-53 SP 23.8728 06/25/2037 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.03% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.03% |
| FHR 2990 LB 16.7150 06/15/2034 | 0.03% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.03% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.03% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.02% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.02% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.02% |
| 1.985 R ISWP FWD US0003M P 10/09/2054 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.02% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.02% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.02% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| NOK/USD 12/15/2021 MSCIL | 0.02% |
| STACR 2018-HQA2 M2 02.3893 10/25/2048 | 0.02% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| 1.366 R ISWP FWD US0003M P 09/13/2031 | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.02% |
| GNR 2013-99 VS IO 06.0141 07/16/2043 | 0.02% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.02% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.02% |
| TREASURY BILL 00.0000 03/10/2022 | 0.02% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 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% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.02% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.02% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.02% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.02% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| CAS 2019-R01 2M2 02.5393 07/25/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.02% |
| CAS 2015-C01 1M2 04.3893 02/25/2025 | 0.02% |
| CAS 2018-C05 1M2 02.4393 01/25/2031 | 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% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.02% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| 1.29 R ISWP US0003M P 08/20/2031 | 0.02% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.02% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.02% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.02% |
| JPY/USD 11/17/2021 JPMCB | 0.02% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.02% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.02% |
| 1.324 R ISWP US0003M P 09/17/2031 | 0.02% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| AUD/USD 01/19/2022 TDBK | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.02% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.02% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.02% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.02% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.02% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% |
| 1.355 R ISWP US0003M P 09/23/2031 | 0.02% |
| AUD/USD 01/19/2022 RBSF | 0.02% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.02% |
| BURL STORE CV 02.2500 04/15/2025 | 0.02% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.02% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.02% |
| FHR 2976 LC 24.0891 05/15/2035 | 0.02% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.02% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.02% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.02% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.02% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.02% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% |
| 1.147 R ISWP US0003M P 10/14/2026 | 0.02% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.02% |
| CHEGG INC CV 00.0000 09/01/2026 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.02% |
| EUR/USD 12/15/2021 TDBK | 0.02% |
| EUR/USD PUT 1.155 20211112 GSFX | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.02% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.02% |
| LIBERTY MEDIA | 0.02% |
| PACIRA PHARMA CV 00.7500 08/01/2025 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| 1.127 R ISWP US0003M P 10/18/2026 | 0.01% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.01% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.01% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| ZSCALER INC. CV 00.1250 07/01/2025 | 0.01% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| 1.63 R ISWP FWD NOKOIB6M P 12/15/2031 | 0.01% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.01% |
| CAS 2017-C05 1M2A 02.2893 01/25/2030 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.01% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.01% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.01% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.01% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.01% |
| CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.01% |
| GNR 2020-15 CS IO 05.9644 02/20/2050 | 0.01% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.01% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.01% |
| AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.01% |
| BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.01% |
| BILL.COM P/P 144A CV 00.0000 04/01/2027 | 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 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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 CG | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| REDFIN CORP CV 00.0000 10/15/2025 | 0.01% |
| SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 1.67 R ISWP US0003M P 10/25/2031 | 0.01% |
| CAD/USD 01/19/2022 UBS | 0.01% |
| CGCMT 2012-GC8 XA IO 144A 01.7279 09/10/2045 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.01% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.01% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.01% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.01% |
| 1.461 R ISWP US0003M P 06/11/2031 | 0.01% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 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 CS | 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 MS | 0.01% |
| CPTFEMU R 1.4375 P 09/15/23 | 0.01% |
| CPTFEMU R 1.4413 P 09/15/23 | 0.01% |
| CPTFEMU R 1.4425 P 09/15/23 | 0.01% |
| CPTFEMU R 1.4438 P 09/15/23 | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| FIVE9 INC CV 00.5000 06/01/2025 | 0.01% |
| FNR 2005-74 NK 27.0538 05/25/2035 | 0.01% |
| GBP/USD 12/15/2021 CITI | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| NOK/USD 12/15/2021 CITI | 0.01% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | 0.01% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.01% |
| WAYFAIR INC CV 00.6250 10/01/2025 | 0.01% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.01% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| 0.65 R ISWP FWD SES3M P 12/15/2031 | 0.01% |
| 1.3955 R ISWP US0003M P 09/27/2031 | 0.01% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 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-.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% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GNR 2019-78 SJ IO 05.9644 06/20/2049 | 0.01% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.01% |
| NZD/USD 01/19/2022 CSI-FX | 0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | 0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| UBSBB 2012-C2 XA IO 144A 01.2714 05/10/2063 | 0.01% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% |
| 1.6285 R ISWP US0003M P 10/22/2031 | 0.01% |
| AUD/USD 01/19/2022 SSBT | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.01% |
| 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 12/15/2021 BCAP-FX | 0.01% |
| EUR/USD 12/15/2021 CSI-FX | 0.01% |
| EUR/USD PUT 1.146 20211112 JPMCB | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2019-99 KS IO 05.9644 08/20/2049 | 0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.01% |
| SWPTN 14WX1Y R 1.4675 USD 01/04/2022 JP | 0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | 0.00% |
| 1.5415 R ISWP US0003M P 10/01/2031 | 0.00% |
| AUD/USD PUT 0.731 20211118 GSFX | 0.00% |
| CAD/USD 01/19/2022 WPAC | 0.00% |
| CAS 2015-C02 2M2 04.0893 05/25/2025 | 0.00% |
| CHF/USD 12/15/2021 SSBT | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 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% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| NOK/USD 12/15/2021 RBSF | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 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-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| EUR/USD 12/15/2021 CITI | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| GBP/USD 12/15/2021 HSBCB | 0.00% |
| GBP/USD 12/15/2021 TDBK | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| USD/CAD CALL 1.255 20211126 TDBK | 0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.00% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.00% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.00% |
| CAD/USD 01/19/2022 CITI | 0.00% |
| CAD/USD 01/19/2022 HSBCB | 0.00% |
| CAD/USD 01/19/2022 RBSF | 0.00% |
| CAS 2016-C01 1M2 06.8393 08/25/2028 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| FNW 1998-W2 X IO 00.5068 06/25/2028 | 0.00% |
| JPY/USD 11/17/2021 RBSF | 0.00% |
| SEK/USD 12/15/2021 BCAP-FX | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.00% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | 0.00% |
| 1.2155 R ISWP US0003M P 10/21/2026 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | 0.00% |
| AUD/USD 01/19/2022 CITI | 0.00% |
| CAD/USD 01/19/2022 BANKAM | 0.00% |
| CAD/USD 01/19/2022 MSCIL | 0.00% |
| CAS 2016-C02 1M2 06.0893 09/25/2028 | 0.00% |
| CHF/USD 12/15/2021 BANKAM | 0.00% |
| CHF/USD 12/15/2021 GSFX | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.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.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-.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 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 12/15/2021 WPAC | 0.00% |
| GBP/USD 12/15/2021 BCAP-FX | 0.00% |
| GBP/USD 12/15/2021 CSI-FX | 0.00% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.00% |
| JPY/USD 11/17/2021 WPAC | 0.00% |
| NOK/USD 12/15/2021 JPMCB | 0.00% |
| SEK/USD 12/15/2021 JPMCB | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% |
| 1.51882 R ISWP US0003M P 03/02/2031 | 0.00% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CAD/USD 01/19/2022 BCAP-FX | 0.00% |
| CAS 2014-C04 2M2 05.0893 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.0893 05/25/2025 | 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.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 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 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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.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-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| FNW 1998-W5 X IO 00.7195 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2775 10/25/2043 | 0.00% |
| GBP/USD PUT 1.332 20211112 BANKAM | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| NZD/USD 01/19/2022 HSBCB | 0.00% |
| SWPTN 1MX5Y R 1.3025 USD 11/26/2021 CI | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | 0.00% |
| 1.567 R ISWP US0003M P 10/12/2031 | 0.00% |
| AUD/USD 01/19/2022 CSI-FX | 0.00% |
| BACM 2007-1 XW IO 00.3133 01/15/2049 | 0.00% |
| CHF/USD 12/15/2021 HSBCB | 0.00% |
| CHF/USD 12/15/2021 JPMCB | 0.00% |
| CHF/USD 12/15/2021 RBSF | 0.00% |
| CMB CMBX.NA.A.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 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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-.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 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-.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% |
| FSPC T-8 A9 IO 00.4358 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| LBUBS 2007-C2 XW IO 00.0555 02/15/2040 | 0.00% |
| MSC 2012-C4 XA IO 144A 01.8249 03/15/2045 | 0.00% |
| NOK/USD 12/15/2021 HSBCB | 0.00% |
| NZD/USD PUT 0.678 20211112 UBS | 0.00% |
| SEK/USD 12/15/2021 RBSF | 0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 1MX5Y P 1.3025 USD 11/26/2021 CI | 0.00% |
| SWPTN 1MX5Y R 1.81 CAD 11/26/2021 TD | 0.00% |
| SWPTN 5WX5Y R 1.758 CAD 11/22/2021 TD | 0.00% |
| WBCMT 2006-C29 IO IO 00.2599 11/15/2048 | 0.00% |
| 1.584 R ISWP US0003M P 10/19/2031 | -0.00% |
| 1.605 R ISWP FWD US0003M P 11/12/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.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 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-.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 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| SEK/USD 12/15/2021 BANKAM | -0.00% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.00% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.357 R ISWP US0003M P 09/14/2031 | -0.00% |
| 1.5324 R ISWP US0003M P 03/05/2031 | -0.00% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.00% |
| CAD/USD 01/19/2022 JPMCB | -0.00% |
| CAD/USD 01/19/2022 SSBT | -0.00% |
| CHF/USD 12/15/2021 BCAP-FX | -0.00% |
| CHF/USD 12/15/2021 CITI | -0.00% |
| CHF/USD 12/15/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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 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% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.6175 R ISWP US0003M P 10/21/2031 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CHF/USD 12/15/2021 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| GBP/USD 12/15/2021 BANKAM | -0.00% |
| GBP/USD 12/15/2021 WPAC | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.00% |
| CAD/USD 01/19/2022 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 JP | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.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 12/15/2021 RBSF | -0.00% |
| GBP/USD 12/15/2021 UBS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.00% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.00% |
| CAD/USD 01/19/2022 TDBK | -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-.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% |
| NOK/USD 12/15/2021 GSFX | -0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 5WX10Y R 1.583 USD 11/08/2021 GS | -0.00% |
| USD/CAD PUT 1.2252 20211126 TDBK | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.01% |
| 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.01% |
| 2.232 R ISWP FWD US0003M P 06/11/2051 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.01% |
| SEK/USD 12/15/2021 CITI | -0.01% |
| SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | -0.01% |
| SWPTN 5WX5Y P 1.758 CAD 11/22/2021 TD | -0.01% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.01% |
| 1.529 R ISWP FWD US0003M P 09/15/2032 | -0.01% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.01% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -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% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 5WX10Y P 1.583 USD 11/08/2021 GS | -0.01% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.01% |
| 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.01% |
| AUD/USD 01/19/2022 UBS | -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-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| NZD/USD 01/19/2022 BCAP-FX | -0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| EUR/USD 12/15/2021 SSBT | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| GBP/USD 12/15/2021 JPMCB | -0.01% |
| GBP/USD 12/15/2021 SSBT | -0.01% |
| NZD/USD 01/19/2022 CITI | -0.01% |
| NZD/USD 01/19/2022 TDBK | -0.01% |
| SEK/USD 12/15/2021 UBS | -0.01% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.01% |
| SWPTN 1MX5Y P 1.81 CAD 11/26/2021 TD | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% |
| 1.299 R ISWP US0003M P 10/26/2026 | -0.01% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | -0.01% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | -0.01% |
| NZD/USD 01/19/2022 SSBT | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| -0.05 R ISWP FWD SARON FIXING 3. (MARKET CLOSE. P 12/15/2031 | -0.01% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.01% |
| GBP/USD 12/15/2021 MSCIL | -0.01% |
| JPY/USD 11/17/2021 CITI | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| 1.915 R ISWP FWD US0003M P 10/10/2033 | -0.01% |
| AUD/USD 01/19/2022 HSBCB | -0.01% |
| EUR/USD 12/15/2021 BANKAM | -0.01% |
| NZD/USD 01/19/2022 UBS | -0.01% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.02% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.02% |
| EUR/USD 12/15/2021 HSBCB | -0.02% |
| JPY/USD 11/17/2021 MSCIL | -0.02% |
| NOK/USD 12/15/2021 SSBT | -0.02% |
| NZD/USD 01/19/2022 WPAC | -0.02% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.02% |
| SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.02% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.02% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.02% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% |
| AUD/USD 01/19/2022 BCAP-FX | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| SEK/USD 12/15/2021 MSCIL | -0.02% |
| SWPTN 10WX10Y R 1.292 USD 12/08/2021 CI | -0.02% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.02% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | -0.02% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| EUR/USD 12/15/2021 JPMCB | -0.02% |
| JPY/USD 11/17/2021 BCAP-FX | -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 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| EUR/USD 12/15/2021 MSCIL | -0.02% |
| SEK/USD 12/15/2021 SSBT | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NZD/USD 01/19/2022 BANKAM | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.02% |
| SEK/USD 12/15/2021 GSFX | -0.02% |
| SWPTN 14WX1Y R 0.745 USD 01/04/2022 JP | -0.02% |
| JPY/USD 11/17/2021 TDBK | -0.02% |
| NOK/USD 12/15/2021 UBS | -0.02% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| AUD/USD 01/19/2022 GSFX | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.02% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.02% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| JPY/USD 11/17/2021 HSBCB | -0.03% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.03% |
| SEK/USD 12/15/2021 TDBK | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% |
| GBP/USD 12/15/2021 GSFX | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| NZD/USD 01/19/2022 GSFX | -0.03% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% |
| AUD/USD 01/19/2022 BANKAM | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.03% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.03% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.03% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.04% |
| UKRPI P 3.385 R 11/15/24 | -0.04% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| 2.03 R ISWP FWD NFIX3MID P 12/15/2031 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| JPY/USD 11/17/2021 BANKAM | -0.04% |
| 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.04% |
| EUR/USD 12/15/2021 UBS | -0.04% |
| NZD/USD 01/19/2022 RBSF | -0.04% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| NZD/USD 01/19/2022 MSCIL | -0.04% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | -0.05% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.05% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.05% |
| EUR/USD 12/15/2021 GSFX | -0.05% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.05% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.05% |
| JPY/USD 11/17/2021 GSFX | -0.05% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| 1.70 R ISWP FWD CDOR03 P 12/15/2031 | -0.06% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.06% |
| 0.02 R ISWP FWD EUR006M P 12/15/2031 | -0.06% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.06% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.06% |
| 0.944 R ISWP US0003M P 10/25/2026 | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| JPY/USD 11/17/2021 UBS | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.06% |
| 1.086 R ISWP US0003M P 10/01/2026 | -0.06% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.07% |
| SWPTN 1YX1Y P 1.0325 USD 10/03/2022 JP | -0.07% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.08% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.08% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.08% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.08% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.08% |
| SWPTN 7YX10Y P 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% |
| 0.3757 R ISWP US0003M P 10/06/2023 | -0.08% |
| 1.395 R ISWP FWD AUDBB6M P 12/15/2031 | -0.08% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.09% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.09% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.09% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.09% |
| SWPTN 1YX10Y P 1.849 USD 09/13/2022 CI | -0.09% |
| SWPTN 1YX1Y P 0.8075 USD 10/03/2022 JP | -0.09% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.10% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.10% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.11% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.12% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.12% |
| CPURNSA P 2.783 R 09/14/26 | -0.12% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.12% |
| CPURNSA P 2.78 R 01/15/32 | -0.14% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.16% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.16% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.16% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.17% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.20% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.20% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.23% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.30% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.33% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.51% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.81% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2051 | -6.06% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -7.76% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2051 | -9.77% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | -54.05% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 13.39% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 9.45% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2051 | 2.10% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.93% |
| TREASURY BILL 00.0000 03/17/2022 | 0.92% |
| TREASURY BILL 00.0000 03/03/2022 | 0.89% |
| TREASURY BILL 00.0000 04/21/2022 | 0.87% |
| TREASURY BILL 00.0000 03/24/2022 | 0.83% |
| STACR 2016-DNA3 M3 05.0860 12/25/2028 | 0.80% |
| TREASURY BILL 00.0000 10/19/2021 | 0.78% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2051 | 0.72% |
| TREASURY BILL 00.0000 10/05/2021 | 0.71% |
| FNR 2019-49 ST IO 05.9340 09/25/2049 | 0.64% |
| FNR 2017-8 SB IO 06.0140 02/25/2047 | 0.59% |
| STACR 2018-HRP2 M3AS 01.0860 02/25/2047 | 0.58% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.57% |
| FNR 2017-74 SA IO 05.6640 10/25/2047 | 0.57% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.56% |
| GNR 2020-166 IA IO 03.0000 11/20/2050 | 0.55% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.55% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.53% |
| RCMT 2020-FL4 C 144A 04.8360 02/25/2035 | 0.53% |
| FNR 2020-70 SD IO 06.1640 10/25/2050 | 0.51% |
| CSMC 2008-C1 AJ 144A 06.0103 02/15/2041 | 0.51% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.50% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.47% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.47% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2051 | 0.47% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.46% |
| FHR 5002 SJ IO 06.0140 07/25/2050 | 0.46% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.46% |
| FHR 4698 NS IO 06.0663 06/15/2047 | 0.46% |
| FNR 2021-17 KI IO 04.5000 04/25/2051 | 0.45% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.44% |
| GNR 2016-H23 MI IO 02.2949 10/20/2066 | 0.42% |
| DBUBS 2011-LC3A D 144A 05.5454 08/10/2044 | 0.42% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.42% |
| CWALT 2005-59 1A1 00.7435 11/20/2035 | 0.42% |
| COMM 2014-CR17 C 04.9457 05/10/2047 | 0.42% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.41% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.41% |
| WFCM 2020-C55 D 144A 02.5000 02/15/2053 | 0.41% |
| CAS 2016-C02 1B 12.3360 09/25/2028 | 0.41% |
| BANK 2017-BNK9 XA IO 00.9343 11/15/2054 | 0.40% |
| FHR 5149 BI IO 03.0000 07/25/2051 | 0.40% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.40% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.40% |
| STACR 2015-DNA3 B 09.4360 04/25/2028 | 0.38% |
| FHR 3852 NT 05.9163 05/15/2041 | 0.38% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.38% |
| TREASURY BILL 00.0000 02/17/2022 | 0.38% |
| MCAS 2019-01 M10 144A 03.3360 10/15/2049 | 0.38% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.37% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.37% |
| QUIKRETE TLB L+250 02.5841 02/01/2027 | 0.37% |
| FNR 2021-56 QI IO 04.5000 09/25/2051 | 0.36% |
| FHR 5010 IE IO 04.0000 09/25/2050 | 0.36% |
| GSMS 2014-GC22 C 04.8455 06/10/2047 | 0.36% |
| FHR 5023 TS IO 06.1640 10/25/2050 | 0.35% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.35% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.35% |
| SCIENTIFIC GAMES CORP L+275 02.8341 08/14/2024 | 0.34% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.34% |
| MRAIT 2020-11 A1X 01.7838 04/22/2022 | 0.34% |
| MRAIT 2021-NA1 A1X 01.5860 03/08/2022 | 0.34% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.34% |
| STACR 2021-DNA2 M2 02.3500 08/25/2033 | 0.34% |
| APID 2015-23A AR 144A 01.3461 04/15/2033 | 0.34% |
| VERTIV TLB L+275 02.8303 03/02/2027 | 0.33% |
| CWALT 2006-OA7 1A2 01.0321 06/25/2046 | 0.33% |
| BSCMS 2007-T26 AJ 05.5399 01/12/2045 | 0.33% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.33% |
| SPST 2021-6 A 00.8833 04/25/2022 | 0.33% |
| FNR 2021-44 NI IO 03.0000 07/25/2051 | 0.33% |
| GNR 2020-H14 AI IO 01.3676 06/20/2070 | 0.33% |
| BANK 2018-BN10 XA IO 00.8685 02/15/2061 | 0.32% |
| MRAIT 2021-11 A1X 01.2338 01/25/2022 | 0.32% |
| TRNTS 2021-16A A1 144A 01.3143 07/20/2034 | 0.32% |
| MRAIT 2021-EBO4 A1X 01.8360 02/16/2022 | 0.32% |
| JPMBB 2013-C12 B 04.2352 07/15/2045 | 0.32% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.32% |
| COMM 2014-CR17 D 144A 05.0095 05/10/2047 | 0.32% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.31% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.31% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.31% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.31% |
| BOBA 2020-1A A 144A 01.4843 01/20/2032 | 0.30% |
| ABBSL 2020-1A A1A 144A 01.6261 01/15/2033 | 0.30% |
| MORGN 2019-5A A1 144A 01.5161 01/15/2033 | 0.30% |
| MRAIT 2021-EBO1 A1X 01.8338 02/16/2022 | 0.30% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.30% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.30% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.29% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.29% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.29% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.29% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.28% |
| STACR 2018-DNA3 M2 02.1860 09/25/2048 | 0.28% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.28% |
| STACR 2017-DNA3 M2B 02.5860 03/25/2030 | 0.28% |
| CAS 2020-R01 1B1 03.3360 01/25/2040 | 0.28% |
| FNR 2011-53 ST IO 05.8340 06/25/2041 | 0.28% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.28% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.27% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.27% |
| FHR 4727 SA IO 06.1163 11/15/2047 | 0.27% |
| ZAIS 2019-13A A1A 144A 01.6161 07/15/2032 | 0.27% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.27% |
| GWOLF 2015-1A A1R 144A 01.2853 01/27/2031 | 0.27% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.27% |
| CAS 2014-C01 M2 04.4860 01/25/2024 | 0.26% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.26% |
| SPRINT CORP 07.8750 09/15/2023 | 0.26% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.26% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.26% |
| WFRBS 2013-C15 D 144A 04.6496 08/15/2046 | 0.26% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.26% |
| MRAIT 2020-2 A2 | 0.26% |
| GNR 2020-112 MS IO 06.2126 08/20/2050 | 0.26% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.26% |
| MRAIT 2021-8 A1X 01.2360 10/15/2021 | 0.25% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.25% |
| STACR 2015-DNA1 B 09.2860 10/25/2027 | 0.25% |
| GNR 2016-H13 IK IO 02.6359 06/20/2066 | 0.25% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.25% |
| MWST 2020-1 A 00.9860 10/25/2053 | 0.25% |
| MCAS 2020-01 M10 144A 03.8360 03/25/2050 | 0.25% |
| MSBAM 2013-C10 E 144A 04.2160 07/15/2046 | 0.25% |
| AWPT 2014-2A A1R 144A 01.3561 10/15/2029 | 0.24% |
| COMM 2015-LC19 C 04.3748 02/10/2048 | 0.24% |
| FNR 2016-60 LS IO 06.0140 09/25/2046 | 0.24% |
| HCA INC 05.2500 06/15/2026 | 0.24% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.24% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.24% |
| CAS 2016-C06 1M2 04.3360 04/25/2029 | 0.24% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.24% |
| JPMBB 2013-C14 D 144A 04.6992 08/15/2046 | 0.23% |
| FNR 2020-16 SG IO 05.9640 03/25/2050 | 0.23% |
| TERRIER MEDIA BUYER IN L+350 03.5841 12/17/2026 | 0.23% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.23% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.23% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.23% |
| CENTENE CORP 04.6250 12/15/2029 | 0.23% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.23% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.23% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.22% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.22% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.22% |
| WFCM 2016-BNK1 XA IO 01.8635 08/15/2049 | 0.22% |
| CARR 2006-NC2 A4 00.3260 06/25/2036 | 0.22% |
| VIBR 2018-8A A1A 144A 01.2743 01/20/2031 | 0.22% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.22% |
| WFCM 2013-LC12 D 144A 04.4429 07/15/2046 | 0.22% |
| BANIJAY GROUP TLB L+375 03.8303 03/04/2025 | 0.22% |
| OZLM 2014-9A A1AR 144A 01.4143 10/20/2031 | 0.22% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.22% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.22% |
| SOLENIS 1STL L+400 04.0841 06/26/2025 | 0.22% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.22% |
| CAS 2016-C03 1B 11.8360 10/25/2028 | 0.22% |
| TALLGRASS ENERGY PARTN L+475 04.8341 03/11/2026 | 0.22% |
| UBSCM 2012-C1 C 144A 05.7344 05/10/2045 | 0.22% |
| ALTICE USA TLB L+225 02.3338 01/15/2026 | 0.21% |
| ELANCO ANIMAL HLTH TLB L+175 01.8324 02/04/2027 | 0.21% |
| CAS 2016-C07 2M2 04.4360 05/25/2029 | 0.21% |
| MSBAM 2014-C17 C 04.6375 08/15/2047 | 0.21% |
| UBSBB 2012-C3 C 144A 05.2057 08/10/2049 | 0.21% |
| CAS 2016-C04 1M2 04.3360 01/25/2029 | 0.21% |
| AGL 2021-13A A1 P/P 144A 01.2923 10/20/2034 | 0.21% |
| CGMS C17A A1AR 144A 01.1585 04/30/2031 | 0.21% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.21% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.21% |
| FNR 2015-19 SA IO 06.1140 04/25/2045 | 0.20% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.20% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.20% |
| TRANSDIGM INC TLF L+225 02.3341 12/09/2025 | 0.20% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.20% |
| STACR 2018-HRP2 M3 02.4860 02/25/2047 | 0.20% |
| COMM 2018-COR3 C 04.7124 05/10/2051 | 0.20% |
| CPTFEMU R 0.655 P 05/15/30 | 0.20% |
| GALXY 2016-22A ARR 144A 01.3264 04/16/2034 | 0.20% |
| JPMCC 2012-C8 D 144A 04.8277 10/15/2045 | 0.20% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.20% |
| ZAYO GROUP HLDG INC L+300 03.0841 03/09/2027 | 0.20% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.20% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.20% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.20% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.19% |
| CAS 2015-C04 1M2 05.7860 04/25/2028 | 0.19% |
| RESTAURANT BRANDS INTE L+175 01.8368 11/19/2026 | 0.19% |
| OCP 2020-19A AR 144A 01.2843 10/20/2034 | 0.19% |
| REYNOLDS TL L+175 01.8341 01/29/2027 | 0.19% |
| SNDPT 2018-1A A 144A 01.1261 04/15/2031 | 0.19% |
| STACR 2015-DNA2 B 07.6360 12/25/2027 | 0.19% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.19% |
| FNR 2013-130 SD IO 06.5140 01/25/2044 | 0.19% |
| FNR 2016-88 SK IO 05.9140 12/25/2046 | 0.19% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.19% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.18% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.18% |
| ENTERCOM TLB1 L+250 02.5851 11/17/2024 | 0.18% |
| FNR 2017-108 SA IO 06.0640 01/25/2048 | 0.18% |
| CAS 2017-C01 1M2 03.6360 07/25/2029 | 0.18% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.18% |
| STACR 2017-DNA2 M2 03.5360 10/25/2029 | 0.18% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.18% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.18% |
| CPTFEMU R 0.961 P 05/15/40 | 0.18% |
| GNR 2018-H05 AI IO 02.3887 02/20/2068 | 0.18% |
| MRAFT 2020-5 A1 01.0848 08/10/2023 | 0.18% |
| NOURYON USA TLB L+300 02.8318 10/01/2025 | 0.18% |
| THERMON GROUP HOLDINGS L+375 04.7500 10/30/2024 | 0.18% |
| AHM 2007-1 GA1C 00.2760 05/25/2047 | 0.18% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.18% |
| CABLEVISION SYSTEMS TL L+225 02.3338 07/17/2025 | 0.18% |
| FHMS K099 X1 IO 01.0047 09/25/2029 | 0.18% |
| GUGG4 2016-1A A1S1 144A 01.3561 10/15/2031 | 0.18% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.18% |
| SNDPT 2021-1A A 144A 01.2100 04/25/2034 | 0.18% |
| FNR 2016-65 CS IO 06.0140 09/25/2046 | 0.18% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.18% |
| SPEAK 2020-8A A 144A 01.4043 04/20/2033 | 0.18% |
| STACR 2016-DNA1 M3 05.6360 07/25/2028 | 0.18% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.18% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.18% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.17% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.17% |
| CSAIL 2019-C16 XA IO 01.7294 06/15/2052 | 0.17% |
| MRAFT 2021-S1 A1 01.0000 09/10/2022 | 0.17% |
| MSBAM 2012-C5 E 144A 04.8129 08/15/2045 | 0.17% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.17% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.17% |
| CALPINE CONS FIN TL L+200 02.0841 01/15/2025 | 0.17% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.17% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.17% |
| WFRBS 2012-C10 D 144A 04.5596 12/15/2045 | 0.17% |
| MDPK 2018-30A A 144A 00.8761 04/15/2029 | 0.17% |
| GNR 2015-H19 NI IO 01.8986 07/20/2065 | 0.17% |
| STARS GROUP TLB L+225 02.3818 07/29/2025 | 0.17% |
| CMLTI 2007-AMC3 A2D 00.4360 03/25/2037 | 0.17% |
| GNR 2017-H06 BI IO 02.3440 02/20/2067 | 0.17% |
| MSBAM 2013-C13 XA IO 01.1099 11/15/2046 | 0.17% |
| ELMW4 2020-1A A 144A 01.3661 04/15/2033 | 0.17% |
| REG18 2021-1A A1 144A 01.2261 01/15/2034 | 0.17% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.17% |
| ARES 2016-41A AR2 144A 01.1961 04/15/2034 | 0.17% |
| COMM 2013-CR11 XA IO 01.0775 08/10/2050 | 0.17% |
| YCLO 2016-2A A1R 144A 01.2243 04/20/2032 | 0.17% |
| OZLM 2015-11A A1R 144A 01.3785 10/30/2030 | 0.17% |
| COMM 2015-LC21 XA IO 00.8203 07/10/2048 | 0.16% |
| UBSCM 2018-C8 XA IO 01.0222 02/15/2051 | 0.16% |
| CHARTER COMMUNICATIONS L+175 01.8400 02/01/2027 | 0.16% |
| MSBAM 2014-C15 D 144A 05.0618 04/15/2047 | 0.16% |
| STACR 2016-DNA1 B 10.0860 07/25/2028 | 0.16% |
| CAS 2019-HRP1 M2 02.2360 11/25/2039 | 0.16% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.16% |
| BMC SOFTWARE TLB L+375 03.8815 10/02/2025 | 0.16% |
| GNR 2015-H15 JI IO 01.9501 06/20/2065 | 0.16% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.16% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.16% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.16% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.16% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.16% |
| GARDNER DENVER TLB L+175 01.8341 02/28/2027 | 0.16% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.16% |
| WFRBS 2011-C4 D 144A 05.0235 06/15/2044 | 0.16% |
| CSAIL 2015-C1 D 144A 03.9041 04/15/2050 | 0.15% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.15% |
| GNR 2016-121 JS IO 06.0126 09/20/2046 | 0.15% |
| MWST 2020-2 A 00.8860 11/25/2053 | 0.15% |
| JPMBB 2014-C24 XA IO 01.0540 11/15/2047 | 0.15% |
| WFCM 2013-LC12 C 04.4429 07/15/2046 | 0.15% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.15% |
| CD 2017-CD3 C 04.7021 02/10/2050 | 0.15% |
| DEN17 2018-1A AR 144A 01.1861 10/15/2031 | 0.15% |
| GNR 2011-70 WI IO 04.7626 12/20/2040 | 0.15% |
| GNR 2018-H02 GI IO 02.3419 12/20/2067 | 0.15% |
| MSBAM 2014-C14 C 05.2178 02/15/2047 | 0.15% |
| GNR 2017-H16 BI IO 02.2089 08/20/2067 | 0.15% |
| CARVL 2019-1A ANR 144A 01.2443 04/20/2032 | 0.14% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.14% |
| WFRBS 2012-C7 D 144A 04.9573 06/15/2045 | 0.14% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.14% |
| MSC 2016-UB12 XA IO 00.8480 12/15/2049 | 0.14% |
| RALI 2006-QO5 1A1 00.5160 05/25/2046 | 0.14% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.14% |
| SNDPT 2013-1A A1R 144A 01.1953 01/26/2031 | 0.14% |
| UNIVISION COMMUNICATIO L+325 04.0000 03/24/2026 | 0.14% |
| HILTON HOTELS CORP TLB L+175 01.8360 06/21/2026 | 0.14% |
| UBSC 2011-C1 D 144A 06.4516 01/10/2045 | 0.14% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.14% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.14% |
| GNR 2016-H02 BI IO 01.8295 11/20/2065 | 0.14% |
| OAKCL 2021-1A A1 144A 01.2918 07/15/2034 | 0.14% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0833 06/30/2025 | 0.14% |
| SNDPT 2020-1A AR 144A 01.2980 07/20/2034 | 0.14% |
| FNR 2019-66 SC IO 05.9140 11/25/2049 | 0.14% |
| MSBAM 2012-C6 D 144A 04.7566 11/15/2045 | 0.14% |
| ELMW5 2020-2A AR P/P 144A 01.2665 10/20/2034 | 0.14% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 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% |
| CEDF 2013-1A ARR 144A 01.2143 04/20/2034 | 0.13% |
| ELMW2 2019-2A AR 144A 01.2843 04/20/2034 | 0.13% |
| GNR 2018-91 SJ IO 06.1626 07/20/2048 | 0.13% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.13% |
| BANK 2019-BN20 XA IO 00.9584 09/15/2062 | 0.13% |
| CGCMT 2014-GC19 D 144A 05.2598 03/10/2047 | 0.13% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.13% |
| CAS 2014-C04 1M2 04.9860 11/25/2024 | 0.13% |
| LENNAR CORP 04.7500 11/15/2022 | 0.13% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | 0.13% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.13% |
| JPMBB 2014-C25 D P/P 144A 04.0891 11/15/2047 | 0.13% |
| WAMU 2005-AR13 A1C3 01.0660 10/25/2045 | 0.13% |
| UBSCM 2017-C7 XA IO 01.1724 12/15/2050 | 0.13% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.13% |
| CANYC 2019-2A A 144A 01.4961 10/15/2032 | 0.12% |
| COMM 2014-CR20 XA IO 01.1509 11/10/2047 | 0.12% |
| GNR 2015-H09 BI IO 01.6739 03/20/2065 | 0.12% |
| AIMCO 2021-14A A 144A 01.1879 04/20/2034 | 0.12% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.12% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.12% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.12% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| GCBSL 2020-48A A1 144A 01.4439 04/17/2033 | 0.12% |
| ARES 2021-60A A 144A 01.2549 07/18/2034 | 0.12% |
| FNR 2016-83 BS IO 06.0140 11/25/2046 | 0.12% |
| MSBAM 2013-C10 F 144A 04.2160 07/15/2046 | 0.12% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.12% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.12% |
| GNR 2010-125 SD IO 06.5954 01/16/2040 | 0.12% |
| GNR 2015-H25 AI IO 01.6042 09/20/2065 | 0.12% |
| GNR 2019-121 DS IO 06.0126 08/20/2049 | 0.12% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.12% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.12% |
| FNR 2011-4 CS 12.7280 05/25/2040 | 0.12% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.12% |
| ABBSL 2021-2A A 144A 01.2301 04/15/2034 | 0.12% |
| STACR 2018-HQA1 M2 02.3860 09/25/2030 | 0.12% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.12% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.12% |
| CF 2019-CF3 XA IO 00.8356 01/15/2053 | 0.12% |
| COMM 2015-CR23 XA IO 01.0314 05/10/2048 | 0.12% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.12% |
| COMM 2013-CR13 E 144A 05.0446 11/10/2046 | 0.11% |
| GNR 2016-H23 NI IO 02.2248 10/20/2066 | 0.11% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.11% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.11% |
| GSM 2021-4A A1 144A 01.3058 07/15/2034 | 0.11% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.11% |
| CAS 2014-C03 2M2 02.9860 07/25/2024 | 0.11% |
| GNR 2010-116 SA IO 05.8126 09/20/2040 | 0.11% |
| GNR 2015-H25 EI IO 01.8407 10/20/2065 | 0.11% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.11% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.11% |
| CAS 2017-C07 2M2 02.5860 05/25/2030 | 0.11% |
| CWALT 2006-OA7 1A1 02.1968 06/25/2046 | 0.11% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.11% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.11% |
| CAS 2017-C02 2B1 05.5860 09/25/2029 | 0.11% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.11% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.11% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.11% |
| GNR 2016-77 SC IO 06.0126 10/20/2045 | 0.11% |
| GNR 2018-H02 EI IO 02.3753 01/20/2068 | 0.11% |
| WFCM 2014-LC16 XA IO 01.2432 08/15/2050 | 0.10% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.10% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.10% |
| COMM 2014-CR19 XA IO 01.1119 08/10/2047 | 0.10% |
| COMM 2014-UBS6 XA IO 01.0252 12/10/2047 | 0.10% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.10% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.10% |
| CFCRE 2011-C2 D 144A 05.8868 12/15/2047 | 0.10% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.10% |
| GNR 2018-H13 NI IO 02.0998 08/20/2068 | 0.10% |
| WOODS 2018-17A A 144A 01.1983 04/22/2031 | 0.10% |
| CSAIL 2015-C1 XA IO 00.9657 04/15/2050 | 0.10% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.10% |
| NETFLIX INC 05.5000 02/15/2022 | 0.10% |
| MSC 2012-C4 E 144A 05.5392 03/15/2045 | 0.09% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.09% |
| STACR 2018-DNA2 B1 03.7860 12/25/2030 | 0.09% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.09% |
| GRIFOLS TLB L+200 02.0719 11/15/2027 | 0.09% |
| LMAT 2021-GS3 A2 03.2500 07/25/2061 | 0.09% |
| MSBAM 2015-C26 XA IO 01.1320 10/15/2048 | 0.09% |
| PROVINCIA DE BUENOS P/P 144A 03.9000 09/01/2037 | 0.09% |
| WFRBS 2012-C10 E 144A 04.5596 12/15/2045 | 0.09% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.09% |
| GSMS 2014-GC24 D 144A 04.6691 09/10/2047 | 0.09% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.09% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.09% |
| CMLTI 2007-AR5 1A1A 02.9025 04/25/2037 | 0.09% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.09% |
| CFCRE 2016-C4 XA IO 01.7983 05/10/2058 | 0.09% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.09% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.09% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.09% |
| CAS 2017-C05 1B1 03.6860 01/25/2030 | 0.09% |
| HVMLT 2005-2 1A 00.6074 05/19/2035 | 0.09% |
| BSP 2018-5BA A1A 144A 01.2243 04/20/2031 | 0.08% |
| NCC 2019-IA ANAR P/P 144A 01.4818 04/15/2031 | 0.08% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.08% |
| MSBAM 2013-C12 E 144A 04.9215 10/15/2046 | 0.08% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.08% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.08% |
| CECLO 2020-29A A1N 144A 01.8343 07/20/2031 | 0.08% |
| GNR 2016-H22 AI IO 02.3288 10/20/2066 | 0.08% |
| PROVINCIA DE CORDOBA P/P 144A 05.0000 02/01/2029 | 0.08% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.08% |
| ARRW 2019-1 A3 04.0549 01/25/2049 | 0.08% |
| CWALT 2006-OA10 2A1 00.4660 08/25/2046 | 0.08% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.08% |
| GNR 2016-H08 AI IO 01.5517 08/20/2065 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| WFRBS 2012-C10 C 04.4946 12/15/2045 | 0.08% |
| SAMI 2006-AR7 A1A 00.5060 08/25/2036 | 0.08% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.08% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.08% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% |
| COMM 2015-CR22 XA IO 01.0214 03/10/2048 | 0.08% |
| OCT54 2021-1A A1 144A 01.2531 07/15/2034 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.07% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.07% |
| CAS 2016-C01 1B 11.8360 08/25/2028 | 0.07% |
| GNR 2015-H28 DI IO 01.5306 08/20/2065 | 0.07% |
| STACR 2017-DNA2 B1 05.2360 10/25/2029 | 0.07% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.07% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.07% |
| JPMCC 2012-LC9 D 144A 04.5080 12/15/2047 | 0.07% |
| STACR 2016-DNA4 M3 03.8860 03/25/2029 | 0.07% |
| CGCMT 2014-GC19 X IO 01.2938 03/10/2047 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| GNR 2015-H10 EI IO 01.5960 04/20/2065 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.07% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.07% |
| GNR 2014-H14 CI IO 01.5588 07/20/2064 | 0.07% |
| GSMS 2014-GC18 XA IO 01.1442 01/10/2047 | 0.07% |
| SWPTN 1YX10Y P 1.529 USD 09/13/2022 CI | 0.07% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.07% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.07% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.07% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.07% |
| CAS 2016-C05 2M2 04.5360 01/25/2029 | 0.07% |
| STACR 2016-HQA2 M3B 05.2360 11/25/2028 | 0.07% |
| CWHL 2005-3 1A1 00.7060 04/25/2035 | 0.06% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.06% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.06% |
| JPALT 2007-A2 12A1 00.4860 06/25/2037 | 0.06% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.06% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.06% |
| CAS 2018-C06 2M2 02.1860 03/25/2031 | 0.06% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.06% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.06% |
| STACR 2020-HQA3 B1 05.8360 07/25/2050 | 0.06% |
| WAMU 2005-AR10 1A3 02.9099 09/25/2035 | 0.06% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.06% |
| PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.06% |
| STACR 2018-HQA1 B1 04.4360 09/25/2030 | 0.06% |
| UBSBB 2013-C5 XA IO 144A 01.0404 03/10/2046 | 0.06% |
| WFRBS 2012-C9 XB IO 144A 00.8734 11/15/2045 | 0.06% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.06% |
| WFRBS 2011-C4 E 144A 05.0235 06/15/2044 | 0.06% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.06% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| JPMCC 2013-C10 XA IO 01.0788 12/15/2047 | 0.06% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.06% |
| GNR 2017-H03 DI IO 02.4610 12/20/2066 | 0.06% |
| MSBAM 2013-C10 D 144A 04.2160 07/15/2046 | 0.06% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.06% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.06% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.06% |
| STACR 2021-HQA3 M1 00.9000 09/25/2041 | 0.06% |
| APID 2021-35A A 144A 01.2486 04/20/2034 | 0.06% |
| CGCMT 2014-GC21 X IO 01.3200 05/10/2047 | 0.06% |
| GLM 2019-5A A 144A 01.4343 10/20/2032 | 0.06% |
| INGIM 2013-2A A1R 144A 01.0953 04/25/2031 | 0.06% |
| KAYNE 2019-6A A1 144A 01.5143 01/20/2033 | 0.06% |
| RSRVA 2016-3A ARR 144A 01.1939 01/18/2034 | 0.06% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.06% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.06% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.06% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.05% |
| TRANSDIGM INC TLE L+225 02.3341 05/30/2025 | 0.05% |
| VISTRA OPERATIONS COMP L+175 01.8341 12/01/2025 | 0.05% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.05% |
| MEREDITH CORPORATION T L+250 02.5841 01/31/2025 | 0.05% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.05% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.05% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% |
| STACR 2019-DNA1 M2 02.7360 01/25/2049 | 0.05% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.05% |
| HMIR 2021-2 B1 144A 04.2000 01/25/2034 | 0.05% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.05% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.05% |
| GNR 2011-H15 AI IO 01.5238 06/20/2061 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| CAS 2020-R02 2M2 02.0860 01/25/2040 | 0.04% |
| GNR 2017-H14 DI IO 01.6954 06/20/2067 | 0.04% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.04% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.04% |
| CGCMT 2013-GC17 X IO 01.1682 11/10/2046 | 0.04% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.04% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.04% |
| AUD/USD 10/20/2021 GSFX | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.04% |
| GNR 2011-17 S IO 05.9626 02/20/2041 | 0.04% |
| STACR 2016-HQA1 M3 06.4360 09/25/2028 | 0.04% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.04% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.04% |
| COMM 2014-LC15 XA IO 01.2326 04/10/2047 | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| WESTERN DIGITAL CORP T L+175 01.8324 04/29/2023 | 0.04% |
| CAS 2018-C01 1M2 02.3360 07/25/2030 | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| GNR 2017-H02 BI IO 02.4363 01/20/2067 | 0.04% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| JPMBB 2014-C19 XA IO 00.8144 04/15/2047 | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| CWALT 2006-OA10 4A1 00.4660 08/25/2046 | 0.04% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.04% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.04% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% |
| EUR/USD 12/15/2021 RBSF | 0.04% |
| FNR 2018-86 DS IO 06.0140 12/25/2048 | 0.04% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.04% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.04% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.04% |
| CAS 2015-C04 2M2 05.6360 04/25/2028 | 0.03% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.03% |
| CAS 2014-C02 2M2 02.6860 05/25/2024 | 0.03% |
| COMM 2014-UBS4 XA IO 01.2528 08/10/2047 | 0.03% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.03% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.03% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 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% |
| GNR 2016-H11 HI IO 02.1039 01/20/2066 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% |
| 1.10 R ISWP FWD SOFRRATE P 12/15/2031 | 0.03% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.03% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.03% |
| FHR 2990 LB 16.7316 06/15/2034 | 0.03% |
| FNR 2007-53 SP 23.8847 06/25/2037 | 0.03% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.03% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.03% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.03% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% |
| EUR/USD PUT 1.1615 20211027 JPMCB | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.03% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.03% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.02% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.02% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| BURL STORE CV 02.2500 04/15/2025 | 0.02% |
| CAD/USD 10/20/2021 SSBT | 0.02% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.02% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.02% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.02% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.02% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.02% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| GBP/USD PUT 1.332 20211112 BANKAM | 0.02% |
| GNR 2013-99 VS IO 06.0154 07/16/2043 | 0.02% |
| STACR 2018-HQA2 M2 02.3860 10/25/2048 | 0.02% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| CAS 2019-R01 2M2 02.5360 07/25/2031 | 0.02% |
| EUR/USD PUT 1.155 20211112 GSFX | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| TREASURY BILL 00.0000 03/10/2022 | 0.02% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.02% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 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 GS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| NZD/USD 10/20/2021 SSBT | 0.02% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.02% |
| GBP/USD 12/15/2021 CITI | 0.02% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.02% |
| NZD/USD PUT 0.678 20211112 UBS | 0.02% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.02% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.02% |
| STACR 2019-DNA2 M2 02.5360 03/25/2049 | 0.02% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.02% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| 1.366 R ISWP FWD US0003M P 09/13/2031 | 0.02% |
| AUD/USD 10/20/2021 UBS | 0.02% |
| CAS 2015-C01 1M2 04.3860 02/25/2025 | 0.02% |
| CAS 2018-C05 1M2 02.4360 01/25/2031 | 0.02% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.02% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.02% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.02% |
| NZD/USD 10/20/2021 RBSF | 0.02% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.02% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.02% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.02% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.02% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.02% |
| 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% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.02% |
| FHR 2976 LC 24.1129 05/15/2035 | 0.02% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.02% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| 0.65 R ISWP FWD SES3M P 12/15/2031 | 0.02% |
| 1.29 R ISWP US0003M P 08/20/2031 | 0.02% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.02% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.02% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.02% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.02% |
| CHEGG INC CV 00.0000 09/01/2026 | 0.02% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.02% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.02% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.02% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.02% |
| PACIRA PHARMA CV 00.7500 08/01/2025 | 0.02% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% |
| 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.01% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.01% |
| 1.324 R ISWP US0003M P 09/17/2031 | 0.01% |
| CAS 2017-C05 1M2A 02.2860 01/25/2030 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.01% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.01% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.01% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| ZSCALER INC. CV 00.1250 07/01/2025 | 0.01% |
| 1.355 R ISWP US0003M P 09/23/2031 | 0.01% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.01% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.01% |
| EUR/USD 12/15/2021 TDBK | 0.01% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| GNR 2020-15 CS IO 05.9626 02/20/2050 | 0.01% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.01% |
| LIBERTY MEDIA | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.01% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.01% |
| CGCMT 2012-GC8 XA IO 144A 01.8920 09/10/2045 | 0.01% |
| CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 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% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
| OKTA INC CV 00.3750 06/15/2026 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 1MX10Y P 1.383 USD 10/08/2021 GS | 0.01% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 1.63 R ISWP FWD NOKOIB6M P 12/15/2031 | 0.01% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.01% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CPTFEMU R 1.4 P 07/15/27 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.01% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.01% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.01% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.01% |
| AUD/USD 10/20/2021 HSBCB | 0.01% |
| BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.01% |
| CHF/USD 12/15/2021 MSCIL | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| GBP/USD 12/15/2021 HSBCB | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.01% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.01% |
| JPY/USD 11/17/2021 SSBT | 0.01% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.01% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.01% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.01% |
| 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.01% |
| 1.086 R ISWP US0003M P 10/01/2026 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2005-74 NK 27.0700 05/25/2035 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| UBSBB 2012-C2 XA IO 144A 01.4302 05/10/2063 | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.01% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.01% |
| CHF/USD 12/15/2021 UBS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CPURNSA P 2.783 R 09/14/26 | 0.01% |
| FIVE9 INC CV 00.5000 06/01/2025 | 0.01% |
| GBP/USD 12/15/2021 TDBK | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2019-78 SJ IO 05.9626 06/20/2049 | 0.01% |
| LENDINGTREE CV 00.5000 07/15/2025 | 0.01% |
| NOK/USD 12/15/2021 UBS | 0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| WAYFAIR INC CV 00.6250 10/01/2025 | 0.01% |
| 1.5324 R ISWP US0003M P 03/05/2031 | 0.01% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.01% |
| AUD/USD 10/20/2021 RBSF | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GBP/USD 12/15/2021 SSBT | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNR 2019-99 KS IO 05.9626 08/20/2049 | 0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.01% |
| SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | 0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.01% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% |
| AUD/USD 10/20/2021 BCAP-FX | 0.01% |
| CAS 2015-C02 2M2 04.0860 05/25/2025 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GBP/USD 12/15/2021 CSI-FX | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| JPY/USD 11/17/2021 JPMCB | 0.01% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.01% |
| NZD/USD 10/20/2021 BANKAM | 0.01% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.01% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.01% |
| 1.3955 R ISWP US0003M P 09/27/2031 | 0.00% |
| 1.461 R ISWP US0003M P 06/11/2031 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 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-.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% |
| CPTFEMU R 1.4375 P 09/15/23 | 0.00% |
| CPTFEMU R 1.4413 P 09/15/23 | 0.00% |
| CPTFEMU R 1.4425 P 09/15/23 | 0.00% |
| CPTFEMU R 1.4438 P 09/15/23 | 0.00% |
| EUR/USD 12/15/2021 CSI-FX | 0.00% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.00% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.00% |
| CAD/USD 10/20/2021 CSI-FX | 0.00% |
| CAD/USD 10/20/2021 TDBK | 0.00% |
| CHF/USD 12/15/2021 JPMCB | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| EUR/USD 12/15/2021 BCAP-FX | 0.00% |
| EUR/USD 12/15/2021 CITI | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| NOK/USD 12/15/2021 SSBT | 0.00% |
| SEK/USD 12/15/2021 JPMCB | 0.00% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.00% |
| 0.6525 R ISWP FWD SONIA P 12/15/2031 | 0.00% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.00% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| CAD/USD 10/20/2021 MSCIL | 0.00% |
| CAS 2016-C01 1M2 06.8360 08/25/2028 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| 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% |
| FNW 1998-W2 X IO 00.0000 06/25/2028 | 0.00% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.00% |
| NZD/USD 10/20/2021 HSBCB | 0.00% |
| NZD/USD 10/20/2021 MSCIL | 0.00% |
| NZD/USD 10/20/2021 WPAC | 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 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 0.00% |
| CAD/USD 10/20/2021 JPMCB | 0.00% |
| CAD/USD 10/20/2021 UBS | 0.00% |
| CAS 2015-C02 1M2 04.0860 05/25/2025 | 0.00% |
| CAS 2016-C02 1M2 06.0860 09/25/2028 | 0.00% |
| CHF/USD 12/15/2021 SSBT | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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-.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 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 12/15/2021 WPAC | 0.00% |
| JPY/USD 11/17/2021 RBSF | 0.00% |
| NZD/USD 10/20/2021 BCAP-FX | 0.00% |
| NZD/USD 10/20/2021 TDBK | 0.00% |
| NZD/USD 10/20/2021 UBS | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| AUD/USD 10/20/2021 CSI-FX | 0.00% |
| CAS 2014-C04 2M2 05.0860 11/25/2024 | 0.00% |
| CHF/USD 12/15/2021 CITI | 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.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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 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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.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-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| FNW 1998-W5 X IO 00.4206 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2806 10/25/2043 | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| JPY/USD 11/17/2021 WPAC | 0.00% |
| NOK/USD 12/15/2021 GSFX | 0.00% |
| NZD/USD 10/20/2021 GSFX | 0.00% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.00% |
| SWPTN 1MX5Y R 1.6 CAD 10/29/2021 TD | 0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | 0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| BACM 2007-1 XW IO 00.5078 01/15/2049 | 0.00% |
| CAD/USD 10/20/2021 CITI | 0.00% |
| CHF/USD 12/15/2021 BANKAM | 0.00% |
| CHF/USD 12/15/2021 HSBCB | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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-.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| FSPC T-8 A9 IO 00.4364 11/15/2028 | 0.00% |
| GBP/USD 12/15/2021 BCAP-FX | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| HKD/USD 11/17/2021 BANKAM | 0.00% |
| HKD/USD 11/17/2021 CITI | 0.00% |
| HKD/USD 11/17/2021 HSBCB | 0.00% |
| HKD/USD 11/17/2021 RBSF | 0.00% |
| HKD/USD 11/17/2021 SSBT | 0.00% |
| HKD/USD 11/17/2021 TDBK | 0.00% |
| HKD/USD 11/17/2021 UBS | 0.00% |
| LBUBS 2007-C2 XW IO 00.2530 02/15/2040 | 0.00% |
| MSC 2012-C4 XA IO 144A 02.0476 03/15/2045 | 0.00% |
| NOK/USD 12/15/2021 HSBCB | 0.00% |
| NOK/USD 12/15/2021 MSCIL | 0.00% |
| NOK/USD 12/15/2021 RBSF | 0.00% |
| NZD/USD 10/20/2021 CITI | 0.00% |
| SEK/USD 12/15/2021 TDBK | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | 0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.00% |
| WBCMT 2006-C29 IO IO 00.4526 11/15/2048 | 0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | -0.00% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.00% |
| 1.824 R ISWP US0003M P 09/30/2051 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CHF/USD 12/15/2021 BCAP-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.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 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-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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 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 MS | -0.00% |
| JPY/USD 11/17/2021 CITI | -0.00% |
| SEK/USD 12/15/2021 MSCIL | -0.00% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.00% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.00% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.00% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.00% |
| 0.3885 R ISWP US0003M P 10/01/2023 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.357 R ISWP US0003M P 09/14/2031 | -0.00% |
| 1.5415 R ISWP US0003M P 10/01/2031 | -0.00% |
| CAD/USD 10/20/2021 GSFX | -0.00% |
| CAD/USD 10/20/2021 RBSF | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| NOK/USD 12/15/2021 JPMCB | -0.00% |
| SEK/USD 12/15/2021 BANKAM | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 1MX5Y P 1.6 CAD 10/29/2021 TD | -0.00% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.00% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.00% |
| 2.232 R ISWP FWD US0003M P 06/11/2051 | -0.00% |
| CAD/USD 10/20/2021 BANKAM | -0.00% |
| CAD/USD 10/20/2021 HSBCB | -0.00% |
| CHF/USD 12/15/2021 RBSF | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.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 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| SEK/USD 12/15/2021 SSBT | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 1MX5Y R 0.944 USD 10/21/2021 CI | -0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.00% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.00% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.00% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.00% |
| CAD/USD 10/20/2021 WPAC | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| JPY/USD 11/17/2021 BCAP-FX | -0.00% |
| JPY/USD 11/17/2021 MSCIL | -0.00% |
| SEK/USD 12/15/2021 RBSF | -0.00% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.00% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% |
| -0.05 R ISWP FWD SARON FIXING 3. (MARKET CLOSE. P 12/15/2031 | -0.00% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -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 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% |
| JPY/USD 11/17/2021 HSBCB | -0.00% |
| NZD/USD 10/20/2021 CSI-FX | -0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | -0.01% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.01% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.01% |
| EUR/USD PUT 1.135 20211112 GSFX | -0.01% |
| GBP/USD 12/15/2021 UBS | -0.01% |
| GBP/USD 12/15/2021 WPAC | -0.01% |
| GBP/USD PUT 1.30 20211112 BANKAM | -0.01% |
| JPY/USD 11/17/2021 TDBK | -0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | -0.01% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | -0.01% |
| 1.529 R ISWP FWD US0003M P 09/15/2032 | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 12/15/2021 BANKAM | -0.01% |
| GBP/USD 12/15/2021 RBSF | -0.01% |
| NOK/USD 12/15/2021 TDBK | -0.01% |
| NZD/USD PUT 0.66 20211112 UBS | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.01% |
| CHF/USD 12/15/2021 GSFX | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.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 CS | -0.01% |
| CPTFEMU P 1.71 R 07/15/37 | -0.01% |
| GBP/USD 12/15/2021 JPMCB | -0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.01% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.01% |
| AUD/USD 10/20/2021 CITI | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | -0.01% |
| EUR/USD PUT 1.149 20211027 JPMCB | -0.01% |
| SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.01% |
| UKRPI P 3.665 R 12/15/28 | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.01% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.01% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.01% |
| EUR/USD 12/15/2021 BANKAM | -0.01% |
| JPY/USD 11/17/2021 BANKAM | -0.01% |
| SEK/USD 12/15/2021 GSFX | -0.01% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.01% |
| UKRPI P 3.3875 R 03/15/28 | -0.01% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.01% |
| EUR/USD 12/15/2021 HSBCB | -0.01% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| 2.03 R ISWP FWD NFIX3MID P 12/15/2031 | -0.01% |
| AUD/USD 10/20/2021 BANKAM | -0.01% |
| AUD/USD 10/20/2021 MSCIL | -0.01% |
| AUD/USD 10/20/2021 SSBT | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 1MX10Y R 1.383 USD 10/08/2021 GS | -0.01% |
| SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.01% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| AUD/USD 10/20/2021 TDBK | -0.02% |
| EUR/USD 12/15/2021 JPMCB | -0.02% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD 12/15/2021 SSBT | -0.02% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -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 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.02% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD 12/15/2021 MSCIL | -0.02% |
| JPY/USD 11/17/2021 UBS | -0.02% |
| NZD/USD 10/20/2021 JPMCB | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.02% |
| 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.02% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SEK/USD 12/15/2021 UBS | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| JPY/USD 11/17/2021 GSFX | -0.02% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.02% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.02% |
| SWPTN 3MX10Y R 1.1635 USD 12/08/2021 CI | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| AUD/USD 10/20/2021 JPMCB | -0.02% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.03% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| UKRPI P 3.34 R 02/15/28 | -0.03% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.03% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.03% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.03% |
| 1.70 R ISWP FWD CDOR03 P 12/15/2031 | -0.03% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.03% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.03% |
| GBP/USD 12/15/2021 MSCIL | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| UKRPI P 3.4025 R 03/15/28 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.03% |
| 0.02 R ISWP FWD EUR006M P 12/15/2031 | -0.03% |
| 1.395 R ISWP FWD AUDBB6M P 12/15/2031 | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 1MX5Y P 0.944 USD 10/21/2021 CI | -0.03% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.04% |
| CPURNSA P 2.78 R 01/15/32 | -0.04% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.04% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.04% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| GBP/USD 12/15/2021 GSFX | -0.04% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.04% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.04% |
| EUR/USD 12/15/2021 UBS | -0.04% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.04% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.04% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.04% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% |
| UKRPI P 3.385 R 11/15/24 | -0.04% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.05% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| EUR/USD 12/15/2021 GSFX | -0.05% |
| UKRPI P 3.34 R 03/15/28 | -0.05% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.06% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.06% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.06% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.06% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.07% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.07% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.08% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.08% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.09% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.09% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.09% |
| SWPTN 1YX10Y P 1.849 USD 09/13/2022 CI | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.11% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.11% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.12% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.14% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.14% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.15% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.16% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.17% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.18% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.18% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.23% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | -0.24% |
| CPTFEMU P 1.13 R 05/15/50 | -0.28% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.29% |
| CPTFEMU P 0.935 R 05/15/40 | -0.37% |
| CPTFEMU P 0.93 R 05/15/40 | -0.37% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.47% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.96% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2051 | -4.02% |
| FNMA FN30 TBA UMBS 02.0000 10/01/2051 | -5.59% |
| FNMA FN30 TBA UMBS 02.5000 10/01/2051 | -5.98% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -8.40% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | -53.18% |
Fixed income statistics as of 12/31/21
| Average effective maturity | 1.86 yrs. |
|---|---|
| Average effective duration | 0.01 yrs. |
| Average yield to maturity | 6.25% |
| Average coupon | 4.19% |
Sector weightings as of 12/31/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency CMO | 21.00% | 0.70 | 0.00% | 0.00 | 21.00% | 0.70 |
| Commercial MBS | 14.56% | 0.42 | 2.99% | 0.02 | 17.55% | 0.44 |
| Residential MBS (non-agency) | 11.81% | 0.26 | 0.00% | 0.00 | 11.81% | 0.26 |
| High-yield corporate bonds | 11.34% | 0.36 | 0.00% | 0.00 | 11.34% | 0.36 |
| Agency pass-through | 0.17% | 0.01 | 10.33% | 0.10 | 10.50% | 0.11 |
| Collateralized loan obligations | 9.36% | 0.38 | 0.00% | 0.00 | 9.36% | 0.38 |
| Bank loans | 7.12% | 0.26 | 0.00% | 0.00 | 7.12% | 0.26 |
| Investment-grade corporate bonds | 5.83% | 0.21 | 0.00% | 0.00 | 5.83% | 0.21 |
| Emerging-market bonds | 4.99% | 0.29 | 0.00% | 0.00 | 4.99% | 0.29 |
| Asset-backed securities (ABS) | 2.61% | 0.03 | 0.00% | 0.00 | 2.61% | 0.03 |
| Convertible securities | 1.44% | 0.03 | 0.00% | 0.00 | 1.44% | 0.03 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | 0.23 | 0.00% | 0.23 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -1.62 | 0.00% | -1.62 |
| Net cash | 9.77% | 0.00 | 0.00% | 0.00 | 9.77% | 0.00 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Maturity detail as of 12/31/21
| 0 - 1 yr. | 12.90% |
|---|---|
| 1 - 5 yrs. | 76.83% |
| 5 - 10 yrs. | 6.96% |
| 10 - 15 yrs. | 2.16% |
| Over 15 yrs. | 1.15% |
Quality rating as of 12/31/21
| AAA | 49.06% |
|---|---|
| AA | 2.36% |
| A | 5.55% |
| BBB | 13.86% |
| BB | 16.04% |
| B | 6.50% |
| CCC and Below | 4.17% |
| Not Rated | 2.46% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Allocation of assets among fixed-income strategies and sectors may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less when interest rates decline and decline in value more when interest rates rise. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. The fund may not achieve its goal, and it is not intended to be a complete investment program. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. The fund's efforts to produce lower-volatility returns may not be successful and may make it more difficult at times for the fund to achieve its targeted return. Under certain market conditions, the fund may accept greater-than-typical volatility to seek its targeted return. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund. The fund’s prospectus lists additional risks.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country allocation as of 12/31/21
| United States | 88.10% |
|---|---|
| Cayman Islands | 7.16% |
| Indonesia | 1.05% |
| Mexico | 0.56% |
| Ivory Coast | 0.48% |
| Dominican Republic | 0.43% |
| Brazil | 0.37% |
| Canada | 0.36% |
| Senegal | 0.36% |
| Other | 1.13% |
1
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| Total expense ratio | 0.79% | 0.99% | 1.54% | 1.04% | 0.54% | 0.54% |
| What you pay | 0.79% | 0.99% | 1.54% | 1.04% | 0.54% | 0.54% |
Sales charge
| Breakpoint | Class A | Class B | Class C | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|
| $0-$49,999 | 2.25% / 2.00% | 0.00% / 1.00% | 0.00% / 1.00% | -- | -- | -- |
| $50,000-$99,999 | 2.25% / 2.00% | 0.00% / 1.00% | 0.00% / 1.00% | -- | -- | -- |
| $100,000-$249,999 | 1.75% / 1.50% | -- | 0.00% / 1.00% | -- | -- | -- |
| $250,000-$499,999 | 1.25% / 1.00% | -- | 0.00% / 1.00% | -- | -- | -- |
| $500,000-$999,999 | 0.00% / 1.00% | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% / 1.00% | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% / 0.50% | -- | -- | -- | -- | -- |
| $50M+ | 0.00% / 0.25% | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 1.00% | 1.00% | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 1.00% | 1.00% | -- | -- | -- |
| 2 yrs. | 0.00% | 0.50% | 0.00% | -- | -- | -- |
| 3 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 4 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 5 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 6 yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
| 7+ yrs. | 0.00% | -- | 0.00% | -- | -- | -- |
Trail commissions
| Class A | Class B | Class C | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|
| 0.25% | 0.25% | 1.00% | 0.50% | 0.00% | 0.00% | |
| NA | NA | NA | NA | NA | NA | |
| NA | NA | NA | NA | NA | NA |
For sales and trail commission information on purchases over $500,000 and participant-directed qualified retirement plans, see a Putnam fund prospectus and the statement of additional information.
The ICE BofA U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. You cannot invest directly in an index.
Each fund seeks to earn a positive total return that exceeds the rate of inflation by a targeted amount over a reasonable period of time regardless of market conditions. There can be no assurance that a fund will meet its objective. The fund is not intended to outperform stocks and bonds during strong market rallies. Consult your financial advisor to determine which fund fits into your investment goals and time horizon.
Consider these risks before investing: Allocation of assets among fixed-income strategies and sectors may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less when interest rates decline and decline in value more when interest rates rise. International investing involves currency, economic, and political risks. Emerging-market securities have illiquidity and volatility risks. The fund may not achieve its goal, and it is not intended to be a complete investment program. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. The fund's efforts to produce lower-volatility returns may not be successful and may make it more difficult at times for the fund to achieve its targeted return. Under certain market conditions, the fund may accept greater-than-typical volatility to seek its targeted return. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund. The fund’s prospectus lists additional risks.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.