Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Fixed Income Absolute Return Fund (Class Y) (PYTRX)
Seeks positive returns with a similar level of volatility
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Highlights
Objective
The fund seeks positive total return.
Strategy and process
- Global diversification The fund can invest across global fixed-income sectors and can adjust dynamically as opportunities change.
- Independent of indexesThe portfolio managers have the flexibility to mitigate a variety of risks, and are not constrained by traditional benchmarks.
- Risk hedging The fund's hedging and market neutral strategies can offer volatility dampening benefits to client portfolios.
Fund price
| Net asset value (yesterday’s close) |
$9.17 -0.22% | $-0.02 |
| 52-week high | $9.72 (02/26/21) |
| 52-week low | $9.17 (09/16/21) |
Yield
| Distribution rate before sales charge as of 09/15/21 |
3.53% |
|---|---|
| Distribution rate after sales charge as of 09/15/21 |
3.53% |
| 30-day SEC yield as of 08/31/21 | 3.63% |
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)
2.51%
Average 5-year annualized return
Fund facts as of 08/31/21
Total net assets
$457.45M
$457.45M
Turnover (fiscal year end)
844%
844%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1358
1358
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
Markets see living with Covid-19 as the new normal
Global financial markets might be pricing in a “living with the virus” environment and are adjusting to a lower growth path.Consider stable value funds for DC plans
For retirement plan sponsors, choosing a capital preservation option can be challenging. We offer insights about stable value funds and their performance.Bond markets in flux on rates and inflation outlook
Global financial markets were mixed during the second quarter.Performance
Total return (%) as of 06/30/21
Annual performance as of 06/30/21
Annualized Total return (%) as of 06/30/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 4.13% | 2.75% | 4.10% | 2.36% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 0.10% | 1.40% | 1.19% | 0.65% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 08/31/21 | 0.08% | - | |
| YTD as of 09/15/21 | -2.07% | - | |
Yield
| Distribution rate before sales charge as of 09/15/21 |
3.53% |
|---|---|
| Distribution rate after sales charge as of 09/15/21 |
3.53% |
| 30-day SEC yield as of 08/31/21 | 3.63% |
Volatility as of 08/31/21
| Standard deviation (3 yrs.) | 5.34% |
|---|
Fixed income statistics as of 08/31/21
| Average effective duration | 0.61 yrs. |
|---|
Morningstar Ratings™ as of 08/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 309 | |
| 3 yrs. | 309 | |
| 5 yrs. | 278 | |
| 10 yrs. | 112 |
Distributions
| Record/Ex dividend date | 08/18/21 |
|---|---|
| Payable date | 08/20/21 |
| Income | $0.027 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
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** FundVisualizer comparison based on Putnam fund versus the largest fund in its Morningstar category.
Holdings
| Net cash | 10.40% |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 09/01/2051 | 7.73% |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | 6.47% |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | 5.39% |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | 2.78% |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | 2.52% |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | 0.92% |
| Stacr 2016-Dna3 M3 05.0844 12/25/2028 | 0.82% |
| Fnma Fn30 Tba Umbs 04.5000 09/01/2051 | 0.71% |
| Fnr 2017-8 Sb Io 06.0156 02/25/2047 | 0.59% |
| Top 10 holdings, percent of portfolio | 38.33% |
| Top 10 holdings as of 08/31/21 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | |
| Stacr 2016-Dna3 M3 05.0844 12/25/2028 | |
| Fnma Fn30 Tba Umbs 04.5000 09/01/2051 | |
| Fnr 2017-8 Sb Io 06.0156 02/25/2047 | |
| Holdings represent 38.33% of portfolio | |
| Top 10 holdings as of 07/31/21 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 04.0000 08/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 08/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 09/01/2051 | |
| 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 08/01/2051 | |
| Holdings represent 46.73% of portfolio | |
| Top 10 holdings as of 06/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 07/01/2051 | |
| Net cash | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | |
| Stacr 2016-Dna3 M3 05.0915 12/25/2028 | |
| Msbam 2013-C10 E 144a 04.2166 07/15/2046 | |
| Fnma Fn30 Tba Umbs 04.5000 07/01/2051 | |
| Toronto-Dominion Bank Usd 01.9000 12/01/2022 | |
| Holdings represent 48.11% of portfolio | |
| Top 10 holdings as of 05/31/21 | |
|---|---|
| Net cash | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 02.0000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2051 | |
| Ubs Ag London P/P 144a 01.7500 04/21/2022 | |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | |
| Stacr 2016-Dna3 M3 05.0916 12/25/2028 | |
| Msbam 2013-C10 E 144a 04.0807 07/15/2046 | |
| Holdings represent 57.70% of portfolio | |
| FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 7.73% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 6.48% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 5.39% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 2.78% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2051 | 2.52% |
| TREASURY BILL 00.0000 09/21/2021 | 1.44% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.92% |
| STACR 2016-DNA3 M3 05.0844 12/25/2028 | 0.82% |
| TREASURY BILL 00.0000 10/19/2021 | 0.76% |
| FNMA FN30 TBA UMBS 04.5000 09/01/2051 | 0.71% |
| TREASURY BILL 00.0000 10/05/2021 | 0.70% |
| CASH MGMT BILL 00.0000 11/16/2021 | 0.63% |
| FNR 2017-8 SB IO 06.0156 02/25/2047 | 0.59% |
| FNR 2017-74 SA IO 05.6656 10/25/2047 | 0.58% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.58% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.57% |
| GNR 2020-166 IA IO 03.0000 11/20/2050 | 0.54% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.53% |
| TREASURY BILL 00.0000 09/28/2021 | 0.52% |
| RCMT 2020-FL4 C 144A 04.8344 02/25/2035 | 0.52% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.51% |
| FNR 2020-70 SD IO 06.1656 10/25/2050 | 0.50% |
| MAGNE 2020-26A A 144A 01.8761 07/15/2030 | 0.50% |
| CSMC 2008-C1 AJ 144A 06.0103 02/15/2041 | 0.50% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.49% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.48% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.47% |
| FHR 4698 NS IO 06.0545 06/15/2047 | 0.46% |
| GNR 2016-H23 MI IO 02.3887 10/20/2066 | 0.45% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.44% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.44% |
| FNR 2021-17 KI IO 04.5000 04/25/2051 | 0.44% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.43% |
| CWALT 2005-59 1A1 00.7484 11/20/2035 | 0.42% |
| COMM 2014-CR17 C 04.9458 05/10/2047 | 0.42% |
| TREASURY BILL 00.0000 09/07/2021 | 0.42% |
| DBUBS 2011-LC3A D 144A 05.5573 08/10/2044 | 0.41% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.41% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.41% |
| WFCM 2020-C55 D 144A 02.5000 02/15/2053 | 0.41% |
| CAS 2016-C02 1B 12.3344 09/25/2028 | 0.40% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.40% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.40% |
| BANK 2017-BNK9 XA IO 00.9353 11/15/2054 | 0.40% |
| FHR 3852 NT 05.9045 05/15/2041 | 0.39% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.39% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.39% |
| STACR 2015-DNA3 B 09.4344 04/25/2028 | 0.38% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.38% |
| MCAS 2019-01 M10 144A 03.3344 10/15/2049 | 0.37% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.36% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.36% |
| GSMS 2014-GC22 C 04.8455 06/10/2047 | 0.36% |
| QUIKRETE TLB L+250 02.5846 02/01/2027 | 0.36% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.35% |
| FHR 5023 TS IO 06.1656 10/25/2050 | 0.34% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.34% |
| FHR 5010 IE IO 04.0000 09/25/2050 | 0.34% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.34% |
| SCIENTIFIC GAMES CORP L+275 02.8346 08/14/2024 | 0.34% |
| MRAIT 2020-11 A1X 01.7955 04/22/2022 | 0.33% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.33% |
| MRAIT 2021-NA1 A1X 01.5958 03/08/2022 | 0.33% |
| APID 2015-23A AR 144A 01.3461 04/15/2033 | 0.33% |
| FNR 2021-56 QI IO 04.5000 09/25/2051 | 0.33% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.33% |
| BANK 2018-BN10 XA IO 00.8727 02/15/2061 | 0.33% |
| CWALT 2006-OA7 1A2 01.0379 06/25/2046 | 0.32% |
| VERTIV TLB L+275 02.8325 03/02/2027 | 0.32% |
| BSCMS 2007-T26 AJ 05.5400 01/12/2045 | 0.32% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.32% |
| SPST 2021-6 A 00.8859 04/25/2022 | 0.32% |
| TRNTS 2021-16A A1 144A 01.3143 07/20/2034 | 0.32% |
| MSBAM 2013-C10 E 144A 04.2162 07/15/2046 | 0.32% |
| JPMBB 2013-C12 B 04.2353 07/15/2045 | 0.32% |
| MRAIT 2021-11 A1X 01.2455 01/25/2022 | 0.32% |
| MRAIT 2021-EBO4 A1X 01.8458 02/16/2022 | 0.32% |
| STACR 2014-HQ2 M3 03.8344 09/25/2024 | 0.31% |
| COMM 2014-CR17 D 144A 05.0095 05/10/2047 | 0.31% |
| FNR 2021-44 NI IO 03.0000 07/25/2051 | 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 | 0.30% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 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% |
| ABBSL 2020-1A A1A 144A 01.6261 01/15/2033 | 0.29% |
| BOBA 2020-1A A 144A 01.4843 01/20/2032 | 0.29% |
| MORGN 2019-5A A1 144A 01.5161 01/15/2033 | 0.29% |
| MRAIT 2021-EBO1 A1X 01.8455 02/16/2022 | 0.29% |
| FNR 2011-53 ST IO 05.8356 06/25/2041 | 0.29% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.28% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.28% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.28% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.28% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.28% |
| FHR 4727 SA IO 06.1045 11/15/2047 | 0.28% |
| CAS 2020-R01 1B1 03.3344 01/25/2040 | 0.27% |
| STACR 2017-DNA3 M2B 02.5844 03/25/2030 | 0.27% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.27% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.27% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.27% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.27% |
| CAS 2014-C01 M2 04.4844 01/25/2024 | 0.27% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.27% |
| ZAIS 2019-13A A1A 144A 01.6161 07/15/2032 | 0.27% |
| CGCMT 2019-GC43 X IO 00.7479 11/10/2052 | 0.26% |
| GNR 2016-H13 IK IO 02.6367 06/20/2066 | 0.26% |
| GWOLF 2015-1A A1R 144A 01.2853 01/27/2031 | 0.26% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.26% |
| SPRINT CORP 07.8750 09/15/2023 | 0.26% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.26% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.26% |
| GNR 2020-112 MS IO 06.2116 08/20/2050 | 0.26% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.26% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.26% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.25% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.25% |
| MRAIT 2020-2 A2 | 0.25% |
| WFRBS 2013-C15 D 144A 04.6451 08/15/2046 | 0.25% |
| FNR 2016-60 LS IO 06.0156 09/25/2046 | 0.25% |
| MRAIT 2021-8 A1X 01.2458 10/15/2021 | 0.25% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.25% |
| STACR 2015-DNA1 B 09.2844 10/25/2027 | 0.25% |
| MCAS 2020-01 M10 144A 03.8344 03/25/2050 | 0.24% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.24% |
| CGMS C17A A1AR 144A 01.1585 04/30/2031 | 0.24% |
| JPMBB 2013-C14 D 144A 04.6991 08/15/2046 | 0.24% |
| MWST 2020-1 A 00.9844 10/25/2053 | 0.24% |
| COMM 2015-LC19 C 04.3749 02/10/2048 | 0.24% |
| AWPT 2014-2A A1R 144A 01.3561 10/15/2029 | 0.24% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.24% |
| HCA INC 05.2500 06/15/2026 | 0.24% |
| FNR 2020-16 SG IO 05.9656 03/25/2050 | 0.24% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.24% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.24% |
| CAS 2016-C06 1M2 04.3344 04/25/2029 | 0.24% |
| WR GRACE TLB3 L+200 02.1473 03/30/2028 | 0.23% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.23% |
| TERRIER MEDIA BUYER IN L+350 03.5846 12/17/2026 | 0.23% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.22% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.22% |
| CENTENE CORP 04.6250 12/15/2029 | 0.22% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.22% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.22% |
| WFCM 2016-BNK1 XA IO 01.8640 08/15/2049 | 0.22% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.22% |
| VIBR 2018-8A A1A 144A 01.2743 01/20/2031 | 0.22% |
| CARR 2006-NC2 A4 00.3244 06/25/2036 | 0.22% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.22% |
| BANIJAY GROUP TLB L+375 03.8325 03/04/2025 | 0.22% |
| OZLM 2014-9A A1AR 144A 01.4143 10/20/2031 | 0.22% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.21% |
| SOLENIS 1STL L+400 04.0846 06/26/2025 | 0.21% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.21% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.21% |
| CAS 2016-C03 1B 11.8344 10/25/2028 | 0.21% |
| TALLGRASS ENERGY PARTN L+475 04.8346 03/11/2026 | 0.21% |
| UBSCM 2012-C1 C 144A 05.7355 05/10/2045 | 0.21% |
| ALTICE USA TLB L+225 02.3451 01/15/2026 | 0.21% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.21% |
| ELANCO ANIMAL HLTH TLB L+175 01.8360 02/04/2027 | 0.21% |
| FNR 2015-19 SA IO 06.1156 04/25/2045 | 0.21% |
| MSBAM 2014-C17 C 04.6324 08/15/2047 | 0.21% |
| UBSBB 2012-C3 C 144A 05.2057 08/10/2049 | 0.21% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.20% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.20% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.20% |
| GNR 2015-H19 NI IO 01.9023 07/20/2065 | 0.20% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.20% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.20% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.20% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.20% |
| COMM 2018-COR3 C 04.7124 05/10/2051 | 0.20% |
| JPMBB 2014-C18 C 04.9564 02/15/2047 | 0.20% |
| TRANSDIGM INC TLF L+225 02.3346 12/09/2025 | 0.20% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.20% |
| STACR 2018-HRP2 M3 02.4844 02/25/2047 | 0.19% |
| GALXY 2016-22A ARR 144A 01.3264 04/16/2034 | 0.19% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.19% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.19% |
| JPMCC 2012-C8 D 144A 04.8278 10/15/2045 | 0.19% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.19% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.19% |
| WFCM 2013-LC12 D 144A 04.4431 07/15/2046 | 0.19% |
| ZAYO GROUP HLDG INC L+300 03.0846 03/09/2027 | 0.19% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.19% |
| CAS 2015-C04 1M2 05.7844 04/25/2028 | 0.19% |
| FNR 2016-88 SK IO 05.9156 12/25/2046 | 0.19% |
| RESTAURANT BRANDS INTE L+175 01.8346 11/19/2026 | 0.19% |
| REYNOLDS TL L+175 01.8346 01/29/2027 | 0.19% |
| SNDPT 2018-1A A 144A 01.1261 04/15/2031 | 0.19% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.19% |
| STACR 2015-DNA2 B 07.6344 12/25/2027 | 0.19% |
| FNR 2013-130 SD IO 06.5156 01/25/2044 | 0.19% |
| THERMON GROUP HOLDINGS L+375 04.7500 10/30/2024 | 0.18% |
| GNR 2018-H05 AI IO 02.3877 02/20/2068 | 0.18% |
| MSBAM 2014-C14 C 05.2179 02/15/2047 | 0.18% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.18% |
| ENTERCOM TLB1 L+250 02.5846 11/17/2024 | 0.18% |
| FNR 2017-108 SA IO 06.0656 01/25/2048 | 0.18% |
| FNR 2016-65 CS IO 06.0156 09/25/2046 | 0.18% |
| CAS 2017-C01 1M2 03.6344 07/25/2029 | 0.18% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.18% |
| FHMS K099 X1 IO 01.0047 09/25/2029 | 0.18% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.18% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.18% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.18% |
| AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 0.18% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.18% |
| MORGN 2020-6A A 144A 01.4779 10/23/2033 | 0.18% |
| CABLEVISION SYSTEMS TL L+225 02.3451 07/17/2025 | 0.18% |
| MRAFT 2020-5 A1 01.0951 08/10/2023 | 0.18% |
| AHM 2007-1 GA1C 00.2744 05/25/2047 | 0.17% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.17% |
| GNR 2017-H06 BI IO 02.3494 02/20/2067 | 0.17% |
| GUGG4 2016-1A A1S1 144A 01.3561 10/15/2031 | 0.17% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.17% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.17% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.17% |
| SPEAK 2020-8A A 144A 01.4043 04/20/2033 | 0.17% |
| MSBAM 2013-C13 XA IO 01.1108 11/15/2046 | 0.17% |
| COMM 2013-CR11 XA IO 01.0784 08/10/2050 | 0.17% |
| MSBAM 2012-C5 E 144A 04.8177 08/15/2045 | 0.17% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.17% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.17% |
| CSAIL 2019-C16 XA IO 01.7212 06/15/2052 | 0.17% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.17% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.17% |
| CALPINE CONS FIN TL L+200 02.0846 01/15/2025 | 0.17% |
| MDPK 2018-30A A 144A 00.8761 04/15/2029 | 0.17% |
| CPTFEMU R 0.655 P 05/15/30 | 0.17% |
| STARS GROUP TLB L+225 02.3682 07/29/2025 | 0.17% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.17% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.17% |
| COMM 2015-LC21 XA IO 00.8208 07/10/2048 | 0.17% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.17% |
| CMLTI 2007-AMC3 A2D 00.4344 03/25/2037 | 0.16% |
| PLMRS 2018-2A A1A 144A 01.2264 07/16/2031 | 0.16% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.16% |
| ELMW4 2020-1A A 144A 01.3661 04/15/2033 | 0.16% |
| REG18 2021-1A A1 144A 01.2261 01/15/2034 | 0.16% |
| YCLO 2016-2A A1R 144A 01.2243 04/20/2032 | 0.16% |
| DEN14 2016-1A A1R 144A 01.4179 10/23/2031 | 0.16% |
| WFRBS 2012-C10 D 144A 04.5598 12/15/2045 | 0.16% |
| OZLM 2015-11A A1R 144A 01.3785 10/30/2030 | 0.16% |
| UBSCM 2018-C8 XA IO 01.0232 02/15/2051 | 0.16% |
| GNR 2015-H15 JI IO 01.9518 06/20/2065 | 0.16% |
| MRAFT 2020-4 A1 01.4451 04/23/2023 | 0.16% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.16% |
| CHARTER COMMUNICATIONS L+175 01.8400 02/01/2027 | 0.16% |
| MSBAM 2014-C15 D 144A 05.0621 04/15/2047 | 0.16% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.16% |
| STACR 2016-DNA1 B 10.0844 07/25/2028 | 0.16% |
| CAS 2019-HRP1 M2 02.2344 11/25/2039 | 0.16% |
| CPTFEMU R 0.961 P 05/15/40 | 0.16% |
| BMC SOFTWARE TLB L+375 03.8346 10/02/2025 | 0.16% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 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% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.16% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.16% |
| GNR 2016-121 JS IO 06.0116 09/20/2046 | 0.15% |
| GNR 2018-H02 GI IO 02.3424 12/20/2067 | 0.15% |
| WFRBS 2011-C4 D 144A 05.0232 06/15/2044 | 0.15% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.15% |
| GARDNER DENVER TLB L+175 01.8346 02/28/2027 | 0.15% |
| GNR 2017-H16 BI IO 02.0741 08/20/2067 | 0.15% |
| JPMBB 2014-C24 XA IO 01.0543 11/15/2047 | 0.15% |
| GNR 2011-70 WI IO 04.7616 12/20/2040 | 0.15% |
| CSAIL 2015-C1 D 144A 03.9043 04/15/2050 | 0.15% |
| CAS 2016-C07 2M2 04.4344 05/25/2029 | 0.15% |
| MWST 2020-2 A 00.8844 11/25/2053 | 0.15% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.15% |
| CD 2017-CD3 C 04.7022 02/10/2050 | 0.14% |
| WFCM 2013-LC12 C 04.4431 07/15/2046 | 0.14% |
| DEN17 2018-1A AR 144A 01.1861 10/15/2031 | 0.14% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.14% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.14% |
| FNR 2019-66 SC IO 05.9156 11/25/2049 | 0.14% |
| CARVL 2019-1A ANR 144A 01.2443 04/20/2032 | 0.14% |
| MSC 2016-UB12 XA IO 00.8488 12/15/2049 | 0.14% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.14% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.14% |
| RALI 2006-QO5 1A1 00.5144 05/25/2046 | 0.14% |
| UNIVISION COMMUNICATIO L+325 03.3360 03/24/2026 | 0.14% |
| WFRBS 2012-C7 D 144A 04.9568 06/15/2045 | 0.14% |
| GNR 2018-91 SJ IO 06.1616 07/20/2048 | 0.14% |
| GNR 2015-H25 AI IO 01.6076 09/20/2065 | 0.14% |
| HILTON HOTELS CORP TLB L+175 01.8344 06/21/2026 | 0.14% |
| VICI PROPERTIES TL L+175 01.8379 12/15/2024 | 0.14% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.14% |
| GNR 2016-H02 BI IO 01.8781 11/20/2065 | 0.14% |
| MSBAM 2012-C6 D 144A 04.7568 11/15/2045 | 0.14% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0905 06/30/2025 | 0.14% |
| UBSC 2011-C1 D 144A 06.4422 01/10/2045 | 0.14% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.14% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.13% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.13% |
| BANK 2019-BN20 XA IO 00.9588 09/15/2062 | 0.13% |
| CAS 2014-C04 1M2 04.9844 11/25/2024 | 0.13% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.13% |
| CEDF 2013-1A ARR 144A 01.2143 04/20/2034 | 0.13% |
| CGCMT 2014-GC19 D 144A 05.2599 03/10/2047 | 0.13% |
| ELMW2 2019-2A AR 144A 01.2843 04/20/2034 | 0.13% |
| NEUB 2021-40A A 144A 01.1864 04/16/2033 | 0.13% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.13% |
| TREASURY BILL 00.0000 09/02/2021 | 0.13% |
| WAMU 2005-AR13 A1C3 01.0644 10/25/2045 | 0.13% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.13% |
| GNR 2015-H09 BI IO 01.6766 03/20/2065 | 0.13% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.13% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.13% |
| LENNAR CORP 04.7500 11/15/2022 | 0.13% |
| COMM 2014-CR20 XA IO 01.1515 11/10/2047 | 0.13% |
| CAS 2016-C04 1M2 04.3344 01/25/2029 | 0.13% |
| GNR 2015-H25 EI IO 01.8436 10/20/2065 | 0.13% |
| JPMBB 2014-C25 D P/P 144A 04.0944 11/15/2047 | 0.13% |
| UBSCM 2017-C7 XA IO 01.1739 12/15/2050 | 0.13% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.12% |
| GNR 2019-121 DS IO 06.0116 08/20/2049 | 0.12% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.12% |
| GNR 2016-H23 NI IO 02.2846 10/20/2066 | 0.12% |
| CANYC 2019-2A A 144A 01.4961 10/15/2032 | 0.12% |
| FNR 2016-83 BS IO 06.0156 11/25/2046 | 0.12% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.12% |
| FNR 2011-4 CS 12.7312 05/25/2040 | 0.12% |
| GNR 2010-125 SD IO 06.5845 01/16/2040 | 0.12% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.12% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.12% |
| BBCMS 2019-C4 XA IO 01.7380 08/15/2052 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.12% |
| ARES 2021-60A A 144A 01.2549 07/18/2034 | 0.12% |
| GCBSL 2020-48A A1 144A 01.4439 04/17/2033 | 0.12% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.12% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.12% |
| MSBAM 2013-C10 F 144A 04.2162 07/15/2046 | 0.12% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.12% |
| CAS 2014-C03 2M2 02.9844 07/25/2024 | 0.12% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.12% |
| COMM 2015-CR23 XA IO 01.0319 05/10/2048 | 0.12% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.12% |
| STACR 2018-HQA1 M2 02.3844 09/25/2030 | 0.12% |
| CF 2019-CF3 XA IO 00.8359 01/15/2053 | 0.11% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.11% |
| COMM 2013-CR13 E 144A 05.0449 11/10/2046 | 0.11% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.11% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.11% |
| GNR 2010-116 SA IO 05.8116 09/20/2040 | 0.11% |
| GNR 2018-H02 EI IO 02.3765 01/20/2068 | 0.11% |
| GSM 2021-4A A1 144A 01.3058 07/15/2034 | 0.11% |
| CWALT 2006-OA7 1A1 02.2038 06/25/2046 | 0.11% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.11% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.11% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.11% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.11% |
| GNR 2016-77 SC IO 06.0116 10/20/2045 | 0.11% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.11% |
| WFCM 2014-LC16 XA IO 01.2438 08/15/2050 | 0.11% |
| CAS 2017-C02 2B1 05.5844 09/25/2029 | 0.10% |
| CAS 2017-C07 2M2 02.5844 05/25/2030 | 0.10% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.10% |
| STACR 2016-HQA4 M3 03.9844 04/25/2029 | 0.10% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.10% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.10% |
| COMM 2014-CR19 XA IO 01.1126 08/10/2047 | 0.10% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.10% |
| COMM 2014-UBS6 XA IO 01.0257 12/10/2047 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.10% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.10% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.10% |
| CFCRE 2011-C2 D 144A 05.9555 12/15/2047 | 0.10% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.10% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.10% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.10% |
| GNR 2018-H13 NI IO 02.1403 08/20/2068 | 0.10% |
| CIFC 2018-2A A1 144A 01.1743 04/20/2031 | 0.10% |
| CSAIL 2015-C1 XA IO 00.9661 04/15/2050 | 0.10% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.10% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| WOODS 2018-17A A 144A 01.1983 04/22/2031 | 0.09% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.09% |
| GSMS 2015-GC30 XA IO 00.8754 05/10/2050 | 0.09% |
| MSC 2012-C4 E 144A 05.5411 03/15/2045 | 0.09% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.09% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.09% |
| RRAM 2018-3A A1R2 144A 01.2161 01/15/2030 | 0.09% |
| STACR 2018-DNA2 B1 03.7844 12/25/2030 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| MSBAM 2015-C26 XA IO 01.1338 10/15/2048 | 0.09% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.09% |
| WFRBS 2012-C10 E 144A 04.5598 12/15/2045 | 0.09% |
| GRIFOLS TLB L+200 02.0785 11/15/2027 | 0.09% |
| LMAT 2021-GS3 A2 03.2500 07/25/2061 | 0.09% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.09% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.09% |
| CGMS 2017-4A A1 144A 01.3061 01/15/2030 | 0.09% |
| GSMS 2014-GC24 D 144A 04.6690 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% |
| CFCRE 2016-C4 XA IO 01.7987 05/10/2058 | 0.09% |
| CMLTI 2007-AR5 1A1A 02.9013 04/25/2037 | 0.09% |
| HVMLT 2005-2 1A 00.6065 05/19/2035 | 0.09% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.09% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.08% |
| GNR 2016-H22 AI IO 02.3711 10/20/2066 | 0.08% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.08% |
| CAS 2017-C05 1B1 03.6844 01/25/2030 | 0.08% |
| BSP 2018-5BA A1A 144A 01.2243 04/20/2031 | 0.08% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.08% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.08% |
| STACR 2016-HQA3 M3 03.9344 03/25/2029 | 0.08% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.08% |
| ARRW 2019-1 A3 04.0905 01/25/2049 | 0.08% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.08% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.08% |
| CECLO 2020-29A A1N 144A 01.8343 07/20/2031 | 0.08% |
| MSBAM 2013-C12 E 144A 04.9249 10/15/2046 | 0.08% |
| CWALT 2006-OA10 2A1 00.4644 08/25/2046 | 0.08% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.08% |
| GNR 2016-H08 AI IO 01.6215 08/20/2065 | 0.08% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 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 04.4948 12/15/2045 | 0.08% |
| GNR 2015-H28 DI IO 01.5337 08/20/2065 | 0.08% |
| PROVINCIA DE CORDOBA P/P 144A 05.0000 02/01/2029 | 0.08% |
| SAMI 2006-AR7 A1A 00.5044 08/25/2036 | 0.08% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.08% |
| GNR 2014-H14 CI IO 01.5636 07/20/2064 | 0.08% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.08% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.07% |
| OCT54 2021-1A A1 144A 01.2531 07/15/2034 | 0.07% |
| STACR 2016-DNA4 M3 03.8844 03/25/2029 | 0.07% |
| GNR 2015-H10 EI IO 01.6007 04/20/2065 | 0.07% |
| STACR 2017-DNA2 M2 03.5344 10/25/2029 | 0.07% |
| CGCMT 2014-GC19 X IO 01.2949 03/10/2047 | 0.07% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.07% |
| GSMS 2014-GC18 XA IO 01.1646 01/10/2047 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.07% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.07% |
| CAS 2016-C01 1B 11.8344 08/25/2028 | 0.07% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.07% |
| STACR 2017-DNA2 B1 05.2344 10/25/2029 | 0.07% |
| CBAM 2019-9A A 144A 01.4061 02/12/2030 | 0.07% |
| JPMCC 2012-LC9 D 144A 04.5078 12/15/2047 | 0.07% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.07% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.07% |
| WFRBS 2012-C9 XB IO 144A 00.8735 11/15/2045 | 0.07% |
| TREASURY BILL 00.0000 02/17/2022 | 0.07% |
| UBSBB 2013-C5 XA IO 144A 01.0418 03/10/2046 | 0.07% |
| CAS 2016-C05 2M2 04.5344 01/25/2029 | 0.06% |
| COMM 2015-CR22 XA IO 01.0217 03/10/2048 | 0.06% |
| JPALT 2007-A2 12A1 00.4844 06/25/2037 | 0.06% |
| JPMCC 2013-C10 XA IO 01.0802 12/15/2047 | 0.06% |
| STACR 2016-HQA2 M3B 05.2344 11/25/2028 | 0.06% |
| WAMU 2005-AR10 1A3 02.9143 09/25/2035 | 0.06% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.06% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.06% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% |
| CAS 2018-C06 2M2 02.1844 03/25/2031 | 0.06% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.06% |
| STACR 2020-HQA3 B1 05.8344 07/25/2050 | 0.06% |
| GNR 2017-H03 DI IO 02.4540 12/20/2066 | 0.06% |
| PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.06% |
| STACR 2018-HQA1 B1 04.4344 09/25/2030 | 0.06% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.06% |
| CWHL 2005-3 1A1 00.7044 04/25/2035 | 0.06% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.06% |
| WFRBS 2011-C4 E 144A 05.0232 06/15/2044 | 0.06% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.06% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.06% |
| CGCMT 2014-GC21 X IO 01.3208 05/10/2047 | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.06% |
| MSBAM 2013-C10 D 144A 04.2162 07/15/2046 | 0.06% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.06% |
| GLM 2019-5A A 144A 01.4343 10/20/2032 | 0.06% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.06% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.06% |
| KAYNE 2019-6A A1 144A 01.5143 01/20/2033 | 0.06% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.06% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.05% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.05% |
| TRANSDIGM INC TLE L+225 02.3346 05/30/2025 | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| VISTRA OPERATIONS COMP L+175 01.8362 12/01/2025 | 0.05% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 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% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.05% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| MEREDITH CORPORATION T L+250 02.5846 01/31/2025 | 0.05% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% |
| STACR 2019-DNA1 M2 02.7344 01/25/2049 | 0.05% |
| 1.5324 R ISWP US0003M P 03/05/2031 | 0.05% |
| CAS 2020-R02 2M2 02.0844 01/25/2040 | 0.05% |
| GNR 2011-H15 AI IO 01.5307 06/20/2061 | 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% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.05% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.05% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.05% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.05% |
| CGCMT 2013-GC17 X IO 01.1693 11/10/2046 | 0.04% |
| GNR 2017-H14 DI IO 01.7007 06/20/2067 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.04% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.04% |
| EUR/USD 09/15/2021 TDBK | 0.04% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.04% |
| STACR 2016-HQA1 M3 06.4344 09/25/2028 | 0.04% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.04% |
| NZD/USD 10/20/2021 SSBT | 0.04% |
| COMM 2014-LC15 XA IO 01.2315 04/10/2047 | 0.04% |
| GNR 2011-17 S IO 05.9616 02/20/2041 | 0.04% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.04% |
| DIVERSEY TL L+300 03.0846 09/06/2024 | 0.04% |
| FNR 2018-86 DS IO 06.0156 12/25/2048 | 0.04% |
| GNR 2017-H02 BI IO 02.4344 01/20/2067 | 0.04% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.04% |
| WESTERN DIGITAL CORP T L+175 01.8379 04/29/2023 | 0.04% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.04% |
| CAS 2018-C01 1M2 02.3344 07/25/2030 | 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% |
| JPMBB 2014-C19 XA IO 00.8157 04/15/2047 | 0.04% |
| 1.154 R ISWP US0003M P 08/06/2031 | 0.04% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.04% |
| CWALT 2006-OA10 4A1 00.4644 08/25/2046 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.04% |
| CAS 2014-C02 2M2 02.6844 05/25/2024 | 0.03% |
| COMM 2014-UBS4 XA IO 01.2532 08/10/2047 | 0.03% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.03% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.03% |
| CAS 2015-C04 2M2 05.6344 04/25/2028 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.03% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.03% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 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% |
| 1.724 R ISWP US0003M P 08/16/2051 | 0.03% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.03% |
| GNR 2016-H11 HI IO 02.1052 01/20/2066 | 0.03% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.03% |
| NZD/USD 10/20/2021 JPMCB | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.03% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.03% |
| 1.99 R ISWP CDOR03 P 06/15/2031 | 0.03% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.03% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 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% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.03% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.03% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.03% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.03% |
| FHR 2990 LB 16.7016 06/15/2034 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 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% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.03% |
| FNR 2007-53 SP 23.8906 06/25/2037 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.03% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.03% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.03% |
| 1.465 R ISWP US0003M P 04/15/2031 | 0.03% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.03% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.03% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.03% |
| BURL STORE CV 02.2500 04/15/2025 | 0.02% |
| CAD/USD 10/20/2021 SSBT | 0.02% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.02% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.02% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.02% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.02% |
| CAS 2019-R01 2M2 02.5344 07/25/2031 | 0.02% |
| GNR 2013-99 VS IO 06.0045 07/16/2043 | 0.02% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 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% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.02% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.02% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.02% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.02% |
| STACR 2018-HQA2 M2 02.3844 10/25/2048 | 0.02% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | 0.02% |
| BILL.COM P/P 144A CV 00.0000 12/01/2025 | 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 CG | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| TREASURY BILL 00.0000 09/14/2021 | 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% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.02% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| 1.55 R ISWP FWD AUDBB6M P 09/15/2031 | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| CAS 2015-C01 1M2 04.3844 02/25/2025 | 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% |
| EUR/USD 09/15/2021 BCAP-FX | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| GBP/USD 09/15/2021 CITI | 0.02% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.02% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.02% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.02% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 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% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.02% |
| STACR 2019-DNA2 M2 02.5344 03/25/2049 | 0.02% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| UKRPI P 3.665 R 12/15/28 | 0.02% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.02% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.02% |
| CAS 2018-C05 1M2 02.4344 01/25/2031 | 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% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.02% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.02% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.02% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.02% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.02% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% |
| EUR/USD 09/15/2021 RBSF | 0.02% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.02% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.02% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 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% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | 0.02% |
| 1.84 R ISWP FWD CDOR03 P 09/15/2031 | 0.02% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 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 MS | 0.02% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.02% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| FHR 2976 LC 24.0698 05/15/2035 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| 1.407 R ISWP US0003M P 07/15/2031 | 0.02% |
| CAS 2017-C05 1M2A 02.2844 01/25/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.02% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 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% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.02% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.02% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.02% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.02% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.02% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | 0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% |
| ZSCALER INC. CV 00.1250 07/01/2025 | 0.02% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.01% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.01% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.01% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.01% |
| 0.9315 R ISWP US0003M P 08/31/2026 | 0.01% |
| CGCMT 2012-GC8 XA IO 144A 01.8932 09/10/2045 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 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 05.9616 02/20/2050 | 0.01% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.01% |
| LIBERTY MEDIA | 0.01% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.01% |
| OKTA INC CV 00.3750 06/15/2026 | 0.01% |
| REALOGY GROUP P/P 144A CV 00.2500 06/15/2026 | 0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.01% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 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.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| EUR/USD 09/15/2021 CITI | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| GBP/USD PUT 1.3645 20210930 BANKAM | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| LENDINGTREE CV 00.5000 07/15/2025 | 0.01% |
| REVANCE THERA CV 01.7500 02/15/2027 | 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 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.01% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.01% |
| 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% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.01% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| FIVE9 INC CV 00.5000 06/01/2025 | 0.01% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 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 R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| UBSBB 2012-C2 XA IO 144A 01.4320 05/10/2063 | 0.01% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 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% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNR 2005-74 NK 27.0781 05/25/2035 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.01% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.01% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.01% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.01% |
| 1.377 R ISWP US0003M P 02/18/2031 | 0.01% |
| CAS 2015-C02 2M2 04.0844 05/25/2025 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| EUR/USD 09/15/2021 CSI-FX | 0.01% |
| GBP/USD 09/15/2021 CSI-FX | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2019-78 SJ IO 05.9616 06/20/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| WAYFAIR INC CV 00.6250 10/01/2025 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.01% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.01% |
| AUD/USD 10/20/2021 UBS | 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% |
| EUR/USD 09/15/2021 SSBT | 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 BP7740 03.5000 11/20/2049 | 0.01% |
| GNR 2019-99 KS IO 05.9616 08/20/2049 | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.01% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.01% |
| 0.05 R ISWP FWD EUR006M P 09/15/2031 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| 0.8887 R ISWP US0003M P 08/27/2026 | 0.01% |
| 1.2755 R ISWP US0003M P 08/18/2031 | 0.01% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.01% |
| CAD/USD 10/20/2021 GSFX | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CPTFEMU P 1.71 R 07/15/37 | 0.01% |
| EUR/USD PUT 1.16 20211008 GSFX | 0.01% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.01% |
| GBP/USD 09/15/2021 TDBK | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.01% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.00% |
| 0.302 R ISWP US0003M P 08/10/2023 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | 0.00% |
| AUD/USD 10/20/2021 HSBCB | 0.00% |
| AUD/USD PUT 0.70 20211008 CITI | 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-.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% |
| 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% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | 0.00% |
| 0.79 R ISWP US0003M P 07/21/2026 | 0.00% |
| 0.7915 R ISWP US0003M P 07/21/2026 | 0.00% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.00% |
| AUD/USD 10/20/2021 RBSF | 0.00% |
| CAD/USD 10/20/2021 TDBK | 0.00% |
| CHF/USD 09/15/2021 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| 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 09/15/2021 HSBCB | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% |
| 0.30978 R ISWP US0003M P 08/13/2023 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| CAS 2016-C01 1M2 06.8344 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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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 CG | 0.00% |
| CPTFEMU R 1.4 P 07/15/27 | 0.00% |
| EUR/USD 09/15/2021 JPMCB | 0.00% |
| FNW 1998-W2 X IO 00.4221 06/25/2028 | 0.00% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.00% |
| JPY/USD 11/17/2021 UBS | 0.00% |
| NZD/USD 10/20/2021 TDBK | 0.00% |
| STACR 2020-DNA5 M1 01.3500 10/25/2050 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| 1.29 R ISWP US0003M P 08/20/2031 | 0.00% |
| 1.3005 R ISWP US0003M P 07/09/2031 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% |
| CAD/USD 10/20/2021 CSI-FX | 0.00% |
| CAD/USD 10/20/2021 JPMCB | 0.00% |
| CAD/USD 10/20/2021 MSCIL | 0.00% |
| CAS 2015-C02 1M2 04.0844 05/25/2025 | 0.00% |
| CAS 2016-C02 1M2 06.0844 09/25/2028 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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-.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 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 09/15/2021 WPAC | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| JPY/USD 11/17/2021 BANKAM | 0.00% |
| JPY/USD 11/17/2021 HSBCB | 0.00% |
| JPY/USD 11/17/2021 TDBK | 0.00% |
| NZD/USD 10/20/2021 HSBCB | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.306 R ISWP US0003M P 08/17/2023 | 0.00% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| AUD/USD 10/20/2021 CSI-FX | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 0.00% |
| CAD/USD 10/20/2021 CITI | 0.00% |
| CAS 2014-C04 2M2 05.0844 11/25/2024 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| FNW 1998-W5 X IO 00.7668 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2809 10/25/2043 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 11/17/2021 BCAP-FX | 0.00% |
| JPY/USD 11/17/2021 MSCIL | 0.00% |
| NZD/USD 10/20/2021 CITI | 0.00% |
| SEK/USD 09/15/2021 JPMCB | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.00% |
| SWPTN 3MX1Y R 1.026 USD 09/30/2021 CI | 0.00% |
| -0.05 R ISWP FWD CHL6M P 09/15/2031 | 0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | 0.00% |
| 0.296 R ISWP US0003M P 07/09/2023 | 0.00% |
| 0.3025 R ISWP US0003M P 08/19/2023 | 0.00% |
| 0.3045 R ISWP US0003M P 08/23/2023 | 0.00% |
| 0.3045 R ISWP US0003M P 09/01/2023 | 0.00% |
| 0.305 R ISWP US0003M P 08/17/2023 | 0.00% |
| 1.313 R ISWP US0003M P 07/19/2031 | 0.00% |
| 1.3231 R ISWP US0003M P 09/01/2031 | 0.00% |
| 1.3265 R ISWP US0003M P 08/12/2031 | 0.00% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.00% |
| 1.644 R ISWP US0003M P 01/14/2051 | 0.00% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| BACM 2007-1 XW IO 00.6207 01/15/2049 | 0.00% |
| CAD/USD 10/20/2021 UBS | 0.00% |
| CHF/USD 09/15/2021 SSBT | 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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| FSPC T-8 A9 IO 00.4434 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| HKD/USD 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 TDBK | 0.00% |
| HKD/USD 11/17/2021 UBS | 0.00% |
| JPY/USD 11/17/2021 CITI | 0.00% |
| JPY/USD 11/17/2021 WPAC | 0.00% |
| LBUBS 2007-C2 XW IO 00.2641 02/15/2040 | 0.00% |
| MSC 2012-C4 XA IO 144A 02.1200 03/15/2045 | 0.00% |
| SEK/USD 09/15/2021 TDBK | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | 0.00% |
| SWPTN 3MX10Y P 1.8775 USD 09/02/2021 BA | 0.00% |
| SWPTN 3MX10Y P 1.897 USD 09/03/2021 BA | 0.00% |
| SWPTN 3MX10Y R 1.321 USD 09/30/2021 CI | 0.00% |
| WBCMT 2006-C29 IO IO 00.4528 11/15/2048 | 0.00% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.00% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.00% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.00% |
| 1.819 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| CAD/USD 10/20/2021 BANKAM | -0.00% |
| CAD/USD 10/20/2021 RBSF | -0.00% |
| CHF/USD 09/15/2021 BANKAM | -0.00% |
| CHF/USD 09/15/2021 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 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.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-.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% |
| HKD/USD 11/17/2021 SSBT | -0.00% |
| JPY/USD 11/17/2021 RBSF | -0.00% |
| SEK/USD 09/15/2021 MSCIL | -0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | -0.00% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.2875 R ISWP US0003M P 07/09/2031 | -0.00% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.00% |
| 1.30409 R ISWP US0003M P 08/17/2031 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | -0.00% |
| CAD/USD 10/20/2021 HSBCB | -0.00% |
| CAD/USD 10/20/2021 WPAC | -0.00% |
| CHF/USD 09/15/2021 RBSF | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.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-.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 1YX1Y P 0.305 USD 05/09/2022 BA | -0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.00% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | -0.00% |
| 0.884 R ISWP US0003M P 09/01/2026 | -0.00% |
| 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.00% |
| 1.864 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CHF/USD 09/15/2021 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.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-.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-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.00% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.00% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.00% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.00% |
| GBP/USD 09/15/2021 BCAP-FX | -0.00% |
| JPY/USD 11/17/2021 JPMCB | -0.00% |
| NZD/USD 10/20/2021 MSCIL | -0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 1MX5Y R 0.8925 USD 09/24/2021 CI | -0.00% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | -0.00% |
| 1.30378 R ISWP US0003M P 08/17/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| UKRPI P 3.3875 R 03/15/28 | -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% |
| 1.70 R ISWP FWD NOKOIB6M P 09/15/2031 | -0.00% |
| 2.232 R ISWP FWD US0003M P 06/11/2051 | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.00% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| 1.2635 R ISWP US0003M P 08/19/2031 | -0.01% |
| 1.894 R ISWP FWD CDOR03 P 06/15/2031 | -0.01% |
| AUD/USD 10/20/2021 BCAP-FX | -0.01% |
| CHF/USD 09/15/2021 BCAP-FX | -0.01% |
| CHF/USD 09/15/2021 GSFX | -0.01% |
| CHF/USD 09/15/2021 HSBCB | -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 JP | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.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% |
| 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% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.01% |
| UKRPI P 3.385 R 11/15/24 | -0.01% |
| 0.77 R ISWP FWD SES3M P 09/15/2031 | -0.01% |
| 1.337 R ISWP US0003M P 07/08/2031 | -0.01% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.01% |
| 1.83 R ISWP FWD NFIX3MID P 09/15/2031 | -0.01% |
| CHF/USD 09/15/2021 CITI | -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.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| GBP/USD 09/15/2021 WPAC | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| JPY/USD 11/17/2021 GSFX | -0.01% |
| NZD/USD 10/20/2021 WPAC | -0.01% |
| SWPTN 1MX10Y P 1.316 USD 09/09/2021 GS | -0.01% |
| SWPTN 1MX5Y P 0.8925 USD 09/24/2021 CI | -0.01% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.01% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.3659 R ISWP US0003M P 02/22/2031 | -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.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| GBP/USD 09/15/2021 BANKAM | -0.01% |
| NZD/USD 10/20/2021 GSFX | -0.01% |
| NZD/USD 10/20/2021 UBS | -0.01% |
| SEK/USD 09/15/2021 SSBT | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 0.77 R ISWP US0003M P 07/23/2026 | -0.01% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | -0.01% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.01% |
| 1.52 R ISWP US0003M P 06/21/2031 | -0.01% |
| 1.924 R ISWP FWD CDOR03 P 06/15/2031 | -0.01% |
| AUD/USD 10/20/2021 TDBK | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| SEK/USD 09/15/2021 RBSF | -0.01% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% |
| SWPTN 1MX10Y R 1.316 USD 09/09/2021 GS | -0.01% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.01% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | -0.01% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.01% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | -0.01% |
| UKRPI P 3.4025 R 03/15/28 | -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.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% |
| NOK/USD 09/15/2021 SSBT | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.01% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.01% |
| UKRPI P 3.34 R 02/15/28 | -0.01% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.01% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -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% |
| EUR/USD CALL 1.195 20211008 GSFX | -0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.01% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.4255 R ISWP US0003M P 02/24/2031 | -0.01% |
| AUD/USD 10/20/2021 JPMCB | -0.01% |
| NZD/USD 10/20/2021 RBSF | -0.01% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.01% |
| AUD/USD 10/20/2021 MSCIL | -0.01% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.01% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| 0.975 R ISWP FWD SONIA P 09/15/2031 | -0.01% |
| 1.313 R ISWP FWD US0003M P 09/03/2031 | -0.01% |
| 1.461 R ISWP US0003M P 06/11/2031 | -0.01% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.02% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.02% |
| 1.2531 R ISWP US0003M P 08/23/2031 | -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% |
| GBP/USD 09/15/2021 RBSF | -0.02% |
| GBP/USD 09/15/2021 UBS | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -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% |
| AUD/USD 10/20/2021 GSFX | -0.02% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.02% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -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% |
| NOK/USD 09/15/2021 JPMCB | -0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.02% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| JPY/USD 11/17/2021 SSBT | -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% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| 0.908 R ISWP US0003M P 08/16/2026 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD 09/15/2021 HSBCB | -0.02% |
| NOK/USD 09/15/2021 UBS | -0.02% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| GBP/USD 09/15/2021 SSBT | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.02% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.02% |
| 1.4425 R ISWP US0003M P 06/15/2031 | -0.02% |
| 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.02% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NOK/USD 09/15/2021 TDBK | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.02% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.02% |
| UKRPI P 3.34 R 03/15/28 | -0.02% |
| 1.45 R ISWP FWD SOFRRATE P 09/15/2031 | -0.02% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CPURNSA P 2.67 R 05/12/31 | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.03% |
| CPURNSA P 2.686 R 04/01/31 | -0.03% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% |
| GBP/USD 09/15/2021 JPMCB | -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 3YX1Y P 0.985 USD 01/29/2024 BA | -0.03% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.03% |
| AUD/USD 10/20/2021 BANKAM | -0.03% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -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% |
| AUD/USD 10/20/2021 SSBT | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.03% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.03% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.04% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.04% |
| 1.448 R ISWP US0003M P 06/23/2031 | -0.04% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| EUR/USD 09/15/2021 BANKAM | -0.04% |
| SEK/USD 09/15/2021 GSFX | -0.04% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% |
| AUD/USD CALL 0.7335 20211008 CITI | -0.04% |
| GBP/USD 09/15/2021 MSCIL | -0.04% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| EUR/USD 09/15/2021 UBS | -0.04% |
| SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.04% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| EUR/USD 09/15/2021 GSFX | -0.05% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.05% |
| EUR/USD 09/15/2021 MSCIL | -0.05% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.05% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.05% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.06% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.06% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.06% |
| SEK/USD 09/15/2021 UBS | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| GBP/USD 09/15/2021 GSFX | -0.07% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.07% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.07% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.07% |
| NOK/USD 09/15/2021 GSFX | -0.07% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.08% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.08% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.08% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.08% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.08% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.08% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.08% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.08% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.08% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.08% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.08% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.08% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.10% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -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 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.11% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.11% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.13% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.14% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.16% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.16% |
| CPURNSA P 2.79 R 04/15/26 | -0.16% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.16% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.20% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.20% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.20% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.23% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.24% |
| CPTFEMU P 1.13 R 05/15/50 | -0.25% |
| CPTFEMU P 0.935 R 05/15/40 | -0.33% |
| CPTFEMU P 0.93 R 05/15/40 | -0.33% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | -0.45% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.54% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.90% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2051 | -1.59% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2051 | -7.54% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -8.38% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | -52.16% |
| FNMA FN30 TBA UMBS 04.0000 08/01/2051 | 9.22% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 9.13% |
| FNMA FN30 TBA UMBS 02.5000 08/01/2051 | 4.95% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 3.00% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2051 | 2.48% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2051 | 2.24% |
| TREASURY BILL 00.0000 09/21/2021 | 1.42% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.90% |
| STACR 2016-DNA3 M3 05.0893 12/25/2028 | 0.82% |
| CASH MGMT BILL 00.0000 10/19/2021 | 0.76% |
| FNMA FN30 TBA UMBS 04.5000 08/01/2051 | 0.70% |
| TREASURY BILL 00.0000 10/05/2021 | 0.69% |
| GNMA GII30 TBA 04.0000 08/01/2051 | 0.68% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.68% |
| CASH MGMT BILL 00.0000 11/16/2021 | 0.62% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.60% |
| FNR 2017-8 SB IO 06.0108 02/25/2047 | 0.60% |
| FNR 2017-74 SA IO 05.6608 10/25/2047 | 0.59% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.59% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.58% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.52% |
| TREASURY BILL 00.0000 09/28/2021 | 0.52% |
| FNR 2020-70 SD IO 06.1608 10/25/2050 | 0.49% |
| CSMC 2008-C1 AJ 144A 05.8164 02/15/2041 | 0.49% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.49% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.47% |
| FHR 4698 NS IO 06.0569 06/15/2047 | 0.47% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.46% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.45% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.43% |
| CWALT 2005-59 1A1 00.7436 11/20/2035 | 0.42% |
| FNR 2021-17 KI IO 04.5000 04/25/2051 | 0.42% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.42% |
| COMM 2014-CR17 C 04.7843 05/10/2047 | 0.41% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.41% |
| TREASURY BILL 00.0000 09/07/2021 | 0.41% |
| DBUBS 2011-LC3A D 144A 05.4201 08/10/2044 | 0.41% |
| BANK 2017-BNK9 XA IO 00.7957 11/15/2054 | 0.40% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.40% |
| CAS 2016-C02 1B 12.3393 09/25/2028 | 0.40% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.40% |
| FHR 3852 NT 05.9069 05/15/2041 | 0.40% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.39% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.38% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.38% |
| STACR 2015-DNA3 B 09.4393 04/25/2028 | 0.37% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.37% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.36% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.36% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.36% |
| GSMS 2014-GC22 C 04.6893 06/10/2047 | 0.35% |
| QUIKRETE TLB L+250 02.5920 02/01/2027 | 0.35% |
| MAGNE 2020-26A A 144A 01.8761 07/15/2030 | 0.35% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.34% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.34% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.34% |
| MSBAM 2013-C10 E 144A 04.0804 07/15/2046 | 0.34% |
| FHR 5023 TS IO 06.1608 10/25/2050 | 0.34% |
| MCAS 2019-01 M10 144A 03.3393 10/15/2049 | 0.34% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.33% |
| MRAIT 2020-11 A1X 01.7931 04/22/2022 | 0.33% |
| CWALT 2006-OA7 1A2 01.0471 06/25/2046 | 0.33% |
| SCIENTIFIC GAMES CORP L+275 02.8420 08/14/2024 | 0.33% |
| BANK 2018-BN10 XA IO 00.7254 02/15/2061 | 0.33% |
| MRAIT 2021-NA1 A1X 01.5908 03/08/2022 | 0.33% |
| APID 2015-23A AR 144A 01.3461 04/15/2033 | 0.32% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.32% |
| STACR 2014-HQ2 M3 03.8393 09/25/2024 | 0.32% |
| BSCMS 2007-T26 AJ 05.4310 01/12/2045 | 0.32% |
| VERTIV TLB L+275 02.8458 03/02/2027 | 0.32% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.32% |
| SPST 2021-6 A 00.8893 04/25/2022 | 0.32% |
| JPMBB 2013-C12 B 04.0988 07/15/2045 | 0.31% |
| MRAIT 2021-11 A1X 01.2431 01/25/2022 | 0.31% |
| MRAIT 2021-EBO4 A1X 01.8421 02/16/2022 | 0.31% |
| MVEW 2017-2A A 144A 01.3364 01/16/2031 | 0.31% |
| COMM 2014-CR17 D 144A 04.8480 05/10/2047 | 0.30% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.30% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.30% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.30% |
| FNR 2021-44 NI IO 03.0000 07/25/2051 | 0.30% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.30% |
| ORACLE CORP 02.5000 05/15/2022 | 0.29% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.29% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.29% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.29% |
| FNR 2011-53 ST IO 05.8308 06/25/2041 | 0.29% |
| MRAIT 2021-EBO1 A1X 01.8503 10/08/2021 | 0.29% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.29% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.28% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.28% |
| FHR 4727 SA IO 06.1069 11/15/2047 | 0.28% |
| CAS 2014-C01 M2 04.4893 01/25/2024 | 0.28% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.28% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.28% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.28% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.28% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.27% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.27% |
| CAS 2020-R01 1B1 03.3393 01/25/2040 | 0.27% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.27% |
| RRAM 2018-3A A1R2 144A 01.2161 01/15/2030 | 0.27% |
| STACR 2017-DNA3 M2B 02.5893 03/25/2030 | 0.27% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.27% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.27% |
| SPST 2020-15 A 01.4593 12/10/2021 | 0.27% |
| GNR 2016-H13 IK IO 02.6405 06/20/2066 | 0.27% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.27% |
| CGCMT 2019-GC43 X IO 00.6274 11/10/2052 | 0.26% |
| JPMCC 2012-C8 D 144A 04.6694 10/15/2045 | 0.26% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.26% |
| GNR 2020-112 MS IO 06.2164 08/20/2050 | 0.26% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.26% |
| SPRINT CORP 07.8750 09/15/2023 | 0.26% |
| FNR 2016-60 LS IO 06.0108 09/25/2046 | 0.25% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.25% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.25% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.25% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.25% |
| MRAIT 2020-2 A2 | 0.25% |
| STACR 2015-DNA1 B 09.2893 10/25/2027 | 0.25% |
| MRAIT 2021-8 A1X 01.2503 10/15/2021 | 0.25% |
| WFRBS 2013-C15 D 144A 04.4955 08/15/2046 | 0.25% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.24% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.24% |
| FNR 2020-16 SG IO 05.9608 03/25/2050 | 0.24% |
| MCAS 2020-01 M10 144A 03.8393 03/25/2050 | 0.24% |
| CGMS C17A A1AR 144A 01.1585 04/30/2031 | 0.24% |
| MWST 2020-1 A 00.9893 10/25/2053 | 0.24% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.24% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.24% |
| COMM 2015-LC19 C 04.2340 02/10/2048 | 0.24% |
| HCA INC 05.2500 06/15/2026 | 0.24% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.24% |
| AWPT 2014-2A A1R 144A 01.3561 10/15/2029 | 0.24% |
| INGIM 2013-2A A1R 144A 01.0953 04/25/2031 | 0.24% |
| JPMBB 2013-C14 D 144A 04.5583 08/15/2046 | 0.24% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.24% |
| CAS 2016-C06 1M2 04.3393 04/25/2029 | 0.24% |
| US BANCORP 02.6250 01/24/2022 | 0.23% |
| WR GRACE TLB3 L+200 02.1473 03/30/2028 | 0.23% |
| WFCM 2016-BNK1 XA IO 01.7232 08/15/2049 | 0.22% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.22% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.22% |
| TERRIER MEDIA BUYER IN L+350 03.5920 12/17/2026 | 0.22% |
| CPTFEMU R 0.655 P 05/15/30 | 0.22% |
| CENTENE CORP 04.6250 12/15/2029 | 0.22% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.22% |
| FNMA FN30 TBA UMBS 02.0000 08/01/2051 | 0.22% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.22% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.22% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.22% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.22% |
| CEDF 2016-5A A1R 144A 01.2339 07/17/2031 | 0.22% |
| CARR 2006-NC2 A4 00.3293 06/25/2036 | 0.21% |
| BANIJAY GROUP TLB L+375 03.8405 03/04/2025 | 0.21% |
| CAS 2016-C03 1B 11.8393 10/25/2028 | 0.21% |
| CPTFEMU R 0.961 P 05/15/40 | 0.21% |
| SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.21% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.21% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.21% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.21% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.21% |
| TALLGRASS ENERGY PARTN L+475 04.8420 03/11/2026 | 0.21% |
| UBSCM 2012-C1 C 144A 05.5506 05/10/2045 | 0.21% |
| FNR 2015-19 SA IO 06.1108 04/25/2045 | 0.21% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.21% |
| ALTICE USA TLB L+225 02.3431 01/15/2026 | 0.21% |
| ELANCO ANIMAL HLTH TLB L+175 01.8458 02/04/2027 | 0.20% |
| UBSBB 2012-C3 C 144A 05.0378 08/10/2049 | 0.20% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.20% |
| MSBAM 2014-C17 C 04.4767 08/15/2047 | 0.20% |
| GNR 2015-H19 NI IO 01.9090 07/20/2065 | 0.20% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.20% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.20% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.20% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.20% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.20% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.20% |
| COMM 2018-COR3 C 04.5604 05/10/2051 | 0.20% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.19% |
| JPMBB 2014-C18 C 04.7999 02/15/2047 | 0.19% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.19% |
| FNR 2013-130 SD IO 06.5108 01/25/2044 | 0.19% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.19% |
| TRANSDIGM INC TLF L+225 02.3420 12/09/2025 | 0.19% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.19% |
| STACR 2018-HRP2 M3 02.4893 02/25/2047 | 0.19% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.19% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.19% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.19% |
| WFCM 2013-LC12 D 144A 04.3081 07/15/2046 | 0.19% |
| ZAYO GROUP HLDG INC L+300 03.0920 03/09/2027 | 0.19% |
| CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.19% |
| FNR 2016-88 SK IO 05.9108 12/25/2046 | 0.19% |
| GNR 2018-H05 AI IO 02.3890 02/20/2068 | 0.19% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.19% |
| RESTAURANT BRANDS INTE L+175 01.8420 11/19/2026 | 0.19% |
| SNDPT 2018-1A A 144A 01.1261 04/15/2031 | 0.19% |
| FNR 2016-65 CS IO 06.0108 09/25/2046 | 0.18% |
| FNR 2017-108 SA IO 06.0608 01/25/2048 | 0.18% |
| REYNOLDS TL L+175 01.8420 01/29/2027 | 0.18% |
| STACR 2015-DNA2 B 07.6393 12/25/2027 | 0.18% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.18% |
| MSBAM 2014-C14 C 05.0496 02/15/2047 | 0.18% |
| THERMON GROUP HOLDINGS L+375 04.7500 10/30/2024 | 0.18% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.18% |
| CAS 2017-C01 1M2 03.6393 07/25/2029 | 0.18% |
| MSBAM 2013-C13 XA IO 00.9485 11/15/2046 | 0.18% |
| COMM 2013-CR11 XA IO 00.9138 08/10/2050 | 0.18% |
| ENTERCOM TLB1 L+250 02.5880 11/17/2024 | 0.18% |
| FHMS K099 X1 IO 00.8855 09/25/2029 | 0.18% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.18% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.18% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.18% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.18% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.18% |
| GNR 2017-H06 BI IO 02.3551 02/20/2067 | 0.18% |
| AHM 2007-1 GA1C 00.2793 05/25/2047 | 0.17% |
| WFRBS 2012-C10 D 144A 04.4256 12/15/2045 | 0.17% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.17% |
| AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 0.17% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.17% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.17% |
| MRAFT 2020-5 A1 01.1004 08/10/2023 | 0.17% |
| CABLEVISION SYSTEMS TL L+225 02.3431 07/17/2025 | 0.17% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.17% |
| SPEAK 2017-4A A 144A 01.3353 10/26/2029 | 0.17% |
| CSAIL 2019-C16 XA IO 01.5611 06/15/2052 | 0.17% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.17% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.17% |
| MSBAM 2012-C5 E 144A 04.6625 08/15/2045 | 0.17% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.17% |
| COMM 2015-LC21 XA IO 00.6768 07/10/2048 | 0.17% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.17% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.17% |
| CALPINE CONS FIN TL L+200 02.0920 01/15/2025 | 0.17% |
| MDPK 2018-30A A 144A 00.8761 04/15/2029 | 0.17% |
| CMLTI 2007-AMC3 A2D 00.4393 03/25/2037 | 0.16% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.16% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.16% |
| PLMRS 2018-2A A1A 144A 01.2264 07/16/2031 | 0.16% |
| UBSCM 2018-C8 XA IO 00.8674 02/15/2051 | 0.16% |
| REG18 2021-1A A1 144A 01.2261 01/15/2034 | 0.16% |
| DEN14 2016-1A A1R 144A 01.4179 10/23/2031 | 0.16% |
| MRAFT 2020-4 A1 01.4504 04/23/2023 | 0.16% |
| CAS 2019-HRP1 M2 02.2393 11/25/2039 | 0.16% |
| GNR 2015-H15 JI IO 01.9584 06/20/2065 | 0.16% |
| MSBAM 2014-C15 D 144A 04.8991 04/15/2047 | 0.16% |
| CHARTER COMMUNICATIONS L+175 01.8500 02/01/2027 | 0.16% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.16% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.16% |
| STACR 2016-DNA1 B 10.0915 07/25/2028 | 0.16% |
| WFCM 2015-NXS3 B 04.4999 09/15/2057 | 0.16% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.16% |
| GNR 2018-H02 GI IO 02.3434 12/20/2067 | 0.16% |
| JPMBB 2014-C24 XA IO 00.7019 11/15/2047 | 0.16% |
| BMC SOFTWARE TLB L+375 03.8420 10/02/2025 | 0.15% |
| GNR 2011-70 WI IO 04.7664 12/20/2040 | 0.15% |
| GNR 2016-121 JS IO 06.0164 09/20/2046 | 0.15% |
| GNR 2017-H16 BI IO 02.2817 08/20/2067 | 0.15% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.15% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.15% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.15% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.15% |
| WFRBS 2011-C4 D 144A 04.9641 06/15/2044 | 0.15% |
| GARDNER DENVER TLB L+175 01.8420 02/28/2027 | 0.15% |
| MP3 2013-1A AR 144A 01.3843 10/20/2030 | 0.15% |
| CAS 2016-C07 2M2 04.4393 05/25/2029 | 0.15% |
| CSAIL 2015-C1 D 144A 03.7625 04/15/2050 | 0.15% |
| FNR 2019-66 SC IO 05.9108 11/25/2049 | 0.15% |
| CD 2017-CD3 C 04.5578 02/10/2050 | 0.14% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.14% |
| MWST 2020-2 A 00.8893 11/25/2053 | 0.14% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.14% |
| MSC 2016-UB12 XA IO 00.7119 12/15/2049 | 0.14% |
| WFCM 2013-LC12 C 04.3081 07/15/2046 | 0.14% |
| GNR 2018-91 SJ IO 06.1664 07/20/2048 | 0.14% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.14% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.14% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.14% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.14% |
| RALI 2006-QO5 1A1 00.5193 05/25/2046 | 0.14% |
| WFRBS 2012-C7 D 144A 04.8028 06/15/2045 | 0.14% |
| GNR 2016-H02 BI IO 01.8608 11/20/2065 | 0.14% |
| UNIVISION TLB L+375 04.7500 03/15/2026 | 0.14% |
| CAS 2014-C04 1M2 04.9893 11/25/2024 | 0.14% |
| GNR 2015-H25 AI IO 01.6148 09/20/2065 | 0.14% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.14% |
| HILTON HOTELS CORP TLB L+175 01.8393 06/21/2026 | 0.14% |
| SWPTN 3MX10Y R 1.355 USD 08/25/2021 CI | 0.14% |
| GNR 2019-121 DS IO 06.0164 08/20/2049 | 0.14% |
| VICI PROPERTIES TL L+175 01.8390 12/15/2024 | 0.14% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.13% |
| MSBAM 2012-C6 D 144A 04.6035 11/15/2045 | 0.13% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0905 06/30/2025 | 0.13% |
| BANK 2019-BN20 XA IO 00.8355 09/15/2062 | 0.13% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.13% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.13% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.13% |
| UBSC 2011-C1 D 144A 06.2303 01/10/2045 | 0.13% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.13% |
| WAMU 2005-AR13 A1C3 01.0693 10/25/2045 | 0.13% |
| CEDF 2013-1A ARR 144A 01.2143 04/20/2034 | 0.13% |
| CGCMT 2014-GC19 D 144A 05.0919 03/10/2047 | 0.13% |
| ELMW2 2019-2A AR 144A 01.2843 04/20/2034 | 0.13% |
| GNR 2015-H09 BI IO 01.6805 03/20/2065 | 0.13% |
| COMM 2014-CR20 XA IO 01.0019 11/10/2047 | 0.13% |
| NEUB 2021-40A A 144A 01.1864 04/16/2033 | 0.13% |
| TREASURY BILL 00.0000 09/02/2021 | 0.13% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.13% |
| GNR 2015-H25 EI IO 01.8513 10/20/2065 | 0.13% |
| LENNAR CORP 04.7500 11/15/2022 | 0.13% |
| CAS 2016-C04 1M2 04.3393 01/25/2029 | 0.13% |
| MSBAM 2013-C12 E 144A 04.7624 10/15/2046 | 0.13% |
| UBSCM 2017-C7 XA IO 01.0229 12/15/2050 | 0.13% |
| FNR 2016-83 BS IO 06.0108 11/25/2046 | 0.12% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.12% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.12% |
| CAS 2014-C03 2M2 02.9893 07/25/2024 | 0.12% |
| CIFC 2016-1A A1R 144A 01.4843 10/21/2031 | 0.12% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.12% |
| GNR 2016-H23 NI IO 02.3311 10/20/2066 | 0.12% |
| JPMBB 2014-C25 D P/P 144A 03.9463 11/15/2047 | 0.12% |
| GNR 2010-125 SD IO 06.5889 01/16/2040 | 0.12% |
| MSBAM 2013-C10 F 144A 04.0804 07/15/2046 | 0.12% |
| CANYC 2019-2A A 144A 01.4961 10/15/2032 | 0.12% |
| BBCMS 2019-C4 XA IO 01.5915 08/15/2052 | 0.12% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.12% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.12% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.12% |
| FNR 2011-4 CS 12.7215 05/25/2040 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 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% |
| COMM 2015-CR23 XA IO 00.8893 05/10/2048 | 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 2018-58 IO IO 05.5000 08/25/2048 | 0.12% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.12% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.11% |
| CF 2019-CF3 XA IO 00.7161 01/15/2053 | 0.11% |
| GNR 2010-116 SA IO 05.8164 09/20/2040 | 0.11% |
| STACR 2018-HQA1 M2 02.3893 09/25/2030 | 0.11% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.11% |
| COMM 2013-CR13 E 144A 04.8825 11/10/2046 | 0.11% |
| GNR 2018-H02 EI IO 02.3791 01/20/2068 | 0.11% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.11% |
| GNR 2016-77 SC IO 06.0164 10/20/2045 | 0.11% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.11% |
| WFCM 2014-LC16 XA IO 01.0846 08/15/2050 | 0.11% |
| CWALT 2006-OA7 1A1 02.2114 06/25/2046 | 0.11% |
| COMM 2014-CR19 XA IO 00.9566 08/10/2047 | 0.11% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.11% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.11% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.11% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.10% |
| CAS 2017-C07 2M2 02.5893 05/25/2030 | 0.10% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.10% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.10% |
| STACR 2016-HQA4 M3 03.9893 04/25/2029 | 0.10% |
| CAS 2017-C02 2B1 05.5893 09/25/2029 | 0.10% |
| COMM 2014-UBS6 XA IO 00.8781 12/10/2047 | 0.10% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.10% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.10% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.10% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.10% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.10% |
| CFCRE 2011-C2 D 144A 05.7758 12/15/2047 | 0.10% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.10% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.10% |
| GNR 2018-H13 NI IO 02.1671 08/20/2068 | 0.10% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| CSAIL 2015-C1 XA IO 00.8244 04/15/2050 | 0.10% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.09% |
| GSMS 2015-GC30 XA IO 00.7402 05/10/2050 | 0.09% |
| MSBAM 2015-C26 XA IO 01.0151 10/15/2048 | 0.09% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| BCC 2019-3A A 144A 01.4743 10/21/2032 | 0.09% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.09% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.09% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| GSMS 2014-GC24 D 144A 04.5363 09/10/2047 | 0.09% |
| STACR 2018-DNA2 B1 03.7893 12/25/2030 | 0.09% |
| CMLTI 2007-AR5 1A1A 02.8863 04/25/2037 | 0.09% |
| WFRBS 2012-C10 E 144A 04.4256 12/15/2045 | 0.09% |
| ARRW 2019-1 A3 04.1201 01/25/2049 | 0.09% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.09% |
| CFCRE 2016-C4 XA IO 01.6373 05/10/2058 | 0.09% |
| GRIFOLS TLB L+200 02.0855 11/15/2027 | 0.09% |
| LMAT 2021-GS3 A2 03.2500 07/25/2061 | 0.09% |
| GNR 2016-H22 AI IO 02.3587 10/20/2066 | 0.09% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.09% |
| HVMLT 2005-2 1A 00.6091 05/19/2035 | 0.09% |
| STARS GROUP TLB L+225 02.3973 07/10/2025 | 0.09% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.09% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.08% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.08% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.08% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.08% |
| CAS 2017-C05 1B1 03.6893 01/25/2030 | 0.08% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.08% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.08% |
| BSP 2018-5BA A1A 144A 01.2243 04/20/2031 | 0.08% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.08% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.08% |
| STACR 2016-HQA3 M3 03.9393 03/25/2029 | 0.08% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.08% |
| CWALT 2006-OA10 2A1 00.4693 08/25/2046 | 0.08% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| CECLO 2020-29A A1N 144A 01.8343 07/20/2031 | 0.08% |
| GNR 2016-H08 AI IO 01.6665 08/20/2065 | 0.08% |
| SAMI 2006-AR7 A1A 00.5093 08/25/2036 | 0.08% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.08% |
| STARS GROUP TLB L+225 02.3541 07/21/2026 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| GSMS 2014-GC18 XA IO 00.9992 01/10/2047 | 0.08% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.08% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.08% |
| GNR 2014-H14 CI IO 01.5681 07/20/2064 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| CGCMT 2014-GC19 X IO 01.1320 03/10/2047 | 0.08% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.08% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.08% |
| WFRBS 2012-C10 C 04.3606 12/15/2045 | 0.08% |
| GNR 2015-H10 EI IO 01.6071 04/20/2065 | 0.07% |
| GNR 2015-H28 DI IO 01.5444 08/20/2065 | 0.07% |
| PROVINCIA DE CORDOBA P/P 144A 05.0000 02/01/2029 | 0.07% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.07% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% |
| STACR 2016-DNA4 M3 03.8893 03/25/2029 | 0.07% |
| CAS 2016-C01 1B 11.8393 08/25/2028 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.07% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.07% |
| OCT54 2021-1A A1 144A 01.2531 07/15/2034 | 0.07% |
| WFRBS 2012-C9 XB IO 144A 00.7134 11/15/2045 | 0.07% |
| STACR 2017-DNA2 M2 03.5393 10/25/2029 | 0.07% |
| UBSBB 2013-C5 XA IO 144A 00.9072 03/10/2046 | 0.07% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| STACR 2017-DNA2 B1 05.2393 10/25/2029 | 0.07% |
| CBAM 2019-9A A 144A 01.4061 02/12/2030 | 0.07% |
| JPMCC 2012-LC9 D 144A 04.4144 12/15/2047 | 0.07% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| JPMCC 2013-C10 XA IO 00.9449 12/15/2047 | 0.07% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.07% |
| COMM 2015-CR22 XA IO 00.8851 03/10/2048 | 0.07% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.07% |
| MSC 2012-C4 E 144A 05.4090 03/15/2045 | 0.07% |
| WAMU 2005-AR10 1A3 03.0935 09/25/2035 | 0.07% |
| CAS 2016-C05 2M2 04.5393 01/25/2029 | 0.06% |
| GNR 2017-H03 DI IO 02.5159 12/20/2066 | 0.06% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.06% |
| JPALT 2007-A2 12A1 00.4893 06/25/2037 | 0.06% |
| STACR 2016-HQA2 M3B 05.2393 11/25/2028 | 0.06% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.06% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.06% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.06% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.06% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.06% |
| 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% |
| STACR 2018-HQA1 B1 04.4393 09/25/2030 | 0.06% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.06% |
| 1.5324 R ISWP US0003M P 03/05/2031 | 0.06% |
| CWHL 2005-3 1A1 00.7093 04/25/2035 | 0.06% |
| PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.06% |
| CGCMT 2014-GC21 X IO 01.1567 05/10/2047 | 0.06% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.06% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.06% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.06% |
| WFRBS 2011-C4 E 144A 04.9641 06/15/2044 | 0.06% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.06% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.06% |
| GLM 2019-5A A 144A 01.4343 10/20/2032 | 0.05% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.05% |
| KAYNE 2019-6A A1 144A 01.5143 01/20/2033 | 0.05% |
| MSBAM 2013-C10 D 144A 04.0804 07/15/2046 | 0.05% |
| ZAIS 2019-13A A1A 144A 01.6161 07/15/2032 | 0.05% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.05% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.05% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.05% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.05% |
| TRANSDIGM INC TLE L+225 02.3420 05/30/2025 | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| VISTRA OPERATIONS COMP L+175 01.8414 12/01/2025 | 0.05% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.05% |
| CAS 2020-R02 2M2 02.0893 01/25/2040 | 0.05% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| MEREDITH CORPORATION T L+250 02.5920 01/31/2025 | 0.05% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.05% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.05% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| GNR 2011-H15 AI IO 01.5314 06/20/2061 | 0.05% |
| STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.05% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.05% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.05% |
| CGCMT 2013-GC17 X IO 01.0197 11/10/2046 | 0.05% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% |
| GNR 2017-H14 DI IO 01.7071 06/20/2067 | 0.05% |
| HMIR 2021-2 B1 144A 04.1933 01/25/2034 | 0.05% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.05% |
| EURO-BUND FUTURE SEP21 RXU1 | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.04% |
| FNR 2018-86 DS IO 06.0108 12/25/2048 | 0.04% |
| STACR 2016-HQA1 M3 06.4393 09/25/2028 | 0.04% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.04% |
| UKRPI P 3.665 R 12/15/28 | 0.04% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.04% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.04% |
| COMM 2014-LC15 XA IO 01.0660 04/10/2047 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.04% |
| GNR 2011-17 S IO 05.9664 02/20/2041 | 0.04% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| GNR 2017-H02 BI IO 02.4361 01/20/2067 | 0.04% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.04% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.04% |
| DIVERSEY TL L+300 03.0920 09/06/2024 | 0.04% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% |
| JPMBB 2014-C19 XA IO 00.6617 04/15/2047 | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| WESTERN DIGITAL CORP T L+175 01.8420 04/29/2023 | 0.04% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% |
| CAS 2018-C01 1M2 02.3393 07/25/2030 | 0.04% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.04% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.04% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.04% |
| 1.465 R ISWP US0003M P 04/15/2031 | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% |
| CAS 2014-C02 2M2 02.6893 05/25/2024 | 0.04% |
| EUR/USD 09/15/2021 TDBK | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| COMM 2014-UBS4 XA IO 01.0967 08/10/2047 | 0.04% |
| CWALT 2006-OA10 4A1 00.4693 08/25/2046 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.03% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.03% |
| 1.99 R ISWP CDOR03 P 06/15/2031 | 0.03% |
| CAS 2015-C04 2M2 05.6393 04/25/2028 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.03% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.03% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.03% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.03% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.03% |
| GNR 2016-H11 HI IO 02.1071 01/20/2066 | 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 IA IO 03.5000 04/20/2042 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 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% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.03% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.03% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.03% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.03% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.03% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.03% |
| FHR 2990 LB 16.7077 06/15/2034 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.03% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.03% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.03% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 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% |
| FNR 2007-53 SP 23.8728 06/25/2037 | 0.03% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.03% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.03% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.03% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.03% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.03% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.03% |
| BURL STORE CV 02.2500 04/15/2025 | 0.03% |
| CAS 2019-R01 2M2 02.5393 07/25/2031 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 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% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.03% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.03% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.03% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.02% |
| 1.407 R ISWP US0003M P 07/15/2031 | 0.02% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.02% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.02% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.02% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.02% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.02% |
| GNR 2013-99 VS IO 06.0089 07/16/2043 | 0.02% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.02% |
| 1.55 R ISWP FWD AUDBB6M P 09/15/2031 | 0.02% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.02% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.02% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.02% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.02% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.02% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.02% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.02% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.02% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.02% |
| STACR 2018-HQA2 M2 02.3893 10/25/2048 | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| TREASURY BILL 00.0000 09/14/2021 | 0.02% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.02% |
| CAS 2015-C01 1M2 04.3893 02/25/2025 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.02% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.02% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 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% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.02% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.02% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.02% |
| 1.84 R ISWP FWD CDOR03 P 09/15/2031 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.02% |
| STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.02% |
| SWPTN 7WX10Y R 1.473 USD 08/09/2021 GS | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| CAS 2018-C05 1M2 02.4393 01/25/2031 | 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% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.02% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.02% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | 0.02% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.02% |
| BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.02% |
| CAS 2017-C05 1M2A 02.2893 01/25/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| FHR 2976 LC 24.0785 05/15/2035 | 0.02% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.02% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.02% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.02% |
| CPTFEMU P 1.71 R 07/15/37 | 0.02% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.02% |
| EUR/USD 09/15/2021 BCAP-FX | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| JPMCC 2007-CB20 E 144A 06.1686 02/12/2051 | 0.02% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.02% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.02% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.02% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 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% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.02% |
| CGCMT 2012-GC8 XA IO 144A 01.7325 09/10/2045 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 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% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.02% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.02% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.02% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% |
| 1.377 R ISWP US0003M P 02/18/2031 | 0.01% |
| EUR/USD 09/15/2021 SSBT | 0.01% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.01% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.01% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.01% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.01% |
| GNR 2020-15 CS IO 05.9664 02/20/2050 | 0.01% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.01% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.01% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.01% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.01% |
| REALOGY GROUP P/P 144A CV 00.2500 06/15/2026 | 0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.01% |
| ZSCALER INC. CV 00.1250 07/01/2025 | 0.01% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.01% |
| 1.70 R ISWP FWD NOKOIB6M P 09/15/2031 | 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% |
| CHF/USD 09/15/2021 GSFX | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.01% |
| FIVE9 INC CV 00.5000 06/01/2025 | 0.01% |
| GBP/USD 09/15/2021 CITI | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.01% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.01% |
| JPY/USD 08/18/2021 SSBT | 0.01% |
| LENDINGTREE CV 00.5000 07/15/2025 | 0.01% |
| LIBERTY MEDIA | 0.01% |
| OKTA INC CV 00.3750 06/15/2026 | 0.01% |
| REVANCE THERA CV 01.7500 02/15/2027 | 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 7YX1Y P 0.87 USD 04/06/2027 UB | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| UBSBB 2012-C2 XA IO 144A 01.2768 05/10/2063 | 0.01% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.01% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.01% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.01% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 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% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| EUR/USD 09/15/2021 RBSF | 0.01% |
| EUR/USD PUT 1.18 20210823 GSFX | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 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% |
| STACR 2020-DNA5 M1 01.3500 10/25/2050 | 0.01% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.01% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.01% |
| 1LIFE HEALTH CV 03.0000 06/15/2025 | 0.01% |
| CAS 2015-C02 2M2 04.0893 05/25/2025 | 0.01% |
| CHF/USD 09/15/2021 JPMCB | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| EUR/USD 09/15/2021 CITI | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNR 2005-74 NK 27.0538 05/25/2035 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 3MX10Y P 1.67 USD 08/18/2021 BA | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNR 2019-78 SJ IO 05.9664 06/20/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.01% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.01% |
| AUD/USD 10/20/2021 SSBT | 0.01% |
| CHF/USD 09/15/2021 MSCIL | 0.01% |
| CHF/USD 09/15/2021 SSBT | 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNR 2019-99 KS IO 05.9664 08/20/2049 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.01% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | 0.01% |
| SWPTN 3MX1Y R 1.026 USD 09/30/2021 CI | 0.01% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.01% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | 0.01% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | 0.01% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.01% |
| AUD/USD 10/20/2021 GSFX | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| EUR/USD 09/15/2021 CSI-FX | 0.01% |
| GBP/USD 09/15/2021 CSI-FX | 0.01% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| UKRPI P 3.385 R 11/15/24 | 0.01% |
| 0.05 R ISWP FWD EUR006M P 09/15/2031 | 0.00% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.00% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.00% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.00% |
| 1.2975 R ISWP US0003M P 07/27/2031 | 0.00% |
| AUD/USD 10/20/2021 HSBCB | 0.00% |
| AUD/USD 10/20/2021 MSCIL | 0.00% |
| AUD/USD 10/20/2021 RBSF | 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-.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% |
| 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% |
| FNW 1998-W2 X IO 00.4620 06/25/2028 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.00% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.00% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | 0.00% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.00% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.00% |
| AUD/USD 10/20/2021 UBS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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% |
| 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 PUT 1.37 20210823 MSCIL | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.00% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.00% |
| -0.05 R ISWP FWD CHL6M P 09/15/2031 | 0.00% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.00% |
| 1.2875 R ISWP US0003M P 07/09/2031 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| CAS 2016-C01 1M2 06.8393 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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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-.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% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% |
| AUD/USD 10/20/2021 CSI-FX | 0.00% |
| CAS 2015-C02 1M2 04.0893 05/25/2025 | 0.00% |
| CAS 2016-C02 1M2 06.0893 09/25/2028 | 0.00% |
| CHF/USD 09/15/2021 UBS | 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 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.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-.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 09/15/2021 WPAC | 0.00% |
| GBP/USD 09/15/2021 HSBCB | 0.00% |
| GBP/USD 09/15/2021 TDBK | 0.00% |
| MSC 2012-C4 XA IO 144A 02.0091 03/15/2045 | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.00% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.296 R ISWP US0003M P 07/09/2023 | 0.00% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.00% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.00% |
| 1.231 R ISWP US0003M P 02/09/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| CAD/USD 10/20/2021 WPAC | 0.00% |
| CAS 2014-C04 2M2 05.0893 11/25/2024 | 0.00% |
| CAS 2015-C01 2M2 04.6393 02/25/2025 | 0.00% |
| CHF/USD 09/15/2021 BANKAM | 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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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-.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-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| EUR/USD 09/15/2021 JPMCB | 0.00% |
| FNW 1998-W5 X IO 00.4687 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2808 10/25/2043 | 0.00% |
| HKD/USD 08/18/2021 SSBT | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 08/18/2021 GSFX | 0.00% |
| JPY/USD 08/18/2021 JPMCB | 0.00% |
| NOK/USD 09/15/2021 HSBCB | 0.00% |
| SEK/USD 09/15/2021 JPMCB | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| UKRPI P 3.4025 R 03/15/28 | 0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.83 R ISWP FWD NFIX3MID P 09/15/2031 | 0.00% |
| BACM 2007-1 XW IO 00.4228 01/15/2049 | 0.00% |
| CAD/USD 10/20/2021 BANKAM | 0.00% |
| CAD/USD 10/20/2021 HSBCB | 0.00% |
| CAD/USD 10/20/2021 MSCIL | 0.00% |
| CAD/USD 10/20/2021 RBSF | 0.00% |
| CAD/USD 10/20/2021 TDBK | 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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CPTFEMU R 1.4 P 07/15/27 | 0.00% |
| FSPC T-8 A9 IO 00.4429 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| HKD/USD 08/18/2021 BANKAM | 0.00% |
| HKD/USD 08/18/2021 CITI | 0.00% |
| HKD/USD 08/18/2021 HSBCB | 0.00% |
| HKD/USD 08/18/2021 RBSF | 0.00% |
| HKD/USD 08/18/2021 TDBK | 0.00% |
| HKD/USD 08/18/2021 UBS | 0.00% |
| JPY/USD 08/18/2021 RBSF | 0.00% |
| JPY/USD 08/18/2021 WPAC | 0.00% |
| LBUBS 2007-C2 XW IO 00.1330 02/15/2040 | 0.00% |
| NOK/USD 09/15/2021 BCAP-FX | 0.00% |
| NZD/USD 10/20/2021 CITI | 0.00% |
| NZD/USD 10/20/2021 HSBCB | 0.00% |
| SEK/USD 09/15/2021 TDBK | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 13WX5Y P 1.724 CAD 08/16/2021 TD | 0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 3MX10Y P 1.8775 USD 09/02/2021 BA | 0.00% |
| SWPTN 3MX10Y P 1.88 USD 08/27/2021 BA | 0.00% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| WBCMT 2006-C29 IO IO 00.2604 11/15/2048 | 0.00% |
| WFRBS 2011-C5 XA IO 144A 01.5172 11/15/2044 | 0.00% |
| 0.79 R ISWP US0003M P 07/21/2026 | -0.00% |
| 0.7915 R ISWP US0003M P 07/21/2026 | -0.00% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.00% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.00% |
| CAD/USD 10/20/2021 BCAP-FX | -0.00% |
| CAD/USD 10/20/2021 CSI-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.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.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| JPY/USD 08/18/2021 CITI | -0.00% |
| JPY/USD 08/18/2021 TDBK | -0.00% |
| NZD/USD 10/20/2021 MSCIL | -0.00% |
| NZD/USD 10/20/2021 RBSF | -0.00% |
| NZD/USD 10/20/2021 TDBK | -0.00% |
| NZD/USD 10/20/2021 UBS | -0.00% |
| NZD/USD 10/20/2021 WPAC | -0.00% |
| SEK/USD 09/15/2021 MSCIL | -0.00% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 3MX10Y P 1.897 USD 09/03/2021 BA | -0.00% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.00% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.00% |
| UKRPI P 3.3875 R 03/15/28 | -0.00% |
| 0.77 R ISWP US0003M P 07/23/2026 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | -0.00% |
| 1.819 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| JPY/USD 08/18/2021 BANKAM | -0.00% |
| JPY/USD 08/18/2021 HSBCB | -0.00% |
| NZD/USD 10/20/2021 SSBT | -0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| AUD/USD 10/20/2021 JPMCB | -0.00% |
| CAD/USD 10/20/2021 JPMCB | -0.00% |
| CHF/USD 09/15/2021 CITI | -0.00% |
| CHF/USD 09/15/2021 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| GBP/USD 09/15/2021 BANKAM | -0.00% |
| GBP/USD 09/15/2021 BCAP-FX | -0.00% |
| JPY/USD 08/18/2021 BCAP-FX | -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% |
| UKRPI P 3.34 R 02/15/28 | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.00% |
| 1.864 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| AUD/USD 10/20/2021 CITI | -0.00% |
| CAD/USD 10/20/2021 CITI | -0.00% |
| CAD/USD 10/20/2021 SSBT | -0.00% |
| CAD/USD 10/20/2021 UBS | -0.00% |
| CHF/USD 09/15/2021 BCAP-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| GBP/USD 09/15/2021 WPAC | -0.00% |
| NOK/USD 09/15/2021 JPMCB | -0.00% |
| NZD/USD 10/20/2021 JPMCB | -0.00% |
| SWPTN 1MX5Y R 0.82 USD 08/26/2021 CI | -0.00% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | -0.00% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -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% |
| 2.232 R ISWP FWD US0003M P 06/11/2051 | -0.00% |
| AUD/USD 10/20/2021 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 JP | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.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-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| NOK/USD 09/15/2021 UBS | -0.00% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.00% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.00% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| AUD/USD 10/20/2021 TDBK | -0.01% |
| CAD/USD 10/20/2021 GSFX | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.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% |
| 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% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.01% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | -0.01% |
| SWPTN 3MX10Y R 1.321 USD 09/30/2021 CI | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| 1.894 R ISWP FWD CDOR03 P 06/15/2031 | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| JPY/USD 08/18/2021 MSCIL | -0.01% |
| NOK/USD 09/15/2021 BANKAM | -0.01% |
| NZD/USD 10/20/2021 GSFX | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.01% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.3005 R ISWP US0003M P 07/09/2031 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| SEK/USD 09/15/2021 SSBT | -0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.01% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.01% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -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% |
| GBP/USD 09/15/2021 RBSF | -0.01% |
| SEK/USD 09/15/2021 RBSF | -0.01% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.01% |
| SWPTN 1MX5Y P 0.82 USD 08/26/2021 CI | -0.01% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | -0.01% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -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% |
| NOK/USD 09/15/2021 SSBT | -0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -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 5YX30Y P 1.727 USD 01/22/2025 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% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.01% |
| 0.77 R ISWP FWD SES3M P 09/15/2031 | -0.01% |
| 1.924 R ISWP FWD CDOR03 P 06/15/2031 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -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% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.01% |
| 1.52 R ISWP US0003M P 06/21/2031 | -0.01% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.01% |
| SWPTN 10YX20Y P 2.232 USD 06/09/2031 BC | -0.01% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| UKRPI P 3.34 R 03/15/28 | -0.01% |
| 1.313 R ISWP US0003M P 07/19/2031 | -0.01% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.01% |
| 1.3659 R ISWP US0003M P 02/22/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 09/15/2021 UBS | -0.01% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.01% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | -0.02% |
| CPURNSA P 2.67 R 05/12/31 | -0.02% |
| JPY/USD 08/18/2021 UBS | -0.02% |
| SWPTN 7WX10Y P 1.473 USD 08/09/2021 GS | -0.02% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD 09/15/2021 HSBCB | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 3MX10Y R 1.67 USD 08/18/2021 BA | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| 0.975 R ISWP FWD SONIA P 09/15/2031 | -0.02% |
| 1.4255 R ISWP US0003M P 02/24/2031 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| CPURNSA P 2.686 R 04/01/31 | -0.02% |
| GBP/USD 09/15/2021 JPMCB | -0.02% |
| GBP/USD 09/15/2021 MSCIL | -0.02% |
| GBP/USD 09/15/2021 SSBT | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.02% |
| 1.461 R ISWP US0003M P 06/11/2031 | -0.02% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NOK/USD 09/15/2021 TDBK | -0.02% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -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 3YX2Y R 1.245 USD 08/26/2022 CI | -0.02% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.02% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.02% |
| 1.337 R ISWP US0003M P 07/08/2031 | -0.02% |
| 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.02% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.02% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% |
| NOK/USD 09/15/2021 MSCIL | -0.02% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.02% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.03% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -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% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.03% |
| EUR/USD 09/15/2021 GSFX | -0.03% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.03% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.03% |
| 1.4425 R ISWP US0003M P 06/15/2031 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| EUR/USD 09/15/2021 UBS | -0.03% |
| SEK/USD 09/15/2021 GSFX | -0.03% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.03% |
| EUR/USD 09/15/2021 BANKAM | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.03% |
| SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.04% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| SWPTN 2YX10Y R 1.005 USD 05/25/2023 CI | -0.04% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.04% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.04% |
| EUR/USD 09/15/2021 MSCIL | -0.04% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% |
| 1.45 R ISWP FWD SOFRRATE P 09/15/2031 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.04% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.04% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.04% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.04% |
| GBP/USD 09/15/2021 GSFX | -0.04% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.05% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.05% |
| 1.448 R ISWP US0003M P 06/23/2031 | -0.05% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.05% |
| SEK/USD 09/15/2021 UBS | -0.05% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.06% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.06% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| NOK/USD 09/15/2021 GSFX | -0.07% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.07% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.07% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.07% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.07% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -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% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.08% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.08% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.08% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.08% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.08% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.08% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.09% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.09% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -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 JP | -0.11% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.14% |
| CPURNSA P 2.79 R 04/15/26 | -0.14% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.15% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.15% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.16% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.17% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.17% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.20% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.20% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.22% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.22% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.24% |
| CPTFEMU P 1.13 R 05/15/50 | -0.33% |
| CPTFEMU P 0.935 R 05/15/40 | -0.44% |
| CPTFEMU P 0.93 R 05/15/40 | -0.44% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | -0.52% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.54% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.86% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -8.07% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -55.38% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2051 | 12.04% |
|---|---|
| FNMA FN30 TBA UMBS 02.5000 07/01/2051 | 9.05% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2051 | 8.99% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.10% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 2.45% |
| FNMA FN30 TBA UMBS 02.0000 08/01/2051 | 1.94% |
| CASH MGMT BILL 00.0000 09/21/2021 | 1.41% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.90% |
| STACR 2016-DNA3 M3 05.0915 12/25/2028 | 0.82% |
| MSBAM 2013-C10 E 144A 04.2166 07/15/2046 | 0.72% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2051 | 0.69% |
| CASH MGMT BILL 00.0000 10/05/2021 | 0.68% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.68% |
| GNMA GII30 TBA 04.0000 07/01/2051 | 0.68% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.62% |
| FNR 2017-8 SB IO 06.0085 02/25/2047 | 0.60% |
| TREASURY BILL 00.0000 07/20/2021 | 0.60% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.59% |
| FNR 2017-74 SA IO 05.6585 10/25/2047 | 0.58% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.58% |
| FNR 2020-70 SD IO 06.1585 10/25/2050 | 0.54% |
| CASH MGMT BILL 00.0000 09/28/2021 | 0.51% |
| TREASURY BILL 00.0000 07/06/2021 | 0.51% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.51% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.51% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.50% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.49% |
| CSMC 2008-C1 AJ 144A 05.9967 02/15/2041 | 0.48% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.48% |
| FHR 4698 NS IO 06.0771 06/15/2047 | 0.47% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.47% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.46% |
| CWALT 2005-59 1A1 00.7510 11/20/2035 | 0.43% |
| CAS 2016-C02 1B 12.3415 09/25/2028 | 0.42% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.41% |
| CASH MGMT BILL 00.0000 09/07/2021 | 0.41% |
| COMM 2014-CR17 C 04.9460 05/10/2047 | 0.41% |
| BANK 2017-BNK9 XA IO 00.9373 11/15/2054 | 0.40% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.40% |
| DBUBS 2011-LC3A D 144A 05.6054 08/10/2044 | 0.40% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.40% |
| FHR 3852 NT 05.9271 05/15/2041 | 0.39% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.39% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.39% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.38% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.38% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.38% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.37% |
| FHR 5023 TS IO 06.1585 10/25/2050 | 0.37% |
| STACR 2015-DNA3 B 09.4415 04/25/2028 | 0.37% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.37% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.36% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.36% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.35% |
| GSMS 2014-GC22 C 04.8457 06/10/2047 | 0.35% |
| QUIKRETE TLB L+250 02.6043 02/01/2027 | 0.35% |
| MAGNE 2020-26A A 144A 01.9338 07/15/2030 | 0.34% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.34% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.34% |
| STACR 2014-HQ2 M3 03.8415 09/25/2024 | 0.34% |
| CWALT 2006-OA7 1A2 01.0563 06/25/2046 | 0.33% |
| MCAS 2019-01 M10 144A 03.3415 10/15/2049 | 0.33% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.33% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.33% |
| BANK 2018-BN10 XA IO 00.8710 02/15/2061 | 0.33% |
| SCIENTIFIC GAMES CORP L+275 02.8543 08/14/2024 | 0.33% |
| MRAIT 2020-11 A1X 01.7729 04/22/2022 | 0.33% |
| MRAIT 2021-NA1 A1X 01.5908 03/08/2022 | 0.32% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.32% |
| APID 2015-23A AR 144A 01.4038 04/15/2033 | 0.32% |
| BSCMS 2007-T26 AJ 05.5403 01/12/2045 | 0.32% |
| VERTIV TLB L+275 02.8505 03/02/2027 | 0.32% |
| SPST 2021-6 A 00.8908 04/25/2022 | 0.31% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.31% |
| JPMBB 2013-C12 B 04.2355 07/15/2045 | 0.31% |
| MRAIT 2021-11 A1X 01.2355 01/25/2022 | 0.31% |
| MRAIT 2021-EBO4 A1X 01.8421 02/16/2022 | 0.31% |
| MVEW 2017-2A A 144A 01.3936 01/16/2031 | 0.30% |
| COMM 2014-CR17 D 144A 05.0097 05/10/2047 | 0.30% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.30% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.30% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.30% |
| ORACLE CORP 02.5000 05/15/2022 | 0.29% |
| FNR 2011-53 ST IO 05.8285 06/25/2041 | 0.29% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.29% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.29% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.29% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.29% |
| CAS 2014-C01 M2 04.4915 01/25/2024 | 0.29% |
| MRAIT 2021-EBO1 A1X 01.8421 10/08/2021 | 0.29% |
| FHR 4727 SA IO 06.1271 11/15/2047 | 0.28% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.28% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.28% |
| GNR 2016-H13 IK IO 02.6404 06/20/2066 | 0.28% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.28% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.27% |
| GNR 2020-112 MS IO 06.2066 08/20/2050 | 0.27% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.27% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.27% |
| STACR 2017-DNA3 M2B 02.5915 03/25/2030 | 0.27% |
| CAS 2020-R01 1B1 03.3415 01/25/2040 | 0.27% |
| RRAM 2018-3A A1R2 144A 01.2738 01/15/2030 | 0.27% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.26% |
| SPST 2020-15 A 01.4608 12/10/2021 | 0.26% |
| CGCMT 2019-GC43 X IO 00.7483 11/10/2052 | 0.26% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.26% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.26% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.26% |
| FNR 2020-16 SG IO 05.9585 03/25/2050 | 0.25% |
| SPRINT CORP 07.8750 09/15/2023 | 0.25% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.25% |
| FNR 2016-60 LS IO 06.0085 09/25/2046 | 0.25% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.25% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.25% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.25% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.25% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.25% |
| MRAIT 2020-2 A2 | 0.24% |
| JPMCC 2012-C8 D 144A 04.8251 10/15/2045 | 0.24% |
| MRAIT 2021-8 A1X 01.2601 10/15/2021 | 0.24% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.24% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.24% |
| STACR 2015-DNA1 B 09.2915 10/25/2027 | 0.24% |
| JPMBB 2013-C14 D 144A 04.7228 08/15/2046 | 0.24% |
| MRAIT 2020-12 A1X 01.4229 07/15/2021 | 0.24% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.24% |
| CGMS C17A A1AR 144A 01.2350 04/30/2031 | 0.24% |
| MWST 2020-1 A 00.9915 10/25/2053 | 0.24% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.24% |
| MCAS 2020-01 M10 144A 03.8415 03/25/2050 | 0.24% |
| COMM 2015-LC19 C 04.3753 02/10/2048 | 0.24% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.24% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.24% |
| AWPT 2014-2A A1R 144A 01.4138 10/15/2029 | 0.24% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.24% |
| HCA INC 05.2500 06/15/2026 | 0.24% |
| INGIM 2013-2A A1R 144A 01.1458 04/25/2031 | 0.24% |
| CAS 2016-C06 1M2 04.3415 04/25/2029 | 0.23% |
| WFCM 2013-LC12 D 144A 04.4350 07/15/2046 | 0.23% |
| US BANCORP 02.6250 01/24/2022 | 0.23% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.23% |
| WFCM 2016-BNK1 XA IO 01.8670 08/15/2049 | 0.22% |
| WR GRACE TLB3 L+200 02.1473 03/30/2028 | 0.22% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.22% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.22% |
| TERRIER MEDIA BUYER IN L+350 03.6043 12/17/2026 | 0.22% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.22% |
| CAS 2016-C03 1B 11.8415 10/25/2028 | 0.22% |
| CENTENE CORP 04.6250 12/15/2029 | 0.22% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.22% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.22% |
| WFRBS 2013-C15 D 144A 04.6455 08/15/2046 | 0.22% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.22% |
| NAVISTAR INTERNATIONAL L+350 03.6000 11/06/2024 | 0.21% |
| CEDF 2016-5A A1R 144A 01.2898 07/17/2031 | 0.21% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.21% |
| ARAB REPUBLIC OF EGYPT REGS 05.7500 05/29/2024 | 0.21% |
| BANIJAY GROUP TLB L+375 03.8505 03/04/2025 | 0.21% |
| CARR 2006-NC2 A4 00.3315 06/25/2036 | 0.21% |
| FNR 2013-130 SD IO 06.5085 01/25/2044 | 0.21% |
| SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.21% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.21% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.21% |
| UBSCM 2012-C1 C 144A 05.7542 05/10/2045 | 0.21% |
| FNR 2015-19 SA IO 06.1085 04/25/2045 | 0.21% |
| TALLGRASS ENERGY PARTN L+475 04.8543 03/11/2026 | 0.21% |
| ALTICE USA TLB L+225 02.3229 01/15/2026 | 0.20% |
| ELANCO ANIMAL HLTH TLB L+175 01.8503 02/04/2027 | 0.20% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.20% |
| UBSBB 2012-C3 C 144A 05.2058 08/10/2049 | 0.20% |
| MSBAM 2014-C17 C 04.6369 08/15/2047 | 0.20% |
| GNR 2015-H19 NI IO 01.9020 07/20/2065 | 0.20% |
| AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 0.20% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.20% |
| FNR 2016-88 SK IO 05.9085 12/25/2046 | 0.20% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.20% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.20% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.20% |
| GNR 2018-H05 AI IO 02.3891 02/20/2068 | 0.19% |
| CPTFEMU R 0.655 P 05/15/30 | 0.19% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.19% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.19% |
| JPMBB 2014-C18 C 04.9599 02/15/2047 | 0.19% |
| TRANSDIGM INC TLF L+225 02.3543 12/09/2025 | 0.19% |
| COMM 2018-COR3 C 04.7125 05/10/2051 | 0.19% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.19% |
| STACR 2018-HRP2 M3 02.4915 02/25/2047 | 0.19% |
| FNR 2017-108 SA IO 06.0585 01/25/2048 | 0.19% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.19% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.19% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.19% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.19% |
| ZAYO GROUP HLDG INC L+300 03.1043 03/09/2027 | 0.19% |
| CAS 2015-C04 1M2 05.7915 04/25/2028 | 0.19% |
| COMM 2013-CR11 XA IO 01.0803 08/10/2050 | 0.19% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.19% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.19% |
| MSBAM 2013-C13 XA IO 01.1127 11/15/2046 | 0.18% |
| RESTAURANT BRANDS INTE L+175 01.8543 11/19/2026 | 0.18% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.18% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.18% |
| SNDPT 2018-1A A 144A 01.1838 04/15/2031 | 0.18% |
| STACR 2015-DNA2 B 07.6415 12/25/2027 | 0.18% |
| FNR 2016-65 CS IO 06.0085 09/25/2046 | 0.18% |
| REYNOLDS TL L+175 01.8543 01/29/2027 | 0.18% |
| THERMON GROUP HOLDINGS L+375 04.7500 10/30/2024 | 0.18% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.18% |
| MSBAM 2014-C14 C 05.2181 02/15/2047 | 0.18% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.18% |
| CAS 2017-C01 1M2 03.6415 07/25/2029 | 0.18% |
| ENTERCOM TLB1 L+250 02.5950 11/17/2024 | 0.18% |
| FHMS K099 X1 IO 01.0049 09/25/2029 | 0.18% |
| GNR 2017-H06 BI IO 02.3655 02/20/2067 | 0.18% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.17% |
| RRAM 2020-12A AAR2 144A 01.5438 01/15/2036 | 0.17% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.17% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.17% |
| CABLEVISION SYSTEMS TL L+225 02.3229 07/17/2025 | 0.17% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.17% |
| COMM 2015-LC21 XA IO 00.8289 07/10/2048 | 0.17% |
| MRAFT 2020-5 A1 01.0770 08/10/2023 | 0.17% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.17% |
| SPEAK 2017-4A A 144A 01.3858 10/26/2029 | 0.17% |
| CSAIL 2019-C16 XA IO 01.7223 06/15/2052 | 0.17% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.17% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.17% |
| CPTFEMU R 0.961 P 05/15/40 | 0.17% |
| MSBAM 2012-C5 E 144A 04.8182 08/15/2045 | 0.17% |
| MSBAM 2013-C10 F 144A 04.2166 07/15/2046 | 0.17% |
| WFRBS 2012-C10 D 144A 04.5733 12/15/2045 | 0.17% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.17% |
| CMLTI 2007-AMC3 A2D 00.4415 03/25/2037 | 0.17% |
| CALPINE CONS FIN TL L+200 02.1043 01/15/2025 | 0.16% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.16% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.16% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.16% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.16% |
| MDPK 2018-30A A 144A 00.9338 04/15/2029 | 0.16% |
| AHM 2007-1 GA1C 00.2815 05/25/2047 | 0.16% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.16% |
| UBSCM 2018-C8 XA IO 01.0251 02/15/2051 | 0.16% |
| GNR 2015-H15 JI IO 01.9513 06/20/2065 | 0.16% |
| PLMRS 2018-2A A1A 144A 01.2836 07/16/2031 | 0.16% |
| REG18 2021-1A A1 144A 01.1911 01/15/2034 | 0.16% |
| DEN14 2016-1A A1R 144A 01.4529 10/23/2031 | 0.16% |
| JPMBB 2014-C24 XA IO 01.0550 11/15/2047 | 0.16% |
| CAS 2019-HRP1 M2 02.2415 11/25/2039 | 0.16% |
| GNR 2011-70 WI IO 04.7566 12/20/2040 | 0.16% |
| MRAFT 2020-4 A1 01.4270 04/23/2023 | 0.16% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.16% |
| GNR 2017-H16 BI IO 02.2951 08/20/2067 | 0.16% |
| STACR 2016-DNA1 B 10.0916 07/25/2028 | 0.16% |
| CHARTER COMMUNICATIONS L+175 01.8600 02/01/2027 | 0.16% |
| GNR 2018-H02 GI IO 02.3457 12/20/2067 | 0.16% |
| MSBAM 2014-C15 D 144A 05.0626 04/15/2047 | 0.16% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.16% |
| GNR 2016-121 JS IO 06.0066 09/20/2046 | 0.16% |
| WFCM 2015-NXS3 B 04.6499 09/15/2057 | 0.16% |
| FNR 2019-66 SC IO 05.9085 11/25/2049 | 0.15% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.15% |
| GNR 2016-H02 BI IO 01.8537 11/20/2065 | 0.15% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.15% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.15% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.15% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.15% |
| WFRBS 2011-C4 D 144A 05.2661 06/15/2044 | 0.15% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.15% |
| GARDNER DENVER TLB L+175 01.8543 02/28/2027 | 0.15% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.15% |
| JPMBB 2014-C25 D P/P 144A 04.0947 11/15/2047 | 0.15% |
| CAS 2016-C07 2M2 04.4415 05/25/2029 | 0.15% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.15% |
| MP3 2013-1A AR 144A 01.4383 10/20/2030 | 0.15% |
| GNR 2018-91 SJ IO 06.1566 07/20/2048 | 0.14% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.14% |
| CSAIL 2015-C1 D 144A 03.9048 04/15/2050 | 0.14% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.14% |
| MSC 2016-UB12 XA IO 00.8505 12/15/2049 | 0.14% |
| MWST 2020-2 A 00.8915 11/25/2053 | 0.14% |
| CAS 2014-C04 1M2 04.9915 11/25/2024 | 0.14% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.14% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.14% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.14% |
| RALI 2006-QO5 1A1 00.5215 05/25/2046 | 0.14% |
| WFCM 2013-LC12 C 04.4350 07/15/2046 | 0.14% |
| GNR 2019-121 DS IO 06.0066 08/20/2049 | 0.14% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.14% |
| MONGOLIA INTL BOND REGS 05.1250 12/05/2022 | 0.14% |
| GNR 2015-H25 AI IO 01.6077 09/20/2065 | 0.14% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.14% |
| UNIVISION TLB L+375 03.8543 03/15/2026 | 0.14% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.14% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.14% |
| HILTON HOTELS CORP TLB L+175 01.8415 06/21/2026 | 0.14% |
| VICI PROPERTIES TL L+175 01.8410 12/15/2024 | 0.13% |
| WAMU 2005-AR13 A1C3 01.0715 10/25/2045 | 0.13% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0888 06/30/2025 | 0.13% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.13% |
| CAS 2014-C03 2M2 02.9915 07/25/2024 | 0.13% |
| COMM 2014-CR20 XA IO 01.1542 11/10/2047 | 0.13% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.13% |
| MSBAM 2012-C6 D 144A 04.7545 11/15/2045 | 0.13% |
| BANK 2019-BN20 XA IO 00.9595 09/15/2062 | 0.13% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.13% |
| WFRBS 2012-C7 D 144A 04.9573 06/15/2045 | 0.13% |
| GNR 2015-H09 BI IO 01.6768 03/20/2065 | 0.13% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.13% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.13% |
| UBSC 2011-C1 D 144A 06.2817 01/10/2045 | 0.13% |
| CASH MGMT BILL 00.0000 10/19/2021 | 0.13% |
| CEDF 2013-1A ARR 144A 01.2638 04/20/2034 | 0.13% |
| CGCMT 2014-GC19 D 144A 05.2617 03/10/2047 | 0.13% |
| ELMW2 2019-2A AR 144A 01.3383 04/20/2034 | 0.13% |
| NEUB 2021-40A A 144A 01.2479 04/16/2033 | 0.13% |
| TREASURY BILL 00.0000 09/02/2021 | 0.13% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.13% |
| GNR 2015-H25 EI IO 01.8517 10/20/2065 | 0.13% |
| LENNAR CORP 04.7500 11/15/2022 | 0.13% |
| UBSCM 2017-C7 XA IO 01.1773 12/15/2050 | 0.13% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.12% |
| CAS 2016-C04 1M2 04.3415 01/25/2029 | 0.12% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.12% |
| FNR 2016-83 BS IO 06.0085 11/25/2046 | 0.12% |
| GNR 2016-H23 NI IO 02.3686 10/20/2066 | 0.12% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.12% |
| FNR 2011-4 CS 12.7170 05/25/2040 | 0.12% |
| GNR 2010-125 SD IO 06.6054 01/16/2040 | 0.12% |
| GNR 2010-116 SA IO 05.8066 09/20/2040 | 0.12% |
| CANYC 2019-2A A 144A 01.5538 10/15/2032 | 0.12% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.12% |
| BBCMS 2019-C4 XA IO 01.7392 08/15/2052 | 0.12% |
| COMM 2015-CR23 XA IO 01.0328 05/10/2048 | 0.12% |
| MSBAM 2013-C12 E 144A 04.9213 10/15/2046 | 0.12% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.12% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.12% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.12% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | 0.12% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.12% |
| GNR 2018-H02 EI IO 02.3799 01/20/2068 | 0.12% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.11% |
| STACR 2018-HQA1 M2 02.3915 09/25/2030 | 0.11% |
| CF 2019-CF3 XA IO 00.8367 01/15/2053 | 0.11% |
| WFCM 2014-LC16 XA IO 01.2451 08/15/2050 | 0.11% |
| GNR 2016-77 SC IO 06.0066 10/20/2045 | 0.11% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.11% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.11% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.11% |
| COMM 2013-CR13 E 144A 05.0456 11/10/2046 | 0.11% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.11% |
| COMM 2014-CR19 XA IO 01.1248 08/10/2047 | 0.11% |
| CWALT 2006-OA7 1A1 02.2233 06/25/2046 | 0.11% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.11% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.11% |
| ZAIS 2019-13A A1A 144A 01.6738 07/15/2032 | 0.11% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.11% |
| COMM 2014-UBS6 XA IO 01.0326 12/10/2047 | 0.10% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.10% |
| STACR 2020-HQA3 B1 05.8415 07/25/2050 | 0.10% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.10% |
| MSBAM 2015-C26 XA IO 01.1619 10/15/2048 | 0.10% |
| STACR 2016-HQA4 M3 03.9915 04/25/2029 | 0.10% |
| WINDR 2013-2A AR 144A 01.4198 10/18/2030 | 0.10% |
| CAS 2017-C07 2M2 02.5915 05/25/2030 | 0.10% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.10% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.10% |
| BMC SOFTWARE TLB L+375 03.8543 10/02/2025 | 0.10% |
| CAS 2017-C02 2B1 05.5915 09/25/2029 | 0.10% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.10% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.10% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.10% |
| CSAIL 2015-C1 XA IO 00.9669 04/15/2050 | 0.10% |
| CWALT 2005-27 1A1 01.4939 08/25/2035 | 0.10% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| CFCRE 2011-C2 D 144A 05.9710 12/15/2047 | 0.10% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.10% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| GNR 2018-H13 NI IO 02.2249 08/20/2068 | 0.10% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.10% |
| GSMS 2015-GC30 XA IO 00.8764 05/10/2050 | 0.10% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.09% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| ARRW 2019-1 A3 04.1318 01/25/2049 | 0.09% |
| BCC 2019-3A A 144A 01.5260 10/21/2032 | 0.09% |
| CMLTI 2007-AR5 1A1A 02.8872 04/25/2037 | 0.09% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.09% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.09% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.09% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.09% |
| REPUBLIC OF GHANA P/P 144A 07.7500 04/07/2029 | 0.09% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.09% |
| GSMS 2014-GC24 D 144A 04.6690 09/10/2047 | 0.09% |
| HVMLT 2005-2 1A 00.6134 05/19/2035 | 0.09% |
| STACR 2018-DNA2 B1 03.7915 12/25/2030 | 0.09% |
| WFRBS 2012-C10 E 144A 04.5733 12/15/2045 | 0.09% |
| CFCRE 2016-C4 XA IO 01.7994 05/10/2058 | 0.09% |
| GRIFOLS TLB L+200 02.0913 11/15/2027 | 0.09% |
| GNR 2016-H08 AI IO 01.6731 08/20/2065 | 0.09% |
| GNR 2016-H22 AI IO 02.3540 10/20/2066 | 0.09% |
| LMAT 2021-GS3 A2 03.2500 07/25/2061 | 0.09% |
| STARS GROUP TLB L+350 03.6473 07/10/2025 | 0.09% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.09% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.08% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.08% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.08% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.08% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.08% |
| CAS 2017-C05 1B1 03.6915 01/25/2030 | 0.08% |
| BSP 2018-5BA A1A 144A 01.2783 04/20/2031 | 0.08% |
| CWALT 2006-OA10 2A1 00.4715 08/25/2046 | 0.08% |
| GSMS 2014-GC18 XA IO 01.1663 01/10/2047 | 0.08% |
| STACR 2016-HQA3 M3 03.9415 03/25/2029 | 0.08% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.08% |
| CGCMT 2014-GC19 X IO 01.3027 03/10/2047 | 0.08% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.08% |
| WFRBS 2012-C9 XB IO 144A 00.8737 11/15/2045 | 0.08% |
| CECLO 2020-29A A1N 144A 01.8883 07/20/2031 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| UBSBB 2013-C5 XA IO 144A 01.0446 03/10/2046 | 0.08% |
| GNR 2014-H14 CI IO 01.5629 07/20/2064 | 0.08% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.08% |
| SAMI 2006-AR7 A1A 00.5115 08/25/2036 | 0.08% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.08% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.08% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.08% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.08% |
| GNR 2015-H28 DI IO 01.5364 08/20/2065 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| GNR 2015-H10 EI IO 01.6022 04/20/2065 | 0.07% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.07% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.07% |
| JPMCC 2013-C10 XA IO 01.0830 12/15/2047 | 0.07% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.07% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% |
| STACR 2016-DNA4 M3 03.8915 03/25/2029 | 0.07% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.07% |
| WFRBS 2012-C10 C 04.5083 12/15/2045 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.07% |
| STACR 2017-DNA2 M2 03.5415 10/25/2029 | 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% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.07% |
| STACR 2017-DNA2 B1 05.2415 10/25/2029 | 0.07% |
| CBAM 2019-9A A 144A 01.4638 02/12/2030 | 0.07% |
| CIFC 2016-1A A1R 144A 01.5360 10/21/2031 | 0.07% |
| GNR 2015-H18 IA IO 01.8228 06/20/2065 | 0.07% |
| COMM 2015-CR22 XA IO 01.0224 03/10/2048 | 0.07% |
| JPMCC 2012-LC9 D 144A 04.5663 12/15/2047 | 0.07% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.07% |
| CAD/USD 07/21/2021 GSFX | 0.07% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.07% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.07% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.07% |
| GNR 2017-H03 DI IO 02.6273 12/20/2066 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| MSC 2012-C4 E 144A 05.6005 03/15/2045 | 0.07% |
| WAMU 2005-AR10 1A3 03.0989 09/25/2035 | 0.07% |
| CAS 2016-C05 2M2 04.5415 01/25/2029 | 0.06% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.06% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.06% |
| JPALT 2007-A2 12A1 00.2915 06/25/2037 | 0.06% |
| MAGNE 2012-7A A1R2 144A 00.9838 01/15/2028 | 0.06% |
| STACR 2016-HQA2 M3B 05.2415 11/25/2028 | 0.06% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.06% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| UKRPI P 3.665 R 12/15/28 | 0.06% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.06% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.06% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.06% |
| CAS 2018-C06 2M2 02.1915 03/25/2031 | 0.06% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.06% |
| GSAA 2005-15 2A2 00.5915 01/25/2036 | 0.06% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.06% |
| CGCMT 2014-GC21 X IO 01.3223 05/10/2047 | 0.06% |
| CWHL 2005-3 1A1 00.7115 04/25/2035 | 0.06% |
| PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.06% |
| STACR 2018-HQA1 B1 04.4415 09/25/2030 | 0.06% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| JPY/USD 08/18/2021 SSBT | 0.06% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.06% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.06% |
| WFRBS 2011-C4 E 144A 05.2661 06/15/2044 | 0.06% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 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% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.06% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.05% |
| CAS 2020-R02 2M2 02.0915 01/25/2040 | 0.05% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.05% |
| MSBAM 2013-C10 D 144A 04.2166 07/15/2046 | 0.05% |
| GLM 2019-5A A 144A 01.4883 10/20/2032 | 0.05% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| KAYNE 2019-6A A1 144A 01.5683 01/20/2033 | 0.05% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.05% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.05% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.05% |
| TRANSDIGM INC TLE L+225 02.3543 05/30/2025 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| VISTRA OPERATIONS COMP L+175 01.8498 12/01/2025 | 0.05% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% |
| GNR 2017-H14 DI IO 01.6998 06/20/2067 | 0.05% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| MEREDITH CORPORATION T L+250 02.6043 01/31/2025 | 0.05% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.05% |
| CGCMT 2013-GC17 X IO 01.1723 11/10/2046 | 0.05% |
| GNR 2011-H15 AI IO 01.5284 06/20/2061 | 0.05% |
| STACR 2019-DNA1 M2 02.7415 01/25/2049 | 0.05% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.05% |
| FNR 2018-86 DS IO 06.0085 12/25/2048 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.05% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.04% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.04% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.04% |
| COMM 2014-LC15 XA IO 01.2336 04/10/2047 | 0.04% |
| CPURNSA P 2.67 R 05/12/31 | 0.04% |
| EURO-BUND FUTURE SEP21 RXU1 | 0.04% |
| WESTERN DIGITAL CORP T L+175 01.7500 04/29/2023 | 0.04% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.04% |
| STACR 2016-HQA1 M3 06.4415 09/25/2028 | 0.04% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.04% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.04% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.04% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.04% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.04% |
| ARAB REP OF EGYPT P/P 144A 05.8750 02/16/2031 | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| GNR 2011-17 S IO 05.9566 02/20/2041 | 0.04% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.04% |
| MATTEL INC. P/P 144A 06.7500 12/31/2025 | 0.04% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.04% |
| GNR 2017-H02 BI IO 02.4409 01/20/2067 | 0.04% |
| JPMBB 2014-C19 XA IO 00.8343 04/15/2047 | 0.04% |
| CPURNSA P 2.686 R 04/01/31 | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| CAS 2014-C02 2M2 02.6915 05/25/2024 | 0.04% |
| DIVERSEY TL L+300 03.1855 09/06/2024 | 0.04% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.04% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.04% |
| CAS 2018-C01 1M2 02.3415 07/25/2030 | 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-UBS4 XA IO 01.2541 08/10/2047 | 0.04% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% |
| CWALT 2006-OA10 4A1 00.4715 08/25/2046 | 0.04% |
| EUR/USD 09/15/2021 TDBK | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.04% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.03% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.03% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.03% |
| CAS 2015-C04 2M2 05.6415 04/25/2028 | 0.03% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.03% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.03% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.03% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.03% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.03% |
| FHR 2990 LB 16.7594 06/15/2034 | 0.03% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.03% |
| GNR 2016-H11 HI IO 02.1080 01/20/2066 | 0.03% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 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% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.03% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.03% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.03% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.03% |
| CPTFEMU P 1.71 R 07/15/37 | 0.03% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| CAS 2019-R01 2M2 02.5415 07/25/2031 | 0.03% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.03% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.03% |
| FNR 2007-53 SP 23.8645 06/25/2037 | 0.03% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.03% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.03% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.03% |
| BURL STORE CV 02.2500 04/15/2025 | 0.03% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.03% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.03% |
| 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% |
| 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% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.02% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.02% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.02% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% |
| 1.5324 R ISWP US0003M P 03/05/2031 | 0.02% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.02% |
| GNR 2013-99 VS IO 06.0254 07/16/2043 | 0.02% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.02% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.02% |
| EUR/USD PUT 1.18 20210823 GSFX | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 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% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.02% |
| SWPTN 3MX10Y R 1.355 USD 08/25/2021 CI | 0.02% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.02% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.02% |
| CAS 2015-C01 1M2 04.3915 02/25/2025 | 0.02% |
| STACR 2018-HQA2 M2 02.3915 10/25/2048 | 0.02% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.02% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.02% |
| CASH MGMT BILL 00.0000 09/14/2021 | 0.02% |
| COMM 2012-CR3 E 144A 04.9079 10/15/2045 | 0.02% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.02% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.02% |
| TREASURY BILL 00.0000 07/27/2021 | 0.02% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 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% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.02% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.02% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.02% |
| UKRPI P 3.385 R 11/15/24 | 0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| CAD/USD 07/21/2021 UBS | 0.02% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.02% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.02% |
| STACR 2019-DNA2 M2 02.5415 03/25/2049 | 0.02% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% |
| CAS 2017-C05 1M2A 02.2915 01/25/2030 | 0.02% |
| CAS 2018-C05 1M2 02.4415 01/25/2031 | 0.02% |
| CGCMT 2012-GC8 XA IO 144A 01.8966 09/10/2045 | 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% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.02% |
| STACR 2020-DNA5 M1 01.3180 10/25/2050 | 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% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.02% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.02% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 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% |
| BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.02% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.02% |
| EUR/USD 09/15/2021 BCAP-FX | 0.02% |
| FHR 2976 LC 24.1528 05/15/2035 | 0.02% |
| GBP/USD 09/15/2021 CITI | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| JPMCC 2007-CB20 E 144A 06.3743 02/12/2051 | 0.02% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.02% |
| NRG ENERGY CV 02.7500 06/01/2048 | 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% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.02% |
| 1.99 R ISWP CDOR03 P 06/15/2031 | 0.02% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.02% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.02% |
| GNR 2020-15 CS IO 05.9566 02/20/2050 | 0.02% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.02% |
| NZD/USD 07/21/2021 GSFX | 0.02% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.02% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 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 CS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.01% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.01% |
| SWPTN 10YX20Y R 2.232 USD 06/09/2031 BC | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| UBSBB 2012-C2 XA IO 144A 01.4356 05/10/2063 | 0.01% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.01% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.01% |
| REALOGY GROUP P/P 144A CV 00.2500 06/15/2026 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 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.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| EUR/USD 09/15/2021 SSBT | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| GBP/USD PUT 1.37 20210823 MSCIL | 0.01% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.01% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.01% |
| LIBERTY MEDIA | 0.01% |
| OKTA INC CV 00.3750 06/15/2026 | 0.01% |
| REVANCE THERA CV 01.7500 02/15/2027 | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.01% |
| ZSCALER INC. P/P 144A CV 00.1250 07/01/2025 | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.01% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.01% |
| CAS 2015-C02 2M2 04.0915 05/25/2025 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.01% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.01% |
| JPY/USD 08/18/2021 GSFX | 0.01% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.01% |
| NZD/USD 07/21/2021 MSCIL | 0.01% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.01% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 1LIFE HEALTH CV 03.0000 06/15/2025 | 0.01% |
| CAD/USD 07/21/2021 SSBT | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| EUR/USD 09/15/2021 CITI | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| UKRPI P 3.34 R 03/15/28 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| CAD/USD 07/21/2021 TDBK | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| EUR/USD 09/15/2021 RBSF | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNR 2005-74 NK 27.0425 05/25/2035 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 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% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| 1.465 R ISWP US0003M P 04/15/2031 | 0.01% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GBP/USD 09/15/2021 CSI-FX | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2019-78 SJ IO 05.9566 06/20/2049 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| JPY/USD 08/18/2021 JPMCB | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 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 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.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% |
| GNR 2019-99 KS IO 05.9566 08/20/2049 | 0.01% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.01% |
| SWPTN 3MX10Y P 1.67 USD 08/18/2021 BA | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| EUR/USD 09/15/2021 CSI-FX | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% |
| 0.05 R ISWP FWD EUR006M P 09/15/2031 | 0.00% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| CAD/USD 07/21/2021 BANKAM | 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-.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% |
| 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% |
| FNW 1998-W2 X IO 00.0000 06/25/2028 | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| UKRPI P 3.3875 R 03/15/28 | 0.00% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.00% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.00% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | 0.00% |
| CAD/USD 07/21/2021 WPAC | 0.00% |
| CHF/USD 09/15/2021 JPMCB | 0.00% |
| CHF/USD 09/15/2021 MSCIL | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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% |
| 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 09/15/2021 TDBK | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| NZD/USD 07/21/2021 UBS | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 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% |
| AUD/USD 07/21/2021 MSCIL | 0.00% |
| CAS 2016-C01 1M2 06.8415 08/25/2028 | 0.00% |
| CAS 2016-C02 1M2 06.0915 09/25/2028 | 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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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-.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% |
| GBP/USD 09/15/2021 HSBCB | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| MSC 2012-C4 XA IO 144A 02.2346 03/15/2045 | 0.00% |
| NZD/USD 07/21/2021 RBSF | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.00% |
| -0.05 R ISWP FWD CHL6M P 09/15/2031 | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.00% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| CAD/USD 07/21/2021 HSBCB | 0.00% |
| CAS 2015-C01 2M2 04.6415 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.0915 05/25/2025 | 0.00% |
| CHF/USD 09/15/2021 SSBT | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.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-.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 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 09/15/2021 WPAC | 0.00% |
| JPY/USD 08/18/2021 RBSF | 0.00% |
| NZD/USD 07/21/2021 WPAC | 0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.00% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.00% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | 0.00% |
| 0.77 R ISWP FWD SES3M P 09/15/2031 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| CAS 2014-C04 2M2 05.0915 11/25/2024 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.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 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.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 00.5837 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2812 10/25/2043 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| JPY/USD 08/18/2021 WPAC | 0.00% |
| NOK/USD 09/15/2021 HSBCB | 0.00% |
| NZD/USD 07/21/2021 CITI | 0.00% |
| SWPTN 13WX5Y P 1.724 CAD 08/16/2021 TD | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 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 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.00% |
| SWPTN 7WX10Y R 1.473 USD 08/09/2021 GS | 0.00% |
| 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% |
| 1.70 R ISWP FWD NOKOIB6M P 09/15/2031 | 0.00% |
| 1.819 R ISWP FWD CDOR03 P 06/15/2031 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| AUD/USD 07/21/2021 CSI-FX | 0.00% |
| BACM 2007-1 XW IO 00.6213 01/15/2049 | 0.00% |
| CAD/USD 07/21/2021 RBSF | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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-.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CSFB 2003-C3 AX IO 144A 02.2673 05/15/2038 | 0.00% |
| EUR/USD 09/15/2021 JPMCB | 0.00% |
| FSPC T-8 A9 IO 00.4420 11/15/2028 | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| HKD/USD 08/18/2021 BANKAM | 0.00% |
| HKD/USD 08/18/2021 CITI | 0.00% |
| HKD/USD 08/18/2021 HSBCB | 0.00% |
| HKD/USD 08/18/2021 RBSF | 0.00% |
| HKD/USD 08/18/2021 SSBT | 0.00% |
| HKD/USD 08/18/2021 TDBK | 0.00% |
| HKD/USD 08/18/2021 UBS | 0.00% |
| LBUBS 2007-C2 XW IO 00.3361 02/15/2040 | 0.00% |
| NZD/USD 07/21/2021 JPMCB | 0.00% |
| SEK/USD 09/15/2021 JPMCB | 0.00% |
| SEK/USD 09/15/2021 MSCIL | 0.00% |
| SEK/USD 09/15/2021 TDBK | 0.00% |
| WBCMT 2006-C29 IO IO 00.4543 11/15/2048 | 0.00% |
| WFRBS 2011-C5 XA IO 144A 01.7769 11/15/2044 | 0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | -0.00% |
| 1.864 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| CAD/USD 07/21/2021 CITI | -0.00% |
| CHF/USD 09/15/2021 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| NOK/USD 09/15/2021 JPMCB | -0.00% |
| NZD/USD 07/21/2021 SSBT | -0.00% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | -0.00% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.00% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.00% |
| SWPTN 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 2.35 USD 04/13/2026 BA | -0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.4255 R ISWP US0003M P 02/24/2031 | -0.00% |
| 1.894 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| AUD/USD 07/21/2021 HSBCB | -0.00% |
| AUD/USD 07/21/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -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% |
| NOK/USD 09/15/2021 UBS | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 5WX5Y R 0.98 USD 07/26/2021 CI | -0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.00% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.00% |
| 1.4425 R ISWP US0003M P 06/15/2031 | -0.00% |
| 1.461 R ISWP US0003M P 06/11/2031 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| 2.232 R ISWP FWD US0003M P 06/11/2051 | -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 GS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| GBP/USD 09/15/2021 BANKAM | -0.00% |
| GBP/USD 09/15/2021 BCAP-FX | -0.00% |
| JPY/USD 08/18/2021 CITI | -0.00% |
| NOK/USD 09/15/2021 SSBT | -0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.00% |
| SWPTN 3MX10Y P 1.8775 USD 09/02/2021 BA | -0.00% |
| SWPTN 5WX5Y P 0.98 USD 07/26/2021 CI | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 7WX10Y P 1.473 USD 08/09/2021 GS | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | -0.00% |
| 1.83 R ISWP FWD NFIX3MID P 09/15/2031 | -0.00% |
| 1.924 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| AUD/USD 07/21/2021 RBSF | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| CPTFEMU R 1.4 P 07/15/27 | -0.00% |
| GBP/USD CALL 1.4198 20210823 MSCIL | -0.00% |
| NOK/USD 09/15/2021 BANKAM | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.00% |
| SWPTN 2YX10Y R 1.005 USD 05/25/2023 CI | -0.00% |
| SWPTN 3MX10Y P 1.88 USD 08/27/2021 BA | -0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -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% |
| 1.84 R ISWP FWD CDOR03 P 09/15/2031 | -0.00% |
| CAD/USD 07/21/2021 CSI-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| CPURNSA P 2.79 R 04/15/26 | -0.00% |
| GBP/USD 09/15/2021 WPAC | -0.00% |
| NZD/USD 07/21/2021 HSBCB | -0.00% |
| SWPTN 3MX10Y P 1.897 USD 09/03/2021 BA | -0.00% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.00% |
| -0.16 R ISWP FWD CHL6M P 06/16/2031 | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.448 R ISWP US0003M P 06/23/2031 | -0.01% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CHF/USD 09/15/2021 HSBCB | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SEK/USD 09/15/2021 SSBT | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.01% |
| SWPTN 3MX10Y R 1.67 USD 08/18/2021 BA | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| CAD/USD 07/21/2021 BCAP-FX | -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.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-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| JPY/USD 08/18/2021 BANKAM | -0.01% |
| JPY/USD 08/18/2021 BCAP-FX | -0.01% |
| SEK/USD 09/15/2021 RBSF | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.01% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.01% |
| AUD/USD 07/21/2021 CITI | -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% |
| EUR/USD CALL 1.2114 20210823 GSFX | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.01% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| 1.55 R ISWP FWD AUDBB6M P 09/15/2031 | -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% |
| JPY/USD 08/18/2021 HSBCB | -0.01% |
| JPY/USD 08/18/2021 TDBK | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.01% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -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 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| CAD/USD 07/21/2021 JPMCB | -0.01% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.01% |
| GBP/USD 09/15/2021 RBSF | -0.01% |
| GBP/USD 09/15/2021 UBS | -0.01% |
| JPY/USD 08/18/2021 MSCIL | -0.01% |
| NOK/USD 09/15/2021 TDBK | -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 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% |
| AUD/USD 07/21/2021 BCAP-FX | -0.01% |
| NOK/USD 09/15/2021 MSCIL | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| AUD/USD 07/21/2021 JPMCB | -0.01% |
| AUD/USD 07/21/2021 TDBK | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.01% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.02% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -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 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| AUD/USD 07/21/2021 GSFX | -0.02% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.02% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.02% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.02% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.02% |
| EUR/USD 09/15/2021 HSBCB | -0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.02% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| GBP/USD 09/15/2021 SSBT | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| 0.975 R ISWP FWD SONIA P 09/15/2031 | -0.02% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.02% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% |
| AUD/USD 07/21/2021 SSBT | -0.02% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| GBP/USD 09/15/2021 JPMCB | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.02% |
| 1.45 R ISWP FWD SOFRRATE P 09/15/2031 | -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 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -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 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% |
| SEK/USD 09/15/2021 GSFX | -0.03% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.03% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% |
| EUR/USD 09/15/2021 GSFX | -0.03% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.03% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -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% |
| GBP/USD 09/15/2021 MSCIL | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| EUR/USD 09/15/2021 UBS | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| EUR/USD 09/15/2021 BANKAM | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.03% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.03% |
| 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% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| JPY/USD 08/18/2021 UBS | -0.04% |
| NOK/USD 09/15/2021 GSFX | -0.04% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.04% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.04% |
| EUR/USD 09/15/2021 MSCIL | -0.04% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.04% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.04% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% |
| SEK/USD 09/15/2021 UBS | -0.05% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.05% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.05% |
| GBP/USD 09/15/2021 GSFX | -0.05% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.05% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.05% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.05% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.05% |
| 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% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.06% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.06% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.06% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.07% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.07% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.07% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | -0.08% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.08% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.08% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.08% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.09% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.10% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| 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 JP | -0.10% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.12% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.13% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.14% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.15% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.15% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.16% |
| 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 | -0.22% |
| CPTFEMU P 1.13 R 05/15/50 | -0.24% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.24% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | -0.25% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.26% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.27% |
| CPTFEMU P 0.935 R 05/15/40 | -0.35% |
| CPTFEMU P 0.93 R 05/15/40 | -0.35% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.36% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.48% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.85% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.05% |
| FNMA FN30 TBA UMBS 02.0000 07/01/2051 | -1.72% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -7.82% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -54.69% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 11.90% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 06/01/2051 | 11.83% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 8.82% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2051 | 8.23% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 3.14% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 1.53% |
| CASH MGMT BILL 00.0000 09/21/2021 | 1.38% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.88% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 0.87% |
| STACR 2016-DNA3 M3 05.0916 12/25/2028 | 0.80% |
| TREASURY BILL 00.0000 06/10/2021 | 0.73% |
| MSBAM 2013-C10 E 144A 04.0807 07/15/2046 | 0.70% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2051 | 0.68% |
| GNMA GII30 TBA 04.0000 06/01/2051 | 0.66% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.66% |
| FHR 3835 FO PO 00.0000 04/15/2041 | 0.64% |
| FNR 2017-8 SB IO 06.0084 02/25/2047 | 0.59% |
| FNR 2017-74 SA IO 05.6584 10/25/2047 | 0.59% |
| TREASURY BILL 00.0000 07/20/2021 | 0.58% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.57% |
| FNR 2020-47 ID IO 04.0000 07/25/2050 | 0.57% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.57% |
| TREASURY BILL 00.0000 06/29/2021 | 0.56% |
| FNR 2020-70 SD IO 06.1584 10/25/2050 | 0.55% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.53% |
| FNR 2021-15 JI IO 04.5000 04/25/2051 | 0.52% |
| TREASURY BILL 00.0000 07/06/2021 | 0.50% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.50% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.49% |
| FHR 4698 NS IO 06.0491 06/15/2047 | 0.49% |
| TREASURY BILL 00.0000 06/01/2021 | 0.48% |
| CSMC 2008-C1 AJ 144A 05.8033 02/15/2041 | 0.47% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.47% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.46% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.45% |
| CWALT 2005-59 1A1 00.7593 11/20/2035 | 0.43% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.41% |
| CAS 2016-C02 1B 12.3416 09/25/2028 | 0.41% |
| BANK 2017-BNK9 XA IO 00.7976 11/15/2054 | 0.40% |
| COMM 2014-CR17 C 04.7844 05/10/2047 | 0.40% |
| FHR 3852 NT 05.8991 05/15/2041 | 0.40% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.40% |
| CASH MGMT BILL 00.0000 09/07/2021 | 0.40% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.39% |
| DBUBS 2011-LC3A D 144A 05.4266 08/10/2044 | 0.39% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.39% |
| MBX.FN30.500.10 R USL1M P 01/12/41 GS | 0.39% |
| FHR 5023 TS IO 06.1584 10/25/2050 | 0.38% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.38% |
| FHR 4982 DI IO 04.0000 06/25/2050 | 0.38% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.37% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.37% |
| CF INDUSTRIES INC 03.4500 06/01/2023 | 0.36% |
| STACR 2015-DNA3 B 09.4416 04/25/2028 | 0.36% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.36% |
| GNR 2020-173 MI IO 02.5000 11/20/2050 | 0.35% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.35% |
| STACR 2014-HQ2 M3 03.8416 09/25/2024 | 0.35% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.34% |
| GSMS 2014-GC22 C 04.6910 06/10/2047 | 0.34% |
| QUIKRETE TLB L+250 02.5925 02/01/2027 | 0.34% |
| MAGNE 2020-26A A 144A 01.9338 07/15/2030 | 0.34% |
| CWALT 2006-OA7 1A2 01.0666 06/25/2046 | 0.33% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.33% |
| BANK 2018-BN10 XA IO 00.7273 02/15/2061 | 0.33% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.32% |
| MCAS 2019-01 M10 144A 03.3416 10/15/2049 | 0.32% |
| SCIENTIFIC GAMES CORP L+275 02.8425 08/14/2024 | 0.32% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.32% |
| FHR 4964 IA IO 04.5000 03/25/2050 | 0.32% |
| MRAIT 2020-11 A1X 01.8009 04/22/2022 | 0.32% |
| APID 2015-23A AR 144A 01.4038 04/15/2033 | 0.31% |
| BSCMS 2007-T26 AJ 05.4312 01/12/2045 | 0.31% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.31% |
| VERTIV TLB L+275 02.8359 03/02/2027 | 0.31% |
| SPST 2021-6 A 00.8925 04/25/2022 | 0.31% |
| JPMBB 2013-C12 B 04.0989 07/15/2045 | 0.30% |
| MRAIT 2021-EBO4 A1X 01.8493 02/16/2022 | 0.30% |
| FHR 5065 DI IO 03.5000 01/25/2051 | 0.30% |
| COMM 2014-CR17 D 144A 04.8482 05/10/2047 | 0.30% |
| CAS 2014-C01 M2 04.4916 01/25/2024 | 0.29% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.29% |
| FNR 2011-53 ST IO 05.8284 06/25/2041 | 0.29% |
| ALLY FINANCIAL INC 05.7500 11/20/2025 | 0.29% |
| GNR 2016-H13 IK IO 02.6348 06/20/2066 | 0.29% |
| ORACLE CORP 02.5000 05/15/2022 | 0.28% |
| MORGAN STANLEY 03.7500 02/25/2023 | 0.28% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.28% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.28% |
| MRAIT 2021-EBO1 A1X 01.8601 10/08/2021 | 0.28% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.28% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.28% |
| SPST 2020-6 A 01.8425 09/07/2021 | 0.28% |
| GNR 2020-112 MS IO 06.2008 08/20/2050 | 0.28% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.28% |
| CHENIERE CORP CHRIST 05.8750 03/31/2025 | 0.27% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.27% |
| CGCMT 2019-GC43 X IO 00.6278 11/10/2052 | 0.26% |
| FNR 2020-16 SG IO 05.9584 03/25/2050 | 0.26% |
| STACR 2017-DNA3 M2B 02.5916 03/25/2030 | 0.26% |
| CAS 2020-R01 1B1 03.3416 01/25/2040 | 0.26% |
| RRAM 2018-3A A1R2 144A 01.2738 01/15/2030 | 0.26% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.26% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.26% |
| SPST 2020-13 A 01.5925 10/10/2021 | 0.26% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.26% |
| SPST 2020-15 A 01.4625 12/10/2021 | 0.26% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.26% |
| FNR 2016-60 LS IO 06.0084 09/25/2046 | 0.25% |
| FNR 2018-77 BI IO 04.5000 10/25/2048 | 0.25% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.25% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.25% |
| SPRINT CORP 07.8750 09/15/2023 | 0.25% |
| INGEVITY CORP P/P 144A 04.5000 02/01/2026 | 0.25% |
| GNR 2020-167 PI IO 03.5000 11/20/2050 | 0.24% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.24% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.24% |
| MRAIT 2020-2 A2 | 0.24% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.24% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.24% |
| MRAIT 2021-8 A1X 01.2601 10/15/2021 | 0.24% |
| JPMCC 2012-C8 D 144A 04.6696 10/15/2045 | 0.24% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.24% |
| STACR 2015-DNA1 B 09.2916 10/25/2027 | 0.24% |
| MRAIT 2020-12 A1X 01.4509 07/15/2021 | 0.24% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.23% |
| CGMS C17A A1AR 144A 01.2350 04/30/2031 | 0.23% |
| JPMBB 2013-C14 D 144A 04.5704 08/15/2046 | 0.23% |
| MWST 2020-1 A 00.9916 10/25/2053 | 0.23% |
| WFRBS 2012-C10 D 144A 04.4260 12/15/2045 | 0.23% |
| COMM 2015-LC19 C 04.2344 02/10/2048 | 0.23% |
| HCA INC 05.2500 06/15/2026 | 0.23% |
| MCAS 2020-01 M10 144A 03.8416 03/25/2050 | 0.23% |
| OWENS-BROCKWAY P/P 144A 05.8750 08/15/2023 | 0.23% |
| AWPT 2014-2A A1R 144A 01.4138 10/15/2029 | 0.23% |
| INGIM 2013-2A A1R 144A 01.1458 04/25/2031 | 0.23% |
| CAS 2016-C06 1M2 04.3416 04/25/2029 | 0.23% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.23% |
| WFCM 2013-LC12 D 144A 04.3086 07/15/2046 | 0.23% |
| US BANCORP 02.6250 01/24/2022 | 0.22% |
| WFCM 2016-BNK1 XA IO 01.7271 08/15/2049 | 0.22% |
| WR GRACE TLB3 L+200 02.1074 03/30/2028 | 0.22% |
| FNR 2017-75 NI IO 05.0000 11/25/2046 | 0.22% |
| TERRIER MEDIA BUYER IN L+350 03.5942 12/17/2026 | 0.22% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.22% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.22% |
| CAS 2016-C03 1B 11.8416 10/25/2028 | 0.22% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.22% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.21% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.21% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.21% |
| WFRBS 2013-C15 D 144A 04.4790 08/15/2046 | 0.21% |
| FNR 2017-108 SA IO 06.0584 01/25/2048 | 0.21% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.21% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.21% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.21% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.21% |
| CENTENE CORP 04.6250 12/15/2029 | 0.21% |
| FNR 2013-130 SD IO 06.5084 01/25/2044 | 0.21% |
| CEDF 2016-5A A1R 144A 01.2898 07/17/2031 | 0.21% |
| NAVISTAR INTERNATIONAL L+350 03.5925 11/06/2024 | 0.21% |
| ARAB REPUBLIC OF EGYPT REGS 05.7500 05/29/2024 | 0.21% |
| BANIJAY GROUP TLB L+375 03.8359 03/04/2025 | 0.21% |
| FNR 2015-19 SA IO 06.1084 04/25/2045 | 0.21% |
| FNR 2016-88 SK IO 05.9084 12/25/2046 | 0.21% |
| CARR 2006-NC2 A4 00.3316 06/25/2036 | 0.21% |
| GNR 2018-H05 AI IO 02.3901 02/20/2068 | 0.21% |
| SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.20% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.20% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.20% |
| ALTICE USA TLB L+225 02.3482 01/15/2026 | 0.20% |
| TALLGRASS ENERGY PARTN L+475 04.8425 03/11/2026 | 0.20% |
| AKZO NOBEL CHEMICALS T L+275 02.8475 10/01/2025 | 0.20% |
| ELANCO ANIMAL HLTH TLB L+175 01.8421 02/04/2027 | 0.20% |
| GNR 2015-H19 NI IO 01.9146 07/20/2065 | 0.20% |
| MSBAM 2014-C17 C 04.4788 08/15/2047 | 0.20% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.19% |
| MVEW 2017-2A A 144A 01.3936 01/16/2031 | 0.19% |
| SPCM SA P/P 144A 04.8750 09/15/2025 | 0.19% |
| CPTFEMU R 0.655 P 05/15/30 | 0.19% |
| UBSBB 2012-C3 C 144A 05.0308 08/10/2049 | 0.19% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.19% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.19% |
| COMM 2013-CR11 XA IO 00.9164 08/10/2050 | 0.19% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.19% |
| MSBAM 2013-C13 XA IO 00.9504 11/15/2046 | 0.19% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.19% |
| FNR 2015-28 IO IO 05.5000 05/25/2045 | 0.19% |
| JPMBB 2014-C18 C 04.7999 02/15/2047 | 0.19% |
| TRANSDIGM INC TLF L+225 02.3425 12/09/2025 | 0.19% |
| COMM 2018-COR3 C 04.5605 05/10/2051 | 0.19% |
| FNR 2016-65 CS IO 06.0084 09/25/2046 | 0.19% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.19% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.19% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.18% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.18% |
| STACR 2018-HRP2 M3 02.4916 02/25/2047 | 0.18% |
| ZAYO GROUP HLDG INC L+300 03.0925 03/09/2027 | 0.18% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.18% |
| CAS 2015-C04 1M2 05.7916 04/25/2028 | 0.18% |
| RESTAURANT BRANDS INTE L+175 01.8425 11/19/2026 | 0.18% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.18% |
| REYNOLDS TL L+175 01.8425 01/29/2027 | 0.18% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.18% |
| AGL 2020-5A A1 144A 02.2383 07/20/2030 | 0.18% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.18% |
| RRAM 2020-10A A1FL 144A 01.9838 07/15/2033 | 0.18% |
| SNDPT 2018-1A A 144A 01.1838 04/15/2031 | 0.18% |
| STACR 2015-DNA2 B 07.6416 12/25/2027 | 0.18% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.18% |
| THERMON GROUP HOLDINGS L+375 04.7500 10/30/2024 | 0.18% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.18% |
| MSBAM 2014-C14 C 05.0498 02/15/2047 | 0.18% |
| GNR 2017-H06 BI IO 02.3708 02/20/2067 | 0.18% |
| FHMS K099 X1 IO 00.8856 09/25/2029 | 0.18% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.17% |
| CAS 2017-C01 1M2 03.6416 07/25/2029 | 0.17% |
| COMM 2015-LC21 XA IO 00.6848 07/10/2048 | 0.17% |
| ENTERCOM TLB1 L+250 02.5925 11/17/2024 | 0.17% |
| GNR 2017-H16 BI IO 02.2964 08/20/2067 | 0.17% |
| GNR 2018-H02 GI IO 02.3463 12/20/2067 | 0.17% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.17% |
| JPMBB 2014-C25 D P/P 144A 03.9466 11/15/2047 | 0.17% |
| GNR 2014-146 EI IO 05.0000 10/20/2044 | 0.17% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.17% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.17% |
| RRAM 2020-12A AAR2 144A 01.5438 01/15/2036 | 0.17% |
| CPTFEMU R 0.961 P 05/15/40 | 0.17% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.17% |
| CABLEVISION SYSTEMS TL L+225 02.3482 07/17/2025 | 0.17% |
| MRAFT 2020-5 A1 01.0951 08/10/2023 | 0.17% |
| CSAIL 2019-C16 XA IO 01.5622 06/15/2052 | 0.17% |
| SPEAK 2017-4A A 144A 01.3858 10/26/2029 | 0.17% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.17% |
| MSBAM 2013-C10 F 144A 04.0807 07/15/2046 | 0.16% |
| AHM 2007-1 GA1C 00.2816 05/25/2047 | 0.16% |
| CMLTI 2007-AMC3 A2D 00.4416 03/25/2037 | 0.16% |
| MSBAM 2012-C5 E 144A 04.6629 08/15/2045 | 0.16% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.16% |
| CALPINE CONS FIN TL L+200 02.0925 01/15/2025 | 0.16% |
| GNR 2011-70 WI IO 04.7508 12/20/2040 | 0.16% |
| JPMBB 2014-C24 XA IO 00.9087 11/15/2047 | 0.16% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.16% |
| MDPK 2018-30A A 144A 00.9338 04/15/2029 | 0.16% |
| UBSCM 2018-C8 XA IO 00.8693 02/15/2051 | 0.16% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.16% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.16% |
| GNR 2015-H15 JI IO 01.9650 06/20/2065 | 0.16% |
| GNR 2016-121 JS IO 06.0008 09/20/2046 | 0.16% |
| JOHNSON CONTROLS POWER L+325 03.3425 04/30/2026 | 0.16% |
| FNR 2019-66 SC IO 05.9084 11/25/2049 | 0.16% |
| PLMRS 2018-2A A1A 144A 01.2836 07/16/2031 | 0.16% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.16% |
| REG18 2021-1A A1 144A 01.1911 01/15/2034 | 0.16% |
| DEN14 2016-1A A1R 144A 01.4529 10/23/2031 | 0.16% |
| CAS 2019-HRP1 M2 02.2416 11/25/2039 | 0.16% |
| GNR 2016-H02 BI IO 01.8552 11/20/2065 | 0.16% |
| CHARTER COMMUNICATIONS L+175 01.8500 02/01/2027 | 0.15% |
| FNR 2017-32 IP IO 04.5000 05/25/2047 | 0.15% |
| GNR 2018-153 AI IO 04.5000 09/16/2045 | 0.15% |
| MRAFT 2020-4 A1 01.4451 04/23/2023 | 0.15% |
| STACR 2016-DNA1 B 10.0916 07/25/2028 | 0.15% |
| MSBAM 2014-C15 D 144A 04.8996 04/15/2047 | 0.15% |
| WFCM 2015-NXS3 B 04.4999 09/15/2057 | 0.15% |
| GCAT 2020-NQM2 A3 02.9350 04/25/2065 | 0.15% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.15% |
| FNR 2018-95 SA IO 03.7100 01/25/2049 | 0.15% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.15% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.15% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.15% |
| GNR 2018-91 SJ IO 06.1508 07/20/2048 | 0.15% |
| GNR 2019-121 DS IO 06.0008 08/20/2049 | 0.15% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.15% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.15% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.15% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.15% |
| GARDNER DENVER TLB L+175 01.8425 02/28/2027 | 0.15% |
| CAS 2014-C04 1M2 04.9916 11/25/2024 | 0.15% |
| WFRBS 2011-C4 D 144A 05.1338 06/15/2044 | 0.15% |
| CAS 2016-C07 2M2 04.4416 05/25/2029 | 0.14% |
| MSC 2016-UB12 XA IO 00.7385 12/15/2049 | 0.14% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.14% |
| MP3 2013-1A AR 144A 01.4383 10/20/2030 | 0.14% |
| CSAIL 2015-C1 D 144A 03.7630 04/15/2050 | 0.14% |
| HOF 2020-2 A3 03.1960 05/25/2065 | 0.14% |
| MWST 2020-2 A 00.8916 11/25/2053 | 0.14% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.14% |
| UBSCM 2018-C8 B 04.5670 02/15/2051 | 0.14% |
| CAS 2014-C03 2M2 02.9916 07/25/2024 | 0.14% |
| RALI 2006-QO5 1A1 00.5216 05/25/2046 | 0.14% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.14% |
| GNR 2015-H09 BI IO 01.6904 03/20/2065 | 0.14% |
| GNR 2015-H25 AI IO 01.6228 09/20/2065 | 0.14% |
| GNR 2016-H23 NI IO 02.3830 10/20/2066 | 0.14% |
| WFCM 2013-LC12 C 04.3086 07/15/2046 | 0.14% |
| GNR 2015-167 BI IO 04.5000 04/16/2045 | 0.14% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.14% |
| WAMU 2005-AR13 A1C3 01.0716 10/25/2045 | 0.14% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.14% |
| COMM 2014-CR20 XA IO 01.0046 11/10/2047 | 0.13% |
| MONGOLIA INTL BOND REGS 05.1250 12/05/2022 | 0.13% |
| UNIVISION TLB L+375 04.7500 03/15/2026 | 0.13% |
| WFRBS 2012-C6 B 04.6970 04/15/2045 | 0.13% |
| HILTON HOTELS CORP TLB L+175 01.8416 06/21/2026 | 0.13% |
| BANK 2019-BN20 XA IO 00.8362 09/15/2062 | 0.13% |
| VICI PROPERTIES TL L+175 01.8425 12/15/2024 | 0.13% |
| GNR 2015-H25 EI IO 01.8669 10/20/2065 | 0.13% |
| MSBAM 2012-C6 D 144A 04.6051 11/15/2045 | 0.13% |
| ORTHO-CLINICAL DIAGNOS L+300 03.1084 06/30/2025 | 0.13% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.13% |
| FHR 4813 IO IO 05.5000 08/15/2048 | 0.13% |
| CGCMT 2014-GC19 D 144A 05.0921 03/10/2047 | 0.13% |
| UBSCM 2017-C7 XA IO 01.0259 12/15/2050 | 0.13% |
| WFRBS 2012-C7 D 144A 04.8034 06/15/2045 | 0.13% |
| CEDF 2013-1A ARR 144A 01.2638 04/20/2034 | 0.12% |
| ELMW2 2019-2A AR P/P 144A 01.3383 04/20/2034 | 0.12% |
| FNR 2011-4 CS 12.7167 05/25/2040 | 0.12% |
| FNR 2016-83 BS IO 06.0084 11/25/2046 | 0.12% |
| GNR 2010-125 SD IO 06.5791 01/16/2040 | 0.12% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.12% |
| NEUB 2021-40A A 144A 01.2479 04/16/2033 | 0.12% |
| TREASURY BILL 00.0000 09/02/2021 | 0.12% |
| LENNAR CORP 04.7500 11/15/2022 | 0.12% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.12% |
| UBSC 2011-C1 D 144A 06.0544 01/10/2045 | 0.12% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.12% |
| GNR 2010-116 SA IO 05.8008 09/20/2040 | 0.12% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.12% |
| CAS 2016-C04 1M2 04.3416 01/25/2029 | 0.12% |
| GNR 2016-77 SC IO 06.0008 10/20/2045 | 0.12% |
| GNR 2018-H02 EI IO 02.3807 01/20/2068 | 0.12% |
| COMM 2015-CR23 XA IO 00.8903 05/10/2048 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| BBCMS 2019-C4 XA IO 01.5927 08/15/2052 | 0.12% |
| CANYC 2019-2A A 144A 01.5538 10/15/2032 | 0.12% |
| FNR 2018-58 IO IO 05.5000 08/25/2048 | 0.12% |
| GNR 2018-H13 NI IO 02.2771 08/20/2068 | 0.12% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.12% |
| MSBAM 2013-C12 E 144A 04.7626 10/15/2046 | 0.12% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.12% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.12% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.12% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.11% |
| FNR 2017-87 IA IO 04.5000 11/25/2047 | 0.11% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.11% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.11% |
| WFCM 2014-LC16 XA IO 01.0859 08/15/2050 | 0.11% |
| CF 2019-CF3 XA IO 00.7168 01/15/2053 | 0.11% |
| COMM 2014-CR19 XA IO 00.9686 08/10/2047 | 0.11% |
| GNR 2015-69 IO IO 05.0000 05/20/2045 | 0.11% |
| STACR 2018-HQA1 M2 02.3916 09/25/2030 | 0.11% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.11% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.11% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.11% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.11% |
| COMM 2013-CR13 E 144A 04.8832 11/10/2046 | 0.11% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.11% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.11% |
| COMM 2014-UBS6 XA IO 00.8850 12/10/2047 | 0.11% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.11% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.10% |
| ZAIS 2019-13A A1A 144A 01.6738 07/15/2032 | 0.10% |
| MSBAM 2015-C26 XA IO 01.0157 10/15/2048 | 0.10% |
| WFRBS 2012-C10 E 144A 04.4260 12/15/2045 | 0.10% |
| OZLM 2015-11A A1R 144A 01.4355 10/30/2030 | 0.10% |
| STACR 2020-HQA3 B1 05.8416 07/25/2050 | 0.10% |
| CAS 2017-C07 2M2 02.5916 05/25/2030 | 0.10% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.10% |
| GNR 2015-80 IA IO 04.5000 06/20/2045 | 0.10% |
| STACR 2016-HQA4 M3 03.9916 04/25/2029 | 0.10% |
| BMC SOFTWARE TLB L+375 03.8425 10/02/2025 | 0.10% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.10% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.10% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.10% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.10% |
| CAS 2017-C02 2B1 05.5916 09/25/2029 | 0.10% |
| CSAIL 2015-C1 XA IO 00.8252 04/15/2050 | 0.10% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.10% |
| GNR 2014-2 IC IO 05.0000 01/16/2044 | 0.10% |
| CWALT 2005-27 1A1 01.4690 08/25/2035 | 0.10% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| CFCRE 2011-C2 D 144A 05.7481 12/15/2047 | 0.10% |
| PENSKE AUTOMOTIVE GROUP 05.5000 05/15/2026 | 0.10% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.10% |
| GNR 2016-H22 AI IO 02.3527 10/20/2066 | 0.10% |
| GSMS 2015-GC30 XA IO 00.7411 05/10/2050 | 0.10% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.10% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.10% |
| ARRW 2019-1 A3 04.1555 01/25/2049 | 0.10% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.10% |
| CWALT 2006-OA7 1A1 02.2170 06/25/2046 | 0.09% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.09% |
| CMLTI 2007-AR5 1A1A 02.8797 04/25/2037 | 0.09% |
| NETFLIX INC 05.5000 02/15/2022 | 0.09% |
| BCC 2019-3A A 144A 01.5260 10/21/2032 | 0.09% |
| GNR 2015-H28 DI IO 01.5512 08/20/2065 | 0.09% |
| HVMLT 2005-2 1A 00.6175 05/19/2035 | 0.09% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.09% |
| CFCRE 2016-C4 XA IO 01.6386 05/10/2058 | 0.09% |
| REPUBLIC OF GHANA P/P 144A 07.7500 04/07/2029 | 0.09% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.09% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.09% |
| GNR 2016-H08 AI IO 01.6779 08/20/2065 | 0.09% |
| GSMS 2014-GC24 D 144A 04.5363 09/10/2047 | 0.09% |
| STACR 2018-DNA2 B1 03.7916 12/25/2030 | 0.09% |
| GNR 2015-20 PI IO 03.5000 02/20/2045 | 0.08% |
| GRIFOLS TLB L+200 02.0618 11/15/2027 | 0.08% |
| STARS GROUP TLB L+350 03.7025 07/10/2025 | 0.08% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.08% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| LMAT 2021-GS3 A2 03.2500 07/25/2061 | 0.08% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.08% |
| HUSKY INJECTION MOLDIN L+300 03.2666 03/28/2025 | 0.08% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.08% |
| UBSBB 2013-C5 XA IO 144A 00.9100 03/10/2046 | 0.08% |
| RMLT 2020-2 A3 02.9110 05/25/2060 | 0.08% |
| CAS 2017-C05 1B1 03.6916 01/25/2030 | 0.08% |
| CGCMT 2014-GC19 X IO 01.1340 03/10/2047 | 0.08% |
| GSMS 2014-GC18 XA IO 01.0010 01/10/2047 | 0.08% |
| BSP 2018-5BA A1A 144A 01.2783 04/20/2031 | 0.08% |
| CWALT 2006-OA10 2A1 00.4716 08/25/2046 | 0.08% |
| GNR 2014-H14 CI IO 01.5782 07/20/2064 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.08% |
| STACR 2016-HQA3 M3 03.9416 03/25/2029 | 0.08% |
| GSAA 2006-15 AF3A 05.8825 09/25/2036 | 0.08% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.08% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.08% |
| SAMI 2006-AR7 A1A 00.5116 08/25/2036 | 0.08% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.08% |
| GNR 2015-H10 EI IO 01.6185 04/20/2065 | 0.08% |
| JPMCC 2013-C10 XA IO 00.9477 12/15/2047 | 0.08% |
| SCRT 2018-3 M 04.7500 08/25/2057 | 0.08% |
| GNR 2010-151 KO PO 00.0000 06/16/2037 | 0.07% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.07% |
| GNR 2012-129 IO IO 04.5000 11/16/2042 | 0.07% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.07% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.07% |
| GNR 2017-H03 DI IO 02.6341 12/20/2066 | 0.07% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.07% |
| STACR 2016-DNA4 M3 03.8916 03/25/2029 | 0.07% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.07% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.07% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.07% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.07% |
| WFRBS 2012-C10 C 04.3610 12/15/2045 | 0.07% |
| WFRBS 2012-C9 XB IO 144A 00.7135 11/15/2045 | 0.07% |
| FHR 4136 IW IO 03.5000 10/15/2042 | 0.07% |
| FHR 4150 DI IO 03.0000 01/15/2043 | 0.07% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.07% |
| GNR 2015-H18 IA IO 01.8336 06/20/2065 | 0.07% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.07% |
| STACR 2017-DNA2 M2 03.5416 10/25/2029 | 0.07% |
| COMM 2015-CR22 XA IO 00.8879 03/10/2048 | 0.07% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.07% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.07% |
| STACR 2017-DNA2 B1 05.2416 10/25/2029 | 0.07% |
| CAD/USD 07/21/2021 GSFX | 0.07% |
| CBAM 2019-9A A 144A 01.4638 02/12/2030 | 0.07% |
| JPMCC 2012-LC9 D 144A 04.4189 12/15/2047 | 0.07% |
| WAMU 2005-AR10 1A3 03.0948 09/25/2035 | 0.07% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.07% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.07% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.07% |
| IOS.FN30.400.13 R USL1M P 01/12/44 CS | 0.06% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.06% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.06% |
| GNR 2014-133 IP IO 05.0000 09/16/2044 | 0.06% |
| MSC 2012-C4 E 144A 05.4182 03/15/2045 | 0.06% |
| UKRPI P 3.665 R 12/15/28 | 0.06% |
| CAS 2016-C05 2M2 04.5416 01/25/2029 | 0.06% |
| JPALT 2007-A2 12A1 00.2916 06/25/2037 | 0.06% |
| MAGNE 2012-7A A1R2 144A 00.9838 01/15/2028 | 0.06% |
| STACR 2016-HQA2 M3B 05.2416 11/25/2028 | 0.06% |
| GSAA 2005-15 2A2 00.5916 01/25/2036 | 0.06% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.06% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| CAS 2018-C06 2M2 02.1916 03/25/2031 | 0.06% |
| CGCMT 2014-GC21 X IO 01.1586 05/10/2047 | 0.06% |
| CWHL 2005-3 1A1 00.7116 04/25/2035 | 0.06% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.06% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.06% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.06% |
| CAS 2020-R02 2M2 02.0916 01/25/2040 | 0.06% |
| FNR 2013-21 AI IO 03.5000 03/25/2033 | 0.06% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.06% |
| STACR 2018-HQA1 B1 04.4416 09/25/2030 | 0.06% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.06% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.06% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.06% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.06% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.06% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.06% |
| WFRBS 2011-C4 E 144A 05.1338 06/15/2044 | 0.06% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.06% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.06% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.06% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.05% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.05% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.05% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.05% |
| FNR 2018-86 DS IO 06.0084 12/25/2048 | 0.05% |
| MSBAM 2013-C10 D 144A 04.0807 07/15/2046 | 0.05% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.05% |
| GNR 2009-121 BI IO 04.5000 12/16/2039 | 0.05% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.05% |
| PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.05% |
| STACR 2016-DNA2 M3 04.7416 10/25/2028 | 0.05% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.05% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.05% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.05% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.05% |
| TRANSDIGM INC TLE L+225 02.3425 05/30/2025 | 0.05% |
| VISTRA OPERATIONS COMP L+175 01.8441 12/01/2025 | 0.05% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.05% |
| CGCMT 2013-GC17 X IO 01.0219 11/10/2046 | 0.05% |
| GNR 2011-H15 AI IO 01.5374 06/20/2061 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.05% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.05% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.05% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.05% |
| GNR 2017-H14 DI IO 01.7141 06/20/2067 | 0.05% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.05% |
| GNR 2017-H02 BI IO 02.4480 01/20/2067 | 0.05% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.05% |
| MEREDITH CORPORATION T L+250 02.5925 01/31/2025 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| STACR 2019-DNA1 M2 02.7416 01/25/2049 | 0.05% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.05% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.04% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.04% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.04% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.04% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% |
| COMM 2014-LC15 XA IO 01.0690 04/10/2047 | 0.04% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.04% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.04% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.04% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.04% |
| EURO-BUND FUTURE JUN21 RXM1 | 0.04% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.04% |
| WESTERN DIGITAL CORP T L+175 01.8425 04/29/2023 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.04% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.04% |
| JPMBB 2014-C19 XA IO 00.7365 04/15/2047 | 0.04% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.04% |
| STACR 2016-HQA1 M3 06.4416 09/25/2028 | 0.04% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.04% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.04% |
| ARAB REP OF EGYPT P/P 144A 05.8750 02/16/2031 | 0.04% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.04% |
| GNR 2011-17 S IO 05.9508 02/20/2041 | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.04% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CAS 2014-C02 2M2 02.6916 05/25/2024 | 0.04% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.04% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.04% |
| GNR 2015-162 BI IO 04.0000 11/20/2040 | 0.04% |
| MATTEL INC. P/P 144A 06.7500 12/31/2025 | 0.04% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.04% |
| ZSCALER INC. P/P 144A CV 00.1250 07/01/2025 | 0.04% |
| FHR 4601 IC IO 04.0000 12/15/2045 | 0.04% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| DIVERSEY TL L+300 03.1854 09/06/2024 | 0.04% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.04% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% |
| CAS 2018-C01 1M2 02.3416 07/25/2030 | 0.04% |
| COMM 2012-CR3 E 144A 04.7497 10/15/2045 | 0.04% |
| COMM 2014-UBS4 XA IO 01.0975 08/10/2047 | 0.04% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.04% |
| 1.736 R ISWP US0003M P 04/21/2031 | 0.04% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.04% |
| CWALT 2006-OA10 4A1 00.4716 08/25/2046 | 0.04% |
| FNR 2012-124 UI IO 04.0000 11/25/2042 | 0.04% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.04% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| FHR 4369 IA IO 03.5000 07/15/2044 | 0.03% |
| FNR 2013-27 PI IO 03.0000 12/25/2041 | 0.03% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.03% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.03% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.03% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.03% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.03% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.03% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.03% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.03% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.03% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.03% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.03% |
| CAS 2015-C04 2M2 05.6416 04/25/2028 | 0.03% |
| CAS 2019-R01 2M2 02.5416 07/25/2031 | 0.03% |
| CPURNSA P 2.67 R 05/12/31 | 0.03% |
| FHR 2990 LB 16.6878 06/15/2034 | 0.03% |
| FHR 4158 TI IO 03.0000 12/15/2042 | 0.03% |
| GNR 2016-H11 HI IO 02.1062 01/20/2066 | 0.03% |
| FNR 2012-22 CI IO 04.0000 03/25/2041 | 0.03% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.03% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.03% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.03% |
| CPTFEMU P 1.71 R 07/15/37 | 0.03% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.03% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.03% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.03% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.03% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.03% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.03% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.03% |
| CPURNSA P 2.686 R 04/01/31 | 0.03% |
| FNR 2007-53 SP 23.8640 06/25/2037 | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.03% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| FNR 2013-6 BI IO 03.0000 12/25/2042 | 0.03% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| SPECTRUM BRANDS INC P/P 144A 05.5000 07/15/2030 | 0.03% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.03% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.03% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.03% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.03% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.03% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.03% |
| 1.7115 R ISWP US0003M P 04/07/2031 | 0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.03% |
| DATADOG INC P/P 144A CV 00.1250 06/15/2025 | 0.03% |
| FHR 4182 PI IO 03.0000 12/15/2041 | 0.03% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.03% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.03% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.03% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.03% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.03% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| BURL STORE CV 02.2500 04/15/2025 | 0.02% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.02% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.02% |
| FHR 4206 IP IO 03.0000 12/15/2041 | 0.02% |
| GNR 2013-99 VS IO 05.9991 07/16/2043 | 0.02% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| STACR 2020-DNA5 M1 01.3100 10/25/2050 | 0.02% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.02% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.02% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.02% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.02% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.02% |
| CAS 2015-C01 1M2 04.3916 02/25/2025 | 0.02% |
| GNMA GII30 BP7527 03.5000 10/20/2049 | 0.02% |
| GNR 2013-79 PI IO 03.5000 04/20/2043 | 0.02% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.02% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.02% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.02% |
| UKRPI P 3.385 R 11/15/24 | 0.02% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.02% |
| FNR 2012-62 MI IO 04.0000 03/25/2041 | 0.02% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.02% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.02% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.02% |
| STACR 2018-HQA2 M2 02.3916 10/25/2048 | 0.02% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.02% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.02% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.02% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.02% |
| CASH MGMT BILL 00.0000 09/14/2021 | 0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.02% |
| ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.02% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.02% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.02% |
| SEK/USD 06/16/2021 UBS | 0.02% |
| TREASURY BILL 00.0000 07/27/2021 | 0.02% |
| 0.05 R ISWP FWD EUR006M P 06/16/2031 | 0.02% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| BENTLEY SYSTE P/P 144A CV 00.1250 01/15/2026 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.02% |
| EUR/USD 06/16/2021 UBS | 0.02% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.02% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% |
| CAS 2017-C05 1M2A 02.2916 01/25/2030 | 0.02% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.02% |
| CGCMT 2012-GC8 XA IO 144A 01.7358 09/10/2045 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.02% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.02% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.02% |
| CAS 2018-C05 1M2 02.4416 01/25/2031 | 0.02% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.02% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.02% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.02% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.02% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.02% |
| STACR 2019-DNA2 M2 02.5416 03/25/2049 | 0.02% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.02% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% |
| 0.2545 R ISWP US0003M P 05/18/2023 | 0.02% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CPURNSA P 2.79 R 04/15/26 | 0.02% |
| GNR 2013-100 MI IO 03.5000 02/20/2043 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.02% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.02% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.02% |
| UKRPI P 3.4025 R 03/15/28 | 0.02% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.02% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.02% |
| EUR/USD 06/16/2021 HSBCB | 0.02% |
| FHR 2976 LC 24.0501 05/15/2035 | 0.02% |
| GNR 2012-47 CI IO 04.0000 03/20/2042 | 0.02% |
| GNR 2020-15 CS IO 05.9508 02/20/2050 | 0.02% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| JPMCC 2007-CB20 E 144A 06.1687 02/12/2051 | 0.02% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.02% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.02% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.02% |
| 1.531 R ISWP US0003M P 05/28/2031 | 0.02% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.02% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.02% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.02% |
| EUR/USD 06/16/2021 BANKAM | 0.02% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.02% |
| GBP/USD 06/16/2021 GSFX | 0.02% |
| GNMA GII30 BN1507 05.0000 05/20/2049 | 0.02% |
| GNMA GII30 BN1508 05.0000 05/20/2049 | 0.02% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.02% |
| GNR 2017-174 MI IO 03.5000 11/20/2047 | 0.02% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.02% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.02% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.02% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.02% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.02% |
| UBSBB 2012-C2 XA IO 144A 01.2804 05/10/2063 | 0.02% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.01% |
| BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.01% |
| JPY/USD 08/18/2021 SSBT | 0.01% |
| MLCFC 2006-4 C 05.3240 12/12/2049 | 0.01% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.01% |
| NOK/USD 06/16/2021 GSFX | 0.01% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.01% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.01% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.01% |
| EUR/USD 06/16/2021 MSCIL | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| FNR 2012-136 PI IO 03.5000 11/25/2042 | 0.01% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.01% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.01% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.01% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.01% |
| CAD/USD 07/21/2021 WPAC | 0.01% |
| CAS 2015-C02 2M2 04.0916 05/25/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.01% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.01% |
| LIBERTY MEDIA | 0.01% |
| REVANCE THERA CV 01.7500 02/15/2027 | 0.01% |
| UKRPI P 3.34 R 03/15/28 | 0.01% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.01% |
| CAD/USD 07/21/2021 HSBCB | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.01% |
| FNMA FN30 BO0182 UMBS 05.0000 05/01/2049 | 0.01% |
| GNMA GII30 BN1510 05.5000 05/20/2049 | 0.01% |
| GNMA GII30 BN1511 05.5000 05/20/2049 | 0.01% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.01% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 4WX10Y R 1.99 CAD 06/15/2021 TD | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.01% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.01% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| FNMA FN30 BN9825 UMBS 05.0000 05/01/2049 | 0.01% |
| FNR 2005-74 NK 27.0419 05/25/2035 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| GNMA GII30 BP7627 03.5000 11/20/2049 | 0.01% |
| GNR 2019-78 SJ IO 05.9508 06/20/2049 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.01% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.01% |
| UKRPI P 3.34 R 02/15/28 | 0.01% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.01% |
| 1.5911 R ISWP US0003M P 05/13/2031 | 0.01% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| CAD/USD 07/21/2021 UBS | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.01% |
| FNR 2013-31 NI IO 03.0000 06/25/2041 | 0.01% |
| FNS 397 2 IO 05.0000 09/25/2039 | 0.01% |
| GNMA GII30 BR7370 04.0000 01/20/2050 | 0.01% |
| GNR 2016-136 YI IO 03.5000 03/20/2045 | 0.01% |
| GNR 2019-99 KS IO 05.9508 08/20/2049 | 0.01% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.01% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.01% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| 1.62364 R ISWP US0003M P 05/17/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| FNMA FN30 BO3442 UMBS 05.0000 08/01/2049 | 0.01% |
| GBP/USD 06/16/2021 RBSF | 0.01% |
| GNR 2013-183 AI IO 03.5000 10/20/2039 | 0.01% |
| GNR 2015-99 LI IO 04.0000 07/20/2045 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| SWPTN 2YX10Y R 1.005 USD 05/25/2023 CI | 0.01% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.01% |
| -0.16 R ISWP FWD CHL6M P 06/16/2031 | 0.01% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% |
| 1.6191 R ISWP US0003M P 05/17/2031 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.01% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.01% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.01% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.01% |
| NOK/USD 06/16/2021 TDBK | 0.01% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.01% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| CAD/USD 07/21/2021 TDBK | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| FNW 1998-W2 X IO 04.4994 06/25/2028 | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.00% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.00% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.00% |
| UKRPI P 3.3875 R 03/15/28 | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 1.5315 R ISWP US0003M P 05/28/2031 | 0.00% |
| 1.564 R ISWP US0003M P 05/14/2031 | 0.00% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CSMC 2007-C4 C 144A 05.7189 09/15/2039 | 0.00% |
| FNMA FN30 BN3050 UMBS 05.0000 01/01/2049 | 0.00% |
| FNR 2007-44 CO PO 00.0000 05/25/2037 | 0.00% |
| GBP/USD 06/16/2021 MSCIL | 0.00% |
| GBP/USD 06/16/2021 UBS | 0.00% |
| GNR 2014-46 KI IO 03.0000 06/20/2036 | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| MSC 2012-C4 XA IO 144A 02.0547 03/15/2045 | 0.00% |
| SEK/USD 06/16/2021 RBSF | 0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.00% |
| 0.77 R ISWP FWD SES3M P 06/16/2031 | 0.00% |
| 1.153 R ISWP US0003M P 02/04/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.5614 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1.5625 R ISWP US0003M P 04/28/2031 | 0.00% |
| CAD/USD 07/21/2021 BANKAM | 0.00% |
| CAS 2015-C01 2M2 04.6416 02/25/2025 | 0.00% |
| CAS 2016-C01 1M2 06.8416 08/25/2028 | 0.00% |
| CAS 2016-C02 1M2 06.0916 09/25/2028 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| STRU BC-6764 IO IO 04.0000 07/20/2045 | 0.00% |
| SWPTN 1MX10Y R 1.629 USD 06/18/2021 CI | 0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 3MX10Y P 1.67 USD 08/18/2021 BA | 0.00% |
| SWPTN 5WX10Y R 1.657 USD 06/14/2021 CI | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.76 R ISWP FWD AUDBB6M P 06/16/2031 | 0.00% |
| 1.82 R ISWP FWD NOKOIB6M P 06/16/2031 | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.00% |
| AUD/USD 07/21/2021 GSFX | 0.00% |
| CAS 2015-C02 1M2 04.0916 05/25/2025 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| NOK/USD 06/16/2021 BANKAM | 0.00% |
| NOK/USD 06/16/2021 JPMCB | 0.00% |
| SEK/USD 06/16/2021 GSFX | 0.00% |
| SWPTN 13WX5Y P 1.724 CAD 08/16/2021 TD | 0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.00% |
| SWPTN 4WX10Y P 1.99 CAD 06/15/2021 TD | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.00% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.00% |
| 1.5324 R ISWP US0003M P 03/05/2031 | 0.00% |
| 1.5808 R ISWP US0003M P 05/07/2031 | 0.00% |
| CAS 2014-C04 2M2 05.0916 11/25/2024 | 0.00% |
| CHF/USD 06/16/2021 SSBT | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| FNW 1998-W5 X IO 00.6562 07/25/2028 | 0.00% |
| FSPC T-48 AIO2 IO 00.2120 07/25/2033 | 0.00% |
| FSPC T-59 1AX IO 00.2823 10/25/2043 | 0.00% |
| GBP/USD 06/16/2021 WPAC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 5WX5Y P 0.884 USD 06/28/2021 CI | 0.00% |
| 0.254 R ISWP US0003M P 05/13/2023 | 0.00% |
| 0.2735 R ISWP US0003M P 05/07/2023 | 0.00% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | 0.00% |
| 0.93 R ISWP FWD SONIA P 06/16/2031 | 0.00% |
| 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% |
| 1.51882 R ISWP US0003M P 03/02/2031 | 0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | 0.00% |
| AUD/USD 07/21/2021 TDBK | 0.00% |
| BACM 2007-1 XW IO 00.4234 01/15/2049 | 0.00% |
| CAD/USD 07/21/2021 CITI | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CSFB 2003-C3 AX IO 144A 02.0576 05/15/2038 | 0.00% |
| EUR/USD 06/16/2021 RBSF | 0.00% |
| FSPC T-8 A9 IO 00.4368 11/15/2028 | 0.00% |
| GBP/USD 06/16/2021 BANKAM | 0.00% |
| GBP/USD 06/16/2021 JPMCB | 0.00% |
| GNR 2011-116 IB IO 05.0000 10/20/2040 | 0.00% |
| GSMPS 1999-2 IO IO 00.4313 09/19/2027 | 0.00% |
| HKD/USD 08/18/2021 BANKAM | 0.00% |
| HKD/USD 08/18/2021 CITI | 0.00% |
| HKD/USD 08/18/2021 HSBCB | 0.00% |
| HKD/USD 08/18/2021 RBSF | 0.00% |
| HKD/USD 08/18/2021 TDBK | 0.00% |
| HKD/USD 08/18/2021 UBS | 0.00% |
| JPY/USD 08/18/2021 JPMCB | 0.00% |
| JPY/USD 08/18/2021 WPAC | 0.00% |
| LBUBS 2007-C2 XW IO 00.1449 02/15/2040 | 0.00% |
| SEK/USD 06/16/2021 TDBK | 0.00% |
| SWPTN 3MX10Y P 1.88 USD 08/27/2021 BA | 0.00% |
| SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.00% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | 0.00% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| WBCMT 2006-C29 IO IO 00.2619 11/15/2048 | 0.00% |
| WFRBS 2011-C5 XA IO 144A 01.6334 11/15/2044 | 0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.00% |
| 1.91 R ISWP FWD CDOR03 P 06/16/2031 | -0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | -0.00% |
| AUD/USD 07/21/2021 BCAP-FX | -0.00% |
| AUD/USD 07/21/2021 HSBCB | -0.00% |
| AUD/USD 07/21/2021 JPMCB | -0.00% |
| AUD/USD 07/21/2021 MSCIL | -0.00% |
| AUD/USD 07/21/2021 RBSF | -0.00% |
| CHF/USD 06/16/2021 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 06/16/2021 TDBK | -0.00% |
| HKD/USD 08/18/2021 SSBT | -0.00% |
| JPY/USD 08/18/2021 CITI | -0.00% |
| JPY/USD 08/18/2021 GSFX | -0.00% |
| JPY/USD 08/18/2021 RBSF | -0.00% |
| NZD/USD 07/21/2021 JPMCB | -0.00% |
| SEK/USD 06/16/2021 JPMCB | -0.00% |
| SEK/USD 06/16/2021 MSCIL | -0.00% |
| SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | -0.00% |
| SWPTN 3MX10Y R 1.67 USD 08/18/2021 BA | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.96 R ISWP FWD NFIX3MID P 06/16/2031 | -0.00% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.00% |
| 2.0065 R ISWP US0003M P 04/22/2051 | -0.00% |
| AUD/USD 07/21/2021 CITI | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| JPY/USD 08/18/2021 BANKAM | -0.00% |
| NZD/USD 07/21/2021 MSCIL | -0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | -0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.00% |
| 1.5665 R ISWP US0003M P 04/29/2031 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| CHF/USD 06/16/2021 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| EUR/USD 06/16/2021 JPMCB | -0.00% |
| GBP/USD 06/16/2021 BCAP-FX | -0.00% |
| GBP/USD 06/16/2021 HSBCB | -0.00% |
| JPY/USD 08/18/2021 BCAP-FX | -0.00% |
| JPY/USD 08/18/2021 HSBCB | -0.00% |
| NOK/USD 06/16/2021 MSCIL | -0.00% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.00% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.00% |
| SWPTN 5WX5Y R 0.884 USD 06/28/2021 CI | -0.00% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.00% |
| 1.35 R ISWP FWD SOFRRATE P 06/16/2031 | -0.00% |
| 1.5955 R ISWP US0003M P 05/14/2031 | -0.00% |
| 1.65 R ISWP FWD US0003M P 08/16/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.00% |
| CPTFEMU R 1.4 P 07/15/27 | -0.00% |
| EUR/USD 06/16/2021 WPAC | -0.00% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.00% |
| CAD/USD 07/21/2021 RBSF | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/16/2021 CSI-FX | -0.00% |
| GBP/USD 06/16/2021 CSI-FX | -0.00% |
| JPY/USD 08/18/2021 TDBK | -0.00% |
| NZD/USD 07/21/2021 CITI | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| AUD/USD 07/21/2021 SSBT | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | -0.01% |
| SWPTN 1MX10Y P 1.568 USD 06/10/2021 CI | -0.01% |
| SWPTN 1MX10Y R 1.568 USD 06/10/2021 CI | -0.01% |
| SWPTN 5WX10Y R 1.58 USD 06/07/2021 GS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| EUR/USD 06/16/2021 GSFX | -0.01% |
| IOS.FN30.350.12 P USL1M R 01/12/43 JP | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.6785 R ISWP FWD US0003M P 06/14/2031 | -0.01% |
| AUD/USD 07/21/2021 UBS | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 GS | -0.01% |
| JPY/USD 08/18/2021 MSCIL | -0.01% |
| SWPTN 1MX10Y P 1.629 USD 06/18/2021 CI | -0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.01% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| SWPTN 5WX10Y P 1.58 USD 06/07/2021 GS | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.01% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.01% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| GBP/USD 06/16/2021 SSBT | -0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| SWPTN 5WX10Y P 1.657 USD 06/14/2021 CI | -0.01% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.01% |
| CAD/USD 07/21/2021 BCAP-FX | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.01% |
| 1.589 R ISWP US0003M P 05/18/2031 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.01% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.01% |
| CAD/USD 07/21/2021 CSI-FX | -0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.01% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.01% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.01% |
| GBP/USD 06/16/2021 CITI | -0.01% |
| SEK/USD 06/16/2021 SSBT | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD 06/16/2021 CITI | -0.02% |
| NZD/USD 07/21/2021 WPAC | -0.02% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.02% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.02% |
| SWPTN 3MX10Y R 1.355 USD 08/25/2021 CI | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD 06/16/2021 BCAP-FX | -0.02% |
| JPY/USD 08/18/2021 UBS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.02% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| UKRPI R 3.4425 P 07/15/49 | -0.02% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.02% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NZD/USD 07/21/2021 SSBT | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| NZD/USD 07/21/2021 UBS | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| 1.635 R ISWP US0003M P 02/04/2051 | -0.02% |
| 1.66091 R ISWP US0003M P 05/04/2031 | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.02% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CAD/USD 07/21/2021 JPMCB | -0.02% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.02% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.02% |
| 1.955 R ISWP US0003M P 05/28/2051 | -0.03% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.03% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.03% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.03% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.03% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.03% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.03% |
| NZD/USD 07/21/2021 RBSF | -0.03% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.03% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.03% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.03% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.03% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.03% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.03% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.03% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.03% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.03% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.04% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.04% |
| NZD/USD 07/21/2021 GSFX | -0.04% |
| CAD/USD 07/21/2021 SSBT | -0.04% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.04% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.04% |
| EUR/USD 06/16/2021 TDBK | -0.04% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.04% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.04% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.05% |
| EUR/USD 06/16/2021 SSBT | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.05% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.05% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.05% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.05% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.05% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.05% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.05% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.05% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.05% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.05% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.05% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.05% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.05% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.05% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.06% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.06% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.06% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.06% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.06% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.06% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.06% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.07% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.08% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.08% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.08% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.09% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.09% |
| IOS.FN30.400.13 P USL1M R 01/12/44 JP | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.10% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.10% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.10% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.10% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.11% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.11% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | -0.12% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.14% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.14% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.14% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.15% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.15% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.16% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.17% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.17% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.18% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.20% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.20% |
| CPTFEMU P 1.13 R 05/15/50 | -0.24% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.26% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.27% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.33% |
| CPTFEMU P 0.935 R 05/15/40 | -0.35% |
| CPTFEMU P 0.93 R 05/15/40 | -0.35% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.36% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.40% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.89% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.05% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -7.54% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -53.64% |
Fixed income statistics as of 08/31/21
| Average effective maturity | 1.72 yrs. |
|---|---|
| Average effective duration | 0.61 yrs. |
| Average yield to maturity | 5.93% |
| Average coupon | 4.25% |
Sector weightings as of 08/31/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency CMO | 21.09% | 0.72 | 0.31% | 0.01 | 21.40% | 0.73 |
| Commercial MBS | 14.99% | 0.39 | 6.39% | 0.08 | 21.38% | 0.47 |
| Agency pass-through | 0.19% | 0.01 | 11.97% | 0.13 | 12.16% | 0.14 |
| High-yield corporate bonds | 11.15% | 0.23 | 0.00% | 0.00 | 11.15% | 0.23 |
| Residential MBS (non-agency) | 9.66% | 0.26 | 0.00% | 0.00 | 9.66% | 0.26 |
| Collateralized loan obligations | 8.08% | 0.30 | 0.00% | 0.00 | 8.08% | 0.30 |
| Bank loans | 7.54% | 0.30 | 0.00% | 0.00 | 7.54% | 0.30 |
| Investment-grade corporate bonds | 5.81% | 0.18 | 0.00% | 0.00 | 5.81% | 0.18 |
| Emerging-market bonds | 5.36% | 0.30 | 0.00% | 0.00 | 5.36% | 0.30 |
| Asset-backed securities (ABS) | 4.17% | 0.11 | 0.00% | 0.00 | 4.17% | 0.11 |
| Convertible securities | 1.56% | 0.03 | 0.00% | 0.00 | 1.56% | 0.03 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | 1.40 | 0.00% | 1.40 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -1.60 | 0.00% | -1.60 |
| Net cash | 10.40% | 0.00 | 0.00% | 0.00 | 10.40% | 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 08/31/21
| 0 - 1 yr. | 13.65% |
|---|---|
| 1 - 5 yrs. | 78.41% |
| 5 - 10 yrs. | 6.12% |
| 10 - 15 yrs. | 1.22% |
| Over 15 yrs. | 0.60% |
Quality rating as of 08/31/21
| AAA | 49.68% |
|---|---|
| AA | 3.43% |
| A | 4.68% |
| BBB | 12.70% |
| BB | 15.61% |
| B | 7.14% |
| CCC and Below | 4.19% |
| Not Rated | 2.57% |
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 08/31/21
| United States | 90.64% |
|---|---|
| Cayman Islands | 3.94% |
| Indonesia | 0.99% |
| United Kingdom | 0.88% |
| Mexico | 0.53% |
| Ivory Coast | 0.47% |
| Dominican Republic | 0.41% |
| Canada | 0.38% |
| Brazil | 0.36% |
| Other | 1.40% |
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.