Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Income
Diversified Income Trust (Class Y) (PDVYX)
Offering a diversified portfolio of income opportunities since 1988
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Highlights
Objective
The fund seeks as high a level of current income as Putnam management believes is consistent with preservation of capital.
Strategy and process
- Broad diversification The fund seeks multiple sources of return outside the constraints of its benchmark, investing across traditional and alternative bond markets.
- Flexible risk allocations The fund takes a unique approach to asset allocation, dynamically establishing diversified risk exposures rather than sector exposures.
- Active duration management As the fund's duration is independent of any index, the fund employs strategies that seek to reduce interest-rate risk.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$6.69
0.15% | $0.01 |
$6.89
02/16/21 |
$6.34
07/17/20 |
Fund facts as of 05/31/21
Total net assets
$2,790.88M
$2,790.88M
Turnover (fiscal year end)
1,110%
1,110%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
2015
2015
Fiscal year-end
September
September
CUSIP / Fund code
746704501 / 1822
746704501 / 1822
Inception date
07/01/96
07/01/96
Category
Taxable Income
Taxable Income
Open to new investors
Ticker
PDVYX
PDVYX
Management team
Co-Chief Investment Officer, Fixed Income
Co-Chief Investment Officer, Fixed Income
Head of Macro and Sovereign Credit
Head of Portfolio Construction
Portfolio Manager
Co-Head of Structured Credit
Co-Head of Corporate and Tax-exempt Credit
Manager commentary | May 2021
Michael Salm describes the fund's "go anywhere" approach to pursuing fixed income opportunities.
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Quarterly commentary (PDF) |
Toys, cars, and the U.S. recovery
We believe growth in the United States remains strong, but expectations need to be revised lower.Fiscal impetus and the U.S. labor market
We examine the interplay between President Biden's multi-trillion-dollar stimulus plans, the labor market, and corporate profits.If taxes go higher, will munis be hurt?
The Administration's recent plan would increase the highest marginal income tax rate but would not likely impact muni yields.Performance
Consistency of positive performance over five years
Performance shown above 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 see below.
16.24%
Best 5-year annualized return
(for period ending 12/31/13)
-4.32%
Worst 5-year annualized return
(for period ending 12/31/08)
5.94%
Average 5-year annualized return
Total return (%) as of 03/31/21
Annual performance as of 03/31/21
Annualized Total return (%) as of 03/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 16.72% | 3.15% | 5.73% | 3.52% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 0.12% | 1.55% | 1.21% | 0.66% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 05/31/21 | -1.03% | - | |
| YTD as of 06/14/21 | 0.47% | - | |
Yield
| Distribution rate before sales charge as of 06/14/21 |
3.77% |
|---|---|
| Distribution rate after sales charge as of 06/14/21 |
3.77% |
| 30-day SEC yield as of 05/31/21 | 4.15% |
Volatility as of 04/30/21
| Standard deviation (3 yrs.) | 8.88% |
|---|
Fixed income statistics as of 04/30/21
| Average effective duration | -0.50 yrs. |
|---|
Lipper rankings as of 04/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 47/120 | 39% |
| 3 yrs. | 77/108 | 71% |
| 5 yrs. | 30/102 | 30% |
| 10 yrs. | 5/31 | 16% |
Morningstar Ratings™ as of 04/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 314 | |
| 3 yrs. | 314 | |
| 5 yrs. | 284 | |
| 10 yrs. | 110 |
Distributions
| Record/Ex dividend date | 05/18/21 |
|---|---|
| Payable date | 05/20/21 |
| Income | $0.021 |
| 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.
Holdings
| Fnma Fn30 Tba Umbs 04.0000 05/01/2051 | 13.94% |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | 12.47% |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | 4.70% |
| Gnma Gii30 Tba 04.0000 05/01/2051 | 2.38% |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2051 | 2.29% |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | 2.22% |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | 1.46% |
| Fnma Fn30 Tba Umbs 02.0000 05/01/2051 | 1.25% |
| Republic Of Senegal Regs 06.7500 03/13/2048 | 1.11% |
| Fnma Fn30 Tba Umbs 05.5000 05/01/2051 | 0.91% |
| Top 10 holdings, percent of portfolio | 42.73% |
| Top 10 holdings as of 04/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | |
| Gnma Gii30 Tba 04.0000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 02.0000 05/01/2051 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Fnma Fn30 Tba Umbs 05.5000 05/01/2051 | |
| Holdings represent 42.73% of portfolio | |
| Top 10 holdings as of 03/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 05/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 04/01/2051 | |
| Gnma Gii30 Tba 04.0000 04/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 04/01/2051 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Holdings represent 44.06% of portfolio | |
| Top 10 holdings as of 02/28/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2051 | |
| Gnma Gii30 Tba 04.0000 03/01/2051 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Fnma Fn30 Tba Umbs 05.5000 03/01/2051 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Cas 2017-C02 2b1 05.6176 09/25/2029 | |
| Cas 2016-C02 1b 12.3676 09/25/2028 | |
| Holdings represent 40.02% of portfolio | |
| Top 10 holdings as of 01/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | |
| Gnma Gii30 Tba 04.0000 02/01/2051 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Fnma Fn30 Tba Umbs 05.5000 02/01/2051 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Holdings represent 47.23% of portfolio | |
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 14.79% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 06/01/2051 | 14.05% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 4.75% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2051 | 2.82% |
| GNMA GII30 TBA 04.0000 06/01/2051 | 2.40% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 2.32% |
| CASH MGMT BILL 00.0000 08/03/2021 | 2.27% |
| CASH MGMT BILL 00.0000 09/07/2021 | 1.83% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 1.63% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.47% |
| TREASURY BILL 00.0000 08/05/2021 | 1.30% |
| TREASURY BILL 00.0000 07/27/2021 | 1.13% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 1.13% |
| TREASURY BILL 00.0000 06/03/2021 | 1.05% |
| FNMA FN30 TBA UMBS 05.5000 06/01/2051 | 0.92% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.90% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.87% |
| GENERAL MOTORS FINANCIAL CO I 37046TT12 DCP 06/01/2021 | 0.86% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.76% |
| TREASURY BILL 00.0000 06/01/2021 | 0.74% |
| CAS 2017-C02 2B1 05.5916 09/25/2029 | 0.71% |
| EVERGY MISSOURI WEST INC 30037MT13 DCP 06/01/2021 | 0.71% |
| LOUISVILLE GAS AND ELECTRIC C 54667TT72 DCP 06/07/2021 | 0.64% |
| ROMULUS FUNDING CORP 77619ET18 DCP 06/01/2021 | 0.64% |
| TREASURY BILL 00.0000 09/02/2021 | 0.63% |
| CAS 2016-C02 1B 12.3416 09/25/2028 | 0.63% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2051 | 0.58% |
| TREASURY BILL 00.0000 07/20/2021 | 0.57% |
| CAS 2015-C04 1M2 05.7916 04/25/2028 | 0.57% |
| GNR 2021-57 SD IO 06.2008 03/20/2051 | 0.56% |
| GNR 2021-58 SH IO 06.2008 04/20/2051 | 0.55% |
| CRC FUNDING LLC 12619TTH7 DCP 06/17/2021 | 0.54% |
| ENBRIDGE US INC 29251UTN8 DCP 06/22/2021 | 0.54% |
| ENERGY TRANSFER LP 29277ET12 DCP 06/01/2021 | 0.54% |
| PLAINS MIDSTREAM CANADA ULC 72651VT36 DCP 06/03/2021 | 0.54% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.50% |
| CFCRE 2011-C2 E P/P 144A 05.7481 12/15/2047 | 0.49% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.49% |
| CWALT 2005-59 1A1 00.7593 11/20/2035 | 0.48% |
| BASF SE 05526LUF2 DCP 07/15/2021 | 0.48% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.47% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.47% |
| TREASURY BILL 00.0000 07/06/2021 | 0.46% |
| PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.45% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.44% |
| WFRBS 2012-C10 D 144A 04.4260 12/15/2045 | 0.44% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.44% |
| STACR 2015-DNA2 B 07.6416 12/25/2027 | 0.44% |
| STACR 2015-DNA3 B 09.4416 04/25/2028 | 0.43% |
| REPUBLIC OF GHANA P/P 144A 07.7500 04/07/2029 | 0.42% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.41% |
| WFRBS 2013-C15 D 144A 04.4790 08/15/2046 | 0.41% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.41% |
| SUNCOR ENERGY INC 86723AUU4 DCP 07/28/2021 | 0.39% |
| GSMS 2014-GC24 D 144A 04.5363 09/10/2047 | 0.38% |
| FHR 5051 BI IO 03.0000 11/25/2050 | 0.38% |
| ENI FINANCE USA INC 26876AUL5 DCP 07/20/2021 | 0.37% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.37% |
| AMERICAN HONDA FINANCE CORP 02665JTM2 DCP 06/21/2021 | 0.36% |
| ATLANTIC ASSET SECURITIZATION 04821TVA0 DCP 08/10/2021 | 0.36% |
| CHARIOT FUNDING LLC 15963TUS6 DCP 07/26/2021 | 0.36% |
| FIDELITY NATIONAL INFORMATION 31621YT33 DCP 06/03/2021 | 0.36% |
| MITSUBISHI UFJ TRUST & BANKIN 60682YU28 DCP 07/02/2021 | 0.36% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.35% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.35% |
| CPTFEMU R 0.655 P 05/15/30 | 0.35% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.35% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.35% |
| CAS 2016-C03 1B 11.8416 10/25/2028 | 0.34% |
| GNR 2021-42 SG IO 06.2008 03/20/2051 | 0.34% |
| INTERCONTINENTAL EXCHANGE INC 45856WTN9 DCP 06/22/2021 | 0.34% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.34% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.34% |
| NHLT 2019-2A M4 144A 05.6822 11/25/2029 | 0.34% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.33% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.33% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.33% |
| SAMI 2006-AR7 A1A 00.5116 08/25/2036 | 0.32% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.32% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.32% |
| GNR 2021-77 SM IO 06.1990 05/20/2051 | 0.32% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.32% |
| GNR 2018-H03 XI IO 02.3196 02/20/2068 | 0.31% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.31% |
| CWALT 2006-OA10 4A1 00.4716 08/25/2046 | 0.31% |
| CPTFEMU R 0.961 P 05/15/40 | 0.31% |
| CAS 2019-HRP1 B1 09.3416 11/25/2039 | 0.30% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.30% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.30% |
| FNR 2018-44 SA IO 06.1084 06/25/2048 | 0.30% |
| GNR 2021-30 KI IO 03.0000 02/20/2051 | 0.30% |
| JPMBB 2014-C25 D P/P 144A 03.9466 11/15/2047 | 0.30% |
| CMLTI 2007-AMC3 A2D 00.4416 03/25/2037 | 0.29% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.29% |
| BASF SE 05526LUG0 DCP 07/16/2021 | 0.29% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.29% |
| GNR 2016-H23 NI IO 02.3830 10/20/2066 | 0.28% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.28% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.28% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.28% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.27% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.27% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.27% |
| FNR 2016-96 ST IO 06.0084 12/25/2046 | 0.27% |
| OMIR 2018-1A M2 02.9416 07/25/2028 | 0.27% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.27% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.26% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.26% |
| GNR 2020-7 SK IO 05.9508 01/20/2050 | 0.26% |
| GNR 2018-H02 EI IO 02.3807 01/20/2068 | 0.26% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.26% |
| TREASURY BILL 00.0000 06/29/2021 | 0.25% |
| WFCM 2013-LC12 D 144A 04.3086 07/15/2046 | 0.25% |
| STACR 2015-HQA2 B 10.5916 05/25/2028 | 0.25% |
| GNR 2018-164 AS IO 06.0008 12/20/2048 | 0.25% |
| GNR 2018-H05 BI IO 02.3953 02/20/2068 | 0.25% |
| FNR 2018-38 SA IO 06.1084 06/25/2048 | 0.25% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.25% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.25% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.24% |
| CAS 2016-C01 1B 11.8416 08/25/2028 | 0.24% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.24% |
| CABOT CORP 12705WT10 DCP 06/01/2021 | 0.23% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.23% |
| FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.23% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.23% |
| CWALT 2006-OA7 1A2 01.0666 06/25/2046 | 0.23% |
| GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.23% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.23% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.23% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.23% |
| GNR 2018-H02 HI IO 02.3398 01/20/2068 | 0.22% |
| FHR 5093 YI IO 04.5000 12/25/2050 | 0.22% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.22% |
| ROMULUS FUNDING CORP 77619ETM2 DCP 06/21/2021 | 0.22% |
| GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.22% |
| INTERCONTINENTAL EXCHANGE INC 45856WTM1 DCP 06/21/2021 | 0.22% |
| HVMLT 2005-2 1A 00.6175 05/19/2035 | 0.21% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.21% |
| ENBRIDGE US INC 29251UT81 DCP 06/08/2021 | 0.21% |
| GNR 2021-8 VI IO 03.5000 12/20/2050 | 0.21% |
| REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.20% |
| FHR 4265 SD IO 05.9991 01/15/2035 | 0.20% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.20% |
| VERTIV TLB L+275 02.8359 03/02/2027 | 0.20% |
| GNR 2017-H10 MI IO 01.8564 04/20/2067 | 0.20% |
| GNR 2018-H05 AI IO 02.3901 02/20/2068 | 0.20% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.20% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.20% |
| FNMA FN30 TBA UMBS 05.0000 06/01/2051 | 0.20% |
| BCAP 2011-RR3 3A6 02.6301 11/27/2036 | 0.20% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.20% |
| JPMBB 2014-C18 D 144A 04.7999 02/15/2047 | 0.20% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.19% |
| CAS 2017-C03 1B1 04.9416 10/25/2029 | 0.19% |
| GNR 2013-9 S IO 06.6508 01/20/2043 | 0.19% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.19% |
| CSMC 2008-C1 AJ 144A 05.8033 02/15/2041 | 0.19% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.19% |
| CARMX 2020-2 D 05.7500 05/17/2027 | 0.18% |
| FNR 2016-62 GS IO 06.0084 09/25/2046 | 0.18% |
| WFRBS 2012-C9 E 144A 04.8091 11/15/2045 | 0.18% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.18% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.18% |
| FMC CORP 34410WT10 DCP 06/01/2021 | 0.18% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.18% |
| HUMANA INC 44486HUN1 DCP 07/22/2021 | 0.18% |
| SHELL INTERNATIONAL FINANCE B 8225X2TB0 DCP 06/11/2021 | 0.18% |
| SUNCOR ENERGY INC 86723AUV2 DCP 07/29/2021 | 0.18% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.18% |
| GNR 2017-160 S IO 06.1008 10/20/2043 | 0.18% |
| NAVISTAR INTERNATIONAL L+350 03.5925 11/06/2024 | 0.18% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.17% |
| CSAIL 2015-C1 D 144A 03.7630 04/15/2050 | 0.17% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.17% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.17% |
| GNR 2018-105 SG IO 06.1508 08/20/2048 | 0.17% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.17% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.17% |
| GNR 2020-61 SF IO 06.3408 07/20/2043 | 0.17% |
| GSR 2007-OA1 2A3A 00.4016 05/25/2037 | 0.17% |
| DBALT 2006-AR4 A2 00.4716 12/25/2036 | 0.16% |
| GNR 2018-H04 IO IO 02.4790 02/20/2068 | 0.16% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.16% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.16% |
| GNR 2019-6 SM IO 05.9508 01/20/2049 | 0.16% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.16% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.16% |
| GNR 2015-H12 AI IO 01.8644 05/20/2065 | 0.16% |
| CAS 2017-C01 1B1 05.8416 07/25/2029 | 0.16% |
| CWALT 2006-OA10 3A1 00.4716 08/25/2046 | 0.16% |
| GNR 2018-H15 EI IO 01.7145 08/20/2068 | 0.16% |
| AHM 2007-1 GA1C 00.2816 05/25/2047 | 0.16% |
| GNR 2018-H01 XI IO 02.3053 01/20/2068 | 0.16% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.16% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.16% |
| GNR 2017-H18 FI IO 02.2818 09/20/2067 | 0.16% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.15% |
| FNR 2019-34 SL IO 05.9584 07/25/2049 | 0.15% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.15% |
| CAD/USD 07/21/2021 GSFX | 0.15% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.15% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.15% |
| GNR 2015-H15 BI IO 02.4056 06/20/2065 | 0.15% |
| GNR 2017-H08 NI IO 02.2725 03/20/2067 | 0.15% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.15% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.15% |
| ARAB REP OF EGYPT P/P 144A 05.8750 02/16/2031 | 0.15% |
| BSMF 2006-AR2 2A1 00.3216 09/25/2046 | 0.15% |
| GNR 2015-H23 BI IO 01.7602 09/20/2065 | 0.15% |
| FNR 2019-47 SA IO 05.9584 08/25/2049 | 0.15% |
| GNR 2018-104 SD IO 06.1008 08/20/2048 | 0.14% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.14% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.14% |
| STACR 2020-HQA3 B2 10.0916 07/25/2050 | 0.14% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.14% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.14% |
| HUMANA INC 44486HUK7 DCP 07/19/2021 | 0.14% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.14% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.14% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.14% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.14% |
| GNR 2013-152 SJ IO 06.0508 05/20/2041 | 0.14% |
| GNR 2016-77 SC IO 06.0008 10/20/2045 | 0.14% |
| GNR 2017-H16 JI IO 02.2996 08/20/2067 | 0.14% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.14% |
| GNR 2017-H06 BI IO 02.3708 02/20/2067 | 0.14% |
| TREASURY BILL 00.0000 07/13/2021 | 0.14% |
| GNR 2017-H12 QI IO 01.7401 05/20/2067 | 0.14% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.13% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.13% |
| FNR 2020-12 SK IO 05.9584 03/25/2050 | 0.13% |
| GNR 2017-H20 HI IO 02.1845 10/20/2067 | 0.13% |
| NATIONAL GRID NORTH AMERICA I 63627ATE8 DCP 06/14/2021 | 0.13% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.13% |
| CAS 2016-C06 1B 09.3416 04/25/2029 | 0.13% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.13% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.13% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.13% |
| GNR 2017-H16 IO 02.1404 08/20/2067 | 0.13% |
| MSC 2012-C4 E 144A 05.4182 03/15/2045 | 0.13% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.13% |
| GNR 2017-H03 HI IO 01.5761 01/20/2067 | 0.13% |
| SWPTN 3MX10Y P 1.79 USD 07/06/2021 BC | 0.13% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.13% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.13% |
| GNR 2015-H03 CI IO 01.7213 01/20/2065 | 0.13% |
| GNR 2015-H15 AI IO 01.8173 06/20/2065 | 0.13% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.13% |
| CAS 2017-C06 2M2 02.8916 02/25/2030 | 0.12% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.12% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.12% |
| GNR 2018-100 S IO 06.1008 07/20/2048 | 0.12% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.12% |
| JPMBB 2014-C18 E 144A 04.2999 02/15/2047 | 0.12% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.12% |
| GNR 2017-H06 MI IO 02.2296 02/20/2067 | 0.12% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.12% |
| STACR 2018-HQA2 B2 11.0916 10/25/2048 | 0.12% |
| GSAA 2006-8 2A2 00.4516 05/25/2036 | 0.12% |
| GNR 2016-H22 AI IO 02.3527 10/20/2066 | 0.12% |
| STACR 2019-DNA2 B2 10.5916 03/25/2049 | 0.12% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.12% |
| STACR 2018-DNA3 B2 07.8416 09/25/2048 | 0.12% |
| COMM 2012-CR3 E 144A 04.7497 10/15/2045 | 0.12% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.12% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.12% |
| GNR 2018-91 SH IO 06.1508 07/20/2048 | 0.12% |
| MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.12% |
| STACR 2017-DNA1 B1 05.0416 07/25/2029 | 0.12% |
| ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.12% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.12% |
| GNR 2015-H08 CI IO 01.8006 03/20/2065 | 0.12% |
| STACR 2016-HQA3 M3 03.9416 03/25/2029 | 0.12% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.12% |
| BSCMS 2005-PWR7 D 05.2628 02/11/2041 | 0.12% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.12% |
| UKRPI P 3.665 R 12/15/28 | 0.12% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.12% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.11% |
| CAS 2017-C06 2B1 04.5416 02/25/2030 | 0.11% |
| GNR 2015-H20 BI IO 02.1010 08/20/2065 | 0.11% |
| CWALT 2006-OA10 1A1 01.0866 08/25/2046 | 0.11% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.11% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.11% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.11% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.11% |
| GNR 2014-4 SG IO 06.0008 01/20/2044 | 0.11% |
| MSBAM 2015-C23 D 144A 04.1442 07/15/2050 | 0.11% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.11% |
| BARCLAYS BANK PLC CCP 06742VN64 DCP 11/03/2021 | 0.11% |
| GNR 2017-H09 IO IO 01.8236 04/20/2067 | 0.11% |
| PLAINS ALL AMERICAN PIPELINE 72650WT35 DCP 06/03/2021 | 0.11% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.11% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.11% |
| WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.11% |
| COMM 2013-CR9 D 144A 04.2704 07/10/2045 | 0.10% |
| GNR 2016-H04 HI IO 02.3854 07/20/2065 | 0.10% |
| GNR 2016-H16 EI IO 02.4729 06/20/2066 | 0.10% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.10% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.10% |
| GNR 2017-H05 CI IO 02.2309 02/20/2067 | 0.10% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% |
| GNR 2017-H03 EI IO 02.4627 01/20/2067 | 0.10% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.10% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.10% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.10% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.10% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.10% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.10% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.10% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.10% |
| GNR 2018-67 SC IO 06.1008 05/20/2048 | 0.10% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.10% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.10% |
| GNR 2015-H18 BI IO 02.3666 07/20/2065 | 0.10% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.10% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.10% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.10% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.10% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.10% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.10% |
| ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.10% |
| FHR 4731 QS IO 06.0991 11/15/2047 | 0.10% |
| GNR 2019-125 SG IO 05.9508 10/20/2049 | 0.10% |
| SPRINT CORP 07.6250 03/01/2026 | 0.10% |
| STACR 2019-DNA1 B2 10.8416 01/25/2049 | 0.10% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.10% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.09% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.09% |
| STACR 2016-HQA2 M3 05.2416 11/25/2028 | 0.09% |
| GNR 2016-H18 IO IO 01.6639 08/20/2066 | 0.09% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.09% |
| GNR 2014-H25 BI IO 01.6952 12/20/2064 | 0.09% |
| COMM 2014-UBS3 D 144A 04.7680 06/10/2047 | 0.09% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.09% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| GNR 2017-H11 TI IO 01.5186 04/20/2067 | 0.09% |
| FHR 4742 S IO 06.0991 12/15/2047 | 0.09% |
| GNR 2016-H27 EI IO 01.9539 12/20/2066 | 0.09% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.09% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.09% |
| BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.09% |
| BMIR 2017-1 B1 144A 04.8416 10/25/2027 | 0.09% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.09% |
| GNR 2014-119 SA IO 05.5008 08/20/2044 | 0.09% |
| GNR 2018-H01 IO IO 02.3324 12/20/2067 | 0.09% |
| MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.09% |
| ENVISION HEALTHCARE TL L+375 03.8425 10/10/2025 | 0.09% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.09% |
| CWALT 2006-OA10 2A1 00.4716 08/25/2046 | 0.09% |
| STICHTING AK RABOBANK REGS 02.1878 01/24/2044 | 0.09% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.08% |
| CWALT 2006-OA7 1A1 02.2170 06/25/2046 | 0.08% |
| GNR 2016-H14 IO IO 01.6895 06/20/2066 | 0.08% |
| JPALT 2007-A2 12A1 00.2916 06/25/2037 | 0.08% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.08% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.08% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.08% |
| STACR 2016-DNA1 B 10.0916 07/25/2028 | 0.08% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.08% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.08% |
| CCMFC 2006-4A A2 00.2716 11/25/2047 | 0.08% |
| GNR 2017-H11 DI IO 01.6594 05/20/2067 | 0.08% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.08% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.08% |
| BACM 2005-1 C 05.4820 11/10/2042 | 0.08% |
| FNR 2011-101 SA IO 05.8084 10/25/2041 | 0.08% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.08% |
| GNR 2015-H23 DI IO 01.8619 09/20/2065 | 0.08% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.08% |
| ZSCALER INC. P/P 144A CV 00.1250 07/01/2025 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.08% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.08% |
| GNR 2016-H08 AI IO 01.6779 08/20/2065 | 0.08% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.08% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.08% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.08% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.08% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.08% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.08% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.08% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.08% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.08% |
| CENGAGE LEARNING TLB L+425 05.2441 06/07/2023 | 0.08% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.08% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.08% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.08% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.08% |
| BURL STORE CV 02.2500 04/15/2025 | 0.08% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.08% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.08% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.08% |
| CAS 2017-C03 1M2 03.0916 10/25/2029 | 0.08% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.08% |
| GNR 2015-H10 BI IO 01.7997 04/20/2065 | 0.08% |
| GNR 2015-H24 AI IO 02.1371 09/20/2065 | 0.08% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.08% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.08% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.08% |
| STACR 2017-DNA2 B1 05.2416 10/25/2029 | 0.08% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.08% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.07% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.07% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.07% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.07% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.07% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.07% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.07% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.07% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.07% |
| OPTN FN30 2.5 07/07/21 CALL 103.375 JPMC | 0.07% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.07% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.07% |
| GNR 2017-H06 DI IO 01.7900 02/20/2067 | 0.07% |
| HMIR 2019-1 M2 144A 03.3416 05/25/2029 | 0.07% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.07% |
| STACR 2020-HQA2 M2 03.1916 03/25/2050 | 0.07% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.07% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.07% |
| CAS 2016-C03 1M2 05.3916 10/25/2028 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.07% |
| GNR 2017-H02 BI IO 02.4480 01/20/2067 | 0.07% |
| SPRINT CORP 07.8750 09/15/2023 | 0.07% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.07% |
| SWPTN 3MX10Y R 1.79 USD 07/06/2021 BC | 0.07% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.07% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.07% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.07% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.07% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.07% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.07% |
| SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.07% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.07% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.07% |
| BWAY CORP TLB L+325 03.3850 04/03/2024 | 0.07% |
| GNR 2014-46 SA IO 06.0008 03/20/2044 | 0.07% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.07% |
| STACR 2019-DNA3 B2 08.2416 07/25/2049 | 0.07% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.07% |
| 1.765 R ISWP US0003M P 04/01/2031 | 0.07% |
| GNR 2016-H06 CI IO 01.5413 02/20/2066 | 0.07% |
| GNR 2016-H17 KI IO 02.4262 07/20/2066 | 0.07% |
| GNR 2016-H24 JI IO 02.2251 11/20/2066 | 0.07% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.07% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.07% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.07% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.07% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.07% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.07% |
| ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.07% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.07% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.07% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.07% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.07% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.06% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.06% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.06% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.06% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.06% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.06% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% |
| STACR 2018-HQA1 M2 02.3916 09/25/2030 | 0.06% |
| GNR 2015-H01 BI IO 01.5702 01/20/2065 | 0.06% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.06% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.06% |
| BALTA 2005-7 21A1 02.8760 09/25/2035 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.06% |
| DATADOG INC P/P 144A CV 00.1250 06/15/2025 | 0.06% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.06% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% |
| LABORATOIRE EIMER SELAS REGS 05.0000 02/01/2029 | 0.06% |
| LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.06% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.06% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.06% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.06% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% |
| CAS 2017-C05 1B1 03.6916 01/25/2030 | 0.06% |
| CAS 2017-C07 1B1 04.0916 05/25/2030 | 0.06% |
| CAS 2018-C06 2B1 04.1916 03/25/2031 | 0.06% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.06% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.06% |
| L BRANDS INC. 06.8750 11/01/2035 | 0.06% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.06% |
| MOTION BONDCO DAC REGS 04.5000 11/15/2027 | 0.06% |
| STACR 2017-DNA3 B1 04.5416 03/25/2030 | 0.06% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.06% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.06% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.06% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.06% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.06% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| ALLIED UNIVERSAL P/P 144A 06.0000 06/01/2029 | 0.06% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.06% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.06% |
| ONE CALL TLB L+550 06.2500 04/07/2027 | 0.06% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.06% |
| CAS 2020-SBT1 1B1 06.8416 02/25/2040 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.06% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.06% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.06% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.06% |
| FHR 3919 SA IO 06.3991 09/15/2041 | 0.06% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.06% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.06% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.06% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.06% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.06% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.06% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.06% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.06% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.06% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.06% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.06% |
| BENTLEY SYSTE P/P 144A CV 00.1250 01/15/2026 | 0.05% |
| CASH MGMT BILL 00.0000 08/24/2021 | 0.05% |
| CPTFEMU P 1.71 R 07/15/37 | 0.05% |
| GNR 2014-H06 BI IO 01.4694 02/20/2064 | 0.05% |
| INTEGRA LIFE CV 00.5000 08/15/2025 | 0.05% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.05% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.05% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.05% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.05% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.05% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.05% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.05% |
| TERRIER MEDIA BUYER IN L+350 03.5942 12/17/2026 | 0.05% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.05% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.05% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.05% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.05% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% |
| SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.05% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.05% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.05% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.05% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.05% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.05% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.05% |
| GNR 2014-60 SE IO 06.0008 04/20/2044 | 0.05% |
| ORTHO-CLINICAL DIAGNOS L+300 03.1084 06/30/2025 | 0.05% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.05% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.05% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.05% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% |
| CLUBCORP TLB L+275 02.9525 09/18/2024 | 0.05% |
| CONTINENTAL RESOURCES 03.8000 06/01/2024 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.05% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.05% |
| L BRANDS INC 07.5000 06/15/2029 | 0.05% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.05% |
| LIBERTY MEDIA | 0.05% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.05% |
| QVC INC 04.3750 09/01/2028 | 0.05% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.05% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.05% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.05% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.05% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.05% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.05% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.05% |
| 1.736 R ISWP US0003M P 04/21/2031 | 0.05% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.05% |
| CPURNSA P 2.67 R 05/12/31 | 0.05% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.05% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.05% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.05% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.05% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.05% |
| TWILIO INC 03.6250 03/15/2029 | 0.05% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.05% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.05% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.05% |
| ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.05% |
| ISTAR INC 04.7500 10/01/2024 | 0.05% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.05% |
| UKRPI P 3.385 R 11/15/24 | 0.05% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/14/2028 | 0.05% |
| CLEAR CHANNEL OUTDOOR L+350 03.6854 08/21/2026 | 0.05% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.05% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% |
| ORGANON FIN 1 LLC P/P 144A 04.1250 04/30/2028 | 0.05% |
| PG&E CORPORATION 05.0000 07/01/2028 | 0.05% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.05% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.05% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.05% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.05% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.05% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.05% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.05% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.05% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.05% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.05% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.05% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.05% |
| STACR 2019-HQA2 B2 11.3416 04/25/2049 | 0.05% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.05% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.05% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.05% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.05% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.05% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.05% |
| FHS 311 S1 IO 05.8491 08/15/2043 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.05% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.05% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.05% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.04% |
| CAS 2017-C07 2B1 04.5416 05/25/2030 | 0.04% |
| CPURNSA P 2.686 R 04/01/31 | 0.04% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.04% |
| ISTAR INC 05.5000 02/15/2026 | 0.04% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.04% |
| STACR 2019-FTR3 B2 04.9061 09/25/2047 | 0.04% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.04% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.04% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.04% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.04% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.04% |
| FHR 5011 SA IO 06.1584 09/25/2050 | 0.04% |
| FHS 326 S2 IO 05.8491 03/15/2044 | 0.04% |
| FNR 2010-35 SG IO 06.3084 04/25/2040 | 0.04% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.04% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.04% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.04% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.04% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.04% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.04% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.04% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.04% |
| EUR/USD 06/16/2021 JPMCB | 0.04% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.04% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.04% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.04% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.04% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.04% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.04% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% |
| GNR 2013-182 SY IO 06.0008 12/20/2043 | 0.04% |
| GNR 2014-58 SA IO 06.0008 04/20/2044 | 0.04% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.04% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.04% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.04% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.04% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CAS 2016-C04 1B 10.3416 01/25/2029 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.04% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.04% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.04% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.04% |
| CMLTI 2007-AMC3 A2B 00.2716 03/25/2037 | 0.04% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.04% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.04% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.04% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.04% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.04% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.04% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.04% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.04% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.04% |
| AKZO NOBEL CHEMICALS T L+275 02.8475 10/01/2025 | 0.04% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.04% |
| CQP HOLDCO TLB L+375 04.2500 05/27/2028 | 0.04% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.04% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| OVINTIV INC 06.6250 08/15/2037 | 0.04% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.04% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| CAS 2017-C07 2M2 02.5916 05/25/2030 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.04% |
| ELANCO ANIMAL HLTH TLB L+175 01.8421 02/04/2027 | 0.04% |
| EUR/USD 06/16/2021 UBS | 0.04% |
| FHR 5004 SG IO 06.0084 08/25/2050 | 0.04% |
| GNR 2020-15 CS IO 05.9508 02/20/2050 | 0.04% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.04% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.04% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.04% |
| OMIR 2017-1A M2 144A 04.0916 04/25/2027 | 0.04% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.04% |
| CFMT 2019-HB1 M5 144A 06.0000 12/25/2029 | 0.04% |
| DELIVERY HERO AG REGS 01.5000 01/15/2028 | 0.04% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.04% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.04% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.04% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.04% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.04% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.04% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.04% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.04% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.04% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.04% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.04% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.04% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| PINDUODUO INC USD 00.0000 12/01/2025 | 0.04% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.04% |
| 1.734 R ISWP US0003M P 04/07/2031 | 0.04% |
| AIR METHODS CORPORATIO L+350 04.5000 04/12/2024 | 0.04% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.04% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.04% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.04% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.04% |
| 0.05 R ISWP FWD EUR006M P 06/16/2031 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.03% |
| APACHE CORP 05.1000 09/01/2040 | 0.03% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.03% |
| CAD/USD 07/21/2021 UBS | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.03% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.03% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.03% |
| REVANCE THERA CV 01.7500 02/15/2027 | 0.03% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.03% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.03% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.03% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.03% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.03% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.03% |
| FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| GNR 2020-63 PS IO 06.0008 04/20/2050 | 0.03% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.03% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.03% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.03% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.03% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.03% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.03% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% |
| GNR 2010-20 SC IO 06.0508 02/20/2040 | 0.03% |
| GNR 2013-129 SN IO 06.0508 09/20/2043 | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.03% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.03% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.03% |
| UKRPI P 3.4025 R 03/15/28 | 0.03% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.03% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.03% |
| ARDAGH METAL PAC P/P 144A 03.2500 09/01/2028 | 0.03% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.03% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| EUR/USD 06/16/2021 MSCIL | 0.03% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| GARDA WORLD TLB 1L L+425 04.3500 10/30/2026 | 0.03% |
| GNR 2013-99 VS IO 05.9991 07/16/2043 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| GNR 2019-78 SJ IO 05.9508 06/20/2049 | 0.03% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.03% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.03% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.03% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.03% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% |
| ZAYO GROUP HLDG INC L+300 03.0925 03/09/2027 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.03% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.03% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.03% |
| GNR 2019-99 KS IO 05.9508 08/20/2049 | 0.03% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.03% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.03% |
| SEK/USD 06/16/2021 UBS | 0.03% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.03% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.03% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.03% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.03% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.03% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% |
| TOTAL SE REGS 00.5000 12/02/2022 | 0.03% |
| CAS 2018-C04 2B1 04.5916 12/25/2030 | 0.03% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.03% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.03% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.03% |
| CPURNSA P 2.79 R 04/15/26 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.03% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% |
| STACR 2018-HQA2 B1 04.3416 10/25/2048 | 0.03% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.03% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CAS 2018-C06 2M2 02.1916 03/25/2031 | 0.03% |
| GBP/USD 06/16/2021 GSFX | 0.03% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.03% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.03% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.03% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.03% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.03% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.03% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.03% |
| STRU BMOC-8710 SA IO 06.0508 07/20/2050 | 0.03% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.03% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.03% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% |
| TWILIO INC 03.8750 03/15/2031 | 0.03% |
| WELBILT TLB L+250 02.5925 10/23/2025 | 0.03% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.03% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.03% |
| BMIR 2018-2A B1 P/P 144A 02.7416 08/25/2028 | 0.03% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.03% |
| EUR/USD 06/16/2021 HSBCB | 0.03% |
| FHR 4945 SL IO 05.9584 01/25/2050 | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% |
| HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.03% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.03% |
| 0.954 R ISWP US0003M P 05/05/2026 | 0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.02% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.02% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.02% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.02% |
| CENTENE CORP 03.0000 10/15/2030 | 0.02% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.02% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.02% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.02% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.02% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.02% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.02% |
| ROCKET SOFTWARE TL L+425 04.7500 11/28/2025 | 0.02% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| THYELE TL B 1L USD L+425 04.4776 06/30/2027 | 0.02% |
| AADVANTAGE 1L TL L+475 05.5000 03/24/2028 | 0.02% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.02% |
| FNR 2019-57 KS IO 05.9584 10/25/2049 | 0.02% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.02% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.02% |
| STACR 2019-HQA1 B2 12.3416 02/25/2049 | 0.02% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.02% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.02% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.02% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.02% |
| ADIENT TLB L+350 03.5925 04/01/2028 | 0.02% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.02% |
| BOEING CO 05.9300 05/01/2060 | 0.02% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.02% |
| CAS 2019-R04 2B1 05.3416 06/25/2039 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| EMIR 2020-1 B1 144A 02.9416 01/25/2030 | 0.02% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.02% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| JPY/USD 08/18/2021 SSBT | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| NOK/USD 06/16/2021 GSFX | 0.02% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.02% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.02% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.02% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.02% |
| CWALT 2005-38 A3 00.7916 09/25/2035 | 0.02% |
| FHR 4839 WS IO 05.9991 08/15/2056 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% |
| UKRPI P 3.34 R 03/15/28 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.02% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| MCAS 2020-01 M10 144A 03.8416 03/25/2050 | 0.02% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% |
| CAD/USD 07/21/2021 HSBCB | 0.02% |
| CAS 2018-C02 2M2 02.2916 08/25/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.02% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| ORGANON FIN 1 LLC P/P 144A 05.1250 04/30/2031 | 0.02% |
| SEA LTD USD 02.3750 12/01/2025 | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% |
| STACR 2020-DNA4 B2 10.0916 08/25/2050 | 0.02% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.02% |
| UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.02% |
| UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.02% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.02% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.02% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.02% |
| CAS 2016-C05 2B 10.8416 01/25/2029 | 0.02% |
| CAS 2018-C03 1B1 03.8416 10/25/2030 | 0.02% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% |
| FNR 2012-36 SN IO 06.3584 04/25/2042 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| SWPTN 3MX5Y P 1.08 USD 06/29/2021 BC | 0.02% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| CAD/USD 07/21/2021 MSCIL | 0.02% |
| CAD/USD 07/21/2021 WPAC | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.02% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.02% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.02% |
| BSCMS 2007-T26 AJ 05.4312 01/12/2045 | 0.02% |
| CAS 2016-C03 2M2 05.9916 10/25/2028 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| FNR 2015-42 LS IO 06.1084 06/25/2045 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| GNR 2019-83 SY IO 06.0008 07/20/2049 | 0.02% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.02% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| NIO INC P/P 144A 00.5000 02/01/2027 | 0.02% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.02% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.02% |
| 0.2545 R ISWP US0003M P 05/18/2023 | 0.02% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.02% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | 0.02% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 02/15/2031 | 0.02% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.02% |
| CAS 2018-C05 1B1 04.3416 01/25/2031 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| DISH NETWORK P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.02% |
| FNR 2019-5 SA IO 06.0084 03/25/2049 | 0.02% |
| GBP/USD 06/16/2021 RBSF | 0.02% |
| GNR 2012-H29 AI IO 01.4005 10/20/2062 | 0.02% |
| GNR 2019-96 SY IO 06.0008 08/20/2049 | 0.02% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.02% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.02% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.02% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.02% |
| 21VIANET GROUP INC P/P 144A 00.0000 02/01/2026 | 0.02% |
| CAS 2015-C02 2M2 04.0916 05/25/2025 | 0.02% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.02% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2012-H29 FI IO 01.4005 10/20/2062 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| GNR 2018-139 SA IO 06.0508 10/20/2048 | 0.02% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.02% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.02% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.02% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.02% |
| SWPTN 4WX10Y R 1.99 CAD 06/15/2021 TD | 0.02% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.02% |
| 1.0161 R ISWP US0003M P 04/08/2026 | 0.01% |
| 1.0241 R ISWP US0003M P 04/08/2026 | 0.01% |
| ATLAS LUXCO 4 / ALL P/P 144A 04.6250 06/01/2028 | 0.01% |
| CAS 2019-R01 2M2 02.5416 07/25/2031 | 0.01% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| DICK'S SPORT CV 03.2500 04/15/2025 | 0.01% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| OMIR 2019-1A B1B 04.4416 07/25/2029 | 0.01% |
| RH CV 00.0000 09/15/2024 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% |
| ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.01% |
| STACR 2017-HQA1 M2 03.6416 08/25/2029 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.01% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| CAS 2015-C02 1M2 04.0916 05/25/2025 | 0.01% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.01% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| JPMCC 2013-LC11 D 04.1667 04/15/2046 | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.01% |
| MICROSTRATEGY P/P 144A CV 00.0000 02/15/2027 | 0.01% |
| STACR 2014-DN1 M3 04.5916 02/25/2024 | 0.01% |
| STACR 2020-DNA5 B2 11.5100 10/25/2050 | 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% |
| 1.62364 R ISWP US0003M P 05/17/2031 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% |
| CAS 2015-C01 2M2 04.6416 02/25/2025 | 0.01% |
| CAS 2018-C06 1B1 03.8416 03/25/2031 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| COMM 2014-CR16 C 04.9263 04/10/2047 | 0.01% |
| EUR/USD 06/16/2021 BANKAM | 0.01% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.01% |
| FNR 2019-43 JS IO 05.9584 08/25/2049 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.01% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| OMIR 2019-1A B1A 03.5916 07/25/2029 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| TALEND SA P/P CV 01.7500 09/01/2024 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| 1.08 R ISWP FWD US0003M P 07/01/2026 | 0.01% |
| 1.531 R ISWP US0003M P 05/28/2031 | 0.01% |
| BANK 2017-BNK9 D 144A 02.8000 11/15/2054 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CREE INC P/P CV 01.7500 05/01/2026 | 0.01% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.01% |
| FIVERR INTL LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| FNR 2019-73 SC IO 05.9584 12/25/2049 | 0.01% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.01% |
| NOK/USD 06/16/2021 TDBK | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| SPST 2020-6 A 01.8425 09/07/2021 | 0.01% |
| STACR 2020-DNA3 B2 09.4416 06/25/2050 | 0.01% |
| SWPTN 3MX10Y P 1.81 USD 06/18/2021 JP | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| -0.16 R ISWP FWD CHL6M P 06/16/2031 | 0.01% |
| 1.30 R ISWP FWD US0003M P 06/16/2028 | 0.01% |
| 1.623 R ISWP US0003M P 05/21/2031 | 0.01% |
| CAS 2017-C04 2M2 02.9416 11/25/2029 | 0.01% |
| CAS 2020-SBT1 1M2 03.7416 02/25/2040 | 0.01% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| DIVERSEY TL L+300 03.1854 09/06/2024 | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% |
| GNR 2010-68 SD IO 06.4808 06/20/2040 | 0.01% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.4017 02/10/2046 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| MTW FOODSERVICE ESCR 09.5000 02/15/2024 | 0.01% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.01% |
| UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.01% |
| 1.564 R ISWP US0003M P 05/14/2031 | 0.01% |
| 1.64 R ISWP US0003M P 05/04/2031 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CENTENE CORP 04.6250 12/15/2029 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| DBUBS 2011-LC2A D 144A 05.3893 07/10/2044 | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FHR 4937 MS IO 05.9584 12/25/2049 | 0.01% |
| FNR 2019-38 SC IO 05.9584 07/25/2049 | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPMCC 2011-C5 D 144A 05.4224 08/15/2046 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| NEXITY SA REGS 00.2500 03/02/2025 | 0.01% |
| PQ CORP TLB L+275 03.2500 06/03/2028 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.01% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.01% |
| 1.6365 R ISWP US0003M P 05/05/2031 | 0.01% |
| 1.653 R ISWP US0003M P 05/17/2031 | 0.01% |
| ATLAS LUXCO 4 P/P 144A 04.6250 06/01/2028 | 0.01% |
| BSCMS 2007-T28 D 144A 05.5336 09/11/2042 | 0.01% |
| CAS 2015-C03 2M2 05.0916 07/25/2025 | 0.01% |
| CAS 2019-R03 1B1 04.1916 09/25/2031 | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IQIYI INC P/P USD 02.0000 04/01/2025 | 0.01% |
| JPMBB 2013-C12 C 04.0989 07/15/2045 | 0.01% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.01% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.01% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.01% |
| STACR 2019-DNA1 M2 02.7416 01/25/2049 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.01% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.01% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.01% |
| 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.01% |
| 2.0345 R ISWP US0003M P 05/05/2051 | 0.01% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| COMM 2014-CR17 E 144A 04.8482 05/10/2047 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CSMC 2007-C4 C 144A 05.7189 09/15/2039 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| EQT CORP 05.0000 01/15/2029 | 0.01% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| GBP/USD 06/16/2021 MSCIL | 0.01% |
| GBP/USD 06/16/2021 UBS | 0.01% |
| GBP/USD 06/16/2021 WPAC | 0.01% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.01% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.01% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| RMIR 2020-2 B1 07.6916 10/25/2030 | 0.01% |
| SEK/USD 06/16/2021 RBSF | 0.01% |
| SNAP INC CV 00.7500 08/01/2026 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| STACR 2014-HQ3 M3 04.8416 10/25/2024 | 0.01% |
| STEARNS HOLDINGS LLC CLASS B | 0.01% |
| SWPTN 2YX10Y R 1.005 USD 05/25/2023 CI | 0.01% |
| 0.77 R ISWP FWD SES3M P 06/16/2031 | 0.00% |
| CHF/USD 06/16/2021 HSBCB | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 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.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-.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| FNR 2013-18 SB IO 06.0584 10/25/2041 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.00% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| GNR 2016-77 SL IO 06.0508 03/20/2043 | 0.00% |
| HUSKY INJECTION MOLDIN L+300 03.2666 03/28/2025 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.00% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.00% |
| OVINTIV EXPLORATION INC 05.7500 01/30/2022 | 0.00% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.00% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.00% |
| STACR 2018-DNA1 B1 03.2416 07/25/2030 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SWPTN 5WX10Y R 1.657 USD 06/14/2021 CI | 0.00% |
| TAMKO BUILDING PRODUCT L+300 03.1291 05/03/2026 | 0.00% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.00% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.00% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.00% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.00% |
| WAMU 2005-AR10 1A3 03.0948 09/25/2035 | 0.00% |
| WAMU 2005-AR13 A1C3 01.0716 10/25/2045 | 0.00% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.5645 R ISWP US0003M P 04/20/2031 | 0.00% |
| 1.82 R ISWP FWD NOKOIB6M P 06/16/2031 | 0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CAS 2020-R02 2B1 03.0916 01/25/2040 | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.00% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.00% |
| FNR 2017-87 KI IO 05.0000 06/25/2041 | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.00% |
| HCA INC. 05.3750 09/01/2026 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| ISTAR INC. 04.2500 08/01/2025 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MRAFT 2020-4 A1 01.4451 04/23/2023 | 0.00% |
| NOK/USD 06/16/2021 JPMCB | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 12/10/2025 | 0.00% |
| SEK/USD 06/16/2021 GSFX | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2019-DNA2 M2 02.5416 03/25/2049 | 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 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 3MX10Y P 1.67 USD 08/18/2021 BA | 0.00% |
| SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.00% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.00% |
| WR GRACE TLB3 L+200 02.1074 03/30/2028 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.5315 R ISWP US0003M P 05/28/2031 | 0.00% |
| 1.5755 R ISWP US0003M P 04/29/2031 | 0.00% |
| 1.597 R ISWP US0003M P 05/25/2031 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.70 R ISWP US0003M P 04/09/2031 | 0.00% |
| 1.76 R ISWP FWD AUDBB6M P 06/16/2031 | 0.00% |
| 1.998 R ISWP US0003M P 04/26/2051 | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.00% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.00% |
| AUD/USD 07/21/2021 GSFX | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.00% |
| CAS 2015-C01 1M2 04.3916 02/25/2025 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.00% |
| EQUINIX INC 05.3750 05/15/2027 | 0.00% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2018-86 DS IO 06.0084 12/25/2048 | 0.00% |
| FSPC T-57 1AX IO 00.3779 07/25/2043 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.00% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.00% |
| MSBAM 2013-C10 F 144A 04.0807 07/15/2046 | 0.00% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.00% |
| NETFLIX INC 04.8750 04/15/2028 | 0.00% |
| NOK/USD 06/16/2021 BANKAM | 0.00% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.00% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.00% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.00% |
| SCIENTIFIC GAMES CORP L+275 02.8425 08/14/2024 | 0.00% |
| SWPTN 4WX10Y P 1.99 CAD 06/15/2021 TD | 0.00% |
| TENNECO INC P/P 144A 05.1250 04/15/2029 | 0.00% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.00% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.00% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.00% |
| 0.9935 R ISWP US0003M P 04/09/2026 | 0.00% |
| 1.5614 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1.5625 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| 2.0455 R ISWP US0003M P 05/24/2051 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| BALTA 2005-8 21A1 02.5528 10/25/2035 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| CAS 2016-C05 2M2 04.5416 01/25/2029 | 0.00% |
| CAS 2018-C01 1M2 02.3416 07/25/2030 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 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.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2995 06/25/2042 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.00% |
| IHEARTMEDIA TLB L+300 03.0925 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.00% |
| MSBAM 2013-C11 D 144A 04.3515 08/15/2046 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NOK/USD 06/16/2021 UBS | 0.00% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.00% |
| OVINTIV INC 07.3750 11/01/2031 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| SEK/USD 06/16/2021 MSCIL | 0.00% |
| SINCLAIR BROADCAST GRO L+325 03.3500 08/24/2026 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SWPTN 13WX5Y P 1.724 CAD 08/16/2021 TD | 0.00% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.00% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.00% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.00% |
| 0.896 R ISWP US0003M P 05/18/2026 | 0.00% |
| 0.9395 R ISWP US0003M P 04/15/2026 | 0.00% |
| 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.00% |
| 1.5324 R ISWP US0003M P 03/05/2031 | 0.00% |
| 1.534 R ISWP US0003M P 04/19/2031 | 0.00% |
| 1.5855 R ISWP US0003M P 05/25/2031 | 0.00% |
| 1.631 R ISWP US0003M P 04/16/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 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.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JPY/USD 08/18/2021 WPAC | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MWST 2020-2 A 00.8916 11/25/2053 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.00% |
| STACR 2018-HQA2 M2 02.3916 10/25/2048 | 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 R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 3MX10Y P 1.88 USD 08/27/2021 BA | 0.00% |
| SWPTN 5WX5Y P 0.884 USD 06/28/2021 CI | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.00% |
| -0.301 R ISWP FWD EUR006M P 06/16/2026 | 0.00% |
| -0.501 R ISWP FWD EUR006M P 06/16/2023 | 0.00% |
| 0.101 R ISWP FWD EUR006M P 06/16/2031 | 0.00% |
| 0.228 R ISWP US0003M P 06/01/2023 | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.501 R ISWP FWD EUR006M P 06/16/2051 | 0.00% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.00% |
| 0.8565 R ISWP US0003M P 05/12/2026 | 0.00% |
| 0.93 R ISWP FWD SONIA P 06/16/2031 | 0.00% |
| 1.51882 R ISWP US0003M P 03/02/2031 | 0.00% |
| 1.5295 R ISWP US0003M P 05/28/2031 | 0.00% |
| 1.5355 R ISWP US0003M P 04/27/2031 | 0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | 0.00% |
| 1.577 R ISWP US0003M P 05/06/2031 | 0.00% |
| 1.9515 R ISWP US0003M P 04/19/2051 | 0.00% |
| 1.9765 R ISWP US0003M P 04/20/2051 | 0.00% |
| 1.991 R ISWP US0003M P 04/23/2051 | 0.00% |
| 2.074 R ISWP US0003M P 04/15/2051 | 0.00% |
| AUD/USD 07/21/2021 BANKAM | 0.00% |
| AUD/USD 07/21/2021 TDBK | 0.00% |
| CAD/USD 07/21/2021 TDBK | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3831 10/25/2041 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| GBP/USD 06/16/2021 BANKAM | 0.00% |
| GBP/USD 06/16/2021 JPMCB | 0.00% |
| HKD/USD 08/18/2021 BANKAM | 0.00% |
| HKD/USD 08/18/2021 GSFX | 0.00% |
| HKD/USD 08/18/2021 HSBCB | 0.00% |
| HKD/USD 08/18/2021 UBS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 08/18/2021 GSFX | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| NZD/USD 07/21/2021 BCAP-FX | 0.00% |
| SEK/USD 06/16/2021 BANKAM | 0.00% |
| SEK/USD 06/16/2021 BCAP-FX | 0.00% |
| SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.00% |
| 0.9175 R ISWP US0003M P 05/24/2026 | -0.00% |
| 1.5675 R ISWP US0003M P 04/28/2031 | -0.00% |
| 1.91 R ISWP FWD CDOR03 P 06/16/2031 | -0.00% |
| 2.011 R ISWP US0003M P 04/15/2041 | -0.00% |
| AUD/USD 07/21/2021 BCAP-FX | -0.00% |
| AUD/USD 07/21/2021 HSBCB | -0.00% |
| CAD/USD 07/21/2021 BANKAM | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| GBP/USD 06/16/2021 BCAP-FX | -0.00% |
| JPY/USD 08/18/2021 RBSF | -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% |
| 0.291 R ISWP US0003M P 04/09/2023 | -0.00% |
| 1.5665 R ISWP US0003M P 04/29/2031 | -0.00% |
| 1.627 R ISWP US0003M P 04/30/2031 | -0.00% |
| 1.628 R ISWP US0003M P 05/24/2031 | -0.00% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.00% |
| 1.7275 R ISWP US0003M P 03/31/2031 | -0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | -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.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.6 2063-05-11 500.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/16/2021 RBSF | -0.00% |
| HKD/USD 08/18/2021 SSBT | -0.00% |
| JPY/USD 08/18/2021 CITI | -0.00% |
| JPY/USD 08/18/2021 JPMCB | -0.00% |
| SEK/USD 06/16/2021 TDBK | -0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 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% |
| 1.9965 R ISWP US0003M P 04/21/2051 | -0.00% |
| 2.091 R ISWP US0003M P 05/17/2051 | -0.00% |
| AUD/USD 07/21/2021 CITI | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 06/16/2021 TDBK | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SEK/USD 06/16/2021 JPMCB | -0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.00% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.00% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -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% |
| 1.5865 R ISWP US0003M P 04/19/2031 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| JPY/USD 08/18/2021 BANKAM | -0.00% |
| JPY/USD 08/18/2021 HSBCB | -0.00% |
| NOK/USD 06/16/2021 SSBT | -0.00% |
| NZD/USD 07/21/2021 MSCIL | -0.00% |
| SWPTN 5WX5Y R 0.884 USD 06/28/2021 CI | -0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.00% |
| 0.2578 R ISWP US0003M P 05/18/2023 | -0.00% |
| 0.2582 R ISWP US0003M P 05/18/2023 | -0.00% |
| CHF/USD 06/16/2021 MSCIL | -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.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 DE | -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 06/16/2021 MSCIL | -0.00% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.00% |
| 1.5775 R ISWP US0003M P 05/06/2031 | -0.01% |
| 1.5815 R ISWP US0003M P 05/26/2031 | -0.01% |
| CHF/USD 06/16/2021 SSBT | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 08/18/2021 BCAP-FX | -0.01% |
| 1.35 R ISWP FWD SOFRRATE P 06/16/2031 | -0.01% |
| 1.65 R ISWP FWD US0003M P 08/16/2031 | -0.01% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.01% |
| CHF/USD 06/16/2021 JPMCB | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| NZD/USD 07/21/2021 UBS | -0.01% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.01% |
| CAD/USD 07/21/2021 BCAP-FX | -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 GS | -0.01% |
| CPTFEMU R 1.4 P 07/15/27 | -0.01% |
| JPY/USD 08/18/2021 TDBK | -0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -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 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% |
| CHF/USD 06/16/2021 UBS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/16/2021 CSI-FX | -0.01% |
| GBP/USD 06/16/2021 CSI-FX | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 5WX10Y R 1.58 USD 06/07/2021 GS | -0.01% |
| 0.2875 R ISWP US0003M P 04/15/2023 | -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% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.01% |
| AUD/USD 07/21/2021 SSBT | -0.01% |
| CAD/USD 07/21/2021 CITI | -0.01% |
| GBP/USD 06/16/2021 HSBCB | -0.01% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 08/18/2021 MSCIL | -0.01% |
| SWPTN 1MX10Y P 1.629 USD 06/18/2021 CI | -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% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NZD/USD 07/21/2021 CITI | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.6785 R ISWP FWD US0003M P 06/14/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 3MX10Y R 1.355 USD 08/25/2021 CI | -0.01% |
| SWPTN 5WX10Y P 1.58 USD 06/07/2021 GS | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.589 R ISWP US0003M P 05/18/2031 | -0.01% |
| AUD/USD 07/21/2021 UBS | -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% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% |
| EUR/USD 06/16/2021 WPAC | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| SWPTN 5WX10Y P 1.657 USD 06/14/2021 CI | -0.02% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.02% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| 0.273 R ISWP FWD US0003M P 06/21/2023 | -0.02% |
| 1.955 R ISWP US0003M P 05/28/2051 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.02% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NZD/USD 07/21/2021 HSBCB | -0.02% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.02% |
| 2.0475 R ISWP US0003M P 05/05/2051 | -0.02% |
| GBP/USD 06/16/2021 CITI | -0.02% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.02% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.02% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| CAD/USD 07/21/2021 RBSF | -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% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -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 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| NZD/USD 07/21/2021 SSBT | -0.02% |
| CAD/USD 07/21/2021 CSI-FX | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SEK/USD 06/16/2021 SSBT | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.03% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.03% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.03% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| JPY/USD 08/18/2021 UBS | -0.03% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.03% |
| UKRPI R 3.4425 P 07/15/49 | -0.03% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% |
| GBP/USD 06/16/2021 SSBT | -0.03% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.03% |
| EUR/USD 06/16/2021 BCAP-FX | -0.03% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.03% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.03% |
| 1.66091 R ISWP US0003M P 05/04/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| EUR/USD 06/16/2021 GSFX | -0.03% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.03% |
| 0.279 R ISWP US0003M P 04/01/2023 | -0.03% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| EUR/USD 06/16/2021 CITI | -0.04% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| NZD/USD 07/21/2021 WPAC | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 1.7665 R ISWP US0003M P 04/01/2031 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -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 GS | -0.04% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.04% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% |
| 0.83 R ISWP US0003M P 11/03/2021 | -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 GS | -0.04% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.04% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.04% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.04% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.05% |
| CAD/USD 07/21/2021 JPMCB | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% |
| NZD/USD 07/21/2021 RBSF | -0.05% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.05% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.05% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.05% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -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 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.05% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.06% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.06% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.06% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.06% |
| NZD/USD 07/21/2021 GSFX | -0.06% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.06% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.06% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.06% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.06% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.06% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.07% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.07% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.07% |
| EUR/USD 06/16/2021 TDBK | -0.07% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.07% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.07% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.07% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.07% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.08% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.08% |
| CAD/USD 07/21/2021 SSBT | -0.08% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.08% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.08% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.08% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.08% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.08% |
| EUR/USD 06/16/2021 SSBT | -0.08% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.08% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.08% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.08% |
| OPTN FN30 2.5 07/07/21 PUT 103.375 JPMC | -0.08% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.09% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.09% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.09% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.09% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.09% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.09% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.09% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.09% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.10% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.10% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.10% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.10% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.10% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.10% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.10% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | -0.10% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.11% |
| GNMA GII30 TBA 03.5000 06/01/2051 | -0.11% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.12% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.12% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.12% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.15% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.15% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.16% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.17% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.17% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.17% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.19% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.20% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.22% |
| SWPTN 3MX5Y R 1.08 USD 06/29/2021 BC | -0.24% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.24% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.24% |
| SWPTN 3MX10Y R 1.81 USD 06/18/2021 JP | -0.25% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.26% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.30% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.31% |
| 1.77 R ISWP US0003M P 06/24/2031 | -0.31% |
| 1.735 R ISWP FWD US0003M P 04/15/2031 | -0.32% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.33% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.38% |
| CPTFEMU P 1.13 R 05/15/50 | -0.44% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.48% |
| CPTFEMU P 0.935 R 05/15/40 | -0.64% |
| CPTFEMU P 0.93 R 05/15/40 | -0.64% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.66% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.82% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.92% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.81% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.89% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -12.01% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -115.11% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 13.94% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 12.48% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 4.70% |
| GNMA GII30 TBA 04.0000 05/01/2051 | 2.38% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2051 | 2.29% |
| CASH MGMT BILL 00.0000 08/03/2021 | 2.24% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 2.22% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.51% |
| TREASURY BILL 00.0000 05/13/2021 | 1.50% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 1.46% |
| TREASURY BILL 00.0000 08/05/2021 | 1.29% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2051 | 1.25% |
| CASH MGMT BILL 00.0000 07/27/2021 | 1.12% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 1.10% |
| TREASURY BILL 00.0000 06/03/2021 | 1.04% |
| FNMA FN30 TBA UMBS 05.5000 05/01/2051 | 0.91% |
| GENERAL MOTORS FINANCIAL CO I 37046TS39 DCP 05/03/2021 | 0.88% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.88% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.85% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.80% |
| ROMULUS FUNDING CORP 77619ES35 DCP 05/03/2021 | 0.78% |
| TREASURY BILL 00.0000 06/01/2021 | 0.72% |
| CAS 2017-C02 2B1 05.6061 09/25/2029 | 0.70% |
| CAS 2016-C02 1B 12.3561 09/25/2028 | 0.61% |
| GNR 2021-58 SH IO 06.1890 04/20/2051 | 0.60% |
| GNR 2021-57 SD IO 06.1841 03/20/2051 | 0.59% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2051 | 0.58% |
| CASH MGMT BILL 00.0000 07/20/2021 | 0.57% |
| CAS 2015-C04 1M2 05.8061 04/25/2028 | 0.56% |
| CRC FUNDING LLC 12619TTH7 DCP 06/17/2021 | 0.53% |
| PPG INDUSTRIES INC 69350ASL3 DCP 05/20/2021 | 0.53% |
| REALTY INCOME CORP 75611MSC9 DCP 05/12/2021 | 0.53% |
| TREASURY BILL 00.0000 05/25/2021 | 0.53% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.50% |
| CFCRE 2011-C2 E P/P 144A 05.9355 12/15/2047 | 0.48% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.48% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.47% |
| CWALT 2005-59 1A1 00.7759 11/20/2035 | 0.46% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.46% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.46% |
| CASH MGMT BILL 00.0000 07/06/2021 | 0.45% |
| PROVINCIA DE CORDOBA REGS 03.0000 06/01/2027 | 0.44% |
| OMIR 2018-1A M2 02.9561 07/25/2028 | 0.44% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.43% |
| STACR 2015-DNA2 B 07.6561 12/25/2027 | 0.43% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.43% |
| MID-AMERICA APARTMENTS LP 59524NSB9 DCP 05/11/2021 | 0.42% |
| STACR 2015-DNA3 B 09.4561 04/25/2028 | 0.42% |
| WFRBS 2012-C10 D P/P 144A 04.5738 12/15/2045 | 0.42% |
| REPUBLIC OF GHANA P/P 144A 07.7500 04/07/2029 | 0.41% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.40% |
| WFRBS 2013-C15 D P/P 144A 04.6257 08/15/2046 | 0.40% |
| SUNCOR ENERGY INC 86723AUU4 DCP 07/28/2021 | 0.39% |
| GNR 2021-42 SG IO 06.1841 03/20/2051 | 0.39% |
| FHR 5051 BI IO 03.0000 11/25/2050 | 0.38% |
| GSMS 2014-GC24 D P/P 144A 04.6644 09/10/2047 | 0.38% |
| ENI FINANCE USA INC 26876AUL5 DCP 07/20/2021 | 0.36% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.36% |
| ENERGY TRANSFER LP 29277ES39 DCP 05/03/2021 | 0.35% |
| FIDELITY NATIONAL INFORMATION 31621YT33 DCP 06/03/2021 | 0.35% |
| MITSUBISHI UFJ TRUST & BANKIN 60682YU28 DCP 07/02/2021 | 0.35% |
| NATIONWIDE BUILDING SOCIETY 6385E0SS3 DCP 05/26/2021 | 0.35% |
| UDR INC 90352PSD2 DCP 05/13/2021 | 0.35% |
| AMERICAN HONDA FINANCE CORP 02665JTM2 DCP 06/21/2021 | 0.35% |
| ATLANTIC ASSET SECURITIZATION 04821TVA0 DCP 08/10/2021 | 0.35% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.35% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.35% |
| INTERCONTINENTAL EXCHANGE INC 45856WTN9 DCP 06/22/2021 | 0.34% |
| TREASURY BILL 00.0000 05/06/2021 | 0.33% |
| CAS 2016-C03 1B 11.8561 10/25/2028 | 0.33% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.33% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.33% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.33% |
| SAMI 2006-AR7 A1A 00.5261 08/25/2036 | 0.33% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.32% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.32% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.32% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.31% |
| GNR 2018-H03 XI IO 02.3274 02/20/2068 | 0.31% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.31% |
| CWALT 2006-OA10 4A1 00.4861 08/25/2046 | 0.31% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.31% |
| CPTFEMU R 0.655 P 05/15/30 | 0.30% |
| GNR 2021-30 KI IO 03.0000 02/20/2051 | 0.30% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.30% |
| CAS 2019-HRP1 B1 09.3561 11/25/2039 | 0.30% |
| SHRP 2020-1 NOTE 03.0758 07/25/2024 | 0.30% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.29% |
| JPMBB 2014-C25 D P/P 144A 04.0949 11/15/2047 | 0.29% |
| CMLTI 2007-AMC3 A2D 00.4561 03/25/2037 | 0.29% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.29% |
| CPTFEMU R 0.961 P 05/15/40 | 0.28% |
| GNR 2016-H23 NI IO 02.3846 10/20/2066 | 0.28% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.28% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.28% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.28% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.28% |
| FNR 2016-96 ST IO 05.9939 12/25/2046 | 0.27% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.27% |
| GNR 2020-7 SK IO 05.9341 01/20/2050 | 0.27% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.26% |
| GNR 2018-H02 EI IO 02.3783 01/20/2068 | 0.26% |
| FNR 2018-38 SA IO 06.0939 06/25/2048 | 0.26% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.26% |
| GNR 2018-164 AS IO 05.9841 12/20/2048 | 0.26% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.26% |
| GNR 2018-H05 BI IO 02.3972 02/20/2068 | 0.26% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.26% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.25% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.25% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.25% |
| TREASURY BILL 00.0000 06/29/2021 | 0.25% |
| WFCM 2013-LC12 D P/P 144A 04.4052 07/15/2046 | 0.25% |
| STACR 2015-HQA2 B 10.6061 05/25/2028 | 0.25% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.25% |
| FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.24% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.24% |
| CWALT 2006-OA7 1A2 01.0819 06/25/2046 | 0.24% |
| CAS 2016-C01 1B 11.8561 08/25/2028 | 0.23% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.23% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.23% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.23% |
| FHR 5093 YI IO 04.5000 12/25/2050 | 0.23% |
| GNR 2018-H02 HI IO 02.3417 01/20/2068 | 0.23% |
| GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.22% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.22% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.22% |
| FIDELITY NATIONAL INFORMATION 31621YSU4 DCP 05/28/2021 | 0.22% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.22% |
| GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.22% |
| HVMLT 2005-2 1A 00.6350 05/19/2035 | 0.22% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.22% |
| GNR 2021-8 VI IO 03.5000 12/20/2050 | 0.21% |
| INTERCONTINENTAL EXCHANGE INC 45856WTM1 DCP 06/21/2021 | 0.21% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.21% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.21% |
| GNR 2018-H05 AI IO 02.3885 02/20/2068 | 0.21% |
| GNR 2017-H10 MI IO 01.5704 04/20/2067 | 0.20% |
| BCAP 2011-RR3 3A6 02.6372 11/27/2036 | 0.20% |
| FHR 4265 SD IO 05.9854 01/15/2035 | 0.20% |
| JPMBB 2014-C18 D P/P 144A 04.9599 02/15/2047 | 0.20% |
| VERTIV TLB L+275 02.8601 03/02/2027 | 0.20% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.20% |
| REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.20% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.20% |
| FNMA FN30 TBA UMBS 05.0000 05/01/2051 | 0.20% |
| HUMANA INC 44486HSE4 DCP 05/14/2021 | 0.20% |
| GNR 2013-9 S IO 06.6341 01/20/2043 | 0.20% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.19% |
| FNR 2016-62 GS IO 05.9939 09/25/2046 | 0.19% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.19% |
| CAS 2017-C03 1B1 04.9561 10/25/2029 | 0.19% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.19% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.19% |
| CARMX 2020-2 D 06.8700 05/17/2027 | 0.18% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.18% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.18% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.18% |
| FIDELITY NATIONAL INFORMATION 31621YST7 DCP 05/27/2021 | 0.18% |
| HUMANA INC 44486HSC8 DCP 05/12/2021 | 0.18% |
| HUMANA INC 44486HUN1 DCP 07/22/2021 | 0.18% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.18% |
| SHELL INTERNATIONAL FINANCE B 8225X2TB0 DCP 06/11/2021 | 0.18% |
| SUNCOR ENERGY INC 86723AUV2 DCP 07/29/2021 | 0.18% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.18% |
| NAVISTAR INTERNATIONAL L+350 03.6100 11/06/2024 | 0.18% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.18% |
| GNR 2018-105 SG IO 06.1341 08/20/2048 | 0.17% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.17% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.17% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.17% |
| CSAIL 2015-C1 D P/P 144A 03.9053 04/15/2050 | 0.17% |
| GNR 2015-H12 AI IO 01.8608 05/20/2065 | 0.17% |
| GNR 2019-6 SM IO 05.9341 01/20/2049 | 0.17% |
| GSR 2007-OA1 2A3A 00.4161 05/25/2037 | 0.17% |
| DBALT 2006-AR4 A2 00.4861 12/25/2036 | 0.17% |
| GNR 2018-H04 IO IO 02.4788 02/20/2068 | 0.16% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.16% |
| GNR 2018-H15 EI IO 01.7163 08/20/2068 | 0.16% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.16% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.16% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.16% |
| AHM 2007-1 GA1C 00.2961 05/25/2047 | 0.16% |
| CWALT 2006-OA10 3A1 00.4861 08/25/2046 | 0.16% |
| GNR 2018-H01 XI IO 02.3063 01/20/2068 | 0.16% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.16% |
| CAS 2017-C01 1B1 05.8561 07/25/2029 | 0.16% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.16% |
| GNR 2015-H15 BI IO 02.5578 06/20/2065 | 0.16% |
| FNR 2019-34 SL IO 05.9439 07/25/2049 | 0.16% |
| GNR 2017-160 S IO 06.0841 10/20/2043 | 0.16% |
| GNR 2017-H18 FI IO 02.2820 09/20/2067 | 0.16% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.15% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% |
| WFRBS 2012-C9 E P/P 144A 04.9695 11/15/2045 | 0.15% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.15% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.15% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.15% |
| GNR 2017-H08 NI IO 02.2904 03/20/2067 | 0.15% |
| FNR 2019-47 SA IO 05.9439 08/25/2049 | 0.15% |
| GNR 2015-H23 BI IO 01.7541 09/20/2065 | 0.15% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.15% |
| BSMF 2006-AR2 2A1 00.3361 09/25/2046 | 0.15% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.15% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.15% |
| GNR 2018-104 SD IO 06.0841 08/20/2048 | 0.15% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.15% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.14% |
| ARAB REP OF EGYPT P/P 144A 05.8750 02/16/2031 | 0.14% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.14% |
| GNR 2013-152 SJ IO 06.0341 05/20/2041 | 0.14% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.14% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.14% |
| STACR 2020-HQA3 B2 10.1061 07/25/2050 | 0.14% |
| COMM 2014-UBS3 D P/P 144A 04.9270 06/10/2047 | 0.14% |
| INTERCONTINENTAL EXCHANGE INC 45856WSB6 DCP 05/11/2021 | 0.14% |
| FNR 2020-12 SK IO 05.9439 03/25/2050 | 0.14% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.14% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.14% |
| GNR 2017-H16 JI IO 02.4219 08/20/2067 | 0.14% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.14% |
| UKRPI P 3.665 R 12/15/28 | 0.14% |
| GNR 2016-77 SC IO 05.9841 10/20/2045 | 0.14% |
| GNR 2017-H12 QI IO 02.0047 05/20/2067 | 0.14% |
| CASH MGMT BILL 00.0000 07/13/2021 | 0.13% |
| GNR 2017-H06 BI IO 02.3864 02/20/2067 | 0.13% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.13% |
| JPY/USD 05/19/2021 SSBT | 0.13% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.13% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.13% |
| GNR 2017-H16 IO 02.2699 08/20/2067 | 0.13% |
| GNR 2017-H20 HI IO 02.1823 10/20/2067 | 0.13% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.13% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.13% |
| GNR 2015-H03 CI IO 01.7168 01/20/2065 | 0.13% |
| GNR 2017-H03 HI IO 01.5745 01/20/2067 | 0.13% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.13% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.13% |
| GNR 2015-H15 AI IO 01.8125 06/20/2065 | 0.13% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.13% |
| CAS 2016-C06 1B 09.3561 04/25/2029 | 0.13% |
| MSC 2012-C4 E P/P 144A 05.5989 03/15/2045 | 0.13% |
| GNR 2018-100 S IO 06.0841 07/20/2048 | 0.13% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.13% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.12% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.12% |
| GNR 2016-H22 AI IO 02.3452 10/20/2066 | 0.12% |
| CAS 2017-C06 2M2 02.9061 02/25/2030 | 0.12% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.12% |
| GSAA 2006-8 2A2 00.4661 05/25/2036 | 0.12% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.12% |
| GNR 2017-H06 MI IO 02.2272 02/20/2067 | 0.12% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.12% |
| GNR 2018-91 SH IO 06.1341 07/20/2048 | 0.12% |
| STACR 2018-HQA2 B2 11.1061 10/25/2048 | 0.12% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.12% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.12% |
| JPMBB 2014-C18 E P/P 144A 04.4599 02/15/2047 | 0.12% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.12% |
| GNR 2015-H08 CI IO 01.7952 03/20/2065 | 0.12% |
| MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% |
| STACR 2019-DNA2 B2 10.6061 03/25/2049 | 0.12% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.12% |
| STACR 2017-DNA1 B1 05.0561 07/25/2029 | 0.12% |
| STACR 2018-DNA3 B2 07.8561 09/25/2048 | 0.12% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.12% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.12% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.12% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.12% |
| STACR 2016-HQA3 M3 03.9561 03/25/2029 | 0.12% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.11% |
| COMM 2012-CR3 E P/P 144A 04.9082 10/15/2045 | 0.11% |
| GNR 2015-H20 BI IO 02.0952 08/20/2065 | 0.11% |
| OPTN FN30 2.5 06/07/21 CALL 103.25 JPMC | 0.11% |
| ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.11% |
| CAS 2017-C06 2B1 04.5561 02/25/2030 | 0.11% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.11% |
| GNR 2014-4 SG IO 05.9841 01/20/2044 | 0.11% |
| CWALT 2006-OA10 1A1 01.1019 08/25/2046 | 0.11% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.11% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.11% |
| GNR 2017-H09 IO IO 01.7270 04/20/2067 | 0.11% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.11% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.11% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.11% |
| GNR 2016-H04 HI IO 02.3856 07/20/2065 | 0.11% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.11% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.11% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.11% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% |
| FNR 2018-44 SA IO 06.0939 06/25/2048 | 0.10% |
| GNR 2016-H16 EI IO 02.4837 06/20/2066 | 0.10% |
| GNR 2017-H05 CI IO 02.2210 02/20/2067 | 0.10% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% |
| MSBAM 2015-C23 D P/P 144A 04.2824 07/15/2050 | 0.10% |
| GNR 2017-H03 EI IO 02.4655 01/20/2067 | 0.10% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.10% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.10% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.10% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.10% |
| COMM 2013-CR9 D P/P 144A 04.3866 07/10/2045 | 0.10% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.10% |
| SWPTN 3MX10Y P 1.77 USD 06/22/2021 JP | 0.10% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.10% |
| GNR 2018-67 SC IO 06.0841 05/20/2048 | 0.10% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.10% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.10% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.10% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.10% |
| FHR 4731 QS IO 06.0854 11/15/2047 | 0.10% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.10% |
| GNR 2015-H18 BI IO 02.3974 07/20/2065 | 0.10% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.10% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.10% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.10% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.10% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.10% |
| GNR 2019-125 SG IO 05.9341 10/20/2049 | 0.10% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.10% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.10% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.10% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.09% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.09% |
| FHR 4742 S IO 06.0854 12/15/2047 | 0.09% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.09% |
| SPRINT CORP 07.6250 03/01/2026 | 0.09% |
| STACR 2019-DNA1 B2 10.8561 01/25/2049 | 0.09% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.09% |
| ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.09% |
| GNR 2016-H18 IO IO 01.6577 08/20/2066 | 0.09% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.09% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.09% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.09% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.09% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.09% |
| GNR 2014-H25 BI IO 01.6922 12/20/2064 | 0.09% |
| STACR 2016-HQA2 M3 05.2561 11/25/2028 | 0.09% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.09% |
| GNR 2017-H11 TI IO 02.2451 04/20/2067 | 0.09% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| GNR 2014-119 SA IO 05.4841 08/20/2044 | 0.09% |
| GNR 2016-H27 EI IO 01.9682 12/20/2066 | 0.09% |
| CAD/USD 07/21/2021 GSFX | 0.09% |
| CWALT 2006-OA10 2A1 00.4861 08/25/2046 | 0.09% |
| BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.09% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.09% |
| GNR 2018-H01 IO IO 02.3326 12/20/2067 | 0.09% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.09% |
| BMIR 2017-1 B1 P/P 144A 04.8561 10/25/2027 | 0.09% |
| MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.09% |
| UKRPI P 3.385 R 11/15/24 | 0.09% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.09% |
| SWPTN 3MX5Y P 1.08 USD 06/29/2021 BC | 0.09% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.08% |
| CCMFC 2006-4A A2 00.2861 11/25/2047 | 0.08% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.08% |
| ENVISION HEALTHCARE TL L+375 03.8633 10/10/2025 | 0.08% |
| FNR 2011-101 SA IO 05.7939 10/25/2041 | 0.08% |
| GNR 2015-H23 DI IO 01.8544 09/20/2065 | 0.08% |
| GNR 2016-H14 IO IO 01.6858 06/20/2066 | 0.08% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.08% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.08% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.08% |
| GNR 2016-H08 AI IO 01.9011 08/20/2065 | 0.08% |
| GNR 2017-H11 DI IO 01.8634 05/20/2067 | 0.08% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.08% |
| JPALT 2007-A2 12A1 00.3061 06/25/2037 | 0.08% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.08% |
| STACR 2016-DNA1 B 10.1086 07/25/2028 | 0.08% |
| STICHTING AK RABOBANK REGS 02.1878 01/24/2044 | 0.08% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.08% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.08% |
| CWALT 2006-OA7 1A1 02.2483 06/25/2046 | 0.08% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.08% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.08% |
| BACM 2005-1 C 05.6647 11/10/2042 | 0.08% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.08% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.08% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.08% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.08% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.08% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.08% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.08% |
| GNR 2015-H10 BI IO 02.4981 04/20/2065 | 0.08% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.08% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% |
| ZSCALER INC. P/P 144A CV 00.1250 07/01/2025 | 0.08% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| GNR 2015-H24 AI IO 02.1388 09/20/2065 | 0.08% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.08% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.08% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.08% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.08% |
| CENGAGE LEARNING TLB L+425 05.2441 06/07/2023 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.08% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.08% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.08% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.08% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.08% |
| BURL STORE P/P CV 02.2500 04/15/2025 | 0.08% |
| CAS 2017-C03 1M2 03.1061 10/25/2029 | 0.08% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.08% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.08% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.08% |
| TWILIO INC 03.8750 03/15/2031 | 0.08% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.08% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.08% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.08% |
| SWPTN 3MX10Y P 1.79 USD 07/06/2021 BC | 0.08% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.07% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.07% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.07% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.07% |
| STACR 2017-DNA2 B1 05.2561 10/25/2029 | 0.07% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.07% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.07% |
| ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.07% |
| GNR 2017-H06 DI IO 01.7825 02/20/2067 | 0.07% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.07% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.07% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.07% |
| GNR 2017-H02 BI IO 02.4568 01/20/2067 | 0.07% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.07% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| HMIR 2019-1 M2 P/P 144A 03.3561 05/25/2029 | 0.07% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.07% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.07% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.07% |
| SPRINT CORP 07.8750 09/15/2023 | 0.07% |
| STACR 2020-HQA2 M2 03.2061 03/25/2050 | 0.07% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.07% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.07% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.07% |
| CAS 2016-C03 1M2 05.4061 10/25/2028 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| GNR 2016-H06 CI IO 01.5922 02/20/2066 | 0.07% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.07% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.07% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.07% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.07% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.07% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.07% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.07% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.07% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| GNR 2016-H17 KI IO 02.5343 07/20/2066 | 0.07% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.07% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.07% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.07% |
| SOLENIS 1STL L+400 04.1898 06/26/2025 | 0.07% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.07% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.07% |
| BWAY CORP TLB L+325 03.4426 04/03/2024 | 0.07% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.07% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.07% |
| GNR 2014-46 SA IO 05.9841 03/20/2044 | 0.07% |
| GNR 2016-H24 JI IO 02.2154 11/20/2066 | 0.07% |
| STACR 2019-DNA3 B2 08.2561 07/25/2049 | 0.07% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.07% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.07% |
| 0.05 R ISWP FWD EUR006M P 06/16/2031 | 0.07% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.07% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.07% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.07% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.07% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.07% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.07% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.06% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.06% |
| STACR 2018-HQA1 M2 02.4061 09/25/2030 | 0.06% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.06% |
| GNR 2015-H01 BI IO 01.5632 01/20/2065 | 0.06% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% |
| BALTA 2005-7 21A1 02.9893 09/25/2035 | 0.06% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.06% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.06% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.06% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.06% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.06% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.06% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.06% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.06% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.06% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.06% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.06% |
| CPTFEMU P 1.71 R 07/15/37 | 0.06% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.06% |
| LABORATOIRE EIMER SELAS REGS 05.0000 02/01/2029 | 0.06% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.06% |
| CAS 2017-C07 1B1 04.1061 05/25/2030 | 0.06% |
| DATADOG INC P/P 144A CV 00.1250 06/15/2025 | 0.06% |
| L BRANDS INC. 06.8750 11/01/2035 | 0.06% |
| LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.06% |
| STACR 2017-DNA3 B1 04.5561 03/25/2030 | 0.06% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.06% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.06% |
| CAS 2017-C05 1B1 03.7061 01/25/2030 | 0.06% |
| CAS 2018-C06 2B1 04.2061 03/25/2031 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.06% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.06% |
| MOTION BONDCO DAC REGS 04.5000 11/15/2027 | 0.06% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.06% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.06% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.06% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.06% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.06% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.06% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.06% |
| FHR 3919 SA IO 06.3854 09/15/2041 | 0.06% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.06% |
| ONE CALL TLB L+550 06.2500 04/07/2027 | 0.06% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.06% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% |
| CAS 2020-SBT1 1B1 06.8561 02/25/2040 | 0.06% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.06% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.06% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.06% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.06% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.06% |
| SCIH SALT TLB L+400 04.1150 03/16/2027 | 0.06% |
| INTEGRA LIFE CV 00.5000 08/15/2025 | 0.06% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.06% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.06% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.06% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.06% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.06% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.06% |
| AUDACY CAPITAL CORP P/P 144A 06.5000 05/01/2027 | 0.05% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.05% |
| GNR 2014-H06 BI IO 01.4649 02/20/2064 | 0.05% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.05% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.05% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.05% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.05% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.05% |
| CASH MGMT BILL 00.0000 08/24/2021 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.05% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.05% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.05% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.05% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.05% |
| SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.05% |
| SWPTN 3MX10Y P 1.81 USD 06/18/2021 JP | 0.05% |
| TERRIER MEDIA BUYER IN L+350 03.6133 12/17/2026 | 0.05% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.05% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.05% |
| GBP/USD 06/16/2021 SSBT | 0.05% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.05% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.05% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.05% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.05% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.05% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.05% |
| AUDACY CAPITAL CORP P/P 144A 06.7500 03/31/2029 | 0.05% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.05% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.05% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| GNR 2014-60 SE IO 05.9841 04/20/2044 | 0.05% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.05% |
| ORTHO-CLINICAL DIAGNOS L+325 03.3611 06/30/2025 | 0.05% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.05% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.05% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.05% |
| UKRPI P 3.34 R 03/15/28 | 0.05% |
| UKRPI P 3.4025 R 03/15/28 | 0.05% |
| BENTLEY SYSTE P/P 144A CV 00.1250 01/15/2026 | 0.05% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% |
| CLUBCORP TLB L+275 02.9525 09/18/2024 | 0.05% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.05% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.05% |
| L BRANDS INC 07.5000 06/15/2029 | 0.05% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.05% |
| PG&E CORPORATION 05.0000 07/01/2028 | 0.05% |
| QVC INC 04.3750 09/01/2028 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.05% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.05% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.05% |
| SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.05% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.05% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.05% |
| TWILIO INC 03.6250 03/15/2029 | 0.05% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.05% |
| CONTINENTAL RESOURCES 03.8000 06/01/2024 | 0.05% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.05% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.05% |
| ISTAR INC 04.7500 10/01/2024 | 0.05% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.05% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.05% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.05% |
| TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.05% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.05% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.05% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.05% |
| LIBERTY MEDIA | 0.05% |
| ORGANON FIN 1 LLC P/P 144A 04.1250 04/30/2028 | 0.05% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.05% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.05% |
| UNITED AIRLINES TLB L+375 04.5000 04/14/2028 | 0.05% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.05% |
| CLEAR CHANNEL OUTDOOR L+350 03.6854 08/21/2026 | 0.05% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.05% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.05% |
| ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.05% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.05% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.05% |
| STACR 2019-HQA2 B2 11.3561 04/25/2049 | 0.05% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.05% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.05% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.05% |
| FHS 311 S1 IO 05.8354 08/15/2043 | 0.05% |
| FHS 326 S2 IO 05.8354 03/15/2044 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.05% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.05% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.05% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.05% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.05% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.05% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.05% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.04% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.04% |
| FHR 5011 SA IO 06.1439 09/25/2050 | 0.04% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| ISTAR INC 05.5000 02/15/2026 | 0.04% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.04% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.04% |
| STACR 2019-FTR3 B2 04.9086 09/25/2047 | 0.04% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.04% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.04% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.04% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% |
| CAS 2017-C07 2B1 04.5561 05/25/2030 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.04% |
| FNR 2010-35 SG IO 06.2939 04/25/2040 | 0.04% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.04% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.04% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.04% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.04% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.04% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.04% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.04% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.04% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.04% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.04% |
| GNR 2013-182 SY IO 05.9841 12/20/2043 | 0.04% |
| GNR 2014-58 SA IO 05.9841 04/20/2044 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.04% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.04% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.04% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.04% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.04% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.04% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.04% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.04% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.04% |
| CAS 2016-C04 1B 10.3561 01/25/2029 | 0.04% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.04% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.04% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.04% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.04% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.04% |
| 1.765 R ISWP US0003M P 04/01/2031 | 0.04% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.04% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| CMLTI 2007-AMC3 A2B 00.2861 03/25/2037 | 0.04% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.04% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.04% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.04% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.04% |
| DELIVERY HERO AG REGS 01.5000 01/15/2028 | 0.04% |
| FHR 5004 SG IO 05.9939 08/25/2050 | 0.04% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.04% |
| AKZO NOBEL CHEMICALS T L+275 02.8650 10/01/2025 | 0.04% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| CAS 2017-C07 2M2 02.6061 05/25/2030 | 0.04% |
| ELANCO ANIMAL HLTH TLB L+175 01.8601 02/04/2027 | 0.04% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.04% |
| GNR 2020-15 CS IO 05.9341 02/20/2050 | 0.04% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.04% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.04% |
| OMIR 2017-1A M2 P/P 144A 04.1061 04/25/2027 | 0.04% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.04% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.04% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.04% |
| CFMT 2019-HB1 M5 P/P 144A 06.0000 12/25/2029 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.04% |
| OVINTIV INC 06.6250 08/15/2037 | 0.04% |
| PINDUODUO INC USD 00.0000 12/01/2025 | 0.04% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.04% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.04% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.04% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.04% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.04% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| AIR METHODS CORPORATIO L+350 04.5000 04/12/2024 | 0.04% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.04% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.04% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.04% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.04% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.04% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.04% |
| SWPTN 3MX10Y R 1.79 USD 07/06/2021 BC | 0.04% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.04% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% |
| FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.03% |
| GNR 2010-20 SC IO 06.0341 02/20/2040 | 0.03% |
| GNR 2020-63 PS IO 05.9841 04/20/2050 | 0.03% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.03% |
| REVANCE THERA CV 01.7500 02/15/2027 | 0.03% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% |
| TENNECO AUTOMOTIVE TL L+300 03.1133 10/01/2025 | 0.03% |
| APACHE CORP 05.1000 09/01/2040 | 0.03% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.03% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.03% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.03% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.03% |
| GNR 2013-129 SN IO 06.0341 09/20/2043 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.03% |
| NOK/USD 06/16/2021 GSFX | 0.03% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.03% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.03% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.03% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.03% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.03% |
| 1.57 R ISWP US0003M P 04/20/2031 | 0.03% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.03% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% |
| GNR 2013-99 VS IO 05.9844 07/16/2043 | 0.03% |
| GNR 2019-99 KS IO 05.9341 08/20/2049 | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.03% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.03% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.03% |
| UKRPI P 3.34 R 02/15/28 | 0.03% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.03% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.03% |
| ARDAGH METAL PAC P/P 144A 03.2500 09/01/2028 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| GARDA WORLD TLB 1L L+425 04.3600 10/30/2026 | 0.03% |
| GNR 2019-78 SJ IO 05.9341 06/20/2049 | 0.03% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.03% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.03% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.03% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.03% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.03% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.03% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.03% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.03% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% |
| ZAYO GROUP HLDG INC L+300 03.1133 03/09/2027 | 0.03% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.03% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.03% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.03% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% |
| TOTAL SE REGS 00.5000 12/02/2022 | 0.03% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.03% |
| CAS 2018-C04 2B1 04.6061 12/25/2030 | 0.03% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.03% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.03% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.03% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.03% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| STRU BMOC-8710 SA IO 06.0341 07/20/2050 | 0.03% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.03% |
| 1.736 R ISWP US0003M P 04/21/2031 | 0.03% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.03% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CAS 2018-C06 2M2 02.2061 03/25/2031 | 0.03% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| FHR 4945 SL IO 05.9439 01/25/2050 | 0.03% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.03% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.03% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.03% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.03% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.03% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.03% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.03% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.03% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.03% |
| STACR 2018-HQA2 B1 04.3561 10/25/2048 | 0.03% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.03% |
| BMIR 2018-2A B1 P/P 144A 02.7561 08/25/2028 | 0.03% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.03% |
| EUR/USD 06/16/2021 UBS | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.03% |
| OPTN FN30 2.0 06/07/21 CALL 100.546875 JPMC | 0.03% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.03% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.03% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.03% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.03% |
| WELBILT TLB L+250 02.6110 10/23/2025 | 0.03% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.03% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.03% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.02% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.02% |
| CENTENE CORP 03.0000 10/15/2030 | 0.02% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.02% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.02% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.02% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.02% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.02% |
| AADVANTAGE 1L TL L+475 05.5000 03/24/2028 | 0.02% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| FNR 2019-57 KS IO 05.9439 10/25/2049 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| THYELE TL B 1L USD L+425 04.4776 06/30/2027 | 0.02% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.02% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.02% |
| ADIENT TLB L+350 03.6085 04/08/2028 | 0.02% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.02% |
| BOEING CO 05.9300 05/01/2060 | 0.02% |
| CAD/USD 07/21/2021 UBS | 0.02% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.02% |
| CAS 2019-R04 2B1 05.3561 06/25/2039 | 0.02% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.02% |
| EMIR 2020-1 B1 P/P 144A 02.9561 01/25/2030 | 0.02% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.02% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.02% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% |
| STACR 2019-HQA1 B2 12.3561 02/25/2049 | 0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.02% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.02% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% |
| FHR 4839 WS IO 05.9854 08/15/2056 | 0.02% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.02% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.02% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.02% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| CWALT 2005-38 A3 00.8061 09/25/2035 | 0.02% |
| FNR 2006-8 HP 24.1775 03/25/2036 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| MCAS 2020-01 M10 P/P 144A 03.8561 03/25/2050 | 0.02% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.02% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% |
| CAS 2018-C02 2M2 02.3061 08/25/2030 | 0.02% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| FNR 2012-36 SN IO 06.3439 04/25/2042 | 0.02% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| ORGANON FIN 1 LLC P/P 144A 05.1250 04/30/2031 | 0.02% |
| SEA LTD P/P 144A 02.3750 12/01/2025 | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% |
| STACR 2020-DNA4 B2 10.1061 08/25/2050 | 0.02% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.02% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.02% |
| UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.02% |
| UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.02% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% |
| 1.734 R ISWP US0003M P 04/07/2031 | 0.02% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.02% |
| EUR/USD 06/16/2021 JPMCB | 0.02% |
| EUR/USD 06/16/2021 MSCIL | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.02% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.02% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.02% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.02% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.02% |
| CAS 2015-C02 2M2 04.1061 05/25/2025 | 0.02% |
| CAS 2016-C05 2B 10.8561 01/25/2029 | 0.02% |
| CAS 2018-C03 1B1 03.8561 10/25/2030 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CPURNSA R 2.4275 P 03/23/31 | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| GBP/USD 06/16/2021 CITI | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| GNR 2019-83 SY IO 05.9841 07/20/2049 | 0.02% |
| GNR 2019-96 SY IO 05.9841 08/20/2049 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.02% |
| BSCMS 2007-T26 AJ 05.5405 01/12/2045 | 0.02% |
| CAS 2016-C03 2M2 06.0061 10/25/2028 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.02% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| NIO INC P/P 144A 00.5000 02/01/2027 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| UKRPI P 3.3875 R 03/15/28 | 0.02% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.02% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.02% |
| 21VIANET GROUP INC P/P 144A 00.0000 02/01/2026 | 0.02% |
| CAS 2015-C01 2M2 04.6561 02/25/2025 | 0.02% |
| CAS 2019-R01 2M2 02.5561 07/25/2031 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| DISH NETWORK P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| FNR 2015-42 LS IO 06.0939 06/25/2045 | 0.02% |
| FNR 2019-5 SA IO 05.9939 03/25/2049 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2012-H29 AI IO 01.3986 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.3986 10/20/2062 | 0.02% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| GNR 2018-139 SA IO 06.0341 10/20/2048 | 0.02% |
| SABRE GLBL P/P CV 04.0000 04/15/2025 | 0.02% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.02% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.02% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.02% |
| CAS 2018-C05 1B1 04.3561 01/25/2031 | 0.02% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| CPURNSA R 2.45 P 03/23/31 | 0.02% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.02% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.02% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.02% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.02% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.02% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.02% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.02% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 0.01% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| OMIR 2019-1A B1B 04.4561 07/25/2029 | 0.01% |
| RH CV 00.0000 09/15/2024 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.01% |
| MICROSTRATEGY P/P 144A CV 00.0000 02/15/2027 | 0.01% |
| NOK/USD 06/16/2021 TDBK | 0.01% |
| STACR 2017-HQA1 M2 03.6561 08/25/2029 | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| CAS 2015-C02 1M2 04.1061 05/25/2025 | 0.01% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.01% |
| DICK'S SPORT CV 03.2500 04/15/2025 | 0.01% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.01% |
| EUR/USD 06/16/2021 HSBCB | 0.01% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.01% |
| FNR 2019-43 JS IO 05.9439 08/25/2049 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| JPMCC 2013-LC11 D 04.3056 04/15/2046 | 0.01% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.01% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.01% |
| SNAP INC CV 00.7500 08/01/2026 | 0.01% |
| STACR 2014-DN1 M3 04.6061 02/25/2024 | 0.01% |
| STACR 2020-DNA5 B2 11.5100 10/25/2050 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% |
| CAS 2018-C06 1B1 03.8561 03/25/2031 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.01% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| OMIR 2019-1A B1A 03.6061 07/25/2029 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| -0.16 R ISWP FWD CHL6M P 06/16/2031 | 0.01% |
| 1.9965 R ISWP US0003M P 04/21/2051 | 0.01% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.01% |
| CAD/USD 07/21/2021 HSBCB | 0.01% |
| CAD/USD 07/21/2021 WPAC | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FIVERR INTL LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| FNR 2019-73 SC IO 05.9439 12/25/2049 | 0.01% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| SEK/USD 06/16/2021 MSCIL | 0.01% |
| STACR 2020-DNA3 B2 09.4561 06/25/2050 | 0.01% |
| TALEND SA P/P CV 01.7500 09/01/2024 | 0.01% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.01% |
| 0.77 R ISWP FWD SES3M P 06/16/2031 | 0.01% |
| CAS 2017-C04 2M2 02.9561 11/25/2029 | 0.01% |
| CAS 2020-SBT1 1M2 03.7561 02/25/2040 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| COMM 2014-CR16 C 05.0907 04/10/2047 | 0.01% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.01% |
| DIVERSEY TL L+300 03.1854 09/06/2024 | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% |
| GNR 2010-68 SD IO 06.4641 06/20/2040 | 0.01% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| MTW FOODSERVICE ESCR 09.5000 02/15/2024 | 0.01% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SPST 2020-6 A 01.8561 09/07/2021 | 0.01% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.01% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.01% |
| 1.534 R ISWP US0003M P 04/19/2031 | 0.01% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.01% |
| CAS 2015-C03 2M2 05.1061 07/25/2025 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% |
| CENTENE CORP 04.6250 12/15/2029 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| FHR 3408 EK 25.3318 04/15/2037 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.01% |
| FHR 4937 MS IO 05.9439 12/25/2049 | 0.01% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% |
| FNR 2019-38 SC IO 05.9439 07/25/2049 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.5485 02/10/2046 | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| NEXITY SA CV PFD | 0.01% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.01% |
| 1.0241 R ISWP US0003M P 04/08/2026 | 0.01% |
| 1.35 R ISWP FWD SOFRRATE P 06/16/2031 | 0.01% |
| CAS 2019-R03 1B1 04.2061 09/25/2031 | 0.01% |
| CHF/USD 06/16/2021 BANKAM | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| DBUBS 2011-LC2A D P/P 144A 05.6161 07/10/2044 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| GBP/USD 06/16/2021 CSI-FX | 0.01% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IQIYI INC P/P USD 02.0000 04/01/2025 | 0.01% |
| JPMBB 2013-C12 C 04.2356 07/15/2045 | 0.01% |
| JPY/USD 05/19/2021 GSFX | 0.01% |
| JPY/USD 05/19/2021 WPAC | 0.01% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.01% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.01% |
| STACR 2014-HQ3 M3 04.8561 10/25/2024 | 0.01% |
| SWPTN 1MX10Y R 1.75 USD 05/06/2021 GS | 0.01% |
| SWPTN 3MX2Y P 0.271 USD 06/04/2021 CI | 0.01% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.01% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.01% |
| 1.0161 R ISWP US0003M P 04/08/2026 | 0.01% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.01% |
| 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.01% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| COMM 2014-CR17 E P/P 144A 05.0082 05/10/2047 | 0.01% |
| CPURNSA R 2.51 P 04/01/31 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CSMC 2007-C4 C P/P 144A 05.9096 09/15/2039 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| EQT CORP 05.0000 01/15/2029 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.01% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| GNR 2016-77 SL IO 06.0341 03/20/2043 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.01% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.01% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| RMIR 2020-2 B1 07.7061 10/25/2030 | 0.01% |
| STACR 2019-DNA1 M2 02.7561 01/25/2049 | 0.01% |
| STEARNS HOLDINGS LLC CLASS B | 0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.01% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.01% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.01% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.01% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| 1.5665 R ISWP US0003M P 04/29/2031 | 0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.00% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CPURNSA R 2.515 P 04/01/31 | 0.00% |
| EUR/USD 06/16/2021 BANKAM | 0.00% |
| EUR/USD 06/16/2021 RBSF | 0.00% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.00% |
| FNR 2013-18 SB IO 06.0439 10/25/2041 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.00% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| HUSKY INJECTION MOLDIN L+300 03.2666 03/28/2025 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.00% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.00% |
| OVINTIV EXPLORATION INC 05.7500 01/30/2022 | 0.00% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.00% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.00% |
| SPRINT CORP 07.2500 09/15/2021 | 0.00% |
| STACR 2018-DNA1 B1 03.2561 07/25/2030 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.00% |
| TAMKO BUILDING PRODUCT L+300 03.1581 05/03/2026 | 0.00% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.00% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.00% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.00% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.00% |
| WAMU 2005-AR10 1A3 03.0905 09/25/2035 | 0.00% |
| WAMU 2005-AR13 A1C3 01.0861 10/25/2045 | 0.00% |
| 1.08 R ISWP FWD US0003M P 07/01/2026 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.5865 R ISWP US0003M P 04/19/2031 | 0.00% |
| 1.96 R ISWP FWD NFIX3MID P 06/16/2031 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CAS 2015-C01 1M2 04.4061 02/25/2025 | 0.00% |
| CAS 2020-R02 2B1 03.1061 01/25/2040 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| FNR 2017-87 KI IO 05.0000 06/25/2041 | 0.00% |
| GBP/USD 06/16/2021 HSBCB | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.00% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.00% |
| HCA INC. 05.3750 09/01/2026 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MRAFT 2020-4 A1 01.4605 04/23/2023 | 0.00% |
| MWST 2019-1 A 00.9061 06/25/2052 | 0.00% |
| NOK/USD 06/16/2021 BANKAM | 0.00% |
| NOK/USD 06/16/2021 JPMCB | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 12/10/2025 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2019-DNA2 M2 02.5561 03/25/2049 | 0.00% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.00% |
| WR GRACE TLB3 L+200 02.1074 03/30/2028 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.51882 R ISWP US0003M P 03/02/2031 | 0.00% |
| 1.5675 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.00% |
| CORNERSTONE TLB L+325 03.4490 04/12/2028 | 0.00% |
| EQUINIX INC 05.3750 05/15/2027 | 0.00% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| FNR 2005-83 QP 17.1181 11/25/2034 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2018-86 DS IO 05.9939 12/25/2048 | 0.00% |
| FSPC T-57 1AX IO 00.3787 07/25/2043 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| ISTAR INC. 04.2500 08/01/2025 | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.2169 07/15/2046 | 0.00% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.00% |
| NETFLIX INC 04.8750 04/15/2028 | 0.00% |
| NOK/USD 06/16/2021 UBS | 0.00% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.00% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.00% |
| SCIENTIFIC GAMES CORP L+275 02.8633 08/14/2024 | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TENNECO INC P/P 144A 05.1250 04/15/2029 | 0.00% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.00% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.00% |
| 1.5355 R ISWP US0003M P 04/27/2031 | 0.00% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| AUD/USD 07/21/2021 TDBK | 0.00% |
| BALTA 2005-8 21A1 02.5513 10/25/2035 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| CAS 2016-C05 2M2 04.5561 01/25/2029 | 0.00% |
| CAS 2018-C01 1M2 02.3561 07/25/2030 | 0.00% |
| CHF/USD 06/16/2021 GSFX | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2996 06/25/2042 | 0.00% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.00% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.00% |
| IHEARTMEDIA TLB L+300 03.1133 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JPY/USD 05/19/2021 RBSF | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.00% |
| MSBAM 2013-C11 D P/P 144A 04.4966 08/15/2046 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.00% |
| OVINTIV INC 07.3750 11/01/2031 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| SINCLAIR BROADCAST GRO L+325 03.3700 08/24/2026 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 1MX10Y R 1.717 USD 05/12/2021 CI | 0.00% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.00% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.00% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.00% |
| 0.501 R ISWP FWD EUR006M P 06/16/2051 | 0.00% |
| 0.9935 R ISWP US0003M P 04/09/2026 | 0.00% |
| 1.70 R ISWP US0003M P 04/09/2031 | 0.00% |
| 1.82 R ISWP FWD NOKOIB6M P 06/16/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 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.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MWST 2020-2 A 00.9061 11/25/2053 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.00% |
| STACR 2018-HQA2 M2 02.4061 10/25/2048 | 0.00% |
| SWPTN 1MX10Y P 1.583 USD 05/19/2021 CI | 0.00% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.00% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.00% |
| -0.301 R ISWP FWD EUR006M P 06/16/2026 | 0.00% |
| -0.501 R ISWP FWD EUR006M P 06/16/2023 | 0.00% |
| 0.101 R ISWP FWD EUR006M P 06/16/2031 | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.291 R ISWP US0003M P 04/09/2023 | 0.00% |
| 0.9395 R ISWP US0003M P 04/15/2026 | 0.00% |
| 1.627 R ISWP US0003M P 04/30/2031 | 0.00% |
| 1.631 R ISWP US0003M P 04/16/2031 | 0.00% |
| 1.64 R ISWP US0003M P 05/04/2031 | 0.00% |
| 2.011 R ISWP US0003M P 04/15/2041 | 0.00% |
| 2.074 R ISWP US0003M P 04/15/2051 | 0.00% |
| AUD/USD 07/21/2021 BANKAM | 0.00% |
| AUD/USD 07/21/2021 HSBCB | 0.00% |
| CAD/USD 07/21/2021 TDBK | 0.00% |
| CHC GROUP LLC SEDOL BYXD3K4 | 0.00% |
| CHF/USD 06/16/2021 BCAP-FX | 0.00% |
| CHF/USD 06/16/2021 CSI-FX | 0.00% |
| CHF/USD 06/16/2021 HSBCB | 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.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| FNR 2001-50 BI IO 00.3838 10/25/2041 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| GBP/USD 06/16/2021 BANKAM | 0.00% |
| GBP/USD 06/16/2021 JPMCB | 0.00% |
| GBP/USD 06/16/2021 UBS | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 05/20/2021 GSFX | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| NZD/USD 07/21/2021 BCAP-FX | 0.00% |
| SEK/USD 06/16/2021 BANKAM | 0.00% |
| SEK/USD 06/16/2021 BCAP-FX | 0.00% |
| SEK/USD 06/16/2021 JPMCB | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.00% |
| 1.7275 R ISWP US0003M P 03/31/2031 | -0.00% |
| 1.9515 R ISWP US0003M P 04/19/2051 | -0.00% |
| 1.9765 R ISWP US0003M P 04/20/2051 | -0.00% |
| 1.991 R ISWP US0003M P 04/23/2051 | -0.00% |
| CAD/USD 07/21/2021 BANKAM | -0.00% |
| CHF/USD 06/16/2021 JPMCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| GBP/USD 06/16/2021 BCAP-FX | -0.00% |
| GBP/USD 06/16/2021 MSCIL | -0.00% |
| GBP/USD 06/16/2021 TDBK | -0.00% |
| SEK/USD 06/16/2021 RBSF | -0.00% |
| SEK/USD 06/16/2021 TDBK | -0.00% |
| SWPTN 1MX5Y P 0.962 USD 05/26/2021 CI | -0.00% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | -0.00% |
| 0.2875 R ISWP US0003M P 04/15/2023 | -0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | -0.00% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.00% |
| AUD/USD 07/21/2021 JPMCB | -0.00% |
| AUD/USD 07/21/2021 MSCIL | -0.00% |
| AUD/USD 07/21/2021 RBSF | -0.00% |
| CHF/USD 06/16/2021 TDBK | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| NOK/USD 06/16/2021 MSCIL | -0.00% |
| NZD/USD 07/21/2021 MSCIL | -0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.76 R ISWP FWD AUDBB6M P 06/16/2031 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| AUD/USD 07/21/2021 CITI | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SEK/USD 06/16/2021 UBS | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 1.5755 R ISWP US0003M P 04/29/2031 | -0.00% |
| AUD/USD 07/21/2021 GSFX | -0.00% |
| CAD/USD 07/21/2021 BCAP-FX | -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 MS | -0.00% |
| SWPTN 1MX5Y R 0.962 USD 05/26/2021 CI | -0.00% |
| 0.279 R ISWP US0003M P 04/01/2023 | -0.00% |
| 0.93 R ISWP FWD SONIA P 06/16/2031 | -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.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 06/16/2021 WPAC | -0.00% |
| NOK/USD 06/16/2021 SSBT | -0.00% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.00% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.00% |
| CAD/USD 07/21/2021 CITI | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 06/16/2021 GSFX | -0.01% |
| JPY/USD 05/19/2021 JPMCB | -0.01% |
| NZD/USD 07/21/2021 CITI | -0.01% |
| NZD/USD 07/21/2021 UBS | -0.01% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | -0.01% |
| 1.66091 R ISWP US0003M P 05/04/2031 | -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.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| SEK/USD 06/16/2021 GSFX | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.01% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.01% |
| 1.30 R ISWP FWD US0003M P 06/16/2028 | -0.01% |
| 1.5614 R ISWP US0003M P 04/28/2031 | -0.01% |
| 1.5625 R ISWP US0003M P 04/28/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CPURNSA P 2.496 R 04/01/26 | -0.01% |
| 1.998 R ISWP US0003M P 04/26/2051 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/16/2021 WPAC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.5645 R ISWP US0003M P 04/20/2031 | -0.01% |
| AUD/USD 07/21/2021 UBS | -0.01% |
| CHF/USD 06/16/2021 SSBT | -0.01% |
| CHF/USD 06/16/2021 UBS | -0.01% |
| NZD/USD 07/21/2021 HSBCB | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | -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% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| CAD/USD 07/21/2021 RBSF | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| CAD/USD 07/21/2021 CSI-FX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 1MX10Y R 1.583 USD 05/19/2021 CI | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% |
| EUR/USD 06/16/2021 CITI | -0.02% |
| GBP/USD 06/16/2021 RBSF | -0.02% |
| JPY/USD 05/19/2021 CITI | -0.02% |
| JPY/USD 05/19/2021 TDBK | -0.02% |
| SWPTN 1MX10Y P 1.717 USD 05/12/2021 CI | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.02% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.02% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.02% |
| AUD/USD 07/21/2021 SSBT | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| EUR/USD 06/16/2021 BCAP-FX | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -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% |
| OPTN FN30 2.0 06/07/21 PUT 100.546875 JPMC | -0.02% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.02% |
| 1.91 R ISWP FWD CDOR03 P 06/16/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 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% |
| NZD/USD 07/21/2021 WPAC | -0.02% |
| SWPTN 1MX10Y P 1.75 USD 05/06/2021 GS | -0.02% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.02% |
| EUR/USD 06/16/2021 GSFX | -0.02% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.02% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NZD/USD 07/21/2021 SSBT | -0.02% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | -0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| SEK/USD 06/16/2021 SSBT | -0.02% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.02% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.02% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.02% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA P 2.28 R 02/25/31 | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 1.7665 R ISWP US0003M P 04/01/2031 | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.02% |
| CAD/USD 07/21/2021 JPMCB | -0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA P 2.51 R 03/23/26 | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% |
| EUR/USD 06/16/2021 TDBK | -0.03% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.03% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| JPY/USD 05/19/2021 BANKAM | -0.03% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.03% |
| NZD/USD 07/21/2021 RBSF | -0.03% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.03% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.03% |
| CPURNSA P 2.281 R 02/24/31 | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| 1.5324 R ISWP US0003M P 03/05/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CPURNSA P 2.278 R 02/25/31 | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.03% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.03% |
| CPURNSA P 2.2675 R 02/25/31 | -0.03% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.03% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.03% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.03% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| NZD/USD 07/21/2021 GSFX | -0.03% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CPURNSA P 2.3285 R 03/11/31 UB | -0.03% |
| CPURNSA P 2.445 R 03/23/26 | -0.03% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.03% |
| EUR/USD 06/16/2021 SSBT | -0.03% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.04% |
| JPY/USD 05/19/2021 BCAP-FX | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CPURNSA P 2.53 R 04/01/26 | -0.04% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CPURNSA P 2.351 R 03/05/31 | -0.04% |
| SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -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 GS | -0.04% |
| CPURNSA P 2.35 R 03/05/31 | -0.04% |
| CAD/USD 07/21/2021 SSBT | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -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 GS | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% |
| JPY/USD 05/19/2021 HSBCB | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.05% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.05% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.05% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.05% |
| JPY/USD 05/19/2021 UBS | -0.05% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.05% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.05% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.05% |
| JPY/USD 05/19/2021 MSCIL | -0.05% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.06% |
| CPURNSA P 2.286 R 02/24/31 | -0.06% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.06% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.06% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.06% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.06% |
| UKRPI R 3.4425 P 07/15/49 | -0.06% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.06% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.06% |
| OPTN FN30 2.5 06/07/21 PUT 103.25 JPMC | -0.06% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.07% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.07% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.07% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.07% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.07% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.07% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.07% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.07% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.07% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.07% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.07% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.07% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.08% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.08% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.08% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.08% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.08% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.08% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.08% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.08% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.08% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.09% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.09% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.09% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.09% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.09% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.09% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.09% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.09% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.09% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.09% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.09% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.10% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.10% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.10% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.10% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.10% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.10% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.11% |
| GNMA GII30 TBA 03.5000 05/01/2051 | -0.11% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.12% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.12% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.13% |
| US 10YR ULTRA FUT JUN21 UXYM1 | -0.13% |
| 1.242 R ISWP US0003M P 04/29/2051 | -0.14% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.15% |
| 1.735 R ISWP FWD US0003M P 04/15/2031 | -0.17% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.17% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.17% |
| SWPTN 3MX5Y R 1.08 USD 06/29/2021 BC | -0.17% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.17% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.18% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.19% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.19% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.20% |
| SWPTN 3MX10Y R 1.81 USD 06/18/2021 JP | -0.20% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.23% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.23% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.25% |
| SWPTN 3MX10Y R 1.77 USD 06/22/2021 JP | -0.26% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.27% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.28% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.29% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.31% |
| CPURNSA P 1.586 R 06/30/30 | -0.34% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.37% |
| CPTFEMU P 1.13 R 05/15/50 | -0.42% |
| CPURNSA P 1.6625 R 07/10/30 | -0.45% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.48% |
| CPTFEMU P 0.935 R 05/15/40 | -0.59% |
| CPTFEMU P 0.93 R 05/15/40 | -0.60% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.73% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.76% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.80% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2051 | -1.92% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.93% |
| US 5YR NOTE (CBT) JUN21 FVM1 | -12.64% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -140.72% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 11.76% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 6.95% |
| FNMA FN30 TBA UMBS 04.0000 04/01/2051 | 6.83% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2051 | 5.14% |
| FNMA FN30 TBA UMBS 03.5000 04/01/2051 | 2.70% |
| GNMA GII30 TBA 04.0000 04/01/2051 | 2.35% |
| TREASURY BILL 00.0000 04/08/2021 | 1.88% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 1.75% |
| FNMA FN30 TBA UMBS 02.5000 04/01/2051 | 1.65% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.55% |
| TREASURY BILL 00.0000 05/13/2021 | 1.49% |
| TREASURY BILL 00.0000 08/05/2021 | 1.27% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2051 | 1.14% |
| TREASURY BILL 00.0000 04/15/2021 | 1.14% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 1.03% |
| TREASURY BILL 00.0000 06/03/2021 | 1.03% |
| SWPTN 3MX10Y P 1.167 USD 04/13/2021 JP | 0.99% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.92% |
| FNMA FN30 TBA UMBS 05.5000 04/01/2051 | 0.90% |
| ENERGY TRANSFER OPERATING LP 29277ER14 DCP 04/01/2021 | 0.88% |
| GENERAL MOTORS FINANCIAL CO I 37046TR14 DCP 04/01/2021 | 0.88% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.84% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.84% |
| ROMULUS FUNDING CORP 77619ER10 DCP 04/01/2021 | 0.77% |
| TREASURY BILL 00.0000 06/01/2021 | 0.72% |
| FMC CORP 34410WR12 DCP 04/01/2021 | 0.70% |
| CAS 2017-C02 2B1 05.6086 09/25/2029 | 0.69% |
| GNR 2021-57 SD IO 06.1940 03/20/2051 | 0.62% |
| CAS 2016-C02 1B 12.3586 09/25/2028 | 0.60% |
| CASH MGMT BILL 00.0000 07/27/2021 | 0.60% |
| FNMA FN30 TBA UMBS 04.5000 04/01/2051 | 0.57% |
| CASH MGMT BILL 00.0000 07/20/2021 | 0.56% |
| CAS 2015-C04 1M2 05.8086 04/25/2028 | 0.56% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.54% |
| CRC FUNDING LLC 12619TTH7 DCP 06/17/2021 | 0.52% |
| REALTY INCOME CORP 75611MSC9 DCP 05/12/2021 | 0.52% |
| TREASURY BILL 00.0000 05/25/2021 | 0.52% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.52% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.49% |
| CFCRE 2011-C2 E P/P 144A 05.7582 12/15/2047 | 0.48% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.47% |
| CWALT 2005-59 1A1 00.7709 11/20/2035 | 0.47% |
| PLAINS MIDSTREAM CANADA ULC 72651VR12 DCP 04/01/2021 | 0.47% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.46% |
| CASH MGMT BILL 00.0000 07/06/2021 | 0.44% |
| OMIR 2018-1A M2 02.9586 07/25/2028 | 0.43% |
| PROVINCIA DE CORDOBA REGS 03.0000 06/01/2027 | 0.43% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.43% |
| STACR 2015-DNA3 B 09.4586 04/25/2028 | 0.43% |
| NATIONAL GRID PLC 63627TR58 DCP 04/05/2021 | 0.42% |
| STACR 2015-DNA2 B 07.6586 12/25/2027 | 0.42% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.41% |
| WFRBS 2012-C10 D P/P 144A 04.4274 12/15/2045 | 0.39% |
| FHR 5051 BI IO 03.0000 11/25/2050 | 0.39% |
| REPUBLIC OF GHANA P/P 144A 07.7500 04/07/2029 | 0.39% |
| GSMS 2014-GC24 D P/P 144A 04.5320 09/10/2047 | 0.37% |
| WFRBS 2013-C15 D P/P 144A 04.4646 08/15/2046 | 0.36% |
| ENBRIDGE US INC 29251URL4 DCP 04/20/2021 | 0.35% |
| ENBRIDGE US INC 29251URS9 DCP 04/26/2021 | 0.35% |
| FIDELITY NATIONAL INFORMATION 31621YRG6 DCP 04/16/2021 | 0.35% |
| HYUNDAI CAPITAL AMERICA 44890MR61 DCP 04/06/2021 | 0.35% |
| MID-AMERICA APARTMENTS LP 59524NRD6 DCP 04/13/2021 | 0.35% |
| MITSUBISHI UFJ TRUST & BANKIN 60682YU28 DCP 07/02/2021 | 0.35% |
| NASDAQ INC 63111ER88 DCP 04/08/2021 | 0.35% |
| NATIONAL GRID NORTH AMERICA I 63627ARG5 DCP 04/16/2021 | 0.35% |
| VW CREDIT INC 91842JRC5 DCP 04/12/2021 | 0.35% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.35% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.34% |
| INTERCONTINENTAL EXCHANGE INC 45856WTN9 DCP 06/22/2021 | 0.33% |
| TREASURY BILL 00.0000 05/06/2021 | 0.33% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.33% |
| CAS 2016-C03 1B 11.8586 10/25/2028 | 0.33% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.33% |
| SAMI 2006-AR7 A1A 00.3186 08/25/2036 | 0.32% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.32% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.32% |
| GNR 2018-H03 XI IO 02.3330 02/20/2068 | 0.32% |
| CWALT 2006-OA10 4A1 00.4886 08/25/2046 | 0.31% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.30% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.30% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.29% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.29% |
| GNR 2016-H23 NI IO 02.3613 10/20/2066 | 0.29% |
| CAS 2019-HRP1 B1 09.3586 11/25/2039 | 0.29% |
| CMLTI 2007-AMC3 A2D 00.4586 03/25/2037 | 0.29% |
| FNR 2018-38 SA IO 06.0914 06/25/2048 | 0.29% |
| JPMBB 2014-C25 D P/P 144A 03.9505 11/15/2047 | 0.28% |
| FNR 2016-96 ST IO 05.9914 12/25/2046 | 0.28% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.28% |
| SWPTN 3MX10Y P 1.77 USD 06/22/2021 JP | 0.28% |
| CPTFEMU R 0.655 P 05/15/30 | 0.27% |
| GNR 2020-7 SK IO 05.9391 01/20/2050 | 0.27% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.27% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.27% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.27% |
| GNR 2018-H02 EI IO 02.3779 01/20/2068 | 0.27% |
| CPTFEMU R 0.961 P 05/15/40 | 0.27% |
| GNR 2018-164 AS IO 05.9891 12/20/2048 | 0.27% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.27% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.27% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.26% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.26% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.26% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.26% |
| GNR 2018-H05 BI IO 00.9144 02/20/2068 | 0.26% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.26% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.26% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.26% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.25% |
| CASH MGMT BILL 00.0000 06/29/2021 | 0.25% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.25% |
| WFCM 2013-LC12 D P/P 144A 04.2741 07/15/2046 | 0.25% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.25% |
| STACR 2015-HQA2 B 10.6086 05/25/2028 | 0.24% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.24% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.24% |
| CWALT 2006-OA7 1A2 01.1990 06/25/2046 | 0.24% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.24% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.24% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.23% |
| GNR 2018-H02 HI IO 02.3426 01/20/2068 | 0.23% |
| CAS 2016-C01 1B 11.8586 08/25/2028 | 0.23% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.23% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.22% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.22% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.22% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.22% |
| HVMLT 2005-2 1A 00.3703 05/19/2035 | 0.22% |
| GNR 2018-H05 AI IO 00.9028 02/20/2068 | 0.21% |
| HUMANA INC 44486HRF2 DCP 04/15/2021 | 0.21% |
| INTERCONTINENTAL EXCHANGE INC 45856WTM1 DCP 06/21/2021 | 0.21% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.21% |
| GNR 2017-H10 MI IO 02.0045 04/20/2067 | 0.21% |
| SWPTN 3MX5Y P 1.08 USD 06/29/2021 BC | 0.21% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.21% |
| CSMC 2008-C1 AJ P/P 144A 05.4164 02/15/2041 | 0.21% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.20% |
| BCAP 2011-RR3 3A6 02.6134 11/27/2036 | 0.20% |
| FHR 4265 SD IO 05.9940 01/15/2035 | 0.20% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.20% |
| JPMBB 2014-C18 D P/P 144A 04.8058 02/15/2047 | 0.20% |
| VERTIV TLB L+275 02.8685 03/02/2027 | 0.20% |
| GNR 2013-9 S IO 06.6391 01/20/2043 | 0.20% |
| BSCMS 2005-PWR7 C 04.9647 02/11/2041 | 0.20% |
| FNMA FN30 TBA UMBS 05.0000 04/01/2051 | 0.19% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.19% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.19% |
| REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.19% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.19% |
| CAS 2017-C03 1B1 04.9586 10/25/2029 | 0.18% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.18% |
| FNR 2016-62 GS IO 05.9914 09/25/2046 | 0.18% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.18% |
| CARMX 2020-2 D 06.8700 05/17/2027 | 0.18% |
| GNR 2018-105 SG IO 06.1391 08/20/2048 | 0.18% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.18% |
| GNR 2019-6 SM IO 05.9391 01/20/2049 | 0.18% |
| FIDELITY NATIONAL INFORMATION 31621YST7 DCP 05/27/2021 | 0.18% |
| HUMANA INC 44486HSC8 DCP 05/12/2021 | 0.18% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.18% |
| SHELL INTERNATIONAL FINANCE B 8225X2TB0 DCP 06/11/2021 | 0.18% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.17% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.17% |
| NAVISTAR INTL TLB L+350 03.6200 11/06/2024 | 0.17% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.17% |
| JPY/USD 05/19/2021 SSBT | 0.17% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.17% |
| GSR 2007-OA1 2A3A 00.4186 05/25/2037 | 0.17% |
| GNR 2015-H12 AI IO 01.8577 05/20/2065 | 0.17% |
| GNR 2018-H15 EI IO 01.7153 08/20/2068 | 0.17% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.17% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.17% |
| AHM 2007-1 GA1C 00.2986 05/25/2047 | 0.16% |
| DBALT 2006-AR4 A2 00.4886 12/25/2036 | 0.16% |
| GNR 2017-160 S IO 06.0891 10/20/2043 | 0.16% |
| GNR 2018-H04 IO IO 00.9964 02/20/2068 | 0.16% |
| CSAIL 2015-C1 D P/P 144A 03.7640 04/15/2050 | 0.16% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.16% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.16% |
| SWPTN 3MX10Y P 1.81 USD 06/18/2021 JP | 0.16% |
| CWALT 2006-OA10 3A1 00.4886 08/25/2046 | 0.16% |
| FNR 2019-34 SL IO 05.9414 07/25/2049 | 0.16% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.16% |
| GNR 2018-H01 XI IO 02.3057 01/20/2068 | 0.16% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.16% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.16% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.16% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.16% |
| GNR 2015-H15 BI IO 02.5976 06/20/2065 | 0.16% |
| SHERWIN-WILLIAMS CO/THE 82434TRT9 DCP 04/27/2021 | 0.16% |
| GNR 2017-H18 FI IO 02.2851 09/20/2067 | 0.16% |
| CAS 2017-C01 1B1 05.8586 07/25/2029 | 0.16% |
| GNR 2018-104 SD IO 06.0891 08/20/2048 | 0.16% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.16% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.15% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.15% |
| FNR 2019-47 SA IO 05.9414 08/25/2049 | 0.15% |
| GNR 2017-H08 NI IO 01.4887 03/20/2067 | 0.15% |
| BSMF 2006-AR2 2A1 00.3386 09/25/2046 | 0.15% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.15% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.15% |
| WFRBS 2012-C9 E P/P 144A 04.8115 11/15/2045 | 0.15% |
| GNR 2015-H23 BI IO 01.7498 09/20/2065 | 0.15% |
| BACM 2005-1 B 05.1165 11/10/2042 | 0.15% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.15% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.14% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.14% |
| GNR 2013-152 SJ IO 06.0391 05/20/2041 | 0.14% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.14% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.14% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.14% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.14% |
| INTERCONTINENTAL EXCHANGE INC 45856WSB6 DCP 05/11/2021 | 0.14% |
| ARAB REP OF EGYPT P/P 144A 05.8750 02/16/2031 | 0.14% |
| COMM 2014-UBS3 D P/P 144A 04.7686 06/10/2047 | 0.14% |
| GNR 2016-77 SC IO 05.9891 10/20/2045 | 0.14% |
| GNR 2017-H16 JI IO 02.4728 08/20/2067 | 0.14% |
| GNR 2018-100 S IO 06.0891 07/20/2048 | 0.14% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.14% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.14% |
| GNR 2017-H06 BI IO 02.4070 02/20/2067 | 0.14% |
| GNR 2017-H12 QI IO 02.3951 05/20/2067 | 0.14% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.14% |
| SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.14% |
| CASH MGMT BILL 00.0000 07/13/2021 | 0.13% |
| GNR 2017-H03 HI IO 01.5747 01/20/2067 | 0.13% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.13% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.13% |
| GNR 2017-H16 IO 02.4095 08/20/2067 | 0.13% |
| GNR 2017-H20 HI IO 02.1825 10/20/2067 | 0.13% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.13% |
| GNR 2015-H03 CI IO 01.7124 01/20/2065 | 0.13% |
| STACR 2020-HQA3 B2 10.1086 07/25/2050 | 0.13% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.13% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.13% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.13% |
| COMM 2012-CR3 E P/P 144A 04.7507 10/15/2045 | 0.13% |
| GNR 2016-H22 AI IO 02.3193 10/20/2066 | 0.13% |
| GNR 2018-91 SH IO 06.1391 07/20/2048 | 0.13% |
| MSC 2012-C4 E P/P 144A 05.4195 03/15/2045 | 0.13% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.12% |
| CAS 2016-C06 1B 09.3586 04/25/2029 | 0.12% |
| GNR 2015-H15 AI IO 01.8060 06/20/2065 | 0.12% |
| GSAA 2006-8 2A2 00.4686 05/25/2036 | 0.12% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.12% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.12% |
| GNR 2017-H06 MI IO 02.2268 02/20/2067 | 0.12% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.12% |
| CAS 2017-C06 2M2 02.9086 02/25/2030 | 0.12% |
| GNR 2015-H08 CI IO 01.7914 03/20/2065 | 0.12% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.12% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| UKRPI P 3.665 R 12/15/28 | 0.12% |
| STACR 2018-HQA2 B2 11.1086 10/25/2048 | 0.12% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.12% |
| FNR 2018-44 SA IO 06.0914 06/25/2048 | 0.12% |
| STACR 2019-DNA2 B2 10.6176 03/25/2049 | 0.12% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.12% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.12% |
| JPMBB 2014-C18 E P/P 144A 04.3058 02/15/2047 | 0.12% |
| MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.12% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.12% |
| STACR 2017-DNA1 B1 05.0586 07/25/2029 | 0.12% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.12% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.11% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.11% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.11% |
| GNR 2015-H20 BI IO 02.0858 08/20/2065 | 0.11% |
| STACR 2016-HQA3 M3 03.9586 03/25/2029 | 0.11% |
| BSCMS 2005-PWR7 D 04.9647 02/11/2041 | 0.11% |
| GNR 2014-4 SG IO 05.9891 01/20/2044 | 0.11% |
| STACR 2018-DNA3 B2 07.8586 09/25/2048 | 0.11% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.11% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.11% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.11% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.11% |
| CWALT 2006-OA10 1A1 01.2190 08/25/2046 | 0.11% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.11% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.11% |
| CAS 2017-C06 2B1 04.5586 02/25/2030 | 0.11% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.11% |
| GNR 2016-H04 HI IO 02.3838 07/20/2065 | 0.11% |
| GNR 2016-H16 EI IO 02.4879 06/20/2066 | 0.11% |
| GNR 2017-H09 IO IO 02.1185 04/20/2067 | 0.11% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.11% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.11% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.11% |
| ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.11% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.11% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.11% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.11% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.11% |
| GNR 2017-H03 EI IO 02.4527 01/20/2067 | 0.10% |
| GNR 2017-H05 CI IO 02.1985 02/20/2067 | 0.10% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.10% |
| GNR 2018-67 SC IO 06.0891 05/20/2048 | 0.10% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.10% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.10% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% |
| MSBAM 2015-C23 D P/P 144A 04.1449 07/15/2050 | 0.10% |
| FHR 4731 QS IO 06.0940 11/15/2047 | 0.10% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.10% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.10% |
| FHR 4742 S IO 06.0940 12/15/2047 | 0.10% |
| GNR 2015-H18 BI IO 02.3745 07/20/2065 | 0.10% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.10% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.10% |
| CENTENE CORP 04.6250 12/15/2029 | 0.10% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.10% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.10% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.10% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.10% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.10% |
| COMM 2013-CR9 D P/P 144A 04.2432 07/10/2045 | 0.10% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.10% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.10% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.10% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.10% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.10% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.10% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.10% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.10% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.10% |
| GNR 2019-125 SG IO 05.9391 10/20/2049 | 0.10% |
| GNR 2016-H18 IO IO 01.6517 08/20/2066 | 0.09% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.09% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.09% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.09% |
| SPRINT CORP 07.6250 03/01/2026 | 0.09% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.09% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.09% |
| ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.09% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.09% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.09% |
| GNR 2014-H25 BI IO 01.6879 12/20/2064 | 0.09% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.09% |
| STACR 2016-HQA2 M3 05.2586 11/25/2028 | 0.09% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| GNR 2014-119 SA IO 05.4891 08/20/2044 | 0.09% |
| GNR 2016-H27 EI IO 01.9671 12/20/2066 | 0.09% |
| GNR 2017-H11 TI IO 02.5541 04/20/2067 | 0.09% |
| CWALT 2006-OA10 2A1 00.4886 08/25/2046 | 0.09% |
| FNR 2011-101 SA IO 05.7914 10/25/2041 | 0.09% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.09% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.09% |
| STACR 2019-DNA1 B2 10.8586 01/25/2049 | 0.09% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.09% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.09% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.09% |
| GNR 2018-H01 IO IO 02.3315 12/20/2067 | 0.09% |
| HUMANA INC 44486HRU9 DCP 04/28/2021 | 0.09% |
| RINGCENTRAL P/P CV 00.0000 03/01/2025 | 0.09% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.09% |
| BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.09% |
| GNR 2016-H14 IO IO 01.6833 06/20/2066 | 0.09% |
| GNR 2017-H11 DI IO 01.8897 05/20/2067 | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.09% |
| CCMFC 2006-4A A2 00.2976 11/25/2047 | 0.08% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% |
| GNR 2015-H23 DI IO 01.8499 09/20/2065 | 0.08% |
| GNR 2016-H08 AI IO 02.2627 08/20/2065 | 0.08% |
| JPALT 2007-A2 12A1 00.3176 06/25/2037 | 0.08% |
| MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.08% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.08% |
| BMIR 2017-1 B1 P/P 144A 04.8586 10/25/2027 | 0.08% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.08% |
| NZD/USD 04/21/2021 GSFX | 0.08% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.08% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.08% |
| SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.08% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.08% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.08% |
| STACR 2016-DNA1 B 10.1086 07/25/2028 | 0.08% |
| BACM 2005-1 C 05.1165 11/10/2042 | 0.08% |
| CWALT 2006-OA7 1A1 02.2888 06/25/2046 | 0.08% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| STICHTING AK RABOBANK REGS 02.1878 01/24/2044 | 0.08% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.08% |
| GNR 2015-H10 BI IO 02.9928 04/20/2065 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.08% |
| GNR 2015-H24 AI IO 02.1363 09/20/2065 | 0.08% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.08% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.08% |
| ORTHO-CLINICAL TLB L+325 03.3593 06/30/2025 | 0.08% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.08% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.08% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.08% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.08% |
| DOMINION ENERGY INC 2574P0RS5 DCP 04/26/2021 | 0.08% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.08% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.08% |
| HCA INC. 05.3750 09/01/2026 | 0.08% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.08% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.08% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.08% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.08% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.08% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.08% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.08% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.08% |
| CAS 2017-C03 1M2 03.1086 10/25/2029 | 0.08% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.08% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.08% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.08% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.08% |
| TWILIO INC 03.8750 03/15/2031 | 0.08% |
| ZSCALER INC. P/P 144A CV 00.1250 07/01/2025 | 0.08% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.07% |
| UKRPI P 3.385 R 11/15/24 | 0.07% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.07% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.07% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.07% |
| ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.07% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.07% |
| GNR 2017-H06 DI IO 01.7832 02/20/2067 | 0.07% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.07% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.07% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.07% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.07% |
| GNR 2017-H02 BI IO 02.4704 01/20/2067 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.07% |
| STACR 2017-DNA2 B1 05.2586 10/25/2029 | 0.07% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.07% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.07% |
| ENVISION HEALTHCARE TL L+375 03.8585 10/10/2025 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| GNR 2016-H06 CI IO 01.6103 02/20/2066 | 0.07% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.07% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.07% |
| CAS 2016-C03 1M2 05.4086 10/25/2028 | 0.07% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.07% |
| GNR 2016-H17 KI IO 02.5215 07/20/2066 | 0.07% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.07% |
| HMIR 2019-1 M2 P/P 144A 03.3586 05/25/2029 | 0.07% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.07% |
| SPRINT CORP 07.8750 09/15/2023 | 0.07% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.07% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.07% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.07% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.07% |
| NZD/USD 04/21/2021 RBSF | 0.07% |
| STACR 2020-HQA2 M2 03.2176 03/25/2050 | 0.07% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.07% |
| GNR 2014-46 SA IO 05.9891 03/20/2044 | 0.07% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.07% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.07% |
| SOLENIS 1STL L+400 04.1898 06/26/2025 | 0.07% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.07% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.07% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.07% |
| BWAY CORP TLB L+325 03.4426 04/03/2024 | 0.07% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% |
| GNR 2016-H24 JI IO 02.1936 11/20/2066 | 0.07% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.07% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.07% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.07% |
| CPTFEMU P 1.71 R 07/15/37 | 0.07% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.07% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.07% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.07% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.07% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.07% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.07% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.07% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.07% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.06% |
| BALTA 2005-7 21A1 02.9862 09/25/2035 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.06% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.06% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.06% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.06% |
| CPURNSA R 1.703 P 11/29/24 | 0.06% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.06% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.06% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% |
| GNR 2015-H01 BI IO 01.5574 01/20/2065 | 0.06% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.06% |
| STACR 2019-DNA3 B2 08.2676 07/25/2049 | 0.06% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.06% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.06% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.06% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.06% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.06% |
| STACR 2018-HQA1 M2 02.4086 09/25/2030 | 0.06% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.06% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.06% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.06% |
| GBP/USD 06/16/2021 SSBT | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.06% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.06% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.06% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.06% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.06% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.06% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.06% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.06% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.06% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.06% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.06% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.06% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.06% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.06% |
| DATADOG INC P/P 144A CV 00.1250 06/15/2025 | 0.06% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.06% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% |
| NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.06% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.06% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.06% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.06% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.06% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.06% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.06% |
| CAS 2017-C07 1B1 04.1086 05/25/2030 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.06% |
| FHR 3919 SA IO 06.3940 09/15/2041 | 0.06% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.06% |
| L BRANDS INC. 06.8750 11/01/2035 | 0.06% |
| LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.06% |
| OPTN FN30 2.0 05/06/21 CALL 99.96875 JPMC | 0.06% |
| STACR 2017-DNA3 B1 04.5586 03/25/2030 | 0.06% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.06% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| CAS 2017-C05 1B1 03.7086 01/25/2030 | 0.06% |
| CAS 2018-C06 2B1 04.2086 03/25/2031 | 0.06% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.06% |
| CPURNSA R 1.7625 P 12/10/24 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.06% |
| MOTION BONDCO DAC REGS 04.5000 11/15/2027 | 0.06% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.06% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.06% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.06% |
| CIRSA FINANCE INTER REGS 06.2500 12/20/2023 | 0.06% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.06% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.06% |
| OPTN FN30 2.5 05/06/21 CALL 102.78125 JPMC | 0.06% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.06% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.06% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.06% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.06% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.06% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.06% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.06% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.05% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.05% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.05% |
| GNR 2014-60 SE IO 05.9891 04/20/2044 | 0.05% |
| GNR 2014-H06 BI IO 01.4591 02/20/2064 | 0.05% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.05% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.05% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.05% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.05% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.05% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.05% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.05% |
| CAS 2020-SBT1 1B1 06.8586 02/25/2040 | 0.05% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.05% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| INTEGRA LIFE P/P CV 00.5000 08/15/2025 | 0.05% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.05% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.05% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.05% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.05% |
| BSCMS 2007-T28 D P/P 144A 05.1647 09/11/2042 | 0.05% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.05% |
| COX MEDIA TL L+350 03.6085 12/17/2026 | 0.05% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.05% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.05% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.05% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.05% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.05% |
| SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.05% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.05% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.05% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.05% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.05% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.05% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.05% |
| BERRY GLOBAL TLBZ L+175 01.8981 07/01/2026 | 0.05% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.05% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% |
| FHS 326 S2 IO 05.8440 03/15/2044 | 0.05% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% |
| PG&E CORPORATION 05.0000 07/01/2028 | 0.05% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.05% |
| STACR 2020-DNA3 B1 05.2086 06/25/2050 | 0.05% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.05% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.05% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% |
| BENTLEY SYSTE P/P 144A CV 00.1250 01/15/2026 | 0.05% |
| CLUBCORP TLB L+275 02.9525 09/18/2024 | 0.05% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.05% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.05% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| L BRANDS INC 07.5000 06/15/2029 | 0.05% |
| LIBERTY MEDIA | 0.05% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.05% |
| QVC INC 04.3750 09/01/2028 | 0.05% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.05% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.05% |
| TWILIO INC 03.6250 03/15/2029 | 0.05% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.05% |
| ISTAR INC 04.7500 10/01/2024 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.05% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.05% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.05% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.05% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.05% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.05% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.05% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.05% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.05% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.05% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% |
| FHR 5011 SA IO 06.1414 09/25/2050 | 0.05% |
| FNR 2010-35 SG IO 06.2914 04/25/2040 | 0.05% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.05% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.05% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.05% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.05% |
| ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.05% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.05% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.05% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.05% |
| CLEAR CHANNEL TLB L+350 03.7115 08/21/2026 | 0.05% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.05% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.05% |
| EPICOR SOFTWARE TLB L+325 04.0000 07/30/2027 | 0.05% |
| FHS 311 S1 IO 05.8440 08/15/2043 | 0.05% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.05% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.05% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.05% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.05% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.05% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.04% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.04% |
| PEGASYSTEMS P/P CV 00.7500 03/01/2025 | 0.04% |
| STACR 2019-HQA2 B2 11.3676 04/25/2049 | 0.04% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.04% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| GNR 2013-182 SY IO 05.9891 12/20/2043 | 0.04% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.04% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% |
| ISTAR INC 05.5000 02/15/2026 | 0.04% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.04% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.04% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.04% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.04% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.04% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.04% |
| CAS 2017-C07 2B1 04.5586 05/25/2030 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.04% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.04% |
| STACR 2019-FTR3 B2 04.9176 09/25/2047 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.04% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% |
| GFL ENVIORNMENTAL TLB L+300 03.5000 05/31/2025 | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| GNR 2014-58 SA IO 05.9891 04/20/2044 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.04% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.04% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% |
| SWPTN 3MX30Y P 2.023 USD 06/04/2021 CI | 0.04% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.04% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% |
| 1.5505 R ISWP US0003M P 03/05/2031 | 0.04% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.04% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.04% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.04% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% |
| FHR 5004 SG IO 05.9914 08/25/2050 | 0.04% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.04% |
| HARSCO TLB L+225 02.7500 03/05/2028 | 0.04% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.04% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.04% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.04% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.04% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.04% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.04% |
| 1.552 R ISWP US0003M P 03/05/2031 | 0.04% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.04% |
| CAS 2016-C04 1B 10.3586 01/25/2029 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.04% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.04% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.04% |
| GNR 2020-15 CS IO 05.9391 02/20/2050 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.04% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.04% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.04% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.04% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.04% |
| CMLTI 2007-AMC3 A2B 00.2886 03/25/2037 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.04% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.04% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.04% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.04% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| UKRPI P 3.4025 R 03/15/28 | 0.04% |
| AUD/USD 04/21/2021 UBS | 0.04% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.04% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.04% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| CAS 2017-C07 2M2 02.6086 05/25/2030 | 0.04% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| ELANCO ANIMAL HLTH TLB L+175 01.8651 02/04/2027 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% |
| OMIR 2017-1A M2 P/P 144A 04.1086 04/25/2027 | 0.04% |
| PINDUODUO INC USD 00.0000 12/01/2025 | 0.04% |
| TENNECO INC P/P 144A 05.1250 04/15/2029 | 0.04% |
| UKRPI P 3.381 R 11/15/24 | 0.04% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.04% |
| CFMT 2019-HB1 M5 P/P 144A 06.0000 12/25/2029 | 0.04% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.04% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.04% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.04% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.04% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.04% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.04% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.04% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.04% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.04% |
| DELIVERY HERO AG REGS 01.5000 01/15/2028 | 0.04% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.04% |
| GNR 2010-20 SC IO 06.0391 02/20/2040 | 0.04% |
| GNR 2020-63 PS IO 05.9891 04/20/2050 | 0.04% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.04% |
| OVINTIV INC 06.6250 08/15/2037 | 0.04% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.04% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.04% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.04% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.04% |
| AIR METHODS TLB L+350 04.5000 04/21/2024 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.03% |
| GNR 2013-129 SN IO 06.0391 09/20/2043 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.03% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.03% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.03% |
| TENNECO AUTOMOTIVE TL L+300 03.1085 10/01/2025 | 0.03% |
| UKRPI P 3.34 R 03/15/28 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.03% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.03% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| GNR 2013-99 VS IO 05.9939 07/16/2043 | 0.03% |
| GNR 2019-78 SJ IO 05.9391 06/20/2049 | 0.03% |
| GNR 2019-99 KS IO 05.9391 08/20/2049 | 0.03% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.03% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.03% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.03% |
| UKRPI P 3.42 R 12/15/24 | 0.03% |
| 1.443 R ISWP US0003M P 02/25/2031 | 0.03% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.03% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 0.03% |
| AUD/USD 04/21/2021 SSBT | 0.03% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.03% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.03% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.03% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% |
| REVANCE THERA P/P CV 01.7500 02/15/2027 | 0.03% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.03% |
| SWPTN 5WX10Y P 1.541 USD 04/12/2021 CI | 0.03% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.03% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.03% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.03% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.03% |
| APACHE CORP 05.1000 09/01/2040 | 0.03% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.03% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.03% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.03% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.03% |
| STRU BMOC-8710 SA IO 06.0391 07/20/2050 | 0.03% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | 0.03% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.03% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.03% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.03% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.03% |
| ARDAGH METAL PAC P/P 144A 03.2500 09/01/2028 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| EUR/USD 06/16/2021 SSBT | 0.03% |
| EUR/USD 06/16/2021 TDBK | 0.03% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.03% |
| GARDA WORLD TLB L+475 05.7500 10/30/2026 | 0.03% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.03% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.03% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.03% |
| NZD/USD 04/21/2021 SSBT | 0.03% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.03% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.03% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.03% |
| SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.03% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% |
| ZAYO GROUP HLDG INC L+300 03.1085 03/09/2027 | 0.03% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.03% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| FHR 4945 SL IO 05.9414 01/25/2050 | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.03% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.03% |
| TOTAL SE REGS 00.5000 12/02/2022 | 0.03% |
| 1.572 R ISWP US0003M P 03/11/2031 | 0.03% |
| ASURION TLB7 L+300 03.1085 11/03/2024 | 0.03% |
| ATOTECH TLB L+250 03.0000 03/05/2028 | 0.03% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.03% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.03% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CAS 2018-C04 2B1 04.6086 12/25/2030 | 0.03% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.03% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.03% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.03% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.03% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.03% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.03% |
| NEVRO CORP CV 01.7500 06/01/2021 | 0.03% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| STACR 2018-HQA2 B1 04.3586 10/25/2048 | 0.03% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.03% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.03% |
| BMIR 2018-2A B1 P/P 144A 02.7586 08/25/2028 | 0.03% |
| CAS 2018-C06 2M2 02.2086 03/25/2031 | 0.03% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.03% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.03% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.03% |
| NZD/USD 04/21/2021 HSBCB | 0.03% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.03% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.03% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.03% |
| SWPTN 1MX10Y P 1.736 USD 04/19/2021 CI | 0.03% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.03% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.03% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.02% |
| CENTENE CORP 03.0000 10/15/2030 | 0.02% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.02% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.02% |
| FNR 2019-57 KS IO 05.9414 10/25/2049 | 0.02% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% |
| GATES GLOBAL 1L TL L+275 03.5000 03/31/2027 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| HUB INTERNATIONAL TLB L+325 04.0000 04/25/2025 | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.02% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.02% |
| NZD/USD 04/21/2021 UBS | 0.02% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.02% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.02% |
| WELBILT TLB L+250 02.6073 10/23/2025 | 0.02% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.02% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.02% |
| EUR/USD 06/16/2021 GSFX | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.02% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.02% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.02% |
| SEK/USD 06/16/2021 MSCIL | 0.02% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% |
| THYELE TL B 1L USD L+425 04.4776 07/31/2027 | 0.02% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.02% |
| 0.05 R ISWP FWD EUR006M P 06/16/2031 | 0.02% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.02% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% |
| AADVANTAGE 1L TL L+475 05.5000 03/10/2028 | 0.02% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.02% |
| CAD/USD 04/21/2021 GSFX | 0.02% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.02% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.02% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.02% |
| EMIR 2020-1 B1 P/P 144A 02.9586 01/25/2030 | 0.02% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% |
| STACR 2018-HQA2 M2 02.4086 10/25/2048 | 0.02% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.02% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% |
| CAS 2019-R04 2B1 05.3586 06/25/2039 | 0.02% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FHR 4839 WS IO 05.9940 08/15/2056 | 0.02% |
| FNR 2020-12 SK IO 05.9414 03/25/2050 | 0.02% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.02% |
| NZD/USD 04/21/2021 JPMCB | 0.02% |
| STACR 2019-HQA1 B2 12.3586 02/25/2049 | 0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.02% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.02% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.02% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.02% |
| CAS 2015-C01 2M2 04.6586 02/25/2025 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| CWALT 2005-38 A3 00.8086 09/25/2035 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| FNR 2006-8 HP 24.1684 03/25/2036 | 0.02% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% |
| GENESEE & WYOMING TL L+200 02.2025 11/05/2026 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.02% |
| RH P/P CV 00.0000 09/15/2024 | 0.02% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.02% |
| -0.16 R ISWP FWD CHL6M P 06/16/2031 | 0.02% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.02% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% |
| CAS 2015-C02 2M2 04.1086 05/25/2025 | 0.02% |
| CAS 2018-C02 2M2 02.3086 08/25/2030 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.02% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% |
| EUR/USD 06/16/2021 BCAP-FX | 0.02% |
| FNR 2012-36 SN IO 06.3414 04/25/2042 | 0.02% |
| GBP/USD 06/16/2021 CITI | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| MCAS 2020-01 M10 P/P 144A 03.8586 03/25/2050 | 0.02% |
| NZD/USD 04/21/2021 CITI | 0.02% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.02% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| GNR 2019-83 SY IO 05.9891 07/20/2049 | 0.02% |
| GNR 2019-96 SY IO 05.9891 08/20/2049 | 0.02% |
| JPY/USD 05/19/2021 GSFX | 0.02% |
| MESSER INDUST TLB L+250 02.7025 03/01/2026 | 0.02% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.02% |
| 1.35 R ISWP FWD SOFRRATE P 06/16/2031 | 0.02% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.02% |
| CAS 2016-C05 2B 10.8586 01/25/2029 | 0.02% |
| CAS 2018-C03 1B1 03.8586 10/25/2030 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.02% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.02% |
| EUR/USD 06/16/2021 CITI | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| SEA LTD P/P 144A 02.3750 12/01/2025 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| STACR 2020-DNA4 B2 10.1176 08/25/2050 | 0.02% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.02% |
| BSCMS 2007-T26 AJ 05.4315 01/12/2045 | 0.02% |
| CAS 2016-C03 2M2 06.0086 10/25/2028 | 0.02% |
| CAS 2019-R01 2M2 02.5586 07/25/2031 | 0.02% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2012-H29 AI IO 01.3999 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.3999 10/20/2062 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| GNR 2018-139 SA IO 06.0391 10/20/2048 | 0.02% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.02% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% |
| NIO INC P/P 144A 00.5000 02/01/2027 | 0.02% |
| NZD/USD 04/21/2021 WPAC | 0.02% |
| SPST 2020-WL1 A 01.2586 06/25/2051 | 0.02% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.02% |
| SWPTN 5WX10Y P 1.665 USD 04/26/2021 CI | 0.02% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.02% |
| 21VIANET GROUP INC P/P 144A 00.0000 02/01/2026 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| FNR 2015-42 LS IO 06.0914 06/25/2045 | 0.02% |
| FNR 2019-5 SA IO 05.9914 03/25/2049 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.02% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.02% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.02% |
| SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.02% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.02% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.02% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.02% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.02% |
| CAS 2018-C05 1B1 04.3586 01/25/2031 | 0.02% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.02% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.02% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% |
| MICROSTRATEGY P/P 144A CV 00.0000 02/15/2027 | 0.01% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 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 3MX2Y P 0.271 USD 06/04/2021 CI | 0.01% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% |
| ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% |
| CAS 2015-C02 1M2 04.1086 05/25/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| OMIR 2019-1A B1B 04.4586 07/25/2029 | 0.01% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.01% |
| STACR 2014-DN1 M3 04.6086 02/25/2024 | 0.01% |
| SWPTN 1MX10Y R 1.736 USD 04/19/2021 CI | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.01% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.01% |
| FNR 2019-43 JS IO 05.9414 08/25/2049 | 0.01% |
| FNR 2019-73 SC IO 05.9414 12/25/2049 | 0.01% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.01% |
| JPMCC 2013-LC11 D 04.1676 04/15/2046 | 0.01% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.01% |
| STACR 2017-HQA1 M2 03.6586 08/25/2029 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| CAS 2018-C06 1B1 03.8586 03/25/2031 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.01% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| OMIR 2019-1A B1A 03.6086 07/25/2029 | 0.01% |
| SNAP INC CV 00.7500 08/01/2026 | 0.01% |
| STACR 2020-DNA5 B2 11.5167 10/25/2050 | 0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.01% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FIVERR INTL LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| STACR 2020-DNA3 B2 09.4586 06/25/2050 | 0.01% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| TALEND SA P/P CV 01.7500 09/01/2024 | 0.01% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.01% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | 0.01% |
| AUD/USD 04/21/2021 BCAP-FX | 0.01% |
| CAS 2015-C03 2M2 05.1086 07/25/2025 | 0.01% |
| CAS 2017-C04 2M2 02.9586 11/25/2029 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| COMM 2014-CR16 C 04.9068 04/10/2047 | 0.01% |
| CPURNSA R 2.4275 P 03/23/31 | 0.01% |
| DIVERSEY TL L+300 03.1085 09/06/2024 | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.01% |
| FHR 4937 MS IO 05.9414 12/25/2049 | 0.01% |
| FNR 2019-38 SC IO 05.9414 07/25/2049 | 0.01% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% |
| GNR 2010-68 SD IO 06.4691 06/20/2040 | 0.01% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| JPY/USD 05/19/2021 WPAC | 0.01% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% |
| MTW FOODSERVICE ESCR 09.5000 02/15/2024 | 0.01% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.01% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.01% |
| SPST 2020-6 A 01.8574 09/07/2021 | 0.01% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.01% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.01% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.01% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.01% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.01% |
| 1.51882 R ISWP US0003M P 03/02/2031 | 0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | 0.01% |
| CAS 2020-SBT1 1M2 03.7586 02/25/2040 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| FHR 3408 EK 25.3666 04/15/2037 | 0.01% |
| GBP/USD 06/16/2021 CSI-FX | 0.01% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.4028 02/10/2046 | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| NEXITY SA CV PFD | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STACR 2014-HQ3 M3 04.8586 10/25/2024 | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.01% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% |
| CAS 2019-R03 1B1 04.2086 09/25/2031 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| DBUBS 2011-LC2A D P/P 144A 05.6147 07/10/2044 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.01% |
| HKD/USD 05/20/2021 SSBT | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IQIYI INC P/P USD 02.0000 04/01/2025 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JPMBB 2013-C12 C 04.1051 07/15/2045 | 0.01% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.01% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.01% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.01% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.01% |
| 0.77 R ISWP FWD SES3M P 06/16/2031 | 0.01% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.01% |
| 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| AUD/USD 04/21/2021 BANKAM | 0.01% |
| CHF/USD 06/16/2021 GSFX | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| COMM 2014-CR17 E P/P 144A 04.8474 05/10/2047 | 0.01% |
| CPURNSA R 2.45 P 03/23/31 | 0.01% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.01% |
| EUR/USD 06/16/2021 CSI-FX | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.01% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.01% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| GNR 2016-77 SL IO 06.0391 03/20/2043 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.01% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.01% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.01% |
| RMIR 2020-2 B1 07.7086 10/25/2030 | 0.01% |
| STACR 2019-DNA1 M2 02.7586 01/25/2049 | 0.01% |
| STEARNS HOLDINGS LLC CLASS B | 0.01% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.01% |
| 0.279 R ISWP US0003M P 04/01/2023 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CHF/USD 06/16/2021 UBS | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 MS | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.00% |
| FNR 2013-18 SB IO 06.0414 10/25/2041 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| GBP/USD 06/16/2021 UBS | 0.00% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.00% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.00% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.00% |
| OVINTIV EXPLORATION INC 05.7500 01/30/2022 | 0.00% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.00% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.00% |
| SPRINT CORP 07.2500 09/15/2021 | 0.00% |
| STACR 2018-DNA1 B1 03.2586 07/25/2030 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| TAMKO BUILDING TLB L+325 03.3645 05/31/2026 | 0.00% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.00% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.00% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.00% |
| WAMU 2005-AR10 1A3 03.0972 09/25/2035 | 0.00% |
| WAMU 2005-AR13 A1C3 01.0886 10/25/2045 | 0.00% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | 0.00% |
| BSCMS 2005-PWR7 B 04.9647 02/11/2041 | 0.00% |
| CAD/USD 04/21/2021 UBS | 0.00% |
| CAS 2015-C01 1M2 04.4086 02/25/2025 | 0.00% |
| CAS 2020-R02 2B1 03.1086 01/25/2040 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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.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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| MRAFT 2020-4 A1 01.4560 04/23/2023 | 0.00% |
| MWST 2019-1 A 00.9086 06/25/2052 | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 12/10/2025 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| WR GRACE TLB3 L+200 02.1074 03/30/2028 | 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% |
| 1.7665 R ISWP US0003M P 04/01/2031 | 0.00% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.00% |
| AUD/USD 04/21/2021 CITI | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CHF/USD 06/16/2021 TDBK | 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-.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% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.00% |
| CORNERSTONE TLB L+325 03.4490 04/12/2028 | 0.00% |
| EQUINIX INC 05.3750 05/15/2027 | 0.00% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.00% |
| FNR 2005-83 QP 17.1116 11/25/2034 | 0.00% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2018-86 DS IO 05.9914 12/25/2048 | 0.00% |
| FSPC T-57 1AX IO 00.3787 07/25/2043 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.00% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.0818 07/15/2046 | 0.00% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.00% |
| NETFLIX INC 04.8750 04/15/2028 | 0.00% |
| NZD/USD 04/21/2021 BANKAM | 0.00% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 02.8585 08/14/2024 | 0.00% |
| SEK/USD 06/16/2021 JPMCB | 0.00% |
| STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.00% |
| 0.051 R ISWP FWD EUR006M P 12/16/2050 | 0.00% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| BALTA 2005-8 21A1 02.5476 10/25/2035 | 0.00% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| CAS 2016-C05 2M2 04.5586 01/25/2029 | 0.00% |
| CAS 2018-C01 1M2 02.3586 07/25/2030 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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 MS | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DIAMOND SPORTS TLB L+325 03.3600 08/24/2026 | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2993 06/25/2042 | 0.00% |
| GBP/USD 06/16/2021 HSBCB | 0.00% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| IHEARTMEDIA TLB L+300 03.1085 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MSBAM 2013-C11 D P/P 144A 04.3526 08/15/2046 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NOK/USD 06/16/2021 SSBT | 0.00% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.00% |
| OVINTIV INC 07.3750 11/01/2031 | 0.00% |
| REYNOLDS GROUP TL L+275 02.8585 02/05/2023 | 0.00% |
| SEK/USD 06/16/2021 SSBT | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENNANT CO 05.6250 05/01/2025 | 0.00% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.00% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| -0.151 R ISWP FWD EUR006M P 12/16/2030 | 0.00% |
| 0.684 R ISWP FWD US0003M P 07/05/2024 | 0.00% |
| 1.7275 R ISWP US0003M P 03/31/2031 | 0.00% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAD/USD 04/21/2021 MSCIL | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.00% |
| CHF/USD 06/16/2021 HSBCB | 0.00% |
| CHF/USD 06/16/2021 JPMCB | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EUR/USD 06/16/2021 WPAC | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| GBP/USD 06/16/2021 JPMCB | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MWST 2020-2 A 00.9086 11/25/2053 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.00% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 5WX5Y P 0.955 USD 04/06/2021 GS | 0.00% |
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| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
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| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | 0.00% |
| -0.451 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.93 R ISWP FWD SONIA P 06/16/2031 | 0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | 0.00% |
| CHC GROUP LLC SEDOL BYXD3K4 | 0.00% |
| CHF/USD 06/16/2021 CSI-FX | 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.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 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.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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 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 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-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
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| CSMC 2006-C5 AX IO 00.6847 12/15/2039 | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3885 10/25/2041 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| GBP/USD 06/16/2021 BANKAM | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 05/20/2021 GSFX | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPY/USD 05/19/2021 RBSF | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 05.7043 12/15/2049 | 0.00% |
| NOK/USD 06/16/2021 JPMCB | 0.00% |
| SEK/USD 06/16/2021 BCAP-FX | 0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX10Y R 0.93 USD 04/28/2021 CI | 0.00% |
| SWPTN 3MX10Y R 1.065 USD 04/13/2021 GS | 0.00% |
| SWPTN 3MX10Y R 1.13 USD 04/28/2021 CI | 0.00% |
| SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | 0.00% |
| SWPTN 3MX10Y R 1.167 USD 04/13/2021 JP | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
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| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CPURNSA P 2.496 R 04/01/26 | -0.00% |
| GBP/USD 06/16/2021 TDBK | -0.00% |
| NOK/USD 06/16/2021 BANKAM | -0.00% |
| NZD/USD 04/21/2021 TDBK | -0.00% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.00% |
| 1.7371 R ISWP US0003M P 04/01/2031 | -0.00% |
| 1.766 R ISWP US0003M P 04/01/2031 | -0.00% |
| 1.96 R ISWP FWD NFIX3MID P 06/16/2031 | -0.00% |
| AUD/USD 04/21/2021 WPAC | -0.00% |
| CAD/USD 04/21/2021 BCAP-FX | -0.00% |
| CAD/USD 04/21/2021 CITI | -0.00% |
| CAD/USD 04/21/2021 HSBCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -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 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA R 2.51 P 04/01/31 | -0.00% |
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| GBP/USD 06/16/2021 BCAP-FX | -0.00% |
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| NOK/USD 06/16/2021 UBS | -0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
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| 2.2225 R ISWP FWD US0003M P 06/05/2029 | -0.00% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | -0.00% |
| AUD/USD 04/21/2021 JPMCB | -0.00% |
| CAD/USD 04/21/2021 BANKAM | -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% |
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| CPURNSA P 2.51 R 03/23/26 | -0.00% |
| GBP/USD 06/16/2021 GSFX | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
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| 1.08 R ISWP FWD US0003M P 07/01/2026 | -0.00% |
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| 1.82 R ISWP FWD NOKOIB6M P 06/16/2031 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| EUR/USD 06/16/2021 RBSF | -0.00% |
| NOK/USD 06/16/2021 GSFX | -0.00% |
| NZD/USD 04/21/2021 BCAP-FX | -0.00% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | -0.00% |
| 1.765 R ISWP US0003M P 04/01/2031 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CAD/USD 04/21/2021 CSI-FX | -0.01% |
| CAD/USD 04/21/2021 WPAC | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/16/2021 BANKAM | -0.01% |
| GBP/USD 06/16/2021 WPAC | -0.01% |
| NZD/USD 04/21/2021 CSI-FX | -0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| 1.72 R ISWP US0003M P 03/23/2031 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.7155 R ISWP US0003M P 03/23/2031 | -0.01% |
| AUD/USD 04/21/2021 CSI-FX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 05/19/2021 JPMCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SEK/USD 06/16/2021 GSFX | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -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% |
| AUD/USD 04/21/2021 TDBK | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CPURNSA P 2.445 R 03/23/26 | -0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | -0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.01% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -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% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/16/2021 HSBCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.01% |
| CAD/USD 04/21/2021 TDBK | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.01% |
| SWPTN 5WX10Y R 1.665 USD 04/26/2021 CI | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| CAD/USD 04/21/2021 RBSF | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.01% |
| AUD/USD 04/21/2021 HSBCB | -0.02% |
| CHF/USD 06/16/2021 SSBT | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| 1.76 R ISWP FWD AUDBB6M P 06/16/2031 | -0.02% |
| CAD/USD 04/21/2021 JPMCB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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 20MX5Y R 1.3 USD 08/27/2021 UB | -0.02% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | -0.02% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CPURNSA P 2.28 R 02/25/31 | -0.02% |
| GBP/USD 06/16/2021 RBSF | -0.02% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 CI | -0.02% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.02% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.02% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.02% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| JPY/USD 05/19/2021 CITI | -0.02% |
| SEK/USD 06/16/2021 UBS | -0.02% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| SWPTN 5WX10Y R 1.541 USD 04/12/2021 CI | -0.02% |
| SWPTN 5WX5Y R 0.955 USD 04/06/2021 GS | -0.02% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.02% |
| AUD/USD 04/21/2021 RBSF | -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% |
| CPTFEMU R 1.4 P 07/15/27 | -0.02% |
| CPURNSA P 2.281 R 02/24/31 | -0.02% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.02% |
| AUD/USD 04/21/2021 GSFX | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CPURNSA P 2.278 R 02/25/31 | -0.02% |
| JPY/USD 05/19/2021 TDBK | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA P 2.2675 R 02/25/31 | -0.02% |
| CPURNSA P 2.3285 R 03/11/31 UB | -0.02% |
| EUR/USD 06/16/2021 JPMCB | -0.02% |
| EUR/USD 06/16/2021 MSCIL | -0.02% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 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-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| EUR/USD 06/16/2021 UBS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.02% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| CPURNSA P 2.351 R 03/05/31 | -0.03% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.03% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CPURNSA P 2.35 R 03/05/31 | -0.03% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.03% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.03% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.03% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| NZD/USD 04/21/2021 MSCIL | -0.03% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.03% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.03% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.03% |
| 1.30 R ISWP FWD US0003M P 06/16/2028 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 1.91 R ISWP FWD CDOR03 P 06/16/2031 | -0.03% |
| JPY/USD 05/19/2021 BANKAM | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.03% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.04% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.04% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -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 GS | -0.04% |
| AUD/USD 04/21/2021 MSCIL | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.04% |
| CPURNSA P 2.286 R 02/24/31 | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.05% |
| JPY/USD 05/19/2021 BCAP-FX | -0.05% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.05% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.05% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.05% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.05% |
| JPY/USD 05/19/2021 HSBCB | -0.05% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.05% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.06% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.06% |
| CAD/USD 04/21/2021 SSBT | -0.06% |
| UKRPI R 3.4425 P 07/15/49 | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.06% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.06% |
| SWPTN 3MX10Y P 1.722 USD 06/04/2021 CI | -0.06% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.06% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.07% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.07% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.07% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.07% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.07% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.07% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.07% |
| JPY/USD 05/19/2021 MSCIL | -0.07% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.07% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.08% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.08% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.08% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.08% |
| 1.5324 R ISWP US0003M P 03/05/2031 | -0.08% |
| JPY/USD 05/19/2021 UBS | -0.08% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.08% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.08% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.09% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.09% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.09% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.09% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.09% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.09% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.09% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.09% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.09% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.10% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | -0.10% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.10% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.10% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.10% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.10% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.10% |
| SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.10% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.10% |
| OPTN FN30 2.0 05/06/21 PUT 99.96875 JPMC | -0.11% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.11% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.11% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.11% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.11% |
| GNMA GII30 TBA 03.5000 04/01/2051 | -0.11% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.11% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.12% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.12% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.12% |
| SWPTN 3MX10Y R 0.968 USD 04/06/2021 BC | -0.12% |
| OPTN FN30 2.5 05/06/21 PUT 102.78125 JPMC | -0.12% |
| US 10YR ULTRA FUT JUN21 UXYM1 | -0.13% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.13% |
| SWPTN 3MX5Y R 1.08 USD 06/29/2021 BC | -0.13% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.14% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.14% |
| SWPTN 3MX10Y R 1.81 USD 06/18/2021 JP | -0.14% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.14% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.15% |
| SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.16% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.17% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.17% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.17% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.18% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.18% |
| SWPTN 3MX10Y R 1.77 USD 06/22/2021 JP | -0.19% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.19% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.19% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.20% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.21% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.23% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.24% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.24% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.24% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.26% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.26% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.28% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.31% |
| CPURNSA P 1.6625 R 07/10/30 | -0.40% |
| CPTFEMU P 1.13 R 05/15/50 | -0.41% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.42% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.45% |
| CPURNSA P 1.586 R 06/30/30 | -0.49% |
| CPTFEMU P 0.935 R 05/15/40 | -0.56% |
| CPTFEMU P 0.93 R 05/15/40 | -0.56% |
| SWPTN 3MX10Y P 0.968 USD 04/06/2021 BC | -0.63% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.65% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.86% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.69% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.83% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2051 | -3.24% |
| US 5YR NOTE (CBT) JUN21 FVM1 | -12.45% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -139.20% |
| FNMA FN30 TBA UMBS 03.5000 03/01/2051 | 14.20% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 03/01/2051 | 13.50% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2051 | 5.05% |
| GNMA GII30 TBA 04.0000 03/01/2051 | 2.31% |
| REPO TRIPA MORTG 0.02 03/01/2021 | 1.89% |
| TREASURY BILL 00.0000 04/08/2021 | 1.84% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.56% |
| TREASURY BILL 00.0000 05/13/2021 | 1.46% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 1.14% |
| TREASURY BILL 00.0000 04/15/2021 | 1.12% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 1.08% |
| TREASURY BILL 00.0000 06/03/2021 | 1.01% |
| FNMA FN30 TBA UMBS 05.5000 03/01/2051 | 0.88% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.87% |
| ETP LEGACY LP 29277EQ15 DCP 03/01/2021 | 0.86% |
| GENERAL MOTORS FINANCIAL CO I 37046TQ15 DCP 03/01/2021 | 0.86% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.83% |
| SWPTN 3MX10Y P 0.9673 USD 03/22/2021 JP | 0.80% |
| ROMULUS FUNDING CORP 77619EQ11 DCP 03/01/2021 | 0.75% |
| CASH MGMT BILL 00.0000 06/01/2021 | 0.70% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.67% |
| CAS 2017-C02 2B1 05.6176 09/25/2029 | 0.67% |
| SWPTN 3MX10Y P 1.167 USD 04/13/2021 JP | 0.61% |
| TREASURY BILL 00.0000 03/18/2021 | 0.59% |
| CAS 2016-C02 1B 12.3676 09/25/2028 | 0.57% |
| TREASURY BILL 00.0000 03/25/2021 | 0.57% |
| FNMA FN30 TBA UMBS 04.5000 03/01/2051 | 0.56% |
| CAS 2015-C04 1M2 05.8176 04/25/2028 | 0.55% |
| SWPTN 3MX10Y P 0.964 USD 03/18/2021 JP | 0.54% |
| 0.968 R ISWP FWD US0003M P 04/08/2031 | 0.53% |
| CASH MGMT BILL 00.0000 05/25/2021 | 0.51% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.51% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.50% |
| 0.418 R ISWP US0003M P 01/15/2026 | 0.49% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.48% |
| CFCRE 2011-C2 E P/P 144A 05.7395 12/15/2047 | 0.47% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.47% |
| CWALT 2005-59 1A1 00.7711 11/20/2035 | 0.46% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.45% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.45% |
| PROVINCIA DE CORDOBA REGS 03.0000 06/01/2027 | 0.45% |
| OMIR 2018-1A M2 02.9676 07/25/2028 | 0.43% |
| STACR 2015-DNA3 B 09.4676 04/25/2028 | 0.42% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.42% |
| STACR 2015-DNA2 B 07.6676 12/25/2027 | 0.42% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.40% |
| FIDELITY NATIONAL INFORMATION 31621YQ51 DCP 03/05/2021 | 0.38% |
| WFRBS 2012-C10 D P/P 144A 04.4268 12/15/2045 | 0.37% |
| FHR 5051 BI IO 03.0000 11/25/2050 | 0.37% |
| SWPTN 3MX5Y P 0.615 USD 04/13/2021 BC | 0.36% |
| WFRBS 2013-C15 D P/P 144A 04.4912 08/15/2046 | 0.35% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.35% |
| FIDELITY NATIONAL INFORMATION 31621YQB8 DCP 03/11/2021 | 0.34% |
| MANHATTAN ASSET FUNDING CO LL 56274LQ80 DCP 03/08/2021 | 0.34% |
| NASDAQ INC 63111ER88 DCP 04/08/2021 | 0.34% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.34% |
| PALO ALTO NET P/P 144A CV 00.3750 06/01/2025 | 0.34% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.34% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.34% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.33% |
| INTERCONTINENTAL EXCHANGE INC 45856WTN9 DCP 06/22/2021 | 0.32% |
| TREASURY BILL 00.0000 05/06/2021 | 0.32% |
| GNR 2018-H03 XI IO 00.9878 02/20/2068 | 0.32% |
| HVMLT 2005-2 1A 00.6310 05/19/2035 | 0.32% |
| NHLT 2019-2A M4 P/P 144A 05.6822 11/25/2029 | 0.32% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.32% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.32% |
| SAMI 2006-AR7 A1A 00.3276 08/25/2036 | 0.32% |
| CAS 2016-C03 1B 11.8676 10/25/2028 | 0.32% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.32% |
| CWALT 2006-OA10 4A1 00.4976 08/25/2046 | 0.31% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.30% |
| GNR 2018-H02 EI IO 00.7362 01/20/2068 | 0.29% |
| GNR 2016-H23 NI IO 02.3532 10/20/2066 | 0.29% |
| JPMCC 2013-LC11 E P/P 144A 03.2500 04/15/2046 | 0.29% |
| FNR 2018-38 SA IO 06.0824 06/25/2048 | 0.29% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.29% |
| CMLTI 2007-AMC3 A2D 00.4676 03/25/2037 | 0.28% |
| GSMS 2014-GC24 D P/P 144A 04.5315 09/10/2047 | 0.28% |
| CAS 2019-HRP1 B1 09.3800 11/25/2039 | 0.28% |
| FNR 2016-96 ST IO 05.9824 12/25/2046 | 0.28% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.28% |
| GNR 2018-H05 BI IO 01.3662 02/20/2068 | 0.28% |
| GNR 2020-7 SK IO 05.9389 01/20/2050 | 0.28% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.28% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.28% |
| SUNCOR ENERGY INC 86723AQG0 DCP 03/16/2021 | 0.27% |
| TURKEY GOVERNMENT BOND TRY 10.6000 02/11/2026 | 0.27% |
| JPMBB 2014-C25 D P/P 144A 03.9485 11/15/2047 | 0.27% |
| GNR 2018-164 AS IO 05.9889 12/20/2048 | 0.27% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.27% |
| JPMBB 2014-C25 E P/P 144A 03.3320 11/15/2047 | 0.26% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.26% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.26% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.26% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.26% |
| ENTERGY CORP 29366EQ17 DCP 03/01/2021 | 0.26% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.26% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.25% |
| GNR 2018-H02 HI IO 00.7096 01/20/2068 | 0.25% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.24% |
| CWALT 2006-OA7 1A2 01.3184 06/25/2046 | 0.24% |
| WFCM 2013-LC12 D P/P 144A 04.2741 07/15/2046 | 0.24% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.24% |
| STACR 2015-HQA2 B 10.6176 05/25/2028 | 0.24% |
| SHERWIN-WILLIAMS CO/THE 82434TQW3 DCP 03/30/2021 | 0.24% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.23% |
| COMM 2012-LC4 E P/P 144A 04.2500 12/10/2044 | 0.23% |
| JPMBB 2014-C18 D P/P 144A 04.7942 02/15/2047 | 0.23% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.23% |
| GNR 2018-H05 AI IO 00.9675 02/20/2068 | 0.23% |
| CAS 2016-C01 1B 11.8676 08/25/2028 | 0.22% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.22% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.22% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.22% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.22% |
| -0.30 R ISWP FWD EUR006M P 03/17/2031 | 0.21% |
| GNR 2013-9 S IO 06.6389 01/20/2043 | 0.21% |
| UBSBB 2013-C6 E P/P 144A 03.5000 04/10/2046 | 0.21% |
| GNR 2017-H10 MI IO 02.0754 04/20/2067 | 0.21% |
| FHR 4265 SD IO 05.9878 01/15/2035 | 0.21% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.21% |
| HUMANA INC 44486HRF2 DCP 04/15/2021 | 0.20% |
| INTERCONTINENTAL EXCHANGE INC 45856WTM1 DCP 06/21/2021 | 0.20% |
| CSMC 2008-C1 AJ P/P 144A 05.9967 02/15/2041 | 0.20% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.20% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.20% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.20% |
| BCAP 2011-RR3 3A6 02.6445 11/27/2036 | 0.20% |
| GNR 2015-H12 AI IO 01.8589 05/20/2065 | 0.20% |
| VERTIV TLB L+300 03.1185 03/02/2027 | 0.20% |
| REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.19% |
| WFRBS 2011-C3 E P/P 144A 05.0000 03/15/2044 | 0.19% |
| GNR 2015-H15 BI IO 02.5865 06/20/2065 | 0.19% |
| CPTFEMU R 0.961 P 05/15/40 | 0.19% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.19% |
| FNMA FN30 TBA UMBS 05.0000 03/01/2051 | 0.19% |
| CPTFEMU R 0.655 P 05/15/30 | 0.19% |
| MSBAM 2014-C17 E P/P 144A 03.5000 08/15/2047 | 0.19% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.19% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.18% |
| FNR 2016-62 GS IO 05.9824 09/25/2046 | 0.18% |
| GNR 2018-105 SG IO 06.1389 08/20/2048 | 0.18% |
| CAS 2017-C03 1B1 04.9676 10/25/2029 | 0.18% |
| EXACT SCIENCES CORP CV 00.3750 03/15/2027 | 0.18% |
| PLAINS MIDSTREAM CANADA ULC 72651VQ13 DCP 03/01/2021 | 0.18% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.18% |
| GNR 2019-6 SM IO 05.9389 01/20/2049 | 0.18% |
| CARMX 2020-2 D 06.8700 05/17/2027 | 0.18% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.18% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.18% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.18% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.17% |
| PIONEER NAT P/P 144A CV 00.2500 05/15/2025 | 0.17% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.17% |
| AMERICAN HONDA FINANCE CORP 02665JQ52 DCP 03/05/2021 | 0.17% |
| SHELL INTERNATIONAL FINANCE B 8225X2TB0 DCP 06/11/2021 | 0.17% |
| NAVISTAR INTL TLB L+350 03.6200 11/06/2024 | 0.17% |
| 1.232 R ISWP US0003M P 01/29/2051 | 0.17% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.17% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.17% |
| GNR 2017-H06 BI IO 01.7474 02/20/2067 | 0.17% |
| GNR 2018-H04 IO IO 00.9963 02/20/2068 | 0.17% |
| GSR 2007-OA1 2A3A 00.4276 05/25/2037 | 0.17% |
| SPLUNK INC P/P 144A CV 01.1250 06/15/2027 | 0.17% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.16% |
| REPUBLIC OF CHILE USD 03.5000 01/25/2050 | 0.16% |
| GNR 2017-160 S IO 06.0889 10/20/2043 | 0.16% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.16% |
| DBALT 2006-AR4 A2 00.4976 12/25/2036 | 0.16% |
| AHM 2007-1 GA1C 00.3076 05/25/2047 | 0.16% |
| FNR 2019-34 SL IO 05.9324 07/25/2049 | 0.16% |
| GNR 2018-H01 XI IO 02.3060 01/20/2068 | 0.16% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.16% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.16% |
| GNR 2017-H18 FI IO 02.3202 09/20/2067 | 0.16% |
| GNR 2018-104 SD IO 06.0889 08/20/2048 | 0.16% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.16% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.16% |
| FNR 2019-47 SA IO 05.9324 08/25/2049 | 0.16% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.16% |
| CSAIL 2015-C1 D P/P 144A 03.7638 04/15/2050 | 0.16% |
| GNR 2018-H15 EI IO 01.7211 08/20/2068 | 0.16% |
| CWALT 2006-OA10 3A1 00.4976 08/25/2046 | 0.15% |
| GNR 2017-H08 NI IO 02.0570 03/20/2067 | 0.15% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.15% |
| GNR 2015-H03 CI IO 01.7147 01/20/2065 | 0.15% |
| HCA INC. 05.3750 09/01/2026 | 0.15% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.15% |
| 0.70 R ISWP FWD SOFRRATE P 03/17/2031 | 0.15% |
| CAS 2017-C01 1B1 05.8676 07/25/2029 | 0.15% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.15% |
| GNR 2015-H23 BI IO 01.7518 09/20/2065 | 0.15% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.15% |
| BSMF 2006-AR2 2A1 00.3476 09/25/2046 | 0.15% |
| GNR 2013-152 SJ IO 06.0389 05/20/2041 | 0.15% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.15% |
| UKRPI P 3.665 R 12/15/28 | 0.15% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.14% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.14% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.14% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.14% |
| WFRBS 2012-C9 E P/P 144A 04.8138 11/15/2045 | 0.14% |
| GNR 2015-H08 CI IO 01.7950 03/20/2065 | 0.14% |
| GNR 2017-H03 HI IO 01.5727 01/20/2067 | 0.14% |
| GNR 2017-H16 JI IO 02.5289 08/20/2067 | 0.14% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.14% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.14% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.14% |
| GNR 2016-77 SC IO 05.9889 10/20/2045 | 0.14% |
| GNR 2018-100 S IO 06.0889 07/20/2048 | 0.14% |
| ARAB REP OF EGYPT P/P 144A 05.8750 02/16/2031 | 0.14% |
| BURL STORE P/P 144A CV 02.2500 04/15/2025 | 0.14% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.14% |
| REPUBLIC OF EL SALVADOR REGS 07.6250 02/01/2041 | 0.14% |
| GNR 2017-H12 QI IO 02.5620 05/20/2067 | 0.14% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.14% |
| REPUBLIC OF EL SALVADOR REGS 05.8750 01/30/2025 | 0.14% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.14% |
| INTERCONTINENTAL EXCHANGE INC 45856WSB6 DCP 05/11/2021 | 0.14% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.14% |
| 1.629 R ISWP US0003M P 01/19/2026 | 0.14% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.14% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.14% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.14% |
| GNR 2017-H20 HI IO 02.1829 10/20/2067 | 0.13% |
| STACR 2020-HQA3 B2 10.1176 07/25/2050 | 0.13% |
| GNR 2017-H16 IO 02.4928 08/20/2067 | 0.13% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.13% |
| COMM 2014-UBS3 D P/P 144A 04.7682 06/10/2047 | 0.13% |
| GNR 2018-91 SH IO 06.1389 07/20/2048 | 0.13% |
| GNR 2016-H22 AI IO 02.3083 10/20/2066 | 0.13% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.13% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.13% |
| GNR 2015-H15 AI IO 01.8066 06/20/2065 | 0.13% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.13% |
| BOOKING HLDS P/P 144A CV 00.7500 05/01/2025 | 0.13% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.13% |
| HUMANA INC 44486HQC0 DCP 03/12/2021 | 0.13% |
| SWPTN 3YX2Y P 1.185 USD 12/04/2023 BA | 0.13% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.12% |
| GNR 2017-H06 MI IO 01.3055 02/20/2067 | 0.12% |
| GSAA 2006-8 2A2 00.4776 05/25/2036 | 0.12% |
| ZENDESK INC P/P 144A CV 00.6250 06/15/2025 | 0.12% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.12% |
| MSC 2012-C4 E P/P 144A 05.4184 03/15/2045 | 0.12% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.12% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.12% |
| CAS 2016-C06 1B 09.3676 04/25/2029 | 0.12% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.12% |
| CAS 2017-C06 2M2 02.9176 02/25/2030 | 0.12% |
| COMM 2012-CR3 E P/P 144A 04.7501 10/15/2045 | 0.12% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.12% |
| PROVINCIA DE BUENOS P/P 144A 09.1250 03/16/2024 | 0.12% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.12% |
| GNR 2016-H12 AI IO 01.6533 07/20/2065 | 0.12% |
| FNR 2018-44 SA IO 06.0824 06/25/2048 | 0.12% |
| MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.12% |
| STACR 2018-HQA2 B2 11.1176 10/25/2048 | 0.12% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.12% |
| GNR 2014-4 SG IO 05.9889 01/20/2044 | 0.12% |
| GNR 2015-H20 BI IO 02.0886 08/20/2065 | 0.12% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.11% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.11% |
| GNR 2017-H11 TI IO 02.6218 04/20/2067 | 0.11% |
| STACR 2019-DNA2 B2 10.6176 03/25/2049 | 0.11% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.11% |
| 1.33 R ISWP US0003M P 11/03/2021 | 0.11% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.11% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.11% |
| STACR 2017-DNA1 B1 05.0676 07/25/2029 | 0.11% |
| STACR 2018-DNA3 B2 07.8676 09/25/2048 | 0.11% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.11% |
| GNR 2016-H04 HI IO 02.3843 07/20/2065 | 0.11% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.11% |
| JPMBB 2014-C18 E P/P 144A 04.2942 02/15/2047 | 0.11% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.11% |
| STACR 2016-HQA3 M3 03.9676 03/25/2029 | 0.11% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.11% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.11% |
| ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.11% |
| CPTFEMU P 1.71 R 07/15/37 | 0.11% |
| GNR 2016-H16 EI IO 02.4883 06/20/2066 | 0.11% |
| GNR 2017-H03 EI IO 02.4528 01/20/2067 | 0.11% |
| GNR 2018-67 SC IO 06.0889 05/20/2048 | 0.11% |
| GNR 2017-H09 IO IO 02.1896 04/20/2067 | 0.11% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.11% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.11% |
| CAS 2017-C06 2B1 04.5676 02/25/2030 | 0.11% |
| CWALT 2006-OA10 1A1 01.3384 08/25/2046 | 0.11% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.11% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.11% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.11% |
| GNR 2017-H05 CI IO 02.5970 02/20/2067 | 0.11% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.10% |
| GNR 2016-H08 AI IO 02.5052 08/20/2065 | 0.10% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.10% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.10% |
| FHR 4731 QS IO 06.0878 11/15/2047 | 0.10% |
| FHR 4742 S IO 06.0878 12/15/2047 | 0.10% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.10% |
| MSBAM 2015-C23 D P/P 144A 04.1444 07/15/2050 | 0.10% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.10% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.10% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.10% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.10% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.10% |
| RINGCENTRAL P/P 144A CV 00.0000 03/01/2025 | 0.10% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.10% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.10% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.10% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.10% |
| FORTIVE CORP CV 00.8750 02/15/2022 | 0.10% |
| GNR 2015-H18 BI IO 02.3848 07/20/2065 | 0.10% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.10% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.10% |
| REPUBLIC OF EL SALVADOR REGS 06.3750 01/18/2027 | 0.10% |
| CENTENE CORP 04.6250 12/15/2029 | 0.10% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.10% |
| GNR 2019-125 SG IO 05.9389 10/20/2049 | 0.10% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.10% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.10% |
| GNR 2015-H10 BI IO 03.0213 04/20/2065 | 0.10% |
| GNR 2015-H23 DI IO 01.8547 09/20/2065 | 0.10% |
| LYFT INC P/P 144A CV 01.5000 05/15/2025 | 0.10% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.10% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.10% |
| COMM 2013-CR9 D P/P 144A 04.2425 07/10/2045 | 0.09% |
| GNR 2016-H18 IO IO 01.6515 08/20/2066 | 0.09% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.09% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.09% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.09% |
| GNR 2014-119 SA IO 05.4889 08/20/2044 | 0.09% |
| GNR 2014-H25 BI IO 01.6899 12/20/2064 | 0.09% |
| PROOFPOINT IN CV 00.2500 08/15/2024 | 0.09% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.09% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% |
| GNR 2016-H27 EI IO 01.9813 12/20/2066 | 0.09% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.09% |
| ASCEND LEARNING TLB L+300 04.0000 07/12/2024 | 0.09% |
| FNR 2011-101 SA IO 05.7824 10/25/2041 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.09% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.09% |
| SPRINT CORP 07.6250 03/01/2026 | 0.09% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.09% |
| 1.5945 R ISWP US0003M P 01/15/2051 | 0.09% |
| STACR 2016-HQA2 M3 05.2676 11/25/2028 | 0.09% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.09% |
| GNR 2017-H11 DI IO 01.9042 05/20/2067 | 0.09% |
| GNR 2018-H01 IO IO 02.3307 12/20/2067 | 0.09% |
| CWALT 2006-OA10 2A1 00.4976 08/25/2046 | 0.09% |
| STACR 2019-DNA1 B2 10.8676 01/25/2049 | 0.09% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.09% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.09% |
| 2.32 R ISWP FWD US0003M P 02/09/2024 | 0.09% |
| GNR 2016-H14 IO IO 01.6840 06/20/2066 | 0.09% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.09% |
| TWITTER INC CV 01.0000 09/15/2021 | 0.09% |
| UKRPI P 3.385 R 11/15/24 | 0.09% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.09% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.09% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.08% |
| WFCM 2014-LC16 D P/P 144A 03.9380 08/15/2050 | 0.08% |
| CCMFC 2006-4A A2 00.2976 11/25/2047 | 0.08% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.08% |
| JPALT 2007-A2 12A1 00.3176 06/25/2037 | 0.08% |
| ON SEMICONDUC CV 01.6250 10/15/2023 | 0.08% |
| BMIR 2017-1 B1 P/P 144A 04.8676 10/25/2027 | 0.08% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.08% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.08% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.08% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.08% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.08% |
| CWALT 2006-OA7 1A1 02.3227 06/25/2046 | 0.08% |
| OKTA INC P/P 144A CV 00.3750 06/15/2026 | 0.08% |
| 1.6355 R ISWP US0003M P 02/04/2051 | 0.08% |
| BACM 2005-1 C 05.6647 11/10/2042 | 0.08% |
| GNR 2015-H24 AI IO 02.1420 09/20/2065 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| MICROSTRATEGY P/P 144A CV 00.0000 02/15/2027 | 0.08% |
| STACR 2016-DNA1 B 10.1300 07/25/2028 | 0.08% |
| STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.08% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.08% |
| ETSY INC P/P 144A CV 00.1250 09/01/2027 | 0.08% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.08% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.08% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.08% |
| ORTHO-CLINICAL TLB L+325 03.3626 06/30/2025 | 0.08% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.08% |
| BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.08% |
| DEXCOM INC P/P 144A CV 00.2500 11/15/2025 | 0.08% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.08% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.08% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.08% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.08% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.08% |
| DOMINION ENERGY INC 2574P0RS5 DCP 04/26/2021 | 0.08% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.08% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.08% |
| GNR 2017-H06 DI IO 01.7842 02/20/2067 | 0.07% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.07% |
| SWPTN 5YX30Y P 1.04 USD 03/20/2025 TD | 0.07% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.07% |
| BIOMARIN PHAR P/P 144A CV 01.2500 05/15/2027 | 0.07% |
| CAS 2017-C03 1M2 03.1176 10/25/2029 | 0.07% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.07% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.07% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.07% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.07% |
| 0.30 R ISWP FWD SES3M P 03/17/2031 | 0.07% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| GNR 2016-H06 CI IO 01.6493 02/20/2066 | 0.07% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.07% |
| SWPTN 3MX30Y P 1.46 USD 04/06/2021 CI | 0.07% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.07% |
| CONMED CORP CV 02.6250 02/01/2024 | 0.07% |
| GNR 2016-H17 KI IO 02.5137 07/20/2066 | 0.07% |
| GNR 2017-H02 BI IO 02.4844 01/20/2067 | 0.07% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.07% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.07% |
| STACR 2017-DNA2 B1 05.2676 10/25/2029 | 0.07% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.07% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.07% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.07% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.07% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.07% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.07% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.07% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.07% |
| CAS 2016-C03 1M2 05.4176 10/25/2028 | 0.07% |
| DOCUSIGN INC P/P 144A CV 00.0000 01/15/2024 | 0.07% |
| ENVISION HEALTHCARE TL L+375 03.8645 10/10/2025 | 0.07% |
| GNR 2014-46 SA IO 05.9889 03/20/2044 | 0.07% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.07% |
| SPRINT CORP 07.8750 09/15/2023 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.07% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.07% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.07% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.07% |
| GNR 2016-H24 JI IO 02.1868 11/20/2066 | 0.07% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.07% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.07% |
| HMIR 2019-1 M2 P/P 144A 03.3676 05/25/2029 | 0.07% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.07% |
| STACR 2020-HQA2 M2 03.2176 03/25/2050 | 0.07% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.07% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.07% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.07% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.07% |
| SOLENIS 1STL L+400 04.2272 06/26/2025 | 0.07% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.07% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.07% |
| BWAY CORP TLB L+325 03.4425 04/03/2024 | 0.07% |
| CINEMARK HOLD P/P 144A CV 04.5000 08/15/2025 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.07% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.07% |
| NATIONAL VIS P/P 144A CV 02.5000 05/15/2025 | 0.07% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.07% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.07% |
| TELADOC HE P/P 144A CV 01.2500 06/01/2027 | 0.07% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.07% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.06% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.06% |
| BALTA 2005-7 21A1 02.9947 09/25/2035 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.06% |
| COLONY STARWO CV 03.5000 01/15/2022 | 0.06% |
| ENVISTA HLDGS P/P 144A CV 02.3750 06/01/2025 | 0.06% |
| GNR 2015-H01 BI IO 01.5584 01/20/2065 | 0.06% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.06% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.06% |
| 1.621 R ISWP US0003M P 02/02/2051 | 0.06% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% |
| INPHI CORP P/P 144A CV 00.7500 04/15/2025 | 0.06% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.06% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.06% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.06% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.06% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.06% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.06% |
| COUPA SOFTWAR P/P 144A CV 00.3750 06/15/2026 | 0.06% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.06% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.06% |
| STACR 2019-DNA3 B2 08.2676 07/25/2049 | 0.06% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| PACIRA PHARMA P/P 144A CV 00.7500 08/01/2025 | 0.06% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.06% |
| STACR 2018-HQA1 M2 02.4176 09/25/2030 | 0.06% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.06% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.06% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.06% |
| UKRPI P 3.34 R 03/15/28 | 0.06% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.06% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.06% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.06% |
| SWPTN 4WX5Y P 0.5996 USD 03/05/2021 GS | 0.06% |
| WERNER TLB L+400 05.0000 07/24/2024 | 0.06% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.06% |
| 2.3075 R ISWP FWD US0003M P 02/02/2024 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.06% |
| FHR 3919 SA IO 06.3878 09/15/2041 | 0.06% |
| SYNAPTICS INC CV 00.5000 06/15/2022 | 0.06% |
| VONAGE HLDGS CV 01.7500 06/01/2024 | 0.06% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.06% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.06% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.06% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.06% |
| L BRANDS INC. 06.8750 11/01/2035 | 0.06% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.06% |
| LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.06% |
| NATWEST GROUP PLC USD 03.8750 09/12/2023 | 0.06% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.06% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.06% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| UKRPI P 3.4025 R 03/15/28 | 0.06% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.06% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.06% |
| MOTION BONDCO DAC REGS 04.5000 11/15/2027 | 0.06% |
| STACR 2017-DNA3 B1 04.5676 03/25/2030 | 0.06% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.06% |
| UBSBB 2012-C2 F P/P 144A 05.0000 05/10/2063 | 0.06% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.06% |
| CAS 2017-C05 1B1 03.7176 01/25/2030 | 0.06% |
| CAS 2017-C07 1B1 04.1176 05/25/2030 | 0.06% |
| CAS 2018-C06 2B1 04.2176 03/25/2031 | 0.06% |
| DICK'S SPORT P/P 144A CV 03.2500 04/15/2025 | 0.06% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.06% |
| HUBSPOT INC P/P 144A CV 00.3750 06/01/2025 | 0.06% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.06% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.06% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.06% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.06% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% |
| CIRSA FINANCE INTER REGS 06.2500 12/20/2023 | 0.06% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.06% |
| GNR 2014-H06 BI IO 01.4604 02/20/2064 | 0.06% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.06% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.06% |
| ZILLOW GRP CV 01.3750 09/01/2026 | 0.06% |
| CALLAWAY GOLF P/P 144A CV 02.7500 05/01/2026 | 0.05% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.05% |
| DATADOG INC P/P 144A CV 00.1250 06/15/2025 | 0.05% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.05% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.05% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.05% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.05% |
| GNR 2014-60 SE IO 05.9889 04/20/2044 | 0.05% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.05% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.05% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.05% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.05% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.05% |
| UNDER INC P/P 144A CV 01.5000 06/01/2024 | 0.05% |
| CARNIVAL CORP P/P 144A CV 05.7500 04/01/2023 | 0.05% |
| CAS 2020-SBT1 1B1 06.8676 02/25/2040 | 0.05% |
| COX MEDIA TL L+350 03.6145 12/17/2026 | 0.05% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| INTEGRA LIFE P/P CV 00.5000 08/15/2025 | 0.05% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.05% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.05% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.05% |
| BSCMS 2007-T28 D P/P 144A 05.7181 09/11/2042 | 0.05% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.05% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.05% |
| FTI CONSULTIN CV 02.0000 08/15/2023 | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| JAMES HARDIE INT P/P 144A 05.0000 01/15/2028 | 0.05% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.05% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.05% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.05% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.05% |
| SILICON LABS P/P 144A CV 00.6250 06/15/2025 | 0.05% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.05% |
| SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.05% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.05% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.05% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.05% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.05% |
| FHS 311 S1 IO 05.8378 08/15/2043 | 0.05% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.05% |
| LIBERTY MEDIA | 0.05% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.05% |
| SCIENTIFIC GAMES P/P 144A 08.2500 03/15/2026 | 0.05% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.05% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.05% |
| SWPTN 4WX10Y P 1.222 USD 03/11/2021 CI | 0.05% |
| SWPTN 6MX10Y P 1.62 USD 08/12/2021 GS | 0.05% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.05% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.05% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.05% |
| PEGASYSTEMS P/P CV 00.7500 03/01/2025 | 0.05% |
| PG&E CORPORATION 05.0000 07/01/2028 | 0.05% |
| QVC INC 04.3750 09/01/2028 | 0.05% |
| STACR 2020-DNA3 B1 05.2176 06/25/2050 | 0.05% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.05% |
| BENTLEY SYSTE P/P 144A CV 00.1250 01/15/2026 | 0.05% |
| CLUBCORP TLB L+275 03.0039 09/18/2024 | 0.05% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.05% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.05% |
| FHS 326 S2 IO 05.8378 03/15/2044 | 0.05% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.05% |
| NEW RELIC INC CV 00.5000 05/01/2023 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.05% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.05% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.05% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% |
| CPURNSA R 1.703 P 11/29/24 | 0.05% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.05% |
| FNR 2010-35 SG IO 06.2824 04/25/2040 | 0.05% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.05% |
| ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.05% |
| L BRANDS INC 07.5000 06/15/2029 | 0.05% |
| LOUISIANA-PACIFI P/P 144A 03.6250 03/15/2029 | 0.05% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.05% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.05% |
| 0.2429 R ISWP FWD US0003M P 07/05/2024 | 0.05% |
| AIR TRANSPORT CV 01.1250 10/15/2024 | 0.05% |
| CLEAR CHANNEL TLB L+350 03.7114 08/21/2026 | 0.05% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.05% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.05% |
| DOMINICAN REPUBLIC REGS 07.5000 05/06/2021 | 0.05% |
| FHR 5011 SA IO 06.1324 09/25/2050 | 0.05% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.05% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.05% |
| ISTAR INC 04.7500 10/01/2024 | 0.05% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.05% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.05% |
| ZSCALER INC. P/P 144A CV 00.1250 07/01/2025 | 0.05% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.04% |
| EPICOR SOFTWARE TLB L+325 04.0000 07/30/2027 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.04% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.04% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.04% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.04% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.04% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.04% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.04% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.04% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.04% |
| GNR 2013-182 SY IO 05.9889 12/20/2043 | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.04% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.04% |
| PELOTON INTER P/P 144A CV 00.0000 02/15/2026 | 0.04% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.04% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.04% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.04% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.04% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| GNR 2014-58 SA IO 05.9889 04/20/2044 | 0.04% |
| GNR 2020-15 CS IO 05.9389 02/20/2050 | 0.04% |
| ISTAR INC 05.5000 02/15/2026 | 0.04% |
| STACR 2019-FTR3 B2 04.9300 09/25/2047 | 0.04% |
| STACR 2019-HQA2 B2 11.3676 04/25/2049 | 0.04% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.04% |
| UKRPI P 3.381 R 11/15/24 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.04% |
| CAS 2017-C07 2B1 04.5676 05/25/2030 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| GBP/USD 03/17/2021 RBSF | 0.04% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.04% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.04% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.04% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.04% |
| SWPTN 6MX10Y P 1.007 USD 06/10/2021 CI | 0.04% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.04% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.04% |
| BLOOMIN BRAND P/P 144A CV 05.0000 05/01/2025 | 0.04% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.04% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% |
| CREE INC P/P 144A CV 01.7500 05/01/2026 | 0.04% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.04% |
| FHR 5004 SG IO 05.9824 08/25/2050 | 0.04% |
| GFL ENVIORNMENTAL TLB L+300 03.5000 05/31/2025 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% |
| JPY/USD 05/19/2021 SSBT | 0.04% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.04% |
| PINDUODUO INC USD 00.0000 12/01/2025 | 0.04% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.04% |
| SABRE GLBL P/P 144A CV 04.0000 04/15/2025 | 0.04% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.04% |
| SWPTN 1YX5Y P 0.462 USD 06/24/2021 CI | 0.04% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.04% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% |
| CAS 2016-C04 1B 10.3676 01/25/2029 | 0.04% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.04% |
| CPURNSA R 1.7625 P 12/10/24 | 0.04% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.04% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.04% |
| IRONWOOD PHAR CV 00.7500 06/15/2024 | 0.04% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.04% |
| UKRPI P 3.42 R 12/15/24 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| ENCORE CAPITA CV 03.2500 03/15/2022 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.04% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.04% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.04% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.04% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.04% |
| 2.57 R ISWP FWD US0003M P 02/02/2024 | 0.04% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.04% |
| CMLTI 2007-AMC3 A2B 00.2976 03/25/2037 | 0.04% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.04% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% |
| SWPTN 3YX30Y P 2.983 USD 05/23/2022 GS | 0.04% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.04% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.04% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.04% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| ELANCO ANIMAL HLTH TLB L+175 01.8651 02/04/2027 | 0.04% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| UKRPI P 3.34 R 02/15/28 | 0.04% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.04% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.04% |
| ATOTECH TLB1 L+300 04.0000 01/31/2024 | 0.04% |
| CAS 2017-C07 2M2 02.6176 05/25/2030 | 0.04% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.04% |
| GNR 2010-20 SC IO 06.0389 02/20/2040 | 0.04% |
| OMIR 2017-1A M2 P/P 144A 04.1176 04/25/2027 | 0.04% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.04% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.04% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.04% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% |
| CFMT 2019-HB1 M5 P/P 144A 06.0000 12/25/2029 | 0.04% |
| DELIVERY HERO AG REGS 01.5000 01/15/2028 | 0.04% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.04% |
| FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.04% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.04% |
| GNR 2019-78 SJ IO 05.9389 06/20/2049 | 0.04% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.04% |
| RAPID7 INC P/P 144A CV 02.2500 05/01/2025 | 0.04% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.04% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.04% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.04% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.03% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.03% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.03% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% |
| GNR 2013-129 SN IO 06.0389 09/20/2043 | 0.03% |
| GNR 2013-99 VS IO 05.9926 07/16/2043 | 0.03% |
| GNR 2020-63 PS IO 05.9889 04/20/2050 | 0.03% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.03% |
| SNAP INC CV 00.7500 08/01/2026 | 0.03% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.03% |
| 1.12792 R ISWP US0003M P 01/13/2031 | 0.03% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.03% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.03% |
| GNR 2019-99 KS IO 05.9389 08/20/2049 | 0.03% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.03% |
| SQUARE INC P/P 144A CV 00.1250 03/01/2025 | 0.03% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.03% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.03% |
| APACHE CORP 05.1000 09/01/2040 | 0.03% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.03% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.03% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.03% |
| NUANCE COMM CV 01.2500 04/01/2025 | 0.03% |
| Q2 HLDG INC CV 00.7500 06/01/2026 | 0.03% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.03% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.03% |
| STRU BMOC-8710 SA IO 06.0389 07/20/2050 | 0.03% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.03% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.03% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.03% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.03% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.03% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.03% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.03% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.03% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.03% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.03% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.03% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.03% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.03% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| NEVRO CORP CV 01.7500 06/01/2021 | 0.03% |
| REVANCE THERA P/P CV 01.7500 02/15/2027 | 0.03% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.03% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.03% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.03% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.03% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| FHR 4969 IO IO 03.0000 04/25/2050 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| GARDA WORLD TLB L+475 04.9900 10/30/2026 | 0.03% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.03% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.03% |
| ZAYO GROUP HLDG INC L+300 03.1145 03/09/2027 | 0.03% |
| AIRBUS SE REGS 00.0000 06/14/2021 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.03% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.03% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.03% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.03% |
| SWPTN 3MX10Y R 0.991 USD 04/06/2021 CI | 0.03% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.03% |
| TOTAL SE REGS 00.5000 12/02/2022 | 0.03% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.03% |
| 1.204 R ISWP US0003M P 02/16/2031 | 0.03% |
| ASURION TLB7 L+300 03.1145 11/03/2024 | 0.03% |
| CLOUDFLARE P/P 144A CV 00.7500 05/15/2025 | 0.03% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.03% |
| FHR 4945 SL IO 05.9324 01/25/2050 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.03% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.03% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.03% |
| CEMEX SAB DE CV P/P 144A 07.3750 06/05/2027 | 0.03% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.03% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.03% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.03% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.03% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.03% |
| EUR/USD 03/17/2021 SSBT | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.03% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.03% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.03% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.03% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.03% |
| RH P/P 144A CV 00.0000 09/15/2024 | 0.03% |
| STACR 2018-HQA2 B1 04.3676 10/25/2048 | 0.03% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.03% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.03% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CAS 2018-C04 2B1 04.6176 12/25/2030 | 0.03% |
| CAS 2018-C06 2M2 02.2176 03/25/2031 | 0.03% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.03% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.03% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.03% |
| FNR 2019-57 KS IO 05.9324 10/25/2049 | 0.03% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.03% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.03% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| SPLUNK INC CV 01.1250 09/15/2025 | 0.03% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.03% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.03% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.02% |
| BMIR 2018-2A B1 P/P 144A 02.7676 08/25/2028 | 0.02% |
| CAS 2015-C01 2M2 04.6800 02/25/2025 | 0.02% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.02% |
| CENTENE CORP 03.0000 10/15/2030 | 0.02% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.02% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.02% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.02% |
| GATES GLOBAL 1L TL L+275 03.5000 03/31/2027 | 0.02% |
| GBP/USD 03/17/2021 MSCIL | 0.02% |
| HUB INTERNATIONAL TLB L+325 04.0000 04/25/2025 | 0.02% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.02% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.02% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.02% |
| WELBILT TLB L+250 02.6145 10/23/2025 | 0.02% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.02% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.02% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.02% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.02% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.02% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.02% |
| SEK/USD 03/17/2021 MSCIL | 0.02% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.02% |
| THYELE TL B 1L USD L+425 04.5384 07/31/2027 | 0.02% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.02% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% |
| FNR 2012-36 SN IO 06.3324 04/25/2042 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.02% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.02% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.02% |
| SWPTN 3MX2Y R 0.213 USD 03/23/2021 BC | 0.02% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.02% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.02% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.02% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| 1.6125 R ISWP US0003M P 01/15/2051 | 0.02% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.02% |
| CAS 2019-R04 2B1 05.3676 06/25/2039 | 0.02% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| EMIR 2020-1 B1 02.9676 01/25/2030 | 0.02% |
| FHR 4839 WS IO 05.9878 08/15/2056 | 0.02% |
| FNR 2020-12 SK IO 05.9324 03/25/2050 | 0.02% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% |
| STACR 2018-HQA2 M2 02.4176 10/25/2048 | 0.02% |
| STACR 2019-HQA1 B2 12.3676 02/25/2049 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.02% |
| CAS 2015-C02 2M2 04.1300 05/25/2025 | 0.02% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CWALT 2005-38 A3 00.8176 09/25/2035 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| FNR 2006-8 HP 24.1354 03/25/2036 | 0.02% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.02% |
| GENESEE & WYOMING TL L+200 02.2539 11/05/2026 | 0.02% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.02% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.02% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.02% |
| 2.5725 R ISWP FWD US0003M P 02/02/2024 | 0.02% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.02% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| GNR 2019-83 SY IO 05.9889 07/20/2049 | 0.02% |
| GNR 2019-96 SY IO 05.9889 08/20/2049 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| MCAS 2020-01 M10 P/P 144A 03.8676 03/25/2050 | 0.02% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| SWPTN 4WX5Y P 0.6175 USD 03/12/2021 WE | 0.02% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.02% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| CAS 2018-C02 2M2 02.3176 08/25/2030 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.02% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| MESSER INDUST TLB L+250 02.7539 03/01/2026 | 0.02% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.02% |
| UKRPI P 3.3875 R 03/15/28 | 0.02% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% |
| CAS 2016-C05 2B 10.8676 01/25/2029 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.02% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| NIO INC P/P 144A 00.5000 02/01/2027 | 0.02% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% |
| PENN NATIONAL GAMING CV 02.7500 05/15/2026 | 0.02% |
| SEA LTD P/P 144A 02.3750 12/01/2025 | 0.02% |
| SPST 2020-2 A 00.9445 03/24/2021 | 0.02% |
| STACR 2020-DNA4 B2 10.1176 08/25/2050 | 0.02% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.02% |
| -0.33 R ISWP FWD CHL6M P 03/17/2031 | 0.02% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.02% |
| 21VIANET GROUP INC P/P 144A 00.0000 02/01/2026 | 0.02% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.02% |
| BSCMS 2007-T26 AJ 05.4315 01/12/2045 | 0.02% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.02% |
| CAS 2016-C03 2M2 06.0176 10/25/2028 | 0.02% |
| CAS 2018-C03 1B1 03.8676 10/25/2030 | 0.02% |
| CAS 2019-R01 2M2 02.5676 07/25/2031 | 0.02% |
| CEMEX P/P 144A 05.7000 01/11/2025 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.02% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2012-H29 AI IO 01.4037 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.4037 10/20/2062 | 0.02% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.02% |
| GNR 2018-139 SA IO 06.0389 10/20/2048 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.02% |
| SPST 2020-WL1 A 01.2676 06/25/2051 | 0.02% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.02% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% |
| AUD/USD 04/21/2021 UBS | 0.02% |
| CHF/USD 03/17/2021 MSCIL | 0.02% |
| FNR 2015-42 LS IO 06.0824 06/25/2045 | 0.02% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.02% |
| FNR 2019-5 SA IO 05.9824 03/25/2049 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.02% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.02% |
| CAS 2018-C05 1B1 04.3676 01/25/2031 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.02% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.02% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.02% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% |
| NOK/USD 03/17/2021 TDBK | 0.02% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.02% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.01% |
| EUR/USD 03/17/2021 BCAP-FX | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.01% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.01% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.01% |
| CAS 2015-C02 1M2 04.1300 05/25/2025 | 0.01% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.01% |
| FNR 2019-43 JS IO 05.9324 08/25/2049 | 0.01% |
| GBP/USD 03/17/2021 GSFX | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.01% |
| OMIR 2019-1A B1B 04.4676 07/25/2029 | 0.01% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.01% |
| SEK/USD 03/17/2021 UBS | 0.01% |
| STACR 2014-DN1 M3 04.6176 02/25/2024 | 0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.01% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% |
| ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| EUR/USD 03/17/2021 CITI | 0.01% |
| EUR/USD 03/17/2021 TDBK | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| FNR 2019-73 SC IO 05.9324 12/25/2049 | 0.01% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| JPMCC 2013-LC11 D 04.1669 04/15/2046 | 0.01% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.01% |
| STACR 2017-HQA1 M2 03.6676 08/25/2029 | 0.01% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| 1.4292 R ISWP US0003M P 02/24/2031 | 0.01% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.01% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.01% |
| CAS 2018-C06 1B1 03.8676 03/25/2031 | 0.01% |
| CHF/USD 03/17/2021 HSBCB | 0.01% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.01% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.01% |
| FIVERR INTL LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| OMIR 2019-1A B1A 03.6176 07/25/2029 | 0.01% |
| STACR 2020-DNA5 B2 11.5447 10/25/2050 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.01% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.01% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.01% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | 0.01% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| STACR 2020-DNA3 B2 09.4676 06/25/2050 | 0.01% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| TPMT 2019-2 A2 P/P 144A 03.7500 12/25/2058 | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| BANK 2017-BNK9 D P/P 144A 02.8000 11/15/2054 | 0.01% |
| CAS 2015-C03 2M2 05.1300 07/25/2025 | 0.01% |
| CAS 2017-C04 2M2 02.9676 11/25/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| DIVERSEY TL L+300 03.1145 09/06/2024 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.01% |
| FHR 4937 MS IO 05.9324 12/25/2049 | 0.01% |
| FNR 2019-38 SC IO 05.9324 07/25/2049 | 0.01% |
| GBP/USD 03/17/2021 WPAC | 0.01% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% |
| GNR 2010-68 SD IO 06.4689 06/20/2040 | 0.01% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.01% |
| HORIZON GLOBAL CORP CV 02.7500 07/01/2022 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% |
| MTW FOODSERVICE ESCR 09.5000 02/15/2024 | 0.01% |
| NZD/USD 04/21/2021 GSFX | 0.01% |
| NZD/USD 04/21/2021 RBSF | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| SPST 2020-6 A 01.8649 09/07/2021 | 0.01% |
| STACR 2014-HQ3 M3 04.8676 10/25/2024 | 0.01% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | 0.01% |
| TALEND SA P/P CV 01.7500 09/01/2024 | 0.01% |
| TPMT 2018-5 M1 P/P 144A 03.2500 07/25/2058 | 0.01% |
| 1.1749 R ISWP US0003M P 01/14/2031 | 0.01% |
| 1.3905 R ISWP US0003M P 02/19/2031 | 0.01% |
| 1.3956 R ISWP US0003M P 02/19/2031 | 0.01% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.01% |
| CAS 2020-SBT1 1M2 03.7676 02/25/2040 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% |
| CHEVRON USA INC 06.0000 03/01/2041 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.01% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.01% |
| COMM 2014-CR16 C 04.9374 04/10/2047 | 0.01% |
| CREST 2003-2A E2 P/P 144A 08.0000 12/28/2038 | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| FHR 3408 EK 25.3414 04/15/2037 | 0.01% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.4019 02/10/2046 | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| IQIYI INC P/P USD 02.0000 04/01/2025 | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| NEXITY SA CV PFD | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 3MX10Y R 1.13 USD 04/28/2021 CI | 0.01% |
| TWILIO INC CV 00.2500 06/01/2023 | 0.01% |
| UBSBB 2013-C6 B P/P 144A 03.8751 04/10/2046 | 0.01% |
| 1.443 R ISWP US0003M P 02/25/2031 | 0.01% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.01% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 0.01% |
| 1.8835 R ISWP US0003M P 02/22/2051 | 0.01% |
| 1LIFE HEALTH P/P 144A CV 03.0000 06/15/2025 | 0.01% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.01% |
| CHF/USD 03/17/2021 CSI-FX | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.01% |
| DBUBS 2011-LC2A D P/P 144A 05.4578 07/10/2044 | 0.01% |
| EUR/USD 03/17/2021 WPAC | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.01% |
| IOS.FN30.300.12 R USL1M P 01/12/43 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JPMBB 2013-C12 C 04.0992 07/15/2045 | 0.01% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.01% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.01% |
| SEK/USD 03/17/2021 GSFX | 0.01% |
| STEARNS HLDG LLC CLASS B WTS | 0.01% |
| SWPTN 4WX5Y P 0.753 USD 03/23/2021 TD | 0.01% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.01% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.01% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| AUD/USD 04/21/2021 BCAP-FX | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| COMM 2014-CR17 E P/P 144A 04.8468 05/10/2047 | 0.01% |
| CSMC 2007-C4 C P/P 144A 05.7189 09/15/2039 | 0.01% |
| EUR/USD 03/17/2021 GSFX | 0.01% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.01% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.01% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.01% |
| GNR 2016-77 SL IO 06.0389 03/20/2043 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 0.01% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.01% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.01% |
| NZD/USD 04/21/2021 CITI | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| RMIR 2020-2 B1 07.7176 10/25/2030 | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| STACR 2019-DNA1 M2 02.7676 01/25/2049 | 0.01% |
| WAMU 2005-AR10 1A3 03.0850 09/25/2035 | 0.01% |
| 1.2215 R ISWP US0003M P 02/12/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.4518 R ISWP US0003M P 02/25/2031 | 0.00% |
| 1.452 R ISWP US0003M P 02/25/2031 | 0.00% |
| CAD/USD 04/21/2021 JPMCB | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FNR 2013-18 SB IO 06.0324 10/25/2041 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.00% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.00% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.00% |
| OPTN FN30 2.5 04/07/21 CALL 104.34375 JPMC | 0.00% |
| OVINTIV EXPLORATION INC 05.7500 01/30/2022 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.00% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.00% |
| SPRINT CORP 07.2500 09/15/2021 | 0.00% |
| STACR 2018-DNA1 B1 03.2676 07/25/2030 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.00% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.00% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.00% |
| WAMU 2005-AR13 A1C3 01.0976 10/25/2045 | 0.00% |
| 0.2005 R ISWP US0003M P 01/28/2023 | 0.00% |
| 1.37 R ISWP FWD US0003M P 08/16/2031 | 0.00% |
| 1.489 R ISWP US0003M P 03/01/2031 | 0.00% |
| 1.5125 R ISWP US0003M P 01/08/2051 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CAS 2015-C01 1M2 04.4300 02/25/2025 | 0.00% |
| CAS 2020-R02 2B1 03.1176 01/25/2040 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| GBP/USD 03/17/2021 BCAP-FX | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.00% |
| MRAFT 2020-4 A1 01.4705 04/23/2023 | 0.00% |
| MWST 2019-1 A 00.9176 06/25/2052 | 0.00% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 12/10/2025 | 0.00% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.00% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.00% |
| SWPTN 6MX10Y R 0.915 USD 07/13/2021 CI | 0.00% |
| 1.35468 R ISWP US0003M P 02/18/2031 | 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% |
| 1.7705 R ISWP US0003M P 02/10/2051 | 0.00% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| BERRY PLASTICS TLY L+200 02.1205 07/01/2026 | 0.00% |
| BLACKLINE INC CV 00.1250 08/01/2024 | 0.00% |
| CAD/USD 04/21/2021 BANKAM | 0.00% |
| CAD/USD 04/21/2021 TDBK | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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 JP | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| EQUINIX INC 05.3750 05/15/2027 | 0.00% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.00% |
| FNR 2005-83 QP 17.0882 11/25/2034 | 0.00% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2018-86 DS IO 05.9824 12/25/2048 | 0.00% |
| FSPC T-57 1AX IO 00.3796 07/25/2043 | 0.00% |
| GBP/USD 03/17/2021 JPMCB | 0.00% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| HCA INC 05.2500 06/15/2026 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.00% |
| JPY/USD 05/19/2021 WPAC | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.00% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.00% |
| MSBAM 2013-C10 F P/P 144A 04.0813 07/15/2046 | 0.00% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.00% |
| NETFLIX INC 04.8750 04/15/2028 | 0.00% |
| NZD/USD 04/21/2021 HSBCB | 0.00% |
| NZD/USD 04/21/2021 JPMCB | 0.00% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.00% |
| SCIENTIFIC GAMES TLB5 L+275 02.8645 08/14/2024 | 0.00% |
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| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| 0.051 R ISWP FWD EUR006M P 12/16/2050 | 0.00% |
| 0.1906 R ISWP US0003M P 02/02/2023 | 0.00% |
| 1.2145 R ISWP US0003M P 02/08/2031 | 0.00% |
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| CAS 2018-C01 1M2 02.3676 07/25/2030 | 0.00% |
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| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
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| 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% |
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| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DIAMOND SPORTS TLB L+325 03.3700 08/24/2026 | 0.00% |
| EUR/USD 03/17/2021 CSI-FX | 0.00% |
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| IHEARTMEDIA TLB L+300 03.1145 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
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| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
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| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
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| MSBAM 2013-C11 D P/P 144A 04.3519 08/15/2046 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
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| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SWPTN 3MX10Y R 0.9215 USD 04/28/2021 BA | 0.00% |
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| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
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| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.00% |
| -0.151 R ISWP FWD EUR006M P 12/16/2030 | 0.00% |
| -0.401 R ISWP FWD EUR006M P 12/16/2025 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 1.70 R ISWP FWD US0003M P 03/17/2041 | 0.00% |
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| AUD/USD 04/21/2021 CITI | 0.00% |
| AUD/USD 04/21/2021 SSBT | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAD/USD 04/21/2021 BCAP-FX | 0.00% |
| CAD/USD 04/21/2021 CITI | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EUR/USD 03/17/2021 RBSF | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FNR 1999-51 N PO 00.0000 09/17/2029 | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.00% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MWST 2020-2 A 00.9176 11/25/2053 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NZD/USD 04/21/2021 UBS | 0.00% |
| SAILPOINT TCH CV 00.1250 09/15/2024 | 0.00% |
| SWPTN 2YX30Y P 2.904 USD 05/24/2021 MS | 0.00% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.00% |
| -0.451 R ISWP FWD EUR006M P 12/16/2022 | 0.00% |
| 0.188 R ISWP US0003M P 01/07/2023 | 0.00% |
| 0.205 R ISWP US0003M P 01/08/2023 | 0.00% |
| 0.2095 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.211 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% |
| 0.2205 R ISWP US0003M P 01/15/2023 | 0.00% |
| 0.2235 R ISWP US0003M P 01/15/2023 | 0.00% |
| 0.228 R ISWP US0003M P 01/14/2023 | 0.00% |
| 0.877 R ISWP US0003M P 03/01/2026 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| CAD/USD 04/21/2021 CSI-FX | 0.00% |
| CHC GROUP LLC SEDOL BYXD3K4 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.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.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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 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 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-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.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 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CSMC 2006-C5 AX IO 01.2507 12/15/2039 | 0.00% |
| FHR 1208 F PO 00.0000 02/15/2022 | 0.00% |
| FHR 4199 CI IO 03.5000 12/15/2037 | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3878 10/25/2041 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| GBP/USD 03/17/2021 BANKAM | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 GSFX | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| NZD/USD 04/21/2021 BANKAM | 0.00% |
| NZD/USD 04/21/2021 BCAP-FX | 0.00% |
| NZD/USD 04/21/2021 TDBK | 0.00% |
| OPTN FN30 2.0 03/04/21 CALL 102.875 JPMC | 0.00% |
| OPTN FN30 2.0 03/04/21 CALL 103.0625 JPMC | 0.00% |
| OPTN FN30 2.5 03/04/21 CALL 105.109375 JPMC | 0.00% |
| SWPTN 1YX10Y R 0.7785 USD 03/02/2021 JP | 0.00% |
| SWPTN 1YX10Y R 1.101 USD 03/02/2021 JP | 0.00% |
| SWPTN 2YX5Y P 2.664 USD 05/24/2021 MS | 0.00% |
| SWPTN 3MX10Y R 0.964 USD 03/18/2021 JP | 0.00% |
| SWPTN 4WX5Y R 0.5996 USD 03/05/2021 GS | 0.00% |
| SWPTN 4WX5Y R 0.6175 USD 03/12/2021 WE | 0.00% |
| SWPTN 4WX5Y R 0.984 CAD 03/12/2021 TD | 0.00% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | -0.00% |
| 1.5865 R ISWP US0003M P 01/21/2051 | -0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | -0.00% |
| AUD/USD 04/21/2021 WPAC | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CPURNSA P 2.278 R 02/25/31 | -0.00% |
| CPURNSA P 2.28 R 02/25/31 | -0.00% |
| CPURNSA P 2.281 R 02/24/31 | -0.00% |
| CPURNSA P 2.286 R 02/24/31 | -0.00% |
| JPY/USD 05/19/2021 RBSF | -0.00% |
| NZD/USD 04/21/2021 CSI-FX | -0.00% |
| NZD/USD 04/21/2021 WPAC | -0.00% |
| SEK/USD 03/17/2021 JPMCB | -0.00% |
| SEK/USD 03/17/2021 SSBT | -0.00% |
| SWPTN 3MX10Y R 0.9673 USD 03/22/2021 JP | -0.00% |
| SWPTN 6MX30Y R 1.242 USD 04/27/2021 CI | -0.00% |
| 1.1075 R ISWP US0003M P 01/19/2031 | -0.00% |
| 1.4375 R ISWP US0003M P 01/04/2051 | -0.00% |
| CAD/USD 04/21/2021 HSBCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA P 2.2675 R 02/25/31 | -0.00% |
| JPY/USD 05/19/2021 JPMCB | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.00% |
| SWPTN 3MX10Y R 0.93 USD 04/28/2021 CI | -0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.255 R ISWP US0003M P 02/10/2031 | -0.00% |
| 1.559 R ISWP US0003M P 01/28/2051 | -0.00% |
| CAD/USD 04/21/2021 MSCIL | -0.00% |
| CAD/USD 04/21/2021 WPAC | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| GBP/USD 03/17/2021 HSBCB | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NZD/USD 04/21/2021 MSCIL | -0.00% |
| SWPTN 3MX10Y R 1.165 USD 04/13/2021 GS | -0.00% |
| SWPTN 3YX1Y P 1.333 USD 01/30/2023 JP | -0.00% |
| SWPTN 4WX5Y R 0.753 USD 03/23/2021 TD | -0.00% |
| CAD/USD 04/21/2021 RBSF | -0.00% |
| CAD/USD 04/21/2021 SSBT | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 03/17/2021 BANKAM | -0.00% |
| GBP/USD 03/17/2021 UBS | -0.00% |
| JPY/USD 05/19/2021 GSFX | -0.00% |
| NZD/USD 04/21/2021 SSBT | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.00% |
| 0.9305 R ISWP US0003M P 01/06/2031 | -0.00% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.00% |
| AUD/USD 04/21/2021 CSI-FX | -0.00% |
| AUD/USD 04/21/2021 TDBK | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 2YX2Y R 0.0 USD 06/30/2022 BA | -0.00% |
| AUD/USD 04/21/2021 JPMCB | -0.01% |
| JPY/USD 05/19/2021 CITI | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 11MX10Y P 2.7725 USD 02/26/2021 MS | -0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.01% |
| 1.4432 R ISWP US0003M P 02/26/2031 | -0.01% |
| AUD/USD 04/21/2021 HSBCB | -0.01% |
| CAD/USD 04/21/2021 UBS | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| JPY/USD 05/19/2021 TDBK | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.01% |
| 1.4389 R ISWP US0003M P 02/26/2031 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 03/17/2021 HSBCB | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -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% |
| 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-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.01% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 05/19/2021 BANKAM | -0.01% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| CHF/USD 03/17/2021 TDBK | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 03/17/2021 MSCIL | -0.01% |
| GBP/USD 03/17/2021 CSI-FX | -0.01% |
| NOK/USD 03/17/2021 UBS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.404 R ISWP US0003M P 02/23/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| CAD/USD 04/21/2021 GSFX | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.01% |
| JPY/USD 05/19/2021 BCAP-FX | -0.01% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 4WX10Y R 1.222 USD 03/11/2021 CI | -0.01% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.02% |
| JPY/USD 05/19/2021 HSBCB | -0.02% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.02% |
| NOK/USD 03/17/2021 GSFX | -0.02% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.02% |
| SWPTN 3YX1Y R 1.333 USD 01/30/2023 JP | -0.02% |
| SWPTN 6MX10Y R 1.007 USD 06/10/2021 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.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.02% |
| AUD/USD 04/21/2021 RBSF | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.02% |
| 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 03/17/2021 UBS | -0.02% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% |
| AUD/USD 04/21/2021 MSCIL | -0.02% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| EUR/USD 03/17/2021 JPMCB | -0.02% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| 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% |
| JPY/USD 05/19/2021 MSCIL | -0.02% |
| JPY/USD 05/19/2021 UBS | -0.02% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.02% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.02% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.02% |
| SWPTN 1YX5Y R 0.462 USD 06/24/2021 CI | -0.02% |
| SWPTN 3MX5Y R 0.615 USD 04/13/2021 BC | -0.02% |
| 1.101 R ISWP FWD US0003M P 03/04/2031 | -0.02% |
| 1.1355 R ISWP US0003M P 01/13/2031 | -0.02% |
| 1.3692 R ISWP US0003M P 02/19/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| SWPTN 3MX10Y R 1.167 USD 04/13/2021 JP | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.02% |
| 1.36253 R ISWP US0003M P 02/19/2031 | -0.02% |
| CHF/USD 03/17/2021 JPMCB | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 3YX5Y P 2.823 USD 05/23/2022 GS | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| 1.35734 R ISWP US0003M P 02/19/2031 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -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 12YX10Y P 2.5 USD 11/09/2029 JP | -0.02% |
| SWPTN 4WX5Y P 0.984 CAD 03/12/2021 TD | -0.02% |
| 1.35001 R ISWP US0003M P 02/19/2031 | -0.03% |
| 1.539 R ISWP US0003M P 01/08/2051 | -0.03% |
| AUD/USD 04/21/2021 GSFX | -0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.03% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% |
| 1.2165 R ISWP US0003M P 02/08/2031 | -0.03% |
| CHF/USD 03/17/2021 SSBT | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| IOS.FN30.300.13 P USL1M R 01/12/44 GS | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| 1.20 R ISWP FWD NOKOIB6M P 03/17/2031 | -0.03% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.03% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.03% |
| 1.173 R ISWP US0003M P 01/14/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.03% |
| 0.12 R ISWP FWD SONIA P 03/17/2031 | -0.03% |
| 1.07 R ISWP US0003M P 01/11/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 3MX10Y P 1.465 USD 04/13/2021 GS | -0.03% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.03% |
| 0.41 R ISWP FWD US0003M P 07/05/2024 | -0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 3MX30Y R 1.46 USD 04/06/2021 CI | -0.03% |
| 1.0275 R ISWP US0003M P 01/08/2031 | -0.04% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.04% |
| 0.9355 R ISWP US0003M P 01/07/2031 | -0.04% |
| 1.996 R ISWP US0003M P 01/20/2031 | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| 1.5955 R ISWP US0003M P 01/19/2051 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.04% |
| GBP/USD 03/17/2021 CITI | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.04% |
| 0.90 R ISWP FWD NFIX3MID P 03/17/2031 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CPTFEMU R 1.4 P 07/15/27 | -0.04% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.04% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.04% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.04% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| 1.0991 R ISWP US0003M P 01/15/2031 | -0.04% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.05% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| 1.26 R ISWP US0003M P 12/01/2050 | -0.05% |
| 2.528 R ISWP FWD US0003M P 02/02/2024 | -0.05% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% |
| 1.733 R ISWP FWD US0003M P 02/07/2024 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.05% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.05% |
| 1.1185 R ISWP US0003M P 01/15/2031 | -0.05% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.06% |
| 0.6875 R ISWP US0003M P 02/22/2026 | -0.06% |
| 1.0905 R ISWP US0003M P 01/12/2031 | -0.06% |
| SWPTN 13WX10Y P 1.564 USD 05/12/2021 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 GS | -0.06% |
| IOS.FN30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| OPTN FN30 2.5 04/07/21 PUT 104.34375 JPMC | -0.06% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.06% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.06% |
| SWPTN 3MX5Y P 2.243 USD 04/28/2021 BA | -0.06% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.06% |
| 0.83 R ISWP US0003M P 11/03/2021 | -0.06% |
| SWPTN 6MX10Y P 1.415 USD 07/13/2021 CI | -0.06% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.06% |
| OPTN FN30 2.0 03/04/21 PUT 103.0625 JPMC | -0.06% |
| 1.181 R ISWP US0003M P 02/05/2031 | -0.06% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.07% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.07% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.07% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.07% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.07% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.07% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.07% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.07% |
| SWPTN 5YX2Y P 1.05 USD 03/20/2025 TD | -0.07% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.07% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.07% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.07% |
| 0.70 R ISWP FWD US0003M P 03/17/2028 | -0.08% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.08% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.08% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.08% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.08% |
| SWPTN 3MX2Y P 0.213 USD 03/23/2021 BC | -0.08% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.09% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.09% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.09% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.09% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.09% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.09% |
| SWPTN 3YX30Y P 2.074 USD 12/04/2023 BA | -0.09% |
| 1.589 R ISWP FWD US0003M P 01/26/2051 | -0.09% |
| UKRPI R 3.4425 P 07/15/49 | -0.09% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.09% |
| 1.20 R ISWP FWD CDOR03 P 03/17/2031 | -0.10% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.10% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.10% |
| GBP/USD 03/17/2021 SSBT | -0.10% |
| SWPTN 3MX10Y P 0.991 USD 04/06/2021 CI | -0.10% |
| 1.805 R ISWP US0003M P 01/19/2031 | -0.10% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.10% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.10% |
| 0.90 R ISWP FWD AUDBB6M P 03/17/2031 | -0.10% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.10% |
| 0.549 R ISWP US0003M P 02/04/2026 | -0.11% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.11% |
| GNMA GII30 TBA 03.5000 03/01/2051 | -0.11% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.11% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.11% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.11% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.12% |
| 1.535 R ISWP US0003M P 02/01/2051 | -0.12% |
| SWPTN 6MX30Y P 1.242 USD 04/27/2021 CI | -0.12% |
| SWPTN 3MX10Y R 0.968 USD 04/06/2021 BC | -0.12% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.12% |
| US 10YR ULTRA FUT JUN21 UXYM1 | -0.13% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.13% |
| SWPTN 3MX5Y P 1.969 USD 04/28/2021 JP | -0.13% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.13% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.14% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.14% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.14% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.15% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.15% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.15% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.16% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.16% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.17% |
| 0.37 R ISWP US0003M P 10/16/2025 | -0.18% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.18% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.20% |
| OPTN FN30 2.0 03/04/21 PUT 102.875 JPMC | -0.20% |
| OPTN FN30 2.5 03/04/21 PUT 105.109375 JPMC | -0.20% |
| SWPTN 11MX10Y R 2.7725 USD 02/26/2021 MS | -0.21% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.22% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.24% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.25% |
| CPTFEMU P 1.13 R 05/15/50 | -0.30% |
| CPURNSA P 1.6625 R 07/10/30 | -0.32% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.32% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.32% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.34% |
| 0.615 R ISWP FWD US0003M P 04/15/2026 | -0.35% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.38% |
| CPURNSA P 1.586 R 06/30/30 | -0.39% |
| SWPTN 3MX10Y P 0.968 USD 04/06/2021 BC | -0.40% |
| CPTFEMU P 0.935 R 05/15/40 | -0.40% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.41% |
| CPTFEMU P 0.93 R 05/15/40 | -0.41% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.62% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.80% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | -1.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.10% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -1.12% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.22% |
| FNMA FN30 TBA UMBS 02.5000 03/01/2051 | -1.38% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.54% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.64% |
| FNMA FN30 TBA UMBS 02.0000 03/01/2051 | -3.86% |
| US 2YR NOTE (CBT) JUN21 TUM1 | -136.38% |
Fixed income statistics as of 04/30/21
| Average effective maturity | 2.21 yrs. |
|---|---|
| Average effective duration | -0.50 yrs. |
| Average yield to maturity | 9.00% |
| Average coupon | 5.59% |
Sector weightings as of 04/30/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 0.01% | 0.00 | 40.99% | 1.47 | 41.00% | 1.47 |
| Agency CMO | 21.31% | 0.67 | 0.28% | 0.01 | 21.59% | 0.68 |
| Commercial MBS | 6.03% | 0.11 | 14.24% | 0.08 | 20.27% | 0.19 |
| Emerging-market bonds | 15.36% | 0.94 | 0.00% | 0.00 | 15.36% | 0.94 |