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 |
$6.20
-0.32% | $-0.02 |
$6.89
02/16/21 |
$6.20
10/27/21 |
Fund facts as of 09/30/21
Total net assets
$2,480.05M
$2,480.05M
Turnover (fiscal year end)
1,110%
1,110%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1888
1888
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
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
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Quarterly commentary (PDF) |
Consider convertibles to hedge against the risk of rising interest rates
The potential for rising interest rates may mean it's time to diversify a portfolio with convertibles.Regulatory storm sweeps across China
President Xi Jinping's "common prosperity" campaign to address China's wealth gap has converged with the regulatory crackdowns.Markets see living with Covid-19 as the new normal
Global financial markets might be pricing in a “living with the virus” environment and are adjusting to a lower growth path.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)
5.91%
Average 5-year annualized return
Total return (%) as of 09/30/21
Annual performance as of 09/30/21
Annualized Total return (%) as of 09/30/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 3.08% | 1.52% | 3.51% | 3.93% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 0.07% | 1.24% | 1.18% | 0.65% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 09/30/21 | -0.63% | - | |
| YTD as of 10/27/21 | -5.43% | - | |
Yield
| Distribution rate before sales charge as of 10/27/21 |
3.87% |
|---|---|
| Distribution rate after sales charge as of 10/27/21 |
3.87% |
| 30-day SEC yield as of 09/30/21 | 4.13% |
Volatility as of 09/30/21
| Standard deviation (3 yrs.) | 8.99% |
|---|
Fixed income statistics as of 09/30/21
| Average effective duration | 0.31 yrs. |
|---|
Lipper rankings as of 09/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 86/112 | 77% |
| 3 yrs. | 87/102 | 85% |
| 5 yrs. | 50/97 | 52% |
| 10 yrs. | 2/28 | 7% |
Morningstar Ratings™ as of 09/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 310 | |
| 3 yrs. | 310 | |
| 5 yrs. | 282 | |
| 10 yrs. | 118 |
Distributions
| Record/Ex dividend date | 10/18/21 |
|---|---|
| Payable date | 10/20/21 |
| Income | $0.02 |
| 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 10/01/2051 | 18.58% |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | 16.68% |
| Fnma Fn30 Tba Umbs 03.0000 10/01/2051 | 6.41% |
| Fnma Fn30 Tba Umbs 03.0000 11/01/2051 | 1.56% |
| Fnma Fn30 Tba Umbs 05.5000 10/01/2051 | 1.04% |
| Republic Of Senegal Regs 06.7500 03/13/2048 | 0.81% |
| Cas 2017-C02 2b1 05.5860 09/25/2029 | 0.80% |
| Ivory Coast Regs 06.1250 06/15/2033 | 0.77% |
| Cas 2016-C02 1b 12.3360 09/25/2028 | 0.66% |
| Fnma Fn30 Tba Umbs 04.5000 10/01/2051 | 0.65% |
| Top 10 holdings, percent of portfolio | 47.96% |
| Top 10 holdings as of 09/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 05.5000 10/01/2051 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Cas 2017-C02 2b1 05.5860 09/25/2029 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Cas 2016-C02 1b 12.3360 09/25/2028 | |
| Fnma Fn30 Tba Umbs 04.5000 10/01/2051 | |
| Holdings represent 47.96% of portfolio | |
| Top 10 holdings as of 08/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Fnma Fn30 Tba Umbs 05.5000 09/01/2051 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Cas 2017-C02 2b1 05.5844 09/25/2029 | |
| Holdings represent 46.91% of portfolio | |
| Top 10 holdings as of 07/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 08/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 09/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 08/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 09/01/2051 | |
| Gnma Gii30 Tba 04.0000 08/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 09/01/2051 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Fnma Fn30 Tba Umbs 05.5000 08/01/2051 | |
| Holdings represent 49.16% of portfolio | |
| Top 10 holdings as of 06/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 04.0000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 08/01/2051 | |
| Gnma Gii30 Tba 04.0000 07/01/2051 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Fnma Fn30 Tba Umbs 05.5000 07/01/2051 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Republic Of Indonesia Regs 04.7500 01/08/2026 | |
| Holdings represent 48.22% of portfolio | |
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 18.58% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 16.68% |
| FNMA FN30 TBA UMBS 03.0000 10/01/2051 | 6.41% |
| TREASURY BILL 00.0000 03/17/2022 | 1.67% |
| TREASURY BILL 00.0000 02/10/2022 | 1.63% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2051 | 1.56% |
| TREASURY BILL 00.0000 03/03/2022 | 1.48% |
| TREASURY BILL 00.0000 03/10/2022 | 1.36% |
| TREASURY BILL 00.0000 02/03/2022 | 1.31% |
| TREASURY BILL 00.0000 02/17/2022 | 1.22% |
| TREASURY BILL 00.0000 02/24/2022 | 1.21% |
| TREASURY BILL 00.0000 10/07/2021 | 1.19% |
| FNMA FN30 TBA UMBS 05.5000 10/01/2051 | 1.04% |
| GENERAL MOTORS FINANCIAL CO I 37046TX17 DCP 10/01/2021 | 0.97% |
| CAS 2017-C02 2B1 05.5860 09/25/2029 | 0.80% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.80% |
| ROMULUS FUNDING CORP 77619EXN5 DCP 10/22/2021 | 0.77% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.75% |
| CAS 2016-C02 1B 12.3360 09/25/2028 | 0.66% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2051 | 0.65% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.64% |
| CAS 2015-C04 1M2 05.7860 04/25/2028 | 0.63% |
| GNR 2020-61 IO IO 04.5000 05/20/2050 | 0.62% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.60% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.56% |
| CFCRE 2011-C2 E P/P 144A 05.8868 12/15/2047 | 0.56% |
| GNR 2021-58 SH IO 06.2126 04/20/2051 | 0.54% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.54% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.54% |
| CPTFEMU R 0.655 P 05/15/30 | 0.54% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.54% |
| WFRBS 2013-C15 D 144A 04.6496 08/15/2046 | 0.53% |
| CWALT 2005-59 1A1 00.7435 11/20/2035 | 0.51% |
| CPTFEMU R 0.961 P 05/15/40 | 0.49% |
| STACR 2015-DNA2 B 07.6360 12/25/2027 | 0.49% |
| ALEXANDRIA REAL ESTATE EQUITI 01527LX67 DCP 10/06/2021 | 0.48% |
| STACR 2015-DNA3 B 09.4360 04/25/2028 | 0.48% |
| GNR 2021-57 SD IO 06.2126 03/20/2051 | 0.48% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.46% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.46% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.46% |
| FNR 2021-43 IO IO 02.5000 06/25/2051 | 0.44% |
| FHR 5152 MI IO 04.5000 10/25/2051 | 0.43% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.43% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.43% |
| HYUNDAI CAPITAL AMERICA 44890MXD9 DCP 10/13/2021 | 0.42% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.42% |
| GSMS 2014-GC24 D 144A 04.6691 09/10/2047 | 0.42% |
| AMCOR FLEXIBLES NA INC 02343BXU6 DCP 10/28/2021 | 0.40% |
| CHARIOT FUNDING LLC 15963TXT1 DCP 10/27/2021 | 0.40% |
| CIGNA CORP 12553NYH2 DCP 11/17/2021 | 0.40% |
| DANAHER CORP 23585LY10 DCP 11/01/2021 | 0.40% |
| ENBRIDGE US INC 29251UX45 DCP 10/04/2021 | 0.40% |
| ENBRIDGE US INC 29251UXF0 DCP 10/15/2021 | 0.40% |
| HEALTHPEAK PROPERTIES INC 42250QX63 DCP 10/06/2021 | 0.40% |
| INTERCONTINENTAL EXCHANGE INC 45856WXM6 DCP 10/21/2021 | 0.40% |
| CHARTA LLC 16115VYA1 DCP 11/10/2021 | 0.39% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.39% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.38% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.38% |
| FHR 5051 BI IO 03.0000 11/25/2050 | 0.38% |
| PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.37% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.36% |
| COLLATERALIZED COMMERCIAL PAP 19423KAK0 DCP 01/19/2022 | 0.36% |
| CAS 2016-C03 1B 11.8360 10/25/2028 | 0.36% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.36% |
| FIDELITY NATIONAL INFORMATION 31621YX61 DCP 10/06/2021 | 0.35% |
| CAS 2019-HRP1 B1 09.3360 11/25/2039 | 0.35% |
| FHR 5002 SJ IO 06.0140 07/25/2050 | 0.35% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.34% |
| SAMI 2006-AR7 A1A 00.5060 08/25/2036 | 0.34% |
| WFRBS 2012-C10 D 144A 04.5596 12/15/2045 | 0.34% |
| CWALT 2006-OA10 4A1 00.4660 08/25/2046 | 0.34% |
| PROVINCIA DE CORDOBA P/P 144A 05.0000 02/01/2029 | 0.34% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.34% |
| GNR 2021-42 SG IO 06.2126 03/20/2051 | 0.33% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.32% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.32% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.32% |
| CMLTI 2007-AMC3 A2D 00.4360 03/25/2037 | 0.32% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.31% |
| FHR 5122 AI IO 04.5000 07/25/2051 | 0.31% |
| GNR 2021-30 KI IO 03.0000 02/20/2051 | 0.30% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.30% |
| FHR 5142 IC IO 03.5000 09/25/2051 | 0.30% |
| GNR 2021-98 SK IO 06.2126 06/20/2051 | 0.29% |
| GNR 2021-77 SM IO 06.2126 05/20/2051 | 0.28% |
| HUMANA INC 44486HZ22 DCP 12/02/2021 | 0.28% |
| FNR 2018-44 SA IO 06.1140 06/25/2048 | 0.28% |
| FHR 5049 AI IO 04.5000 12/25/2050 | 0.28% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.28% |
| STACR 2015-HQA2 B 10.5860 05/25/2028 | 0.28% |
| FNR 2016-96 ST IO 06.0140 12/25/2046 | 0.27% |
| FHR 5134 ID IO 04.5000 08/25/2051 | 0.27% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.26% |
| WFCM 2013-LC12 D 144A 04.4429 07/15/2046 | 0.26% |
| GNR 2018-H03 XI IO 02.3083 02/20/2068 | 0.26% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | 0.26% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.26% |
| GNR 2020-7 SK IO 05.9626 01/20/2050 | 0.26% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.25% |
| CAS 2016-C01 1B 11.8360 08/25/2028 | 0.25% |
| GNR 2016-H23 NI IO 02.2248 10/20/2066 | 0.25% |
| GNR 2021-122 GI IO 04.5000 11/20/2047 | 0.24% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.24% |
| JPMBB 2014-C18 D 144A 04.9564 02/15/2047 | 0.24% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.24% |
| GLENCORE FUNDING LLC 37790AY49 DCP 11/04/2021 | 0.24% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.24% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.24% |
| JPMBB 2014-C25 D P/P 144A 04.0891 11/15/2047 | 0.24% |
| FNR 2018-38 SA IO 06.1140 06/25/2048 | 0.24% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.24% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.24% |
| GNR 2018-164 AS IO 06.0126 12/20/2048 | 0.24% |
| GNR 2018-H02 EI IO 02.3753 01/20/2068 | 0.23% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.23% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.23% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.23% |
| GNR 2020-175 NI IO 03.0000 11/20/2050 | 0.23% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.23% |
| WFRBS 2012-C9 E 144A 04.9691 11/15/2045 | 0.22% |
| FNMA FN30 TBA UMBS 05.0000 10/01/2051 | 0.22% |
| GNR 2018-H05 BI IO 02.3952 02/20/2068 | 0.22% |
| OMIR 2018-1A M2 02.9360 07/25/2028 | 0.22% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.22% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.22% |
| HVMLT 2005-2 1A 00.6074 05/19/2035 | 0.22% |
| CAS 2017-C03 1B1 04.9360 10/25/2029 | 0.22% |
| FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.21% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.21% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.21% |
| CSMC 2008-C1 AJ 144A 06.0103 02/15/2041 | 0.21% |
| GNR 2021-8 VI IO 03.5000 12/20/2050 | 0.21% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.21% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.21% |
| BCAP 2011-RR3 3A6 02.6698 11/27/2036 | 0.21% |
| FHR 4265 SD IO 06.0163 01/15/2035 | 0.20% |
| PROVINCIA DE BUENOS P/P 144A 03.9000 09/01/2037 | 0.20% |
| ENERGY TRANSFER LP 29277EX17 DCP 10/01/2021 | 0.20% |
| GLENCORE FUNDING LLC 37790AXC2 DCP 10/12/2021 | 0.20% |
| HUMANA INC 44486HXK4 DCP 10/19/2021 | 0.20% |
| HUMANA INC 44486HZ89 DCP 12/08/2021 | 0.20% |
| MSC 2012-C4 E 144A 05.5392 03/15/2045 | 0.20% |
| CSAIL 2015-C1 D 144A 03.9041 04/15/2050 | 0.20% |
| FHR 5093 YI IO 04.5000 12/25/2050 | 0.19% |
| GNR 2018-H02 HI IO 02.3380 01/20/2068 | 0.19% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.19% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.19% |
| GNR 2020-H12 IH IO 01.5083 07/20/2070 | 0.19% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.19% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.19% |
| GNR 2018-H05 AI IO 02.3887 02/20/2068 | 0.19% |
| REPUBLIC OF ARMENIA REGS 03.6000 02/02/2031 | 0.18% |
| GNR 2013-9 S IO 06.6626 01/20/2043 | 0.18% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.18% |
| AHM 2007-1 GA1C 00.2760 05/25/2047 | 0.18% |
| GNR 2017-160 S IO 06.1126 10/20/2043 | 0.18% |
| DBALT 2006-AR4 A2 00.4660 12/25/2036 | 0.18% |
| CAS 2017-C01 1B1 05.8360 07/25/2029 | 0.18% |
| FNR 2016-62 GS IO 06.0140 09/25/2046 | 0.18% |
| GSR 2007-OA1 2A3A 00.3960 05/25/2037 | 0.18% |
| CWALT 2006-OA10 3A1 00.4660 08/25/2046 | 0.18% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.18% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.17% |
| GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.17% |
| GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.17% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.17% |
| GNR 2017-H10 MI IO 01.8300 04/20/2067 | 0.17% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.17% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.17% |
| GNR 2020-61 SF IO 06.3526 07/20/2043 | 0.17% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.17% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.17% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.17% |
| STACR 2020-HQA3 B2 10.0860 07/25/2050 | 0.17% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.17% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.16% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.16% |
| HUMANA INC 44486HXR9 DCP 10/25/2021 | 0.16% |
| CAS 2016-C06 1B 09.3360 04/25/2029 | 0.16% |
| MONGOLIA INTL BOND REGS 04.4500 07/07/2031 | 0.16% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.16% |
| BSMF 2006-AR2 2A1 00.5460 09/25/2046 | 0.16% |
| GNR 2015-H12 AI IO 01.8535 05/20/2065 | 0.16% |
| KINGDOM OF JORDAN REGS 05.8500 07/07/2030 | 0.16% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.16% |
| GNR 2018-H04 IO IO 02.4735 02/20/2068 | 0.15% |
| JPMBB 2014-C18 E 144A 04.4564 02/15/2047 | 0.15% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.15% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.15% |
| REPUBLIC OF TURKEY USD 07.6250 04/26/2029 | 0.15% |
| GNR 2015-H15 BI IO 01.8683 06/20/2065 | 0.15% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.15% |
| GNR 2018-105 SG IO 06.1626 08/20/2048 | 0.15% |
| CWALT 2006-OA7 1A2 01.0321 06/25/2046 | 0.15% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.15% |
| KINGDOM OF BAHRAIN REGS 07.3750 05/14/2030 | 0.15% |
| FNR 2019-34 SL IO 05.9640 07/25/2049 | 0.15% |
| MCAS 2019-01 M10 144A 03.3360 10/15/2049 | 0.15% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.15% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.15% |
| UKRAINE GOVERNMENT REGS 06.8760 05/21/2029 | 0.14% |
| GNR 2018-H01 XI IO 02.3068 01/20/2068 | 0.14% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.14% |
| 1.65537 R ISWP US0003M P 08/03/2051 | 0.14% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% |
| GNR 2017-H18 FI IO 02.1467 09/20/2067 | 0.14% |
| STACR 2018-HQA2 B2 11.0860 10/25/2048 | 0.14% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.14% |
| GNR 2018-104 SD IO 06.1126 08/20/2048 | 0.14% |
| GNR 2018-H15 EI IO 01.2776 08/20/2068 | 0.14% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.14% |
| STACR 2018-DNA3 B2 07.8360 09/25/2048 | 0.14% |
| CAS 2017-C06 2M2 02.8860 02/25/2030 | 0.14% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.14% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.14% |
| GNR 2017-H06 BI IO 02.3440 02/20/2067 | 0.14% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.14% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.14% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.14% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.14% |
| STACR 2019-DNA2 B2 10.5860 03/25/2049 | 0.14% |
| GNR 2019-6 SM IO 05.9626 01/20/2049 | 0.14% |
| GNR 2013-152 SJ IO 06.0626 05/20/2041 | 0.13% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.13% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.13% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.13% |
| STACR 2017-DNA1 B1 05.0360 07/25/2029 | 0.13% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.13% |
| GNR 2015-H23 BI IO 01.7428 09/20/2065 | 0.13% |
| MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.13% |
| PETROLEOS DEL PERU SA REGS 04.7500 06/19/2032 | 0.13% |
| FNR 2020-12 SK IO 05.9640 03/25/2050 | 0.13% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.13% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.13% |
| GSAA 2006-8 2A2 00.4460 05/25/2036 | 0.13% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.13% |
| HONDURAS GOVERNMENT REGS 05.6250 06/24/2030 | 0.13% |
| PT PERTAMINA (PERSERO) REGS 06.0000 05/03/2042 | 0.13% |
| CAS 2017-C06 2B1 04.5360 02/25/2030 | 0.13% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.13% |
| GNR 2015-H03 CI IO 01.7062 01/20/2065 | 0.13% |
| GNR 2017-H08 NI IO 02.2448 03/20/2067 | 0.13% |
| GNR 2017-H16 JI IO 02.3149 08/20/2067 | 0.13% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.13% |
| GNR 2016-77 SC IO 06.0126 10/20/2045 | 0.13% |
| REPUBLIC OF COLOMBIA USD 07.3750 09/18/2037 | 0.13% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.12% |
| FNR 2019-47 SA IO 05.9640 08/25/2049 | 0.12% |
| FED REPUBLIC OF BRAZIL USD 08.2500 01/20/2034 | 0.12% |
| BARCLAYS BANK PLC CCP 06742VN64 DCP 11/03/2021 | 0.12% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.12% |
| GNR 2017-H03 HI IO 01.5786 01/20/2067 | 0.12% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.12% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.12% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.12% |
| GNR 2018-100 S IO 06.1126 07/20/2048 | 0.12% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.12% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.12% |
| GNR 2017-H20 HI IO 02.0970 10/20/2067 | 0.12% |
| SWPTN 1YX10Y P 1.529 USD 09/13/2022 CI | 0.12% |
| REPUBLIC OF NIGERIA REGS 08.7470 01/21/2031 | 0.12% |
| SOUTHWESTERN ENERGY P/P 144A 05.3750 02/01/2029 | 0.12% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.12% |
| COSTA RICA GOVERNMENT REGS 06.1250 02/19/2031 | 0.12% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.12% |
| GNR 2015-H08 CI IO 01.7840 03/20/2065 | 0.11% |
| GNR 2015-H15 AI IO 01.8019 06/20/2065 | 0.11% |
| GNR 2017-H16 IO 02.1769 08/20/2067 | 0.11% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.11% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.11% |
| CWALT 2006-OA10 1A1 01.0521 08/25/2046 | 0.11% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.11% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.11% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.11% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.11% |
| GNR 2018-91 SH IO 06.1626 07/20/2048 | 0.11% |
| GNR 2016-H22 AI IO 02.3288 10/20/2066 | 0.11% |
| ISLAMIC REP OF PAKISTAN REGS 07.3750 04/08/2031 | 0.11% |
| STACR 2019-DNA1 B2 10.8360 01/25/2049 | 0.11% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.11% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 06/22/2030 | 0.11% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.11% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.11% |
| GNR 2015-H20 BI IO 01.7683 08/20/2065 | 0.11% |
| GNR 2017-H12 QI IO 02.2398 05/20/2067 | 0.11% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.11% |
| ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.11% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.11% |
| SPRINT CORP 07.6250 03/01/2026 | 0.11% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.10% |
| CWALT 2006-OA7 1A1 02.1968 06/25/2046 | 0.10% |
| GNR 2014-4 SG IO 06.0126 01/20/2044 | 0.10% |
| GNR 2017-H06 MI IO 02.2182 02/20/2067 | 0.10% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.10% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.10% |
| COMM 2014-UBS3 D 144A 04.9266 06/10/2047 | 0.10% |
| GNR 2019-125 SG IO 05.9626 10/20/2049 | 0.10% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.10% |
| STICHTING AK RABOBANK REGS 19.4365 01/24/2044 | 0.10% |
| ENVISION HEALTHCARE TL L+375 03.8341 10/10/2025 | 0.10% |
| HUMANA INC 44486HXM0 DCP 10/21/2021 | 0.10% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.10% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.10% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.10% |
| BMIR 2017-1 B1 144A 04.8360 10/25/2027 | 0.10% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.10% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.10% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.10% |
| FHR 4742 S IO 06.1163 12/15/2047 | 0.10% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.10% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.10% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.10% |
| REPUBLIC OF GABON REGS 06.6250 02/06/2031 | 0.10% |
| STACR 2016-HQA2 M3 05.2360 11/25/2028 | 0.10% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.10% |
| GNR 2015-H18 BI IO 01.8599 07/20/2065 | 0.10% |
| GNR 2017-H03 EI IO 02.4656 01/20/2067 | 0.10% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.10% |
| BACM 2005-1 C 05.6647 11/10/2042 | 0.09% |
| STACR 2016-DNA1 B 10.0860 07/25/2028 | 0.09% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.09% |
| FHR 4731 QS IO 06.1163 11/15/2047 | 0.09% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.09% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.09% |
| GNR 2017-H05 CI IO 02.2252 02/20/2067 | 0.09% |
| GNR 2018-67 SC IO 06.1126 05/20/2048 | 0.09% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.09% |
| CWALT 2006-OA10 2A1 00.4660 08/25/2046 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| GNR 2016-H16 EI IO 02.1940 06/20/2066 | 0.09% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.09% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% |
| GNR 2016-H04 HI IO 02.3870 07/20/2065 | 0.09% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.09% |
| CCMFC 2006-4A A2 00.2660 11/25/2047 | 0.09% |
| GNR 2014-H25 BI IO 01.6767 12/20/2064 | 0.09% |
| GNR 2016-H18 IO IO 01.6535 08/20/2066 | 0.09% |
| GNR 2017-H09 IO IO 01.8210 04/20/2067 | 0.09% |
| JPALT 2007-A2 12A1 00.4860 06/25/2037 | 0.09% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.09% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.09% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.09% |
| COMM 2013-CR9 D 144A 04.4117 07/10/2045 | 0.09% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.09% |
| GNR 2014-119 SA IO 05.5126 08/20/2044 | 0.09% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.09% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.09% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.09% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.09% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.09% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.09% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.08% |
| CAS 2017-C03 1M2 03.0860 10/25/2029 | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.08% |
| GNR 2017-H11 TI IO 02.1882 04/20/2067 | 0.08% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.08% |
| STACR 2017-DNA2 B1 05.2360 10/25/2029 | 0.08% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.08% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.08% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.08% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.08% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.08% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.08% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.08% |
| GNR 2015-H23 DI IO 01.8422 09/20/2065 | 0.08% |
| GNR 2018-H01 IO IO 02.3202 12/20/2067 | 0.08% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.08% |
| OKTA INC CV 00.3750 06/15/2026 | 0.08% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.08% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.08% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.08% |
| FNR 2011-101 SA IO 05.8140 10/25/2041 | 0.08% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.08% |
| QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.08% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.08% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.08% |
| GNR 2016-H08 AI IO 01.5517 08/20/2065 | 0.08% |
| GNR 2016-H14 IO IO 01.6728 06/20/2066 | 0.08% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.08% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.08% |
| SOLENIS 1STL L+400 04.0841 06/26/2025 | 0.08% |
| BWAY CORP TLB L+325 03.3341 04/03/2024 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| GNR 2015-H10 BI IO 01.8028 04/20/2065 | 0.08% |
| STACR 2019-DNA3 B2 08.2360 07/25/2049 | 0.08% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.08% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.08% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% |
| GNR 2017-H11 DI IO 01.8474 05/20/2067 | 0.08% |
| REPUBLIC OF BELARUS REGS 06.2000 02/28/2030 | 0.08% |
| GNR 2015-H24 AI IO 01.7727 09/20/2065 | 0.07% |
| GNR 2016-H27 EI IO 01.9140 12/20/2066 | 0.07% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.07% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.07% |
| STACR 2018-HQA1 M2 02.3860 09/25/2030 | 0.07% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.07% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.07% |
| BURL STORE CV 02.2500 04/15/2025 | 0.07% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.07% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.07% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.07% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.07% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.07% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.07% |
| AUD/USD 10/20/2021 GSFX | 0.07% |
| BATH & BODY WORKS INC. 06.8750 11/01/2035 | 0.07% |
| OMNICELL INC CV 00.2500 09/15/2025 | 0.07% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.07% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.07% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.07% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.07% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.07% |
| CAS 2020-SBT1 1B1 06.8360 02/25/2040 | 0.07% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.07% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.07% |
| CAS 2017-C07 1B1 04.0860 05/25/2030 | 0.07% |
| CAS 2018-C06 2B1 04.1860 03/25/2031 | 0.07% |
| GNR 2014-46 SA IO 06.0126 03/20/2044 | 0.07% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.07% |
| LABORATOIRE EIMER SELAS REGS 05.0000 02/01/2029 | 0.07% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.07% |
| STACR 2017-DNA3 B1 04.5360 03/25/2030 | 0.07% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.07% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.07% |
| CAS 2017-C05 1B1 03.6860 01/25/2030 | 0.07% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% |
| LOXAM SAS REGS 03.7500 07/15/2026 | 0.07% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.07% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.07% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.07% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.07% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.07% |
| EUR/USD 12/15/2021 RBSF | 0.07% |
| STACR 2020-HQA2 M2 03.1860 03/25/2050 | 0.07% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.07% |
| GNR 2017-H06 DI IO 01.7745 02/20/2067 | 0.06% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.06% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.06% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.06% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.06% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.06% |
| BALTA 2005-7 21A1 02.6279 09/25/2035 | 0.06% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.06% |
| FHS 311 S1 IO 05.8663 08/15/2043 | 0.06% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.06% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.06% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.06% |
| WAYFAIR INC CV 00.6250 10/01/2025 | 0.06% |
| MOTION BONDCO DAC REGS 04.5000 11/15/2027 | 0.06% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.06% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.06% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.06% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.06% |
| GNR 2015-H01 BI IO 01.5527 01/20/2065 | 0.06% |
| GNR 2016-H24 JI IO 02.1026 11/20/2066 | 0.06% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.06% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.06% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.06% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.06% |
| GNR 2016-H17 KI IO 01.8926 07/20/2066 | 0.06% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.06% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.06% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% |
| TERRIER MEDIA BUYER IN L+350 03.5841 12/17/2026 | 0.06% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.06% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% |
| GNR 2017-H02 BI IO 02.4363 01/20/2067 | 0.06% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.06% |
| INTEGRA LIFE CV 00.5000 08/15/2025 | 0.06% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.06% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.06% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.06% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.06% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.06% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.06% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.06% |
| GNR 2016-H06 CI IO 01.4498 02/20/2066 | 0.06% |
| LYFT INC CV 01.5000 05/15/2025 | 0.06% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.06% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.06% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.06% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.06% |
| WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.06% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.06% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.06% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0833 06/30/2025 | 0.06% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.06% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.06% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.06% |
| CHEGG INC CV 00.0000 09/01/2026 | 0.06% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.06% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.06% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.06% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.06% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.06% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.06% |
| CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.06% |
| CLUBCORP TLB L+275 02.8815 09/18/2024 | 0.06% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.06% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.06% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.06% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.06% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.06% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.06% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.06% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.06% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.06% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.06% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.06% |
| PG&E CORPORATION 05.0000 07/01/2028 | 0.06% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.06% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.06% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.06% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.05% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% |
| CAESARS ENTERTAIN IN P/P 144A 04.6250 10/15/2029 | 0.05% |
| CLEAR CHANNEL OUTDOOR L+350 03.6285 08/21/2026 | 0.05% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.05% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.05% |
| GNR 2014-H06 BI IO 01.4536 02/20/2064 | 0.05% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.05% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.05% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.05% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.05% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.05% |
| SOLAR EDGE TECH USD 00.0000 09/15/2025 | 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% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.05% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.05% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.05% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.05% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.05% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.05% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.05% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.05% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.05% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.05% |
| CAS 2016-C04 1B 10.3360 01/25/2029 | 0.05% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.05% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.05% |
| FHR 3919 SA IO 06.4163 09/15/2041 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.05% |
| ISTAR INC 05.5000 02/15/2026 | 0.05% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.05% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.05% |
| SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.05% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.05% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.05% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.05% |
| BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.05% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.05% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.05% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.05% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.05% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.05% |
| 1.10 R ISWP FWD SOFRRATE P 12/15/2031 | 0.05% |
| CAD/USD 10/20/2021 SSBT | 0.05% |
| CAS 2017-C07 2B1 04.5360 05/25/2030 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.05% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.05% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.05% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.05% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.05% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.05% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.05% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.05% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.05% |
| ZSCALER INC. CV 00.1250 07/01/2025 | 0.05% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.05% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.05% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.05% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.05% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.05% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.05% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.05% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.05% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.05% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.05% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.05% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.05% |
| MIDDLEBY CORP CV 01.0000 09/01/2025 | 0.05% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.05% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.05% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.05% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% |
| OVINTIV INC 06.6250 08/15/2037 | 0.05% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.05% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.05% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.05% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.04% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.04% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.04% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.04% |
| PACIRA PHARMA CV 00.7500 08/01/2025 | 0.04% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.04% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.04% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.04% |
| FNR 2010-35 SG IO 06.3140 04/25/2040 | 0.04% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.04% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.04% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.04% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.04% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.04% |
| CMLTI 2007-AMC3 A2B 00.2660 03/25/2037 | 0.04% |
| ELANCO ANIMAL HLTH TLB L+175 01.8324 02/04/2027 | 0.04% |
| EUR/USD PUT 1.1615 20211027 JPMCB | 0.04% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.04% |
| FHS 326 S2 IO 05.8663 03/15/2044 | 0.04% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.04% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.04% |
| OMIR 2017-1A M2 144A 04.0860 04/25/2027 | 0.04% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.04% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.04% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% |
| CAS 2017-C07 2M2 02.5860 05/25/2030 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| GNR 2013-182 SY IO 06.0126 12/20/2043 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% |
| APACHE CORP 05.1000 09/01/2040 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.04% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.04% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.04% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.04% |
| LIBERTY MEDIA | 0.04% |
| NZD/USD 10/20/2021 RBSF | 0.04% |
| SEA LTD USD 00.2500 09/15/2026 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.04% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.04% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.04% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.04% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.04% |
| AIR METHODS CORPORATIO L+350 04.5000 04/12/2024 | 0.04% |
| FHR 5004 SG IO 06.0140 08/25/2050 | 0.04% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.04% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.04% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.04% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.04% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.04% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.04% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.04% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.04% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| FHR 5011 SA IO 06.1640 09/25/2050 | 0.04% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% |
| MAV ACQUISITION CORP P/P 144A 08.0000 08/01/2029 | 0.04% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.04% |
| TWILIO INC 03.6250 03/15/2029 | 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% |
| CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.04% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.04% |
| DELIVERY HERO AG REGS 01.5000 01/15/2028 | 0.04% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.04% |
| GBP/USD PUT 1.332 20211112 BANKAM | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.04% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.04% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.04% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.04% |
| AUD/USD 10/20/2021 UBS | 0.04% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.04% |
| EUR/USD PUT 1.155 20211112 GSFX | 0.04% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.04% |
| NOURYON USA TLB L+300 02.8318 10/01/2025 | 0.04% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.04% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.04% |
| ADIENT TLB L+350 03.5841 04/01/2028 | 0.04% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.04% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.04% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.04% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.04% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.04% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.04% |
| GBP/USD 12/15/2021 SSBT | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.04% |
| MAV ACQUISITION CORP P/P 144A 05.7500 08/01/2028 | 0.04% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.04% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| ARDAGH METAL PAC P/P 144A 03.2500 09/01/2028 | 0.04% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.04% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.04% |
| GARDA WORLD SECURITY C L+425 04.3400 10/30/2026 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.04% |
| NZD/USD 10/20/2021 SSBT | 0.04% |
| PINDUODUO INC USD 00.0000 12/01/2025 | 0.04% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.04% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.03% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.03% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.03% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.03% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% |
| GNR 2020-15 CS IO 05.9626 02/20/2050 | 0.03% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.03% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.03% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.03% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.03% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.03% |
| ADIDAS AG 144A 00.0500 09/12/2023 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.03% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| NZD/USD PUT 0.678 20211112 UBS | 0.03% |
| PACIFIC GAS & ELECTRIC 04.5500 07/01/2030 | 0.03% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.03% |
| TOTALENERGIES SE REGS 00.5000 12/02/2022 | 0.03% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.03% |
| CAS 2018-C04 2B1 04.5860 12/25/2030 | 0.03% |
| FIVE9 INC CV 00.5000 06/01/2025 | 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 2013-129 SN IO 06.0626 09/20/2043 | 0.03% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.03% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.03% |
| STACR 2018-HQA2 B1 04.3360 10/25/2048 | 0.03% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.03% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.03% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% |
| GNR 2010-20 SC IO 06.0626 02/20/2040 | 0.03% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.03% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 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% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| TWILIO INC 03.8750 03/15/2031 | 0.03% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.03% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| CAS 2016-C03 1M2 05.3860 10/25/2028 | 0.03% |
| CAS 2018-C06 2M2 02.1860 03/25/2031 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% |
| CPTFEMU R 1.4 P 07/15/27 | 0.03% |
| GNR 2013-99 VS IO 06.0154 07/16/2043 | 0.03% |
| GNR 2019-99 KS IO 05.9626 08/20/2049 | 0.03% |
| GNR 2020-63 PS IO 06.0126 04/20/2050 | 0.03% |
| MEREDITH CORP 06.5000 07/01/2025 | 0.03% |
| MSBAM 2015-C23 D 144A 04.2819 07/15/2050 | 0.03% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.03% |
| 1.366 R ISWP FWD US0003M P 09/13/2031 | 0.03% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.03% |
| CENTENE CORP 03.0000 10/15/2030 | 0.03% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| GBP/USD 12/15/2021 CITI | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.03% |
| ISTAR INC 04.7500 10/01/2024 | 0.03% |
| LENDINGTREE CV 00.5000 07/15/2025 | 0.03% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.03% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.03% |
| BOEING CO 05.9300 05/01/2060 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| GNR 2019-78 SJ IO 05.9626 06/20/2049 | 0.03% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.03% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.03% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.03% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.03% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.03% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.03% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.03% |
| THYELE TL B 1L USD L+425 04.4040 06/30/2027 | 0.03% |
| 0.65 R ISWP FWD SES3M P 12/15/2031 | 0.03% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.03% |
| EUR/USD 12/15/2021 TDBK | 0.03% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.03% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.03% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.03% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.03% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.03% |
| STACR 2019-HQA1 B2 12.3360 02/25/2049 | 0.03% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.03% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 04.0000 08/15/2029 | 0.03% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.03% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.03% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.03% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.03% |
| 1.355 R ISWP US0003M P 09/23/2031 | 0.03% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.03% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.03% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.03% |
| CAS 2019-R04 2B1 05.3360 06/25/2039 | 0.03% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.03% |
| EMIR 2020-1 B1 144A 02.9360 01/25/2030 | 0.03% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.03% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.03% |
| STRU BMOC-8710 SA IO 06.0626 07/20/2050 | 0.03% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.03% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.02% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.02% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% |
| GBP/USD 12/15/2021 HSBCB | 0.02% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.02% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.02% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.02% |
| TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 0.02% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.02% |
| CWALT 2005-38 A3 00.7860 09/25/2035 | 0.02% |
| FHR 4945 SL IO 05.9640 01/25/2050 | 0.02% |
| FNR 2019-57 KS IO 05.9640 10/25/2049 | 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% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.02% |
| MCAS 2020-01 M10 144A 03.8360 03/25/2050 | 0.02% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| 1.29 R ISWP US0003M P 08/20/2031 | 0.02% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.02% |
| CAS 2018-C02 2M2 02.2860 08/25/2030 | 0.02% |
| CLOUDFLARE P/P 144A CV 00.0000 08/15/2026 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| NCL CORP LTD CV 05.3750 08/01/2025 | 0.02% |
| ORGANON & CO/ORG P/P 144A 05.1250 04/30/2031 | 0.02% |
| STACR 2020-DNA4 B2 10.0860 08/25/2050 | 0.02% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 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% |
| 1.324 R ISWP US0003M P 09/17/2031 | 0.02% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.02% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| FHR 4839 WS IO 06.0163 08/15/2056 | 0.02% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 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% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.02% |
| CAS 2018-C03 1B1 03.8360 10/25/2030 | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.02% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.02% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.02% |
| 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.02% |
| ALTICE FRANCE SA P/P 144A 05.5000 10/15/2029 | 0.02% |
| CAS 2016-C05 2B 10.8360 01/25/2029 | 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 2012-8 PI IO 04.0000 05/20/2041 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.02% |
| JPY/USD 11/17/2021 SSBT | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.02% |
| OLYMPUS WTR US HLDG P/P 144A 04.2500 10/01/2028 | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| 1.63 R ISWP FWD NOKOIB6M P 12/15/2031 | 0.02% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 02/15/2031 | 0.02% |
| BLACKSTONE MTGE TR P/P 144A 03.7500 01/15/2027 | 0.02% |
| BSCMS 2007-T26 AJ 05.5399 01/12/2045 | 0.02% |
| CAS 2016-C03 2M2 05.9860 10/25/2028 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| COMM 2012-LC4 B 04.9340 12/10/2044 | 0.02% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 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% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.02% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.02% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.02% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 1MX10Y P 1.383 USD 10/08/2021 GS | 0.02% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.02% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.02% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.02% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| AUD/USD 10/20/2021 HSBCB | 0.02% |
| CAS 2018-C05 1B1 04.3360 01/25/2031 | 0.02% |
| DISH NETWORK P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.02% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.02% |
| SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.02% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.02% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.02% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.02% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.02% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.02% |
| 21VIANET GROUP INC P/P 144A 00.0000 02/01/2026 | 0.02% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.02% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.02% |
| EUR/USD 12/15/2021 CITI | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| FNR 2015-42 LS IO 06.1140 06/25/2045 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.02% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.02% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.02% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.02% |
| WIX LTD USD 00.0000 08/15/2025 | 0.02% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.02% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.02% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.02% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.02% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.02% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.02% |
| ATLAS LUXCO 4 / ALL P/P 144A 04.6250 06/01/2028 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.02% |
| CHF/USD 12/15/2021 MSCIL | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.02% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 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 06.0140 03/25/2049 | 0.02% |
| GNR 2012-H29 AI IO 01.3769 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.3769 10/20/2062 | 0.02% |
| GSMS 2014-GC18 B 04.8850 01/10/2047 | 0.02% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.02% |
| OMIR 2019-1A B1B 04.4360 07/25/2029 | 0.02% |
| REVANCE THERA CV 01.7500 02/15/2027 | 0.02% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.02% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.02% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.02% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.02% |
| GBP/USD 12/15/2021 TDBK | 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 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| GNR 2019-83 SY IO 06.0126 07/20/2049 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.02% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.02% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ASURION CORP TLB9 L+325 03.3341 07/31/2027 | 0.01% |
| CHF/USD 12/15/2021 UBS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CPTFEMU R 1.4375 P 09/15/23 | 0.01% |
| CPTFEMU R 1.4413 P 09/15/23 | 0.01% |
| CPTFEMU R 1.4425 P 09/15/23 | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| GNR 2018-139 SA IO 06.0626 10/20/2048 | 0.01% |
| GNR 2019-96 SY IO 06.0126 08/20/2049 | 0.01% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.01% |
| HUBSPOT INC CV 00.3750 06/01/2025 | 0.01% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.01% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.01% |
| JPMCC 2013-LC11 D 04.3052 04/15/2046 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.01% |
| MICROSTRATEGY P/P 144A CV 00.0000 02/15/2027 | 0.01% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.01% |
| 1.5324 R ISWP US0003M P 03/05/2031 | 0.01% |
| APACHE CORP 04.6250 11/15/2025 | 0.01% |
| AUD/USD 10/20/2021 RBSF | 0.01% |
| AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.01% |
| BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.01% |
| CAS 2018-C06 1B1 03.8360 03/25/2031 | 0.01% |
| CPTFEMU R 1.4438 P 09/15/23 | 0.01% |
| CPURNSA P 2.783 R 09/14/26 | 0.01% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.01% |
| ENVISTA HLDGS CV 02.3750 06/01/2025 | 0.01% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.01% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| NOK/USD 12/15/2021 UBS | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| OMIR 2019-1A B1A 03.5860 07/25/2029 | 0.01% |
| STACR 2020-DNA5 B2 11.5500 10/25/2050 | 0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.01% |
| VERTIV TLB L+275 02.8303 03/02/2027 | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.01% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| EUR/USD 12/15/2021 BCAP-FX | 0.01% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.01% |
| NIO INC P/P 144A 00.5000 02/01/2027 | 0.01% |
| REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| RH CV 00.0000 09/15/2024 | 0.01% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.01% |
| STACR 2014-DN1 M3 04.5860 02/25/2024 | 0.01% |
| STACR 2020-DNA3 B2 09.4360 06/25/2050 | 0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.01% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.01% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.01% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.01% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.01% |
| CAS 2015-C02 1M2 04.0860 05/25/2025 | 0.01% |
| CAS 2019-R01 2M2 02.5360 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| DOCUSIGN INC P/P 144A CV 00.0000 01/15/2024 | 0.01% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.01% |
| EUR/USD 12/15/2021 WPAC | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.01% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.01% |
| AUD/USD 10/20/2021 BCAP-FX | 0.01% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.01% |
| CAD/USD 10/20/2021 TDBK | 0.01% |
| CAS 2017-C04 2M2 02.9360 11/25/2029 | 0.01% |
| CAS 2020-SBT1 1M2 03.7360 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-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.01% |
| EUR/USD 12/15/2021 CSI-FX | 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 2019-43 JS IO 05.9640 08/25/2049 | 0.01% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.01% |
| GBP/USD 12/15/2021 CSI-FX | 0.01% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.01% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.5481 02/10/2046 | 0.01% |
| JPMBB 2014-C22 C 04.7046 09/15/2047 | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| NZD/USD 10/20/2021 BANKAM | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.01% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.01% |
| SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| TOPBUILD CORP P/P 144A 04.1250 02/15/2032 | 0.01% |
| TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| CD 2017-CD3 C 04.7021 02/10/2050 | 0.01% |
| CENTENE CORP 04.6250 12/15/2029 | 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| FNR 2019-73 SC IO 05.9640 12/25/2049 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| NEXITY SA REGS 00.2500 03/02/2025 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.01% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| WFCM 2019-C53 D 144A 02.5000 10/15/2052 | 0.01% |
| WOLFSPEED INC CV 01.7500 05/01/2026 | 0.01% |
| 1.3955 R ISWP US0003M P 09/27/2031 | 0.01% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% |
| ATLAS LUXCO 4 P/P 144A 04.6250 06/01/2028 | 0.01% |
| CAD/USD 10/20/2021 CSI-FX | 0.01% |
| CAS 2015-C02 2M2 04.0860 05/25/2025 | 0.01% |
| CAS 2019-R03 1B1 04.1860 09/25/2031 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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% |
| CVR PARTNERS LP P/P 144A 06.1250 06/15/2028 | 0.01% |
| FHR 4937 MS IO 05.9640 12/25/2049 | 0.01% |
| FNR 2019-38 SC IO 05.9640 07/25/2049 | 0.01% |
| GNR 2010-68 SD IO 06.4926 06/20/2040 | 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% |
| GSMS 2012-GCJ7 D 144A 05.7399 05/10/2045 | 0.01% |
| IQIYI INC USD 02.0000 04/01/2025 | 0.01% |
| JPMBB 2013-C12 C 04.2352 07/15/2045 | 0.01% |
| JPY/USD 11/17/2021 JPMCB | 0.01% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 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% |
| SEK/USD 12/15/2021 JPMCB | 0.01% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.01% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.01% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.01% |
| 1.461 R ISWP US0003M P 06/11/2031 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.01% |
| CHF/USD 12/15/2021 JPMCB | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| COMM 2014-CR17 E 144A 05.0095 05/10/2047 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.01% |
| EQT CORP 05.0000 01/15/2029 | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 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 2015-88 QI IO 04.0000 10/25/2044 | 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% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.01% |
| NOK/USD 12/15/2021 SSBT | 0.01% |
| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.01% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.01% |
| NZD/USD 10/20/2021 WPAC | 0.01% |
| PACTIV EVERGREEN GRP P/P 144A 04.3750 10/15/2028 | 0.01% |
| RMIR 2020-2 B1 07.6860 10/25/2030 | 0.01% |
| STACR 2019-DNA1 M2 02.7360 01/25/2049 | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 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% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.01% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.01% |
| BANK 2017-BNK9 D 144A 02.8000 11/15/2054 | 0.01% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.01% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.01% |
| STACR 2018-DNA1 B1 03.2360 07/25/2030 | 0.01% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.6525 R ISWP FWD SONIA P 12/15/2031 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CAD/USD 10/20/2021 JPMCB | 0.00% |
| CAD/USD 10/20/2021 MSCIL | 0.00% |
| CAS 2020-R02 2B1 03.0860 01/25/2040 | 0.00% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.00% |
| CHF/USD 12/15/2021 SSBT | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| COMM 2014-CR16 C 05.0833 04/10/2047 | 0.00% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.00% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 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 2015-17 LI IO 03.5000 05/16/2040 | 0.00% |
| GNR 2016-77 SL IO 06.0626 03/20/2043 | 0.00% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.00% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 05.0000 12/10/2025 | 0.00% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.00% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.00% |
| TAMKO BUILDING PRODUCT L+300 03.1122 05/03/2026 | 0.00% |
| WAMU 2005-AR10 1A3 02.9099 09/25/2035 | 0.00% |
| WAMU 2005-AR13 A1C3 01.0660 10/25/2045 | 0.00% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.00% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.00% |
| AIR CANADA P/P 144A 03.8750 08/15/2026 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% |
| CAS 2015-C03 2M2 05.0860 07/25/2025 | 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.00% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.00% |
| FNR 2013-18 SB IO 06.0640 10/25/2041 | 0.00% |
| FNR 2017-87 KI IO 05.0000 06/25/2041 | 0.00% |
| FSPC T-57 1AX IO 00.3836 07/25/2043 | 0.00% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| HCA INC. 05.3750 09/01/2026 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 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% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.00% |
| NETFLIX INC 04.8750 04/15/2028 | 0.00% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.00% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.00% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.00% |
| SCIENTIFIC GAMES CORP L+275 02.8341 08/14/2024 | 0.00% |
| STACR 2019-DNA2 M2 02.5360 03/25/2049 | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.00% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.00% |
| BALTA 2005-8 21A1 02.4623 10/25/2035 | 0.00% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.00% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.00% |
| CAD/USD 10/20/2021 CITI | 0.00% |
| CAS 2015-C01 1M2 04.3860 02/25/2025 | 0.00% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.00% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 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% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.00% |
| JPY/USD 11/17/2021 RBSF | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.00% |
| NZD/USD 10/20/2021 BCAP-FX | 0.00% |
| NZD/USD 10/20/2021 HSBCB | 0.00% |
| NZD/USD 10/20/2021 TDBK | 0.00% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.00% |
| RUB/USD 12/15/2021 BCAP-FX | 0.00% |
| SEK/USD 12/15/2021 HSBCB | 0.00% |
| STACR 2014-HQ3 M3 04.8360 10/25/2024 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.00% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.00% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 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% |
| 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% |
| AUD/USD 10/20/2021 CSI-FX | 0.00% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2016-C05 2M2 04.5360 01/25/2029 | 0.00% |
| CAS 2018-C01 1M2 02.3360 07/25/2030 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.00% |
| CHF/USD 12/15/2021 CITI | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| 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-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.00% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 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 06.0140 12/25/2048 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTMEDIA TLB L+300 03.0841 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 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% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.00% |
| MSBAM 2013-C10 F 144A 04.2160 07/15/2046 | 0.00% |
| MSBAM 2013-C11 D 144A 04.4965 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% |
| NEXSTAR MEDIA INC P/P 144A 04.7500 11/01/2028 | 0.00% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.00% |
| NZD/USD 10/20/2021 MSCIL | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| OVINTIV INC 07.3750 11/01/2031 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SINCLAIR BROADCAST GRO L+325 03.3400 08/24/2026 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SWPTN 1MX5Y R 1.6 CAD 10/29/2021 TD | 0.00% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 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 OPERATION P/P 144A 05.6250 02/15/2027 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| ZAR/USD 01/19/2022 GSFX | 0.00% |
| 0.451 R ISWP FWD EUR006M P 12/15/2051 | 0.00% |
| 1.2255 R ISWP US0003M P 08/02/2030 | 0.00% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.00% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAD/USD 10/20/2021 RBSF | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CHF/USD 12/15/2021 HSBCB | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 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 GS | 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 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% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2978 06/25/2042 | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 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% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.00% |
| HKD/USD 11/17/2021 SSBT | 0.00% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JPY/USD 11/17/2021 WPAC | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MWST 2020-2 A 00.8860 11/25/2053 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 10/20/2021 CITI | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PQ CORP TLB L+275 03.2500 06/09/2028 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| STACR 2018-HQA2 M2 02.3860 10/25/2048 | 0.00% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 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% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| -0.201 R ISWP FWD EUR006M P 12/15/2026 | 0.00% |
| -0.451 R ISWP FWD EUR006M P 12/15/2023 | 0.00% |
| 0.101 R ISWP FWD EUR006M P 12/15/2031 | 0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | 0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | 0.00% |
| 1.8285 R ISWP US0003M P 09/30/2051 | 0.00% |
| 1.8365 R ISWP US0003M P 09/30/2051 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 0.00% |
| CAD/USD 10/20/2021 UBS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.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 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 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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.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.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.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 CS | 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.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 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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-.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 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | 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 00.3802 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% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% |
| GUARANTEED RATE INC-WTS | 0.00% |
| HKD/USD 11/17/2021 BANKAM | 0.00% |
| HKD/USD 11/17/2021 GSFX | 0.00% |
| HKD/USD 11/17/2021 HSBCB | 0.00% |
| HKD/USD 11/17/2021 MSCIL | 0.00% |
| HKD/USD 11/17/2021 UBS | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| NOK/USD 12/15/2021 HSBCB | 0.00% |
| NOK/USD 12/15/2021 MSCIL | 0.00% |
| NOK/USD 12/15/2021 RBSF | 0.00% |
| NZD/USD 10/20/2021 GSFX | 0.00% |
| SEK/USD 12/15/2021 BCAP-FX | 0.00% |
| SEK/USD 12/15/2021 TDBK | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.00% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | 0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| 2.074 R ISWP US0003M P 04/15/2051 | -0.00% |
| CAD/USD 10/20/2021 BANKAM | -0.00% |
| CHF/USD 12/15/2021 BANKAM | -0.00% |
| CHF/USD 12/15/2021 BCAP-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.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-.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-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| NOK/USD 12/15/2021 GSFX | -0.00% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.00% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.00% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | -0.00% |
| 1.5415 R ISWP US0003M P 10/01/2031 | -0.00% |
| 2.011 R ISWP US0003M P 04/15/2041 | -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.6 2063-05-11 500.0 05/11/2063 GS | -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 JP | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -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% |
| NZD/USD 10/20/2021 UBS | -0.00% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.357 R ISWP US0003M P 09/14/2031 | -0.00% |
| 1.824 R ISWP US0003M P 09/30/2051 | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| JPY/USD 11/17/2021 CITI | -0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% |
| 1.8375 R ISWP US0003M P 09/30/2051 | -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% |
| JPY/USD 11/17/2021 MSCIL | -0.00% |
| NOK/USD 12/15/2021 JPMCB | -0.00% |
| SEK/USD 12/15/2021 SSBT | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 1MX5Y P 1.6 CAD 10/29/2021 TD | -0.00% |
| SWPTN 1MX5Y R 0.944 USD 10/21/2021 CI | -0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.00% |
| CAD/USD 10/20/2021 WPAC | -0.00% |
| CHF/USD 12/15/2021 RBSF | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 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 MS | -0.00% |
| SEK/USD 12/15/2021 MSCIL | -0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.00% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.01% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.01% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.01% |
| CAD/USD 10/20/2021 HSBCB | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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 DE | -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% |
| EUR/USD 12/15/2021 BANKAM | -0.01% |
| GBP/USD 12/15/2021 BCAP-FX | -0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -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% |
| SEK/USD 12/15/2021 RBSF | -0.01% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.01% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.01% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.01% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -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 11/17/2021 BCAP-FX | -0.01% |
| JPY/USD 11/17/2021 HSBCB | -0.01% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.01% |
| -0.05 R ISWP FWD SARON FIXING 3. (MARKET CLOSE. P 12/15/2031 | -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% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.01% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.01% |
| 1.647 R ISWP FWD US0003M P 09/07/2031 | -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 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 12/15/2021 UBS | -0.01% |
| NZD/USD 10/20/2021 CSI-FX | -0.01% |
| SEK/USD 12/15/2021 BANKAM | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.01% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.01% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | -0.01% |
| EUR/USD PUT 1.135 20211112 GSFX | -0.01% |
| GBP/USD PUT 1.30 20211112 BANKAM | -0.01% |
| JPY/USD 11/17/2021 TDBK | -0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.529 R ISWP FWD US0003M P 09/15/2032 | -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% |
| NOK/USD 12/15/2021 TDBK | -0.01% |
| NZD/USD PUT 0.66 20211112 UBS | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 12/15/2021 BANKAM | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.01% |
| CHF/USD 12/15/2021 GSFX | -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 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -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% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.02% |
| SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.02% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| EUR/USD PUT 1.149 20211027 JPMCB | -0.02% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.02% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.02% |
| AUD/USD 10/20/2021 CITI | -0.02% |
| CAD/USD 10/20/2021 GSFX | -0.02% |
| GBP/USD 12/15/2021 JPMCB | -0.02% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.02% |
| EUR/USD 12/15/2021 SSBT | -0.02% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 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% |
| GBP/USD 12/15/2021 WPAC | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| JPY/USD 11/17/2021 BANKAM | -0.02% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% |
| SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -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% |
| CPTFEMU P 1.71 R 07/15/37 | -0.02% |
| EUR/USD 12/15/2021 HSBCB | -0.02% |
| GBP/USD 12/15/2021 RBSF | -0.02% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.02% |
| SWPTN 1MX10Y R 1.383 USD 10/08/2021 GS | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| AUD/USD 10/20/2021 MSCIL | -0.02% |
| AUD/USD 10/20/2021 SSBT | -0.02% |
| AUD/USD 10/20/2021 TDBK | -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 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.02% |
| 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% |
| 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% |
| 2.03 R ISWP FWD NFIX3MID P 12/15/2031 | -0.03% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.03% |
| SEK/USD 12/15/2021 GSFX | -0.03% |
| SEK/USD 12/15/2021 UBS | -0.03% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.03% |
| UKRPI P 3.665 R 12/15/28 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 1.59 R ISWP FWD US0003M P 10/07/2031 | -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 CS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.03% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.03% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.03% |
| UKRPI P 3.3875 R 03/15/28 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| JPY/USD 11/17/2021 GSFX | -0.03% |
| NZD/USD 10/20/2021 JPMCB | -0.03% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% |
| AUD/USD 10/20/2021 BANKAM | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -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% |
| JPY/USD 11/17/2021 UBS | -0.04% |
| SWPTN 3MX10Y R 1.1635 USD 12/08/2021 CI | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| 1.15 R ISWP FWD US0003M P 12/15/2028 | -0.04% |
| 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -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 GS | -0.04% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.04% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.04% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% |
| AUD/USD 10/20/2021 JPMCB | -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 CG | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.05% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.05% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.05% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.05% |
| SWPTN 1MX5Y P 0.944 USD 10/21/2021 CI | -0.05% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.05% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.05% |
| 1.70 R ISWP FWD CDOR03 P 12/15/2031 | -0.05% |
| EUR/USD 12/15/2021 MSCIL | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.05% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.05% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.05% |
| GBP/USD 12/15/2021 MSCIL | -0.05% |
| 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| 0.02 R ISWP FWD EUR006M P 12/15/2031 | -0.06% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.06% |
| CPURNSA P 2.78 R 01/15/32 | -0.06% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.06% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% |
| 1.395 R ISWP FWD AUDBB6M P 12/15/2031 | -0.06% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.06% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.06% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.06% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.07% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.07% |
| UKRPI P 3.34 R 02/15/28 | -0.07% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.07% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.07% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.07% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.07% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.08% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.08% |
| EUR/USD 12/15/2021 JPMCB | -0.08% |
| GBP/USD 12/15/2021 GSFX | -0.08% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.08% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.08% |
| EUR/USD 12/15/2021 GSFX | -0.08% |
| EUR/USD 12/15/2021 UBS | -0.08% |
| UKRPI P 3.4025 R 03/15/28 | -0.08% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.09% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.09% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.09% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.09% |
| 1.6295 R ISWP US0003M P 07/29/2051 | -0.10% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.10% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.10% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.10% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.10% |
| UKRPI P 3.385 R 11/15/24 | -0.10% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.11% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.11% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.11% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.11% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.11% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.11% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.11% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.11% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.11% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.12% |
| GNMA GII30 TBA 03.5000 10/01/2051 | -0.13% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.13% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.13% |
| UKRPI P 3.34 R 03/15/28 | -0.14% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.15% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.16% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.16% |
| SWPTN 1YX10Y P 1.849 USD 09/13/2022 CI | -0.16% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.17% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.17% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.18% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.18% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.20% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.20% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.21% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.22% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.23% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.28% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.31% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.33% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.35% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.40% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.41% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | -0.51% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.53% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.63% |
| CPTFEMU P 1.13 R 05/15/50 | -0.76% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -1.00% |
| CPTFEMU P 0.935 R 05/15/40 | -1.01% |
| CPTFEMU P 0.93 R 05/15/40 | -1.02% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -1.02% |
| FNMA FN30 TBA UMBS 02.5000 10/01/2051 | -1.25% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.93% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -2.15% |
| FNMA FN30 TBA UMBS 02.0000 11/01/2051 | -6.17% |
| FNMA FN30 TBA UMBS 02.0000 10/01/2051 | -9.50% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -14.07% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | -120.27% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 10.99% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 10.62% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2051 | 7.72% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 7.37% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 5.17% |
| TREASURY BILL 00.0000 11/02/2021 | 2.53% |
| CASH MGMT BILL 00.0000 11/09/2021 | 2.48% |
| TREASURY BILL 00.0000 09/07/2021 | 1.99% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 1.26% |
| TREASURY BILL 00.0000 02/17/2022 | 1.18% |
| TREASURY BILL 00.0000 10/07/2021 | 1.16% |
| IVORY COAST REGS 06.1250 06/15/2033 | 1.01% |
| FNMA FN30 TBA UMBS 05.5000 09/01/2051 | 1.00% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.95% |
| GENERAL MOTORS FINANCIAL CO I 37046TW18 DCP 09/01/2021 | 0.94% |
| ENBRIDGE US INC 29251UWL8 DCP 09/20/2021 | 0.82% |
| ENERGY TRANSFER LP 29277EW18 DCP 09/01/2021 | 0.78% |
| CAS 2017-C02 2B1 05.5844 09/25/2029 | 0.78% |
| TREASURY BILL 00.0000 10/28/2021 | 0.75% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.75% |
| AMERICAN HONDA FINANCE CORP 02665JWN6 DCP 09/22/2021 | 0.70% |
| TREASURY BILL 00.0000 09/02/2021 | 0.69% |
| ROMULUS FUNDING CORP 77619EWD8 DCP 09/13/2021 | 0.66% |
| CAS 2016-C02 1B 12.3344 09/25/2028 | 0.64% |
| FNMA FN30 TBA UMBS 04.5000 09/01/2051 | 0.63% |
| CAS 2015-C04 1M2 05.7844 04/25/2028 | 0.61% |
| FMC CORP 34410WW16 DCP 09/01/2021 | 0.59% |
| PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.56% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.55% |
| CFCRE 2011-C2 E P/P 144A 05.9555 12/15/2047 | 0.54% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.53% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.53% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.52% |
| GNR 2021-58 SH IO 06.2116 04/20/2051 | 0.52% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.51% |
| WFRBS 2013-C15 D 144A 04.6451 08/15/2046 | 0.51% |
| CWALT 2005-59 1A1 00.7484 11/20/2035 | 0.50% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.50% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.49% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.48% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.48% |
| GNR 2021-57 SD IO 06.2116 03/20/2051 | 0.48% |
| STACR 2015-DNA2 B 07.6344 12/25/2027 | 0.47% |
| ALEXANDRIA REAL ESTATE EQUITI 01527LW19 DCP 09/01/2021 | 0.47% |
| STACR 2015-DNA3 B 09.4344 04/25/2028 | 0.47% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.46% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.46% |
| CPTFEMU R 0.655 P 05/15/30 | 0.45% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.45% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.44% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.44% |
| CPTFEMU R 0.961 P 05/15/40 | 0.43% |
| TREASURY BILL 00.0000 09/23/2021 | 0.43% |
| TREASURY BILL 00.0000 09/28/2021 | 0.41% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.41% |
| GSMS 2014-GC24 D 144A 04.6690 09/10/2047 | 0.40% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.40% |
| FNR 2021-43 IO IO 02.5000 06/25/2051 | 0.40% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.40% |
| CHARIOT FUNDING LLC 15963TXT1 DCP 10/27/2021 | 0.39% |
| FIDELITY NATIONAL INFORMATION 31621YW70 DCP 09/07/2021 | 0.39% |
| CIGNA CORP 12553NYH2 DCP 11/17/2021 | 0.39% |
| DANAHER CORP 23585LY10 DCP 11/01/2021 | 0.39% |
| CHARTA LLC 16115VYA1 DCP 11/10/2021 | 0.38% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.38% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.37% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.37% |
| FHR 5051 BI IO 03.0000 11/25/2050 | 0.36% |
| COLLATERALIZED COMMERCIAL PAP 19423KAK0 DCP 01/19/2022 | 0.35% |
| CAS 2016-C03 1B 11.8344 10/25/2028 | 0.35% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.34% |
| CAS 2019-HRP1 B1 09.3344 11/25/2039 | 0.34% |
| SAMI 2006-AR7 A1A 00.5044 08/25/2036 | 0.34% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.33% |
| CABOT CORP 12705WWW8 DCP 09/30/2021 | 0.33% |
| GNR 2021-42 SG IO 06.2116 03/20/2051 | 0.33% |
| CWALT 2006-OA10 4A1 00.4644 08/25/2046 | 0.33% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.33% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.33% |
| WFRBS 2012-C10 D 144A 04.5598 12/15/2045 | 0.32% |
| CASH MGMT BILL 00.0000 11/16/2021 | 0.32% |
| PROVINCIA DE CORDOBA P/P 144A 05.0000 02/01/2029 | 0.31% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.31% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.31% |
| HEALTHPEAK PROPERTIES INC 42250QWF4 DCP 09/15/2021 | 0.31% |
| UDR INC 90352PWW5 DCP 09/30/2021 | 0.31% |
| CMLTI 2007-AMC3 A2D 00.4344 03/25/2037 | 0.31% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.31% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.30% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.30% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.30% |
| FHR 5122 AI IO 04.5000 07/25/2051 | 0.29% |
| OMIR 2018-1A M2 02.9344 07/25/2028 | 0.29% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.29% |
| GNR 2021-30 KI IO 03.0000 02/20/2051 | 0.29% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.29% |
| GNR 2021-98 SK IO 06.2116 06/20/2051 | 0.29% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.28% |
| GNR 2018-H03 XI IO 02.3099 02/20/2068 | 0.28% |
| FNR 2016-96 ST IO 06.0156 12/25/2046 | 0.28% |
| FHR 5142 IC IO 03.5000 09/25/2051 | 0.27% |
| FNR 2018-44 SA IO 06.1156 06/25/2048 | 0.27% |
| STACR 2015-HQA2 B 10.5844 05/25/2028 | 0.27% |
| GNR 2016-H23 NI IO 02.2846 10/20/2066 | 0.26% |
| GNR 2021-77 SM IO 06.2116 05/20/2051 | 0.26% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.26% |
| FHR 5049 AI IO 04.5000 12/25/2050 | 0.26% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.26% |
| GNR 2020-7 SK IO 05.9616 01/20/2050 | 0.26% |
| TREASURY BILL 00.0000 02/03/2022 | 0.25% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.25% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.25% |
| FHR 5134 ID IO 04.5000 08/25/2051 | 0.25% |
| GNR 2018-164 AS IO 06.0116 12/20/2048 | 0.24% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.24% |
| FNR 2018-38 SA IO 06.1156 06/25/2048 | 0.24% |
| CAS 2016-C01 1B 11.8344 08/25/2028 | 0.24% |
| CWALT 2006-OA7 1A2 01.0379 06/25/2046 | 0.24% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.24% |
| GNR 2018-H02 EI IO 02.3765 01/20/2068 | 0.24% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.24% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.24% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.23% |
| JPMBB 2014-C25 D P/P 144A 04.0944 11/15/2047 | 0.23% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.23% |
| GNR 2018-H05 BI IO 02.3941 02/20/2068 | 0.23% |
| JPMBB 2014-C18 D 144A 04.9564 02/15/2047 | 0.23% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.23% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.23% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.22% |
| WFCM 2013-LC12 D 144A 04.4431 07/15/2046 | 0.22% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.22% |
| FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.22% |
| VERTIV TLB L+275 02.8325 03/02/2027 | 0.22% |
| GNR 2020-175 NI IO 03.0000 11/20/2050 | 0.22% |
| REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.22% |
| HVMLT 2005-2 1A 00.6065 05/19/2035 | 0.22% |
| FNMA FN30 TBA UMBS 05.0000 09/01/2051 | 0.21% |
| CAS 2017-C03 1B1 04.9344 10/25/2029 | 0.21% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.21% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.21% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.20% |
| CSMC 2008-C1 AJ 144A 06.0103 02/15/2041 | 0.20% |
| FHR 4265 SD IO 06.0045 01/15/2035 | 0.20% |
| WFRBS 2012-C9 E 144A 04.9691 11/15/2045 | 0.20% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.20% |
| GNR 2021-8 VI IO 03.5000 12/20/2050 | 0.20% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.20% |
| BCAP 2011-RR3 3A6 02.6879 11/27/2036 | 0.20% |
| GLENCORE FUNDING LLC 37790AXC2 DCP 10/12/2021 | 0.20% |
| GNR 2018-H02 HI IO 02.3376 01/20/2068 | 0.20% |
| GNR 2020-H12 IH IO 01.5219 07/20/2070 | 0.20% |
| HUMANA INC 44486HXK4 DCP 10/19/2021 | 0.20% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TWQ0 DCP 09/24/2021 | 0.20% |
| UDR INC 90352PWE5 DCP 09/14/2021 | 0.20% |
| VIATRIS INC 92557MWQ4 DCP 09/24/2021 | 0.20% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.19% |
| MSC 2012-C4 E 144A 05.5411 03/15/2045 | 0.19% |
| CSAIL 2015-C1 D 144A 03.9043 04/15/2050 | 0.19% |
| GNR 2018-H05 AI IO 02.3877 02/20/2068 | 0.19% |
| GNR 2017-H10 MI IO 01.8354 04/20/2067 | 0.19% |
| FHR 5093 YI IO 04.5000 12/25/2050 | 0.18% |
| FNR 2016-62 GS IO 06.0156 09/25/2046 | 0.18% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.18% |
| GNR 2017-160 S IO 06.1116 10/20/2043 | 0.18% |
| GNR 2013-9 S IO 06.6616 01/20/2043 | 0.18% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.18% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.18% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.18% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.18% |
| AHM 2007-1 GA1C 00.2744 05/25/2047 | 0.18% |
| DBALT 2006-AR4 A2 00.4644 12/25/2036 | 0.18% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.18% |
| CWALT 2006-OA10 3A1 00.4644 08/25/2046 | 0.18% |
| GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.18% |
| GSR 2007-OA1 2A3A 00.3944 05/25/2037 | 0.18% |
| CAS 2017-C01 1B1 05.8344 07/25/2029 | 0.17% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.17% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.17% |
| GNR 2020-61 SF IO 06.3516 07/20/2043 | 0.17% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.17% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.17% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.16% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.16% |
| GNR 2018-H15 EI IO 01.3897 08/20/2068 | 0.16% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.16% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.16% |
| GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.16% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.16% |
| STACR 2020-HQA3 B2 10.0844 07/25/2050 | 0.16% |
| GNR 2015-H12 AI IO 01.8568 05/20/2065 | 0.16% |
| HEALTHPEAK PROPERTIES INC 42250QWG2 DCP 09/16/2021 | 0.16% |
| HUMANA INC 44486HXR9 DCP 10/25/2021 | 0.16% |
| BSMF 2006-AR2 2A1 00.5444 09/25/2046 | 0.16% |
| GNR 2018-H04 IO IO 02.4748 02/20/2068 | 0.16% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.16% |
| CAS 2016-C06 1B 09.3344 04/25/2029 | 0.15% |
| GNR 2015-H23 BI IO 01.7466 09/20/2065 | 0.15% |
| GNR 2018-105 SG IO 06.1616 08/20/2048 | 0.15% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.15% |
| FNR 2019-34 SL IO 05.9656 07/25/2049 | 0.15% |
| GNR 2018-H01 XI IO 02.3077 01/20/2068 | 0.15% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.15% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.15% |
| GNR 2015-H15 BI IO 01.8834 06/20/2065 | 0.15% |
| GNR 2017-H18 FI IO 02.1941 09/20/2067 | 0.15% |
| JPMBB 2014-C18 E 144A 04.4564 02/15/2047 | 0.14% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.14% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.14% |
| MCAS 2019-01 M10 144A 03.3344 10/15/2049 | 0.14% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.14% |
| GNR 2017-H06 BI IO 02.3494 02/20/2067 | 0.14% |
| GNR 2018-104 SD IO 06.1116 08/20/2048 | 0.14% |
| GNR 2019-6 SM IO 05.9616 01/20/2049 | 0.14% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.14% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.14% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.14% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.14% |
| GNR 2017-H08 NI IO 02.2474 03/20/2067 | 0.14% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.14% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.14% |
| STACR 2018-DNA3 B2 07.8344 09/25/2048 | 0.14% |
| STACR 2018-HQA2 B2 11.0844 10/25/2048 | 0.14% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.13% |
| CAS 2017-C06 2M2 02.8844 02/25/2030 | 0.13% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.13% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.13% |
| GNR 2013-152 SJ IO 06.0616 05/20/2041 | 0.13% |
| GNR 2015-H15 AI IO 01.8094 06/20/2065 | 0.13% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.13% |
| STACR 2019-DNA2 B2 10.5844 03/25/2049 | 0.13% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.13% |
| FNR 2020-12 SK IO 05.9656 03/25/2050 | 0.13% |
| GNR 2017-H16 JI IO 02.1208 08/20/2067 | 0.13% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.13% |
| GSAA 2006-8 2A2 00.4444 05/25/2036 | 0.13% |
| MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.13% |
| STACR 2017-DNA1 B1 05.0344 07/25/2029 | 0.13% |
| STACR 2016-HQA3 M3 03.9344 03/25/2029 | 0.13% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.13% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.13% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.12% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.12% |
| GNR 2016-77 SC IO 06.0116 10/20/2045 | 0.12% |
| GNR 2017-H03 HI IO 01.5800 01/20/2067 | 0.12% |
| GNR 2015-H03 CI IO 01.7100 01/20/2065 | 0.12% |
| CAS 2017-C06 2B1 04.5344 02/25/2030 | 0.12% |
| FNR 2019-47 SA IO 05.9656 08/25/2049 | 0.12% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.12% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.12% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.12% |
| GNR 2018-100 S IO 06.1116 07/20/2048 | 0.12% |
| MSBAM 2015-C23 D 144A 04.2820 07/15/2050 | 0.12% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.12% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.12% |
| GNR 2017-H20 HI IO 02.1697 10/20/2067 | 0.12% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.12% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.12% |
| BARCLAYS BANK PLC CCP 06742VN64 DCP 11/03/2021 | 0.12% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.12% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.12% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.12% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.12% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.12% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.12% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.11% |
| GNR 2017-H16 IO 01.9017 08/20/2067 | 0.11% |
| GNR 2018-91 SH IO 06.1616 07/20/2048 | 0.11% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.11% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% |
| GNR 2015-H08 CI IO 01.7886 03/20/2065 | 0.11% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.11% |
| GNR 2016-H22 AI IO 02.3711 10/20/2066 | 0.11% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.11% |
| GNR 2015-H20 BI IO 01.9955 08/20/2065 | 0.11% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.11% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.11% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.11% |
| CWALT 2006-OA10 1A1 01.0579 08/25/2046 | 0.11% |
| GNR 2017-H12 QI IO 02.2458 05/20/2067 | 0.11% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.11% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.11% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.11% |
| SPRINT CORP 07.6250 03/01/2026 | 0.10% |
| STACR 2019-DNA1 B2 10.8344 01/25/2049 | 0.10% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.10% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.10% |
| GNR 2017-H06 MI IO 02.2269 02/20/2067 | 0.10% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.10% |
| ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.10% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.10% |
| GNR 2014-4 SG IO 06.0116 01/20/2044 | 0.10% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.10% |
| GNR 2019-125 SG IO 05.9616 10/20/2049 | 0.10% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.10% |
| CWALT 2006-OA7 1A1 02.2038 06/25/2046 | 0.10% |
| GNR 2016-H04 HI IO 02.3864 07/20/2065 | 0.10% |
| STACR 2016-HQA2 M3 05.2344 11/25/2028 | 0.10% |
| COMM 2014-UBS3 D 144A 04.9266 06/10/2047 | 0.10% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% |
| STICHTING AK RABOBANK REGS 02.1878 01/24/2044 | 0.10% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.10% |
| GNR 2015-H18 BI IO 01.8747 07/20/2065 | 0.10% |
| HUMANA INC 44486HXM0 DCP 10/21/2021 | 0.10% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.10% |
| ENVISION HEALTHCARE TL L+375 03.8346 10/10/2025 | 0.10% |
| GNR 2016-H16 EI IO 02.1935 06/20/2066 | 0.10% |
| GNR 2017-H03 EI IO 02.4674 01/20/2067 | 0.10% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.10% |
| BMIR 2017-1 B1 144A 04.8344 10/25/2027 | 0.10% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.10% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.10% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.10% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.10% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.10% |
| BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.09% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.09% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.09% |
| GNR 2018-67 SC IO 06.1116 05/20/2048 | 0.09% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.09% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.09% |
| GNR 2017-H05 CI IO 02.2466 02/20/2067 | 0.09% |
| FHR 4731 QS IO 06.1045 11/15/2047 | 0.09% |
| GNR 2017-H09 IO IO 01.8208 04/20/2067 | 0.09% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.09% |
| BACM 2005-1 C 05.6647 11/10/2042 | 0.09% |
| STACR 2016-DNA1 B 10.0844 07/25/2028 | 0.09% |
| CWALT 2006-OA10 2A1 00.4644 08/25/2046 | 0.09% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| GNR 2014-H25 BI IO 01.6824 12/20/2064 | 0.09% |
| GNR 2016-H18 IO IO 01.6563 08/20/2066 | 0.09% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.09% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.09% |
| CCMFC 2006-4A A2 00.2644 11/25/2047 | 0.09% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.09% |
| FHR 4742 S IO 06.1045 12/15/2047 | 0.09% |
| GNR 2014-119 SA IO 05.5116 08/20/2044 | 0.09% |
| JPALT 2007-A2 12A1 00.4844 06/25/2037 | 0.09% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.09% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.09% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.09% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.09% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.09% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.09% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.09% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.09% |
| 1.5324 R ISWP US0003M P 03/05/2031 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.09% |
| GNR 2017-H11 TI IO 02.1894 04/20/2067 | 0.09% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.09% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.09% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.08% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.08% |
| COMM 2013-CR9 D 144A 04.4120 07/10/2045 | 0.08% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.08% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% |
| OKTA INC CV 00.3750 06/15/2026 | 0.08% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.08% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.08% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.08% |
| CAS 2017-C03 1M2 03.0844 10/25/2029 | 0.08% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.08% |
| GNR 2018-H01 IO IO 02.3282 12/20/2067 | 0.08% |
| STACR 2017-DNA2 B1 05.2344 10/25/2029 | 0.08% |
| FNR 2011-101 SA IO 05.8156 10/25/2041 | 0.08% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.08% |
| GNR 2015-H23 DI IO 01.8503 09/20/2065 | 0.08% |
| GNR 2016-H14 IO IO 01.6790 06/20/2066 | 0.08% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.08% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.08% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.08% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.08% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.08% |
| BURL STORE CV 02.2500 04/15/2025 | 0.08% |
| EUR/USD 09/15/2021 TDBK | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.08% |
| GNR 2017-H11 DI IO 01.8468 05/20/2067 | 0.08% |
| HMIR 2019-1 M2 144A 03.3344 05/25/2029 | 0.08% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.08% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.08% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.08% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.08% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.08% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.08% |
| WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.08% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.08% |
| GNR 2016-H08 AI IO 01.6215 08/20/2065 | 0.08% |
| QUORUM HEALTH EXT TL L+650 07.5000 04/29/2025 | 0.08% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.08% |
| GNR 2016-H27 EI IO 01.9381 12/20/2066 | 0.08% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.08% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.08% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.08% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.08% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.08% |
| GNR 2015-H10 BI IO 01.8176 04/20/2065 | 0.08% |
| GNR 2015-H24 AI IO 01.8725 09/20/2065 | 0.08% |
| GNR 2017-H06 DI IO 01.7785 02/20/2067 | 0.08% |
| NZD/USD 10/20/2021 SSBT | 0.08% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.08% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.08% |
| SOLENIS 1STL L+400 04.0846 06/26/2025 | 0.08% |
| STACR 2019-DNA3 B2 08.2344 07/25/2049 | 0.08% |
| BWAY CORP TLB L+325 03.3360 04/03/2024 | 0.07% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.07% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.07% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.07% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.07% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.07% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.07% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.07% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.07% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.07% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.07% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.07% |
| STACR 2018-HQA1 M2 02.3844 09/25/2030 | 0.07% |
| BATH & BODY WORKS INC. 06.8750 11/01/2035 | 0.07% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.07% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.07% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.07% |
| STACR 2020-HQA2 M2 03.1844 03/25/2050 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.07% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.07% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.07% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.07% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.07% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.07% |
| GNR 2014-46 SA IO 06.0116 03/20/2044 | 0.07% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.07% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.07% |
| CAS 2020-SBT1 1B1 06.8344 02/25/2040 | 0.07% |
| LABORATOIRE EIMER SELAS REGS 05.0000 02/01/2029 | 0.07% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.07% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.07% |
| CAS 2017-C07 1B1 04.0844 05/25/2030 | 0.07% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.07% |
| LOXAM SAS REGS 03.7500 07/15/2026 | 0.07% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.07% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.07% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.06% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| CAS 2017-C05 1B1 03.6844 01/25/2030 | 0.06% |
| CAS 2018-C06 2B1 04.1844 03/25/2031 | 0.06% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.06% |
| STACR 2017-DNA3 B1 04.5344 03/25/2030 | 0.06% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.06% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.06% |
| WAYFAIR INC CV 00.6250 10/01/2025 | 0.06% |
| BALTA 2005-7 21A1 02.6195 09/25/2035 | 0.06% |
| FHS 311 S1 IO 05.8545 08/15/2043 | 0.06% |
| GNR 2015-H01 BI IO 01.5578 01/20/2065 | 0.06% |
| GNR 2016-H24 JI IO 02.1935 11/20/2066 | 0.06% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% |
| MOTION BONDCO DAC REGS 04.5000 11/15/2027 | 0.06% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.06% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.06% |
| GNR 2016-H17 KI IO 01.9104 07/20/2066 | 0.06% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.06% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.06% |
| GNR 2017-H02 BI IO 02.4344 01/20/2067 | 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% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.06% |
| PACIRA PHARMA CV 00.7500 08/01/2025 | 0.06% |
| ZSCALER INC. CV 00.1250 07/01/2025 | 0.06% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.06% |
| CHEGG INC CV 00.0000 09/01/2026 | 0.06% |
| GNR 2016-H06 CI IO 01.4829 02/20/2066 | 0.06% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.06% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.06% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.06% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.06% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.06% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.06% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.06% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.06% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.06% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.06% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.06% |
| TERRIER MEDIA BUYER IN L+350 03.5846 12/17/2026 | 0.06% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.06% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.06% |
| SOLENIS 2NDL L+850 08.5846 06/26/2026 | 0.06% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.06% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.06% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.06% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.06% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.06% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.06% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.06% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.06% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.06% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.06% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.06% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.06% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0905 06/30/2025 | 0.06% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.06% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.06% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.06% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.06% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.06% |
| LENDINGTREE CV 00.5000 07/15/2025 | 0.06% |
| LIBERTY MEDIA | 0.06% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.06% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.06% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.06% |
| TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.06% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.06% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.06% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.06% |
| CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.05% |
| CLUBCORP TLB L+275 02.8973 09/18/2024 | 0.05% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.05% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.05% |
| GNR 2014-H06 BI IO 01.4537 02/20/2064 | 0.05% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.05% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.05% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.05% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.05% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.05% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.05% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.05% |
| NZD/USD 10/20/2021 JPMCB | 0.05% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.05% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.05% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.05% |
| FHR 3919 SA IO 06.4045 09/15/2041 | 0.05% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.05% |
| LYFT INC CV 01.5000 05/15/2025 | 0.05% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.05% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.05% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.05% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.05% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.05% |
| CLEAR CHANNEL OUTDOOR L+350 03.6284 08/21/2026 | 0.05% |
| FIVE9 INC CV 00.5000 06/01/2025 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.05% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.05% |
| PG&E CORPORATION 05.0000 07/01/2028 | 0.05% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.05% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.05% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.05% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.05% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.05% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.05% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.05% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.05% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.05% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.05% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.05% |
| SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.05% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.05% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.05% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.05% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.05% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.05% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.05% |
| CAS 2016-C04 1B 10.3344 01/25/2029 | 0.05% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.05% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.05% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.05% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.05% |
| ISTAR INC 05.5000 02/15/2026 | 0.05% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.05% |
| STACR 2019-FTR3 B2 04.8893 09/25/2047 | 0.05% |
| UKRPI P 3.665 R 12/15/28 | 0.05% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.05% |
| CAS 2017-C07 2B1 04.5344 05/25/2030 | 0.05% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.05% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.05% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.05% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.05% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.05% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.05% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.05% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.05% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.05% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% |
| MIDDLEBY CORP CV 01.0000 09/01/2025 | 0.05% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.05% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.05% |
| CAD/USD 10/20/2021 SSBT | 0.05% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.05% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.05% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.05% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.05% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.05% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.05% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.05% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.05% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.05% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.05% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.05% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.04% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.04% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.04% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.04% |
| OVINTIV INC 06.6250 08/15/2037 | 0.04% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.04% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.04% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.04% |
| 1.99 R ISWP CDOR03 P 06/15/2031 | 0.04% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.04% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.04% |
| FNR 2010-35 SG IO 06.3156 04/25/2040 | 0.04% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.04% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.04% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.04% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.04% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.04% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.04% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.04% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.04% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 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% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.04% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.04% |
| CMLTI 2007-AMC3 A2B 00.2644 03/25/2037 | 0.04% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 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 04.0844 04/25/2027 | 0.04% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.04% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.04% |
| CAS 2017-C07 2M2 02.5844 05/25/2030 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| ELANCO ANIMAL HLTH TLB L+175 01.8360 02/04/2027 | 0.04% |
| EUR/USD 09/15/2021 BCAP-FX | 0.04% |
| FHS 326 S2 IO 05.8545 03/15/2044 | 0.04% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.04% |
| GNR 2013-182 SY IO 06.0116 12/20/2043 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.04% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.04% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% |
| 1.465 R ISWP US0003M P 04/15/2031 | 0.04% |
| APACHE CORP 05.1000 09/01/2040 | 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% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.04% |
| DELIVERY HERO AG REGS 01.5000 01/15/2028 | 0.04% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.04% |
| FHR 5004 SG IO 06.0156 08/25/2050 | 0.04% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 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% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.04% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.04% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.04% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.04% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.04% |
| FHR 5011 SA IO 06.1656 09/25/2050 | 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% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.04% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.04% |
| AIR METHODS CORPORATIO L+350 04.5000 04/12/2024 | 0.04% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.04% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.04% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.04% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.04% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.04% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% |
| MAV ACQUISITION CORP P/P 144A 08.0000 08/01/2029 | 0.04% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.04% |
| TWILIO INC 03.6250 03/15/2029 | 0.04% |
| 1.55 R ISWP FWD AUDBB6M P 09/15/2031 | 0.04% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.04% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.04% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 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% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.04% |
| PINDUODUO INC USD 00.0000 12/01/2025 | 0.04% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% |
| 1.30 R ISWP FWD US0003M P 06/16/2028 | 0.04% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.04% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.04% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.04% |
| CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.04% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.04% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.04% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.04% |
| REVANCE THERA CV 01.7500 02/15/2027 | 0.04% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.04% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.04% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.04% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.04% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.04% |
| ADIENT TLB L+350 03.5846 04/01/2028 | 0.04% |
| AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 0.04% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.04% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.04% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.04% |
| DIRECTV FINANCING TL L+500 05.1214 07/22/2027 | 0.04% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.04% |
| EUR/USD 09/15/2021 CITI | 0.04% |
| EUR/USD 09/15/2021 RBSF | 0.04% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.04% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| MAV ACQUISITION CORP P/P 144A 05.7500 08/01/2028 | 0.04% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.04% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.03% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | 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% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| GARDA WORLD SECURITY C L+425 04.3400 10/30/2026 | 0.03% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.03% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.03% |
| GNR 2020-15 CS IO 05.9616 02/20/2050 | 0.03% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.03% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.03% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.03% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.03% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.03% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.03% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.03% |
| REALOGY GROUP P/P 144A CV 00.2500 06/15/2026 | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.03% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.03% |
| GNR 2013-129 SN IO 06.0616 09/20/2043 | 0.03% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.03% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.03% |
| CAS 2018-C04 2B1 04.5844 12/25/2030 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% |
| P/P 144A 06.6250 10/01/2030 | 0.03% |
| PACIFIC GAS & ELECTRIC 04.5500 07/01/2030 | 0.03% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| STACR 2018-HQA2 B1 04.3344 10/25/2048 | 0.03% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% |
| TOTALENERGIES SE REGS 00.5000 12/02/2022 | 0.03% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.03% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.03% |
| CAS 2016-C03 1M2 05.3844 10/25/2028 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% |
| GNR 2010-20 SC IO 06.0616 02/20/2040 | 0.03% |
| GNR 2013-99 VS IO 06.0045 07/16/2043 | 0.03% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.03% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.03% |
| NEXSTAR MEDIA INC 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% |
| TWILIO INC 03.8750 03/15/2031 | 0.03% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.03% |
| 1.84 R ISWP FWD CDOR03 P 09/15/2031 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| CAS 2018-C06 2M2 02.1844 03/25/2031 | 0.03% |
| CENTENE CORP 03.0000 10/15/2030 | 0.03% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.03% |
| GBP/USD 09/15/2021 CITI | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| GNR 2019-78 SJ IO 05.9616 06/20/2049 | 0.03% |
| GNR 2019-99 KS IO 05.9616 08/20/2049 | 0.03% |
| GNR 2020-63 PS IO 06.0116 04/20/2050 | 0.03% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.03% |
| SEA LTD USD 02.3750 12/01/2025 | 0.03% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | 0.03% |
| WELBILT TLB L+250 02.5846 10/23/2025 | 0.03% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.03% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.03% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.03% |
| ISTAR INC 04.7500 10/01/2024 | 0.03% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.03% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.03% |
| BOEING CO 05.9300 05/01/2060 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.03% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.03% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.03% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.03% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.03% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.03% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.03% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.03% |
| THYELE TL B 1L USD L+425 04.4040 06/30/2027 | 0.03% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.03% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.03% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.03% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.03% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.03% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.03% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.03% |
| STACR 2019-HQA1 B2 12.3344 02/25/2049 | 0.03% |
| STRU BMOC-8710 SA IO 06.0616 07/20/2050 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 04.0000 08/15/2029 | 0.03% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.02% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.02% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.02% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.02% |
| CAS 2019-R04 2B1 05.3344 06/25/2039 | 0.02% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| EMIR 2020-1 B1 144A 02.9344 01/25/2030 | 0.02% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.02% |
| FHR 4945 SL IO 05.9656 01/25/2050 | 0.02% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.02% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.02% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.02% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.02% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.02% |
| TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 0.02% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.02% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.02% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.02% |
| FNR 2019-57 KS IO 05.9656 10/25/2049 | 0.02% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.02% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.02% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| CLOUDFLARE P/P 144A CV 00.0000 08/15/2026 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CWALT 2005-38 A3 00.7844 09/25/2035 | 0.02% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 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% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| MCAS 2020-01 M10 144A 03.8344 03/25/2050 | 0.02% |
| ORGANON & CO/ORG P/P 144A 05.1250 04/30/2031 | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| 0.7389 R ISWP US0003M P 08/05/2026 | 0.02% |
| CAS 2018-C02 2M2 02.2844 08/25/2030 | 0.02% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% |
| FHR 4839 WS IO 06.0045 08/15/2056 | 0.02% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.02% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.02% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.02% |
| STACR 2020-DNA4 B2 10.0844 08/25/2050 | 0.02% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 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% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.02% |
| 0.9315 R ISWP US0003M P 08/31/2026 | 0.02% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.02% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.02% |
| GBP/USD PUT 1.3645 20210930 BANKAM | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| NCL CORP LTD CV 05.3750 08/01/2025 | 0.02% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.02% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.02% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| 1.154 R ISWP US0003M P 08/06/2031 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| CAS 2016-C05 2B 10.8344 01/25/2029 | 0.02% |
| CAS 2018-C03 1B1 03.8344 10/25/2030 | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.02% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.02% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| BSCMS 2007-T26 AJ 05.5400 01/12/2045 | 0.02% |
| CAS 2016-C03 2M2 05.9844 10/25/2028 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| COMM 2012-LC4 B 04.9340 12/10/2044 | 0.02% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.02% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.02% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.02% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.02% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.02% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 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% |
| NIO INC P/P 144A 00.5000 02/01/2027 | 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 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.02% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 02/15/2031 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| DISH NETWORK P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 GS | 0.02% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.02% |
| SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.02% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.02% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% |
| CAS 2018-C05 1B1 04.3344 01/25/2031 | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| CPTFEMU P 1.71 R 07/15/37 | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| FNR 2015-42 LS IO 06.1156 06/25/2045 | 0.02% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.02% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| IOS.FN30.450.10 R USL1M P 01/12/41 BA | 0.02% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.02% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.02% |
| WIX LTD USD 00.0000 08/15/2025 | 0.02% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.02% |
| 21VIANET GROUP INC P/P 144A 00.0000 02/01/2026 | 0.02% |
| ATLAS LUXCO 4 / ALL P/P 144A 04.6250 06/01/2028 | 0.02% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.02% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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 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% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| GNR 2012-H29 AI IO 01.3850 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.3850 10/20/2062 | 0.02% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.02% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.02% |
| RH CV 00.0000 09/15/2024 | 0.02% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.02% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.02% |
| EUR/USD 09/15/2021 WPAC | 0.02% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| FNR 2019-5 SA IO 06.0156 03/25/2049 | 0.02% |
| GBP/USD 09/15/2021 CSI-FX | 0.02% |
| GBP/USD 09/15/2021 HSBCB | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| GNR 2018-139 SA IO 06.0616 10/20/2048 | 0.02% |
| GNR 2019-83 SY IO 06.0116 07/20/2049 | 0.02% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.02% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.02% |
| OMIR 2019-1A B1B 04.4344 07/25/2029 | 0.02% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.02% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.02% |
| 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% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.01% |
| ASURION LLC TLB9 L+325 03.3391 07/31/2027 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| EUR/USD 09/15/2021 CSI-FX | 0.01% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.01% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.01% |
| GNR 2019-96 SY IO 06.0116 08/20/2049 | 0.01% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.01% |
| JPMCC 2013-LC11 D 04.3053 04/15/2046 | 0.01% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MICROSTRATEGY P/P 144A CV 00.0000 02/15/2027 | 0.01% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.01% |
| STACR 2017-HQA1 M2 03.6344 08/25/2029 | 0.01% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.01% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.01% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 1.3385 R ISWP US0003M P 09/01/2031 | 0.01% |
| 1.407 R ISWP US0003M P 07/15/2031 | 0.01% |
| APACHE CORP 04.6250 11/15/2025 | 0.01% |
| AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.01% |
| BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.01% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.01% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.01% |
| EUR/USD 09/15/2021 SSBT | 0.01% |
| GSMS 2014-GC18 B 04.8850 01/10/2047 | 0.01% |
| HUBSPOT INC CV 00.3750 06/01/2025 | 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% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| OMIR 2019-1A B1A 03.5844 07/25/2029 | 0.01% |
| STACR 2020-DNA5 B2 11.5500 10/25/2050 | 0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.01% |
| 1.377 R ISWP US0003M P 02/18/2031 | 0.01% |
| CAS 2018-C06 1B1 03.8344 03/25/2031 | 0.01% |
| DOCUSIGN INC P/P 144A CV 00.0000 01/15/2024 | 0.01% |
| ENVISTA HLDGS CV 02.3750 06/01/2025 | 0.01% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.01% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.01% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.01% |
| OPTN FN30 2.5 09/07/21 CALL 103.71875 JPMC | 0.01% |
| STACR 2014-DN1 M3 04.5844 02/25/2024 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| 0.79 R ISWP US0003M P 07/21/2026 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| CAS 2015-C02 1M2 04.0844 05/25/2025 | 0.01% |
| CAS 2019-R01 2M2 02.5344 07/25/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| COMM 2014-CR16 C 05.0834 04/10/2047 | 0.01% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 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% |
| GBP/USD 09/15/2021 TDBK | 0.01% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| STACR 2020-DNA3 B2 09.4344 06/25/2050 | 0.01% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.01% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.01% |
| 0.05 R ISWP FWD EUR006M P 09/15/2031 | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.01% |
| 0.302 R ISWP US0003M P 08/10/2023 | 0.01% |
| 0.7915 R ISWP US0003M P 07/21/2026 | 0.01% |
| 1.2755 R ISWP US0003M P 08/18/2031 | 0.01% |
| AUD/USD 10/20/2021 UBS | 0.01% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.01% |
| CAS 2015-C02 2M2 04.0844 05/25/2025 | 0.01% |
| CAS 2017-C04 2M2 02.9344 11/25/2029 | 0.01% |
| CAS 2020-SBT1 1M2 03.7344 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-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| DIVERSEY TL L+300 03.0846 09/06/2024 | 0.01% |
| EUR/USD PUT 1.16 20211008 GSFX | 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 2019-43 JS IO 05.9656 08/25/2049 | 0.01% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.5482 02/10/2046 | 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% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 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 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% |
| TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| 1.2465 R ISWP US0003M P 08/23/2031 | 0.01% |
| 1.261 R ISWP US0003M P 08/19/2031 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AUD/USD 10/20/2021 HSBCB | 0.01% |
| AUD/USD PUT 0.70 20211008 CITI | 0.01% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.01% |
| CENTENE CORP 04.6250 12/15/2029 | 0.01% |
| CHF/USD 09/15/2021 JPMCB | 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CPTFEMU R 1.4 P 07/15/27 | 0.01% |
| CREE INC P/P CV 01.7500 05/01/2026 | 0.01% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| FNR 2019-73 SC IO 05.9656 12/25/2049 | 0.01% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.01% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.01% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 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.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| JPMBB 2014-C22 C 04.7047 09/15/2047 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| NEXITY SA REGS 00.2500 03/02/2025 | 0.01% |
| PQ CORP TLB L+275 03.2500 06/09/2028 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.01% |
| WFCM 2019-C53 D 144A 02.5000 10/15/2052 | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | 0.01% |
| 0.8887 R ISWP US0003M P 08/27/2026 | 0.01% |
| ATLAS LUXCO 4 P/P 144A 04.6250 06/01/2028 | 0.01% |
| CAD/USD 10/20/2021 TDBK | 0.01% |
| CD 2017-CD3 C 04.7022 02/10/2050 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| FHR 4937 MS IO 05.9656 12/25/2049 | 0.01% |
| FNR 2019-38 SC IO 05.9656 07/25/2049 | 0.01% |
| GNR 2010-68 SD IO 06.4916 06/20/2040 | 0.01% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.01% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.01% |
| GSMS 2012-GCJ7 D 144A 05.7398 05/10/2045 | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 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% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | 0.01% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.01% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.01% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.01% |
| AUD/USD 10/20/2021 RBSF | 0.01% |
| CAS 2019-R03 1B1 04.1844 09/25/2031 | 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-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| COMM 2014-CR17 E 144A 05.0095 05/10/2047 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CVR PARTNERS LP P/P 144A 06.1250 06/15/2028 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 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 2015-88 QI IO 04.0000 10/25/2044 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 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.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IQIYI INC USD 02.0000 04/01/2025 | 0.01% |
| JPMBB 2013-C12 C 04.2353 07/15/2045 | 0.01% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.01% |
| JPY/USD 11/17/2021 UBS | 0.01% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.01% |
| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.01% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.01% |
| RMIR 2020-2 B1 07.6844 10/25/2030 | 0.01% |
| STACR 2019-DNA1 M2 02.7344 01/25/2049 | 0.01% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.01% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.01% |
| 0.30978 R ISWP US0003M P 08/13/2023 | 0.01% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | 0.01% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.01% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.01% |
| BANK 2017-BNK9 D 144A 02.8000 11/15/2054 | 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% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.01% |
| EQT CORP 05.0000 01/15/2029 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 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% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.01% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.01% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| 1.3745 R ISWP US0003M P 07/15/2031 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| CAD/USD 10/20/2021 CSI-FX | 0.00% |
| CAS 2020-R02 2B1 03.0844 01/25/2040 | 0.00% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.00% |
| CHF/USD 09/15/2021 SSBT | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.00% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 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 2016-77 SL IO 06.0616 03/20/2043 | 0.00% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.00% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 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% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.00% |
| MRAFT 2020-4 A1 01.4451 04/23/2023 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| NZD/USD 10/20/2021 TDBK | 0.00% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 05.0000 12/10/2025 | 0.00% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.00% |
| STACR 2018-DNA1 B1 03.2344 07/25/2030 | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| TAMKO BUILDING PRODUCT L+300 03.1081 05/03/2026 | 0.00% |
| WAMU 2005-AR10 1A3 02.9143 09/25/2035 | 0.00% |
| WAMU 2005-AR13 A1C3 01.0644 10/25/2045 | 0.00% |
| WR GRACE TLB3 L+200 02.1473 03/30/2028 | 0.00% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.00% |
| 0.9665 R ISWP US0003M P 07/06/2026 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| AIR CANADA P/P 144A 03.8750 08/15/2026 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CAD/USD 10/20/2021 CITI | 0.00% |
| CAD/USD 10/20/2021 JPMCB | 0.00% |
| CAD/USD 10/20/2021 MSCIL | 0.00% |
| CAS 2015-C03 2M2 05.0844 07/25/2025 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.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% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.00% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.00% |
| FNR 2013-18 SB IO 06.0656 10/25/2041 | 0.00% |
| FNR 2017-87 KI IO 05.0000 06/25/2041 | 0.00% |
| FSPC T-57 1AX IO 00.3842 07/25/2043 | 0.00% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| HCA INC. 05.3750 09/01/2026 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| ISTAR INC. 04.2500 08/01/2025 | 0.00% |
| JPMCC 2011-C5 D 144A 05.7127 08/15/2046 | 0.00% |
| JPY/USD 11/17/2021 HSBCB | 0.00% |
| JPY/USD 11/17/2021 TDBK | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.00% |
| NETFLIX INC 04.8750 04/15/2028 | 0.00% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.00% |
| SEK/USD 09/15/2021 JPMCB | 0.00% |
| STACR 2014-HQ3 M3 04.8344 10/25/2024 | 0.00% |
| STACR 2019-DNA2 M2 02.5344 03/25/2049 | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.00% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.00% |
| 0.727 R ISWP US0003M P 07/22/2026 | 0.00% |
| 1.29 R ISWP US0003M P 08/20/2031 | 0.00% |
| 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.00% |
| BALTA 2005-8 21A1 02.4855 10/25/2035 | 0.00% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.00% |
| CAS 2015-C01 1M2 04.3844 02/25/2025 | 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% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 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% |
| JPY/USD 11/17/2021 BANKAM | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 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% |
| SCIENTIFIC GAMES CORP L+275 02.8346 08/14/2024 | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.00% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.00% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 1.3005 R ISWP US0003M P 07/09/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.662 R ISWP US0003M P 07/19/2051 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 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% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| CAD/USD 10/20/2021 BANKAM | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2016-C05 2M2 04.5344 01/25/2029 | 0.00% |
| CAS 2018-C01 1M2 02.3344 07/25/2030 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.00% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 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 06.0156 12/25/2048 | 0.00% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.00% |
| IHEARTMEDIA TLB L+300 03.0846 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 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% |
| JPY/USD 11/17/2021 BCAP-FX | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.00% |
| MSBAM 2013-C10 F 144A 04.2162 07/15/2046 | 0.00% |
| MSBAM 2013-C11 D 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% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 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 09/15/2021 TDBK | 0.00% |
| SINCLAIR BROADCAST GRO L+325 03.3400 08/24/2026 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 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 OPERATION P/P 144A 05.6250 02/15/2027 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| -0.05 R ISWP FWD CHL6M P 09/15/2031 | 0.00% |
| 0.296 R ISWP US0003M P 07/09/2023 | 0.00% |
| 0.306 R ISWP US0003M P 08/17/2023 | 0.00% |
| 0.8705 R ISWP US0003M P 08/25/2026 | 0.00% |
| 0.8995 R ISWP US0003M P 08/17/2026 | 0.00% |
| 1.273 R ISWP US0003M P 07/26/2031 | 0.00% |
| 1.3265 R ISWP US0003M P 08/12/2031 | 0.00% |
| 1.3295 R ISWP US0003M P 07/13/2031 | 0.00% |
| 1.3345 R ISWP US0003M P 07/08/2031 | 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% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.00% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| AUD/USD 10/20/2021 CSI-FX | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAD/USD 10/20/2021 GSFX | 0.00% |
| CAD/USD 10/20/2021 RBSF | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2958 06/25/2042 | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 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% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JPY/USD 11/17/2021 MSCIL | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MWST 2020-2 A 00.8844 11/25/2053 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.00% |
| P/P 144A 09.3750 07/01/2025 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| STACR 2018-HQA2 M2 02.3844 10/25/2048 | 0.00% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.00% |
| SWPTN 3MX1Y R 1.026 USD 09/30/2021 CI | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 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% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 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% |
| 0.3025 R ISWP US0003M P 08/19/2023 | 0.00% |
| 0.3045 R ISWP US0003M P 08/23/2023 | 0.00% |
| 0.3045 R ISWP US0003M P 09/01/2023 | 0.00% |
| 0.305 R ISWP US0003M P 08/17/2023 | 0.00% |
| 0.86 R ISWP US0003M P 08/11/2026 | 0.00% |
| 0.935 R ISWP US0003M P 08/31/2026 | 0.00% |
| 1.2255 R ISWP US0003M P 08/02/2030 | 0.00% |
| 1.2755 R ISWP US0003M P 07/30/2031 | 0.00% |
| 1.288 R ISWP US0003M P 08/20/2031 | 0.00% |
| 1.3105 R ISWP US0003M P 08/10/2031 | 0.00% |
| 1.313 R ISWP US0003M P 07/19/2031 | 0.00% |
| 1.3231 R ISWP US0003M P 09/01/2031 | 0.00% |
| 1.327 R ISWP US0003M P 08/12/2031 | 0.00% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.00% |
| 1.334 R ISWP US0003M P 07/14/2031 | 0.00% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| AUD/USD CALL 0.82 20211008 MSCIL | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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 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 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.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.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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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 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 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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 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 2072-12-16 300.0 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 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 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% |
| EUR/USD CALL 1.28 20211008 GSFX | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3805 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% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% |
| GUARANTEED RATE INC-WTS | 0.00% |
| HKD/USD 11/17/2021 BANKAM | 0.00% |
| HKD/USD 11/17/2021 GSFX | 0.00% |
| HKD/USD 11/17/2021 HSBCB | 0.00% |
| HKD/USD 11/17/2021 MSCIL | 0.00% |
| HKD/USD 11/17/2021 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% |
| IOS.GII30.500.10 R USL1M P 01/12/41 GS | 0.00% |
| JPY/USD 11/17/2021 CITI | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| NZD/USD 10/20/2021 BCAP-FX | 0.00% |
| NZD/USD 10/20/2021 CITI | 0.00% |
| NZD/USD 10/20/2021 UBS | 0.00% |
| SEK/USD 09/15/2021 BCAP-FX | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | 0.00% |
| SWPTN 3MX10Y P 1.8775 USD 09/02/2021 BA | 0.00% |
| SWPTN 3MX10Y P 1.897 USD 09/03/2021 BA | 0.00% |
| SWPTN 3MX10Y R 1.321 USD 09/30/2021 CI | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 0.101 R ISWP FWD EUR006M P 06/16/2031 | -0.00% |
| 1.2605 R ISWP US0003M P 08/19/2031 | -0.00% |
| 1.6325 R ISWP US0003M P 09/01/2051 | -0.00% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.00% |
| CAD/USD 10/20/2021 UBS | -0.00% |
| CHF/USD 09/15/2021 BANKAM | -0.00% |
| CHF/USD 09/15/2021 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 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 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% |
| JPY/USD 11/17/2021 WPAC | -0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | -0.00% |
| 1.819 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| 2.074 R ISWP US0003M P 04/15/2051 | -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 JP | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -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% |
| HKD/USD 11/17/2021 SSBT | -0.00% |
| JPY/USD 11/17/2021 RBSF | -0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| 0.3031 R ISWP US0003M P 08/17/2023 | -0.00% |
| 0.501 R ISWP FWD EUR006M P 06/16/2051 | -0.00% |
| 0.726 R ISWP US0003M P 07/22/2026 | -0.00% |
| 0.8578 R ISWP US0003M P 07/09/2026 | -0.00% |
| 0.884 R ISWP US0003M P 09/01/2026 | -0.00% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.00% |
| 1.30409 R ISWP US0003M P 08/17/2031 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| 2.011 R ISWP US0003M P 04/15/2041 | -0.00% |
| CAD/USD 10/20/2021 WPAC | -0.00% |
| CHF/USD 09/15/2021 RBSF | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| SEK/USD 09/15/2021 BANKAM | -0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | -0.00% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | -0.00% |
| 1.2875 R ISWP US0003M P 07/09/2031 | -0.00% |
| 1.2885 R ISWP US0003M P 08/20/2031 | -0.00% |
| 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.00% |
| CAD/USD 10/20/2021 HSBCB | -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% |
| OPTN FN30 2.5 09/07/21 PUT 103.71875 JPMC | -0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| 1.30378 R ISWP US0003M P 08/17/2031 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.65537 R ISWP US0003M P 08/03/2051 | -0.00% |
| 1.864 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.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% |
| JPY/USD 11/17/2021 JPMCB | -0.00% |
| NZD/USD 10/20/2021 MSCIL | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 1MX5Y R 0.8925 USD 09/24/2021 CI | -0.00% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.00% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | -0.00% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.00% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| CHF/USD 09/15/2021 UBS | -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-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NZD/USD 10/20/2021 HSBCB | -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% |
| 1.2635 R ISWP US0003M P 08/19/2031 | -0.01% |
| 1.337 R ISWP US0003M P 07/08/2031 | -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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.01% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | -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% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.01% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.01% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.01% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.01% |
| SEK/USD 09/15/2021 MSCIL | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.01% |
| 1.6295 R ISWP US0003M P 07/29/2051 | -0.01% |
| 1.70 R ISWP FWD NOKOIB6M P 09/15/2031 | -0.01% |
| 1.894 R ISWP FWD CDOR03 P 06/15/2031 | -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% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.01% |
| 0.77 R ISWP US0003M P 07/23/2026 | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| CHF/USD 09/15/2021 BCAP-FX | -0.01% |
| CHF/USD 09/15/2021 HSBCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 09/15/2021 SSBT | -0.01% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.01% |
| SWPTN 1MX5Y P 0.8925 USD 09/24/2021 CI | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| UKRPI P 3.3875 R 03/15/28 | -0.01% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.01% |
| AUD/USD 10/20/2021 BCAP-FX | -0.01% |
| CHF/USD 09/15/2021 GSFX | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NZD/USD 10/20/2021 GSFX | -0.01% |
| SWPTN 1MX10Y P 1.316 USD 09/09/2021 GS | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| 1.313 R ISWP FWD US0003M P 09/03/2031 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CHF/USD 09/15/2021 CITI | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 0.77 R ISWP FWD SES3M P 09/15/2031 | -0.01% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | -0.01% |
| 1.3659 R ISWP US0003M P 02/22/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 09/15/2021 BANKAM | -0.01% |
| GBP/USD 09/15/2021 BCAP-FX | -0.01% |
| JPY/USD 11/17/2021 GSFX | -0.01% |
| SEK/USD 09/15/2021 SSBT | -0.01% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% |
| 1.83 R ISWP FWD NFIX3MID P 09/15/2031 | -0.01% |
| 1.924 R ISWP FWD CDOR03 P 06/15/2031 | -0.01% |
| AUD/USD 10/20/2021 TDBK | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| 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 1MX10Y R 1.316 USD 09/09/2021 GS | -0.01% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| UKRPI P 3.385 R 11/15/24 | -0.02% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.02% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.02% |
| 1.52 R ISWP US0003M P 06/21/2031 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| NZD/USD 10/20/2021 WPAC | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SEK/USD 09/15/2021 RBSF | -0.02% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NOK/USD 09/15/2021 SSBT | -0.02% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| 1.2531 R ISWP US0003M P 08/23/2031 | -0.02% |
| 1.4425 R ISWP US0003M P 06/15/2031 | -0.02% |
| 1.461 R ISWP US0003M P 06/11/2031 | -0.02% |
| EUR/USD CALL 1.195 20211008 GSFX | -0.02% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% |
| AUD/USD 10/20/2021 CITI | -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% |
| AUD/USD 10/20/2021 JPMCB | -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 MS | -0.02% |
| GBP/USD 09/15/2021 WPAC | -0.02% |
| AUD/USD 10/20/2021 MSCIL | -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 BC | -0.02% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.02% |
| 1.4255 R ISWP US0003M P 02/24/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| UKRPI P 3.4025 R 03/15/28 | -0.02% |
| 1.647 R ISWP FWD US0003M P 09/07/2031 | -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 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% |
| GBP/USD 09/15/2021 UBS | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.02% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.02% |
| 0.975 R ISWP FWD SONIA P 09/15/2031 | -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% |
| UKRPI P 3.34 R 02/15/28 | -0.02% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| NZD/USD 10/20/2021 RBSF | -0.03% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% |
| AUD/USD 10/20/2021 GSFX | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -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% |
| 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% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.03% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.03% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | -0.03% |
| 1.4365 R ISWP US0003M P 07/02/2031 | -0.03% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.03% |
| NOK/USD 09/15/2021 JPMCB | -0.03% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.03% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.03% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.03% |
| EUR/USD 09/15/2021 HSBCB | -0.03% |
| JPY/USD 11/17/2021 SSBT | -0.03% |
| 1.448 R ISWP US0003M P 06/23/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 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 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -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% |
| 0.913 R ISWP US0003M P 09/01/2026 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| GBP/USD 09/15/2021 RBSF | -0.04% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.04% |
| CPURNSA P 2.67 R 05/12/31 | -0.04% |
| NOK/USD 09/15/2021 TDBK | -0.04% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.04% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| 1.45 R ISWP FWD SOFRRATE P 09/15/2031 | -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 GS | -0.04% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.04% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.04% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CPURNSA P 2.686 R 04/01/31 | -0.04% |
| EUR/USD 09/15/2021 BANKAM | -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 CS | -0.04% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.05% |
| NOK/USD 09/15/2021 UBS | -0.05% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% |
| NOK/USD 09/15/2021 MSCIL | -0.05% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.05% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.05% |
| GBP/USD 09/15/2021 JPMCB | -0.05% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| EUR/USD 09/15/2021 GSFX | -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 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.06% |
| AUD/USD 10/20/2021 SSBT | -0.06% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.06% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.06% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.06% |
| AUD/USD 10/20/2021 BANKAM | -0.06% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.06% |
| SWPTN 3MX10Y R 1.5275 USD 09/14/2021 BA | -0.06% |
| UKRPI P 3.34 R 03/15/28 | -0.06% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.06% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.06% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.06% |
| SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.06% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% |
| AUD/USD CALL 0.7335 20211008 CITI | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.07% |
| EUR/USD 09/15/2021 JPMCB | -0.07% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.07% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.07% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.07% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.07% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.07% |
| GBP/USD 09/15/2021 MSCIL | -0.08% |
| SEK/USD 09/15/2021 GSFX | -0.08% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.08% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.08% |
| EUR/USD 09/15/2021 UBS | -0.08% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.08% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.09% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.10% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.10% |
| SEK/USD 09/15/2021 UBS | -0.10% |
| EUR/USD 09/15/2021 MSCIL | -0.10% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.10% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.11% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.11% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.11% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.11% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.11% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.12% |
| SWPTN 3MX10Y P 1.5275 USD 09/14/2021 BA | -0.12% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.12% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.12% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.12% |
| GNMA GII30 TBA 03.5000 09/01/2051 | -0.12% |
| NOK/USD 09/15/2021 GSFX | -0.12% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.13% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.13% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.13% |
| GBP/USD 09/15/2021 GSFX | -0.13% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.13% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.14% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.14% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.14% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.14% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.14% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.14% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.14% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.15% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.15% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.16% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.17% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.17% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.19% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.21% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.22% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.22% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.23% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.24% |
| CPURNSA P 2.79 R 04/15/26 | -0.26% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.27% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.37% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.40% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.42% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.46% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.47% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.49% |
| CPTFEMU P 1.13 R 05/15/50 | -0.67% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | -0.69% |
| CPTFEMU P 0.935 R 05/15/40 | -0.88% |
| CPTFEMU P 0.93 R 05/15/40 | -0.89% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.93% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -1.15% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2051 | -1.78% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.80% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -2.00% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2051 | -13.03% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -13.89% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | -116.65% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 15.71% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 08/01/2051 | 11.28% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2051 | 7.51% |
| FNMA FN30 TBA UMBS 02.5000 08/01/2051 | 3.72% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 3.61% |
| GNMA GII30 TBA 04.0000 08/01/2051 | 2.53% |
| TREASURY BILL 00.0000 08/03/2021 | 2.41% |
| TREASURY BILL 00.0000 09/07/2021 | 1.94% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2051 | 1.62% |
| TREASURY BILL 00.0000 08/05/2021 | 1.38% |
| CASH MGMT BILL 00.0000 11/02/2021 | 1.26% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 1.20% |
| TREASURY BILL 00.0000 10/07/2021 | 1.12% |
| FNMA FN30 TBA UMBS 05.5000 08/01/2051 | 0.97% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.97% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.92% |
| GENERAL MOTORS FINANCIAL CO I 37046TV27 DCP 08/02/2021 | 0.91% |
| CAS 2017-C02 2B1 05.5893 09/25/2029 | 0.75% |
| FNMA FN30 TBA UMBS 02.0000 08/01/2051 | 0.74% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.71% |
| AMERICAN HONDA FINANCE CORP 02665JWN6 DCP 09/22/2021 | 0.68% |
| TREASURY BILL 00.0000 09/02/2021 | 0.67% |
| CAS 2016-C02 1B 12.3393 09/25/2028 | 0.63% |
| FNMA FN30 TBA UMBS 04.5000 08/01/2051 | 0.61% |
| CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.60% |
| ALEXANDRIA REAL ESTATE EQUITI 01527LV44 DCP 08/04/2021 | 0.57% |
| PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.54% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.54% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.54% |
| GNR 2021-58 SH IO 06.2164 04/20/2051 | 0.53% |
| CFCRE 2011-C2 E P/P 144A 05.7758 12/15/2047 | 0.52% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.52% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.50% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.50% |
| CWALT 2005-59 1A1 00.7436 11/20/2035 | 0.50% |
| WFRBS 2013-C15 D 144A 04.4955 08/15/2046 | 0.49% |
| GNR 2021-57 SD IO 06.2164 03/20/2051 | 0.48% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.48% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.47% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.47% |
| STACR 2015-DNA2 B 07.6393 12/25/2027 | 0.46% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.46% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.46% |
| ROMULUS FUNDING CORP 77619EVC1 DCP 08/12/2021 | 0.46% |
| STACR 2015-DNA3 B 09.4393 04/25/2028 | 0.45% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.45% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.44% |
| HUMANA INC 44486HVP5 DCP 08/23/2021 | 0.42% |
| CPTFEMU R 0.655 P 05/15/30 | 0.41% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.41% |
| GSMS 2014-GC24 D 144A 04.5363 09/10/2047 | 0.41% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.40% |
| CPTFEMU R 0.961 P 05/15/40 | 0.40% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.39% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.38% |
| ATLANTIC ASSET SECURITIZATION 04821TVA0 DCP 08/10/2021 | 0.38% |
| CHARIOT FUNDING LLC 15963TXT1 DCP 10/27/2021 | 0.38% |
| EATON CORP 27805AV20 DCP 08/02/2021 | 0.38% |
| FIDELITY NATIONAL INFORMATION 31621YVT3 DCP 08/27/2021 | 0.38% |
| PLAINS ALL AMERICAN PIPELINE 72650WV24 DCP 08/02/2021 | 0.38% |
| ROMULUS FUNDING CORP 77619EV23 DCP 08/02/2021 | 0.38% |
| WELLTOWER INC 95040WV32 DCP 08/03/2021 | 0.38% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.36% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.36% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.36% |
| FHR 5051 BI IO 03.0000 11/25/2050 | 0.36% |
| TREASURY BILL 00.0000 09/28/2021 | 0.35% |
| CAS 2016-C03 1B 11.8393 10/25/2028 | 0.34% |
| COLLATERALIZED COMMERCIAL PAP 19423KAK0 DCP 01/19/2022 | 0.34% |
| PLAINS MIDSTREAM CANADA ULC 72651VV33 DCP 08/03/2021 | 0.34% |
| SAMI 2006-AR7 A1A 00.5093 08/25/2036 | 0.34% |
| WFRBS 2012-C10 D 144A 04.4256 12/15/2045 | 0.34% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.34% |
| GNR 2021-42 SG IO 06.2164 03/20/2051 | 0.33% |
| CAS 2019-HRP1 B1 09.3393 11/25/2039 | 0.33% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.33% |
| CWALT 2006-OA10 4A1 00.4693 08/25/2046 | 0.32% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.32% |
| CABOT CORP 12705WVX7 DCP 08/31/2021 | 0.32% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.32% |
| CASH MGMT BILL 00.0000 11/16/2021 | 0.31% |
| CMLTI 2007-AMC3 A2D 00.4393 03/25/2037 | 0.30% |
| PROVINCIA DE CORDOBA P/P 144A 05.0000 02/01/2029 | 0.30% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.30% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.30% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.30% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.29% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.29% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.29% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.29% |
| OMIR 2018-1A M2 02.9393 07/25/2028 | 0.28% |
| FHR 5122 AI IO 04.5000 07/25/2051 | 0.28% |
| GNR 2021-30 KI IO 03.0000 02/20/2051 | 0.28% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.28% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.28% |
| GNR 2018-H03 XI IO 02.3115 02/20/2068 | 0.28% |
| GNR 2021-98 SK IO 06.2164 06/20/2051 | 0.28% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.28% |
| FNR 2016-96 ST IO 06.0108 12/25/2046 | 0.28% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.27% |
| UDR INC 90352PVH9 DCP 08/17/2021 | 0.27% |
| GNR 2021-77 SM IO 06.2164 05/20/2051 | 0.26% |
| FNR 2018-44 SA IO 06.1108 06/25/2048 | 0.26% |
| STACR 2015-HQA2 B 10.5893 05/25/2028 | 0.26% |
| GNR 2016-H23 NI IO 02.3311 10/20/2066 | 0.26% |
| GNR 2020-7 SK IO 05.9664 01/20/2050 | 0.26% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.25% |
| FNR 2018-38 SA IO 06.1108 06/25/2048 | 0.25% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.24% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.24% |
| FHR 5134 ID IO 04.5000 08/25/2051 | 0.24% |
| GNR 2018-164 AS IO 06.0164 12/20/2048 | 0.24% |
| CAS 2016-C01 1B 11.8393 08/25/2028 | 0.24% |
| GNR 2018-H02 EI IO 02.3791 01/20/2068 | 0.24% |
| CWALT 2006-OA7 1A2 01.0471 06/25/2046 | 0.24% |
| FHR 5049 AI IO 04.5000 12/25/2050 | 0.24% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.24% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.23% |
| GNR 2018-H05 BI IO 02.3946 02/20/2068 | 0.23% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.23% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.23% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.23% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.23% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.23% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.23% |
| JPMBB 2014-C25 D P/P 144A 03.9463 11/15/2047 | 0.23% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.22% |
| JPMBB 2014-C18 D 144A 04.7999 02/15/2047 | 0.22% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.22% |
| WFCM 2013-LC12 D 144A 04.3081 07/15/2046 | 0.22% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.22% |
| GNR 2020-175 NI IO 03.0000 11/20/2050 | 0.21% |
| HVMLT 2005-2 1A 00.6091 05/19/2035 | 0.21% |
| VERTIV TLB L+275 02.8458 03/02/2027 | 0.21% |
| FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.21% |
| REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.21% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.21% |
| FNMA FN30 TBA UMBS 05.0000 08/01/2051 | 0.21% |
| FHR 4265 SD IO 06.0069 01/15/2035 | 0.21% |
| CAS 2017-C03 1B1 04.9393 10/25/2029 | 0.20% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.20% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.20% |
| BCAP 2011-RR3 3A6 02.6582 11/27/2036 | 0.20% |
| CSMC 2008-C1 AJ 144A 05.8164 02/15/2041 | 0.20% |
| GNR 2021-8 VI IO 03.5000 12/20/2050 | 0.20% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.20% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.20% |
| GNR 2018-H02 HI IO 02.3397 01/20/2068 | 0.20% |
| WFRBS 2012-C9 E 144A 04.8090 11/15/2045 | 0.20% |
| GNR 2020-H12 IH IO 01.5565 07/20/2070 | 0.20% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.19% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.19% |
| AMCOR FLEXIBLES NA INC 02343BVK0 DCP 08/19/2021 | 0.19% |
| ENBRIDGE US INC 29251UV96 DCP 08/09/2021 | 0.19% |
| ENERGY TRANSFER LP 29277EV27 DCP 08/02/2021 | 0.19% |
| FIDELITY NATIONAL INFORMATION 31621YV48 DCP 08/04/2021 | 0.19% |
| GLENCORE FUNDING LLC 37790AXC2 DCP 10/12/2021 | 0.19% |
| GNR 2018-H05 AI IO 02.3890 02/20/2068 | 0.19% |
| HUMANA INC 44486HXK4 DCP 10/19/2021 | 0.19% |
| MID-AMERICA APARTMENTS LP 59524NVA7 DCP 08/10/2021 | 0.19% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TWQ0 DCP 09/24/2021 | 0.19% |
| TRANSCANADA PIPELINES LTD 89355PV47 DCP 08/04/2021 | 0.19% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.19% |
| FHR 5093 YI IO 04.5000 12/25/2050 | 0.18% |
| CSAIL 2015-C1 D 144A 03.7625 04/15/2050 | 0.18% |
| GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.18% |
| FNR 2016-62 GS IO 06.0108 09/25/2046 | 0.18% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.18% |
| REPUBLIC OF GHANA P/P 144A 07.7500 04/07/2029 | 0.18% |
| GNR 2013-9 S IO 06.6664 01/20/2043 | 0.18% |
| GNR 2017-160 S IO 06.1164 10/20/2043 | 0.18% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.17% |
| AHM 2007-1 GA1C 00.2793 05/25/2047 | 0.17% |
| DBALT 2006-AR4 A2 00.4693 12/25/2036 | 0.17% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.17% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.17% |
| GNR 2017-H10 MI IO 01.8410 04/20/2067 | 0.17% |
| GSR 2007-OA1 2A3A 00.3993 05/25/2037 | 0.17% |
| CAS 2017-C01 1B1 05.8393 07/25/2029 | 0.17% |
| GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.17% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.17% |
| GNR 2020-61 SF IO 06.3564 07/20/2043 | 0.17% |
| CWALT 2006-OA10 3A1 00.4693 08/25/2046 | 0.17% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.16% |
| GNR 2018-H15 EI IO 01.5834 08/20/2068 | 0.16% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.16% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.16% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.16% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.16% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.16% |
| GNR 2018-105 SG IO 06.1664 08/20/2048 | 0.16% |
| GNR 2015-H12 AI IO 01.8585 05/20/2065 | 0.16% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.16% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.16% |
| BSMF 2006-AR2 2A1 00.5493 09/25/2046 | 0.15% |
| GNR 2018-H04 IO IO 02.4764 02/20/2068 | 0.15% |
| GNR 2015-H23 BI IO 01.7533 09/20/2065 | 0.15% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.15% |
| STACR 2020-HQA3 B2 10.0893 07/25/2050 | 0.15% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.15% |
| GNR 2018-H01 XI IO 02.3058 01/20/2068 | 0.15% |
| FNR 2019-34 SL IO 05.9608 07/25/2049 | 0.15% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.15% |
| GNR 2018-104 SD IO 06.1164 08/20/2048 | 0.15% |
| GNR 2019-6 SM IO 05.9664 01/20/2049 | 0.14% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.14% |
| GNR 2017-H18 FI IO 02.2770 09/20/2067 | 0.14% |
| GNR 2015-H15 BI IO 01.8658 06/20/2065 | 0.14% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.14% |
| CAS 2016-C06 1B 09.3393 04/25/2029 | 0.14% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.14% |
| SWPTN 20MX5Y P 1.3 USD 08/27/2021 UB | 0.14% |
| GNR 2017-H06 BI IO 02.3551 02/20/2067 | 0.14% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.14% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.14% |
| GNR 2017-H08 NI IO 02.2560 03/20/2067 | 0.14% |
| JPMBB 2014-C18 E 144A 04.2999 02/15/2047 | 0.14% |
| MCAS 2019-01 M10 144A 03.3393 10/15/2049 | 0.14% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.14% |
| MSC 2012-C4 E 144A 05.4090 03/15/2045 | 0.14% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.14% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.13% |
| STACR 2018-HQA2 B2 11.0893 10/25/2048 | 0.13% |
| CAS 2017-C06 2M2 02.8893 02/25/2030 | 0.13% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.13% |
| GNR 2013-152 SJ IO 06.0664 05/20/2041 | 0.13% |
| STACR 2018-DNA3 B2 07.8393 09/25/2048 | 0.13% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.13% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.13% |
| GNR 2015-H15 AI IO 01.8158 06/20/2065 | 0.13% |
| GNR 2017-H16 JI IO 02.1593 08/20/2067 | 0.13% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.13% |
| STACR 2019-DNA2 B2 10.5893 03/25/2049 | 0.13% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.13% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.13% |
| FNR 2020-12 SK IO 05.9608 03/25/2050 | 0.13% |
| GNR 2016-77 SC IO 06.0164 10/20/2045 | 0.13% |
| GNR 2017-H03 HI IO 01.5772 01/20/2067 | 0.13% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.13% |
| GSAA 2006-8 2A2 00.4493 05/25/2036 | 0.13% |
| MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% |
| STACR 2017-DNA1 B1 05.0393 07/25/2029 | 0.12% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.12% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.12% |
| GNR 2018-100 S IO 06.1164 07/20/2048 | 0.12% |
| STACR 2016-HQA3 M3 03.9393 03/25/2029 | 0.12% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.12% |
| BSCMS 2005-PWR7 D 05.2626 02/11/2041 | 0.12% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.12% |
| FNR 2019-47 SA IO 05.9608 08/25/2049 | 0.12% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.12% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.12% |
| GNR 2015-H03 CI IO 01.7166 01/20/2065 | 0.12% |
| CAS 2017-C06 2B1 04.5393 02/25/2030 | 0.12% |
| GNR 2017-H20 HI IO 02.1765 10/20/2067 | 0.12% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.12% |
| SWPTN 3MX10Y R 1.355 USD 08/25/2021 CI | 0.12% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.12% |
| MSBAM 2015-C23 D 144A 04.1440 07/15/2050 | 0.12% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.12% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.12% |
| BARCLAYS BANK PLC CCP 06742VN64 DCP 11/03/2021 | 0.11% |
| BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.11% |
| FMC CORP 34410WVG4 DCP 08/16/2021 | 0.11% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.11% |
| GNR 2018-91 SH IO 06.1664 07/20/2048 | 0.11% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.11% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.11% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.11% |
| GNR 2017-H16 IO 01.9646 08/20/2067 | 0.11% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.11% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.11% |
| GNR 2015-H08 CI IO 01.7933 03/20/2065 | 0.11% |
| GNR 2016-H22 AI IO 02.3587 10/20/2066 | 0.11% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.11% |
| GNR 2017-H12 QI IO 02.2511 05/20/2067 | 0.11% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.11% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.11% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.11% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.11% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.11% |
| CWALT 2006-OA10 1A1 01.0671 08/25/2046 | 0.11% |
| GNR 2015-H20 BI IO 02.0784 08/20/2065 | 0.11% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.11% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.11% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.11% |
| 1.5324 R ISWP US0003M P 03/05/2031 | 0.11% |
| GNR 2017-H06 MI IO 02.2306 02/20/2067 | 0.11% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.11% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.10% |
| STACR 2019-DNA1 B2 10.8393 01/25/2049 | 0.10% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.10% |
| GNR 2014-4 SG IO 06.0164 01/20/2044 | 0.10% |
| GNR 2016-H04 HI IO 02.3880 07/20/2065 | 0.10% |
| CWALT 2006-OA7 1A1 02.2114 06/25/2046 | 0.10% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.10% |
| GNR 2019-125 SG IO 05.9664 10/20/2049 | 0.10% |
| SPRINT CORP 07.6250 03/01/2026 | 0.10% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.10% |
| ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.10% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.10% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.10% |
| COMM 2014-UBS3 D 144A 04.7678 06/10/2047 | 0.10% |
| STACR 2016-HQA2 M3 05.2393 11/25/2028 | 0.10% |
| GNR 2016-H16 EI IO 01.8121 06/20/2066 | 0.10% |
| GNR 2017-H03 EI IO 02.4627 01/20/2067 | 0.10% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.10% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.10% |
| GNR 2015-H18 BI IO 02.0751 07/20/2065 | 0.10% |
| GNR 2017-H05 CI IO 02.2287 02/20/2067 | 0.10% |
| GNR 2018-67 SC IO 06.1164 05/20/2048 | 0.10% |
| HUMANA INC 44486HXM0 DCP 10/21/2021 | 0.10% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.10% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.09% |
| STICHTING AK RABOBANK REGS 02.1878 01/24/2044 | 0.09% |
| BMIR 2017-1 B1 144A 04.8393 10/25/2027 | 0.09% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.09% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.09% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.09% |
| ENVISION HEALTHCARE TL L+375 03.8420 10/10/2025 | 0.09% |
| FHR 4731 QS IO 06.1069 11/15/2047 | 0.09% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.09% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.09% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.09% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.09% |
| GNR 2017-H09 IO IO 01.8201 04/20/2067 | 0.09% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.09% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.09% |
| CWALT 2006-OA10 2A1 00.4693 08/25/2046 | 0.09% |
| GNR 2016-H18 IO IO 01.6609 08/20/2066 | 0.09% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.09% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| GNR 2014-H25 BI IO 01.6871 12/20/2064 | 0.09% |
| STACR 2016-DNA1 B 10.0915 07/25/2028 | 0.09% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.09% |
| BACM 2005-1 C 05.4820 11/10/2042 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.09% |
| GNR 2014-119 SA IO 05.5164 08/20/2044 | 0.09% |
| JPALT 2007-A2 12A1 00.4893 06/25/2037 | 0.09% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.09% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.09% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.09% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.09% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.09% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.09% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.09% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.09% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.09% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.09% |
| CCMFC 2006-4A A2 00.2693 11/25/2047 | 0.08% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.08% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.08% |
| BURL STORE CV 02.2500 04/15/2025 | 0.08% |
| FHR 4742 S IO 06.1069 12/15/2047 | 0.08% |
| GNR 2017-H11 TI IO 02.1953 04/20/2067 | 0.08% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.08% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.08% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.08% |
| CENGAGE LEARNING TLB L+425 05.2441 06/07/2023 | 0.08% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.08% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.08% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.08% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.08% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.08% |
| GNR 2018-H01 IO IO 02.3305 12/20/2067 | 0.08% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.08% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.08% |
| CAS 2017-C03 1M2 03.0893 10/25/2029 | 0.08% |
| GNR 2016-H14 IO IO 01.6834 06/20/2066 | 0.08% |
| STACR 2017-DNA2 B1 05.2393 10/25/2029 | 0.08% |
| UKRPI P 3.665 R 12/15/28 | 0.08% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.08% |
| FNR 2011-101 SA IO 05.8108 10/25/2041 | 0.08% |
| GNR 2015-H23 DI IO 01.8569 09/20/2065 | 0.08% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.08% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.08% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.08% |
| GNR 2017-H11 DI IO 01.8462 05/20/2067 | 0.08% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.08% |
| OKTA INC CV 00.3750 06/15/2026 | 0.08% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.08% |
| HMIR 2019-1 M2 144A 03.3393 05/25/2029 | 0.08% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.08% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.08% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.08% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.08% |
| GNR 2016-H08 AI IO 01.6665 08/20/2065 | 0.08% |
| GNR 2016-H27 EI IO 01.9198 12/20/2066 | 0.08% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.08% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.08% |
| GNR 2015-H24 AI IO 02.0777 09/20/2065 | 0.08% |
| GNR 2017-H06 DI IO 01.7844 02/20/2067 | 0.08% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.08% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.08% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.07% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.07% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.07% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.07% |
| COMM 2013-CR9 D 144A 04.2699 07/10/2045 | 0.07% |
| GNR 2015-H10 BI IO 01.8004 04/20/2065 | 0.07% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.07% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.07% |
| SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.07% |
| STACR 2019-DNA3 B2 08.2393 07/25/2049 | 0.07% |
| STACR 2020-HQA2 M2 03.1893 03/25/2050 | 0.07% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.07% |
| BWAY CORP TLB L+325 03.3420 04/03/2024 | 0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.07% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.07% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.07% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.07% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.07% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.07% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.07% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.07% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.07% |
| STACR 2018-HQA1 M2 02.3893 09/25/2030 | 0.07% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.07% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.07% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.07% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.07% |
| L BRANDS INC. 06.8750 11/01/2035 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.07% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.07% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.07% |
| GNR 2014-46 SA IO 06.0164 03/20/2044 | 0.07% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.07% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.07% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.07% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.07% |
| WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.07% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.07% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.07% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.06% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.06% |
| CAS 2020-SBT1 1B1 06.8393 02/25/2040 | 0.06% |
| EUR/USD 09/15/2021 TDBK | 0.06% |
| LABORATOIRE EIMER SELAS REGS 05.0000 02/01/2029 | 0.06% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.06% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.06% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.06% |
| CAS 2017-C07 1B1 04.0893 05/25/2030 | 0.06% |
| CAS 2018-C06 2B1 04.1893 03/25/2031 | 0.06% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.06% |
| LOXAM SAS REGS 03.7500 07/15/2026 | 0.06% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| BALTA 2005-7 21A1 02.8152 09/25/2035 | 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 03.6893 01/25/2030 | 0.06% |
| GNR 2015-H01 BI IO 01.5627 01/20/2065 | 0.06% |
| GNR 2016-H24 JI IO 02.1801 11/20/2066 | 0.06% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.06% |
| STACR 2017-DNA3 B1 04.5393 03/25/2030 | 0.06% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.06% |
| GNR 2016-H17 KI IO 01.9810 07/20/2066 | 0.06% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% |
| MOTION BONDCO DAC REGS 04.5000 11/15/2027 | 0.06% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.06% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.06% |
| FIVE9 INC CV 00.5000 06/01/2025 | 0.06% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.06% |
| GNR 2016-H06 CI IO 01.4854 02/20/2066 | 0.06% |
| GNR 2017-H02 BI IO 02.4361 01/20/2067 | 0.06% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.06% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.06% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.06% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.06% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.06% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.06% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.06% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.06% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.06% |
| PACIRA PHARMA CV 00.7500 08/01/2025 | 0.06% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.06% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.06% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.06% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.06% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.06% |
| INTEGRA LIFE CV 00.5000 08/15/2025 | 0.06% |
| LYFT INC CV 01.5000 05/15/2025 | 0.06% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.06% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.06% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.06% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.06% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.06% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.06% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.06% |
| SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.06% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.06% |
| TERRIER MEDIA BUYER IN L+350 03.5920 12/17/2026 | 0.06% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.06% |
| TREASURY BILL 00.0000 08/24/2021 | 0.06% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.06% |
| LENDINGTREE CV 00.5000 07/15/2025 | 0.06% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.06% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.06% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.06% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.06% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.06% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.06% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.06% |
| GNR 2014-H06 BI IO 01.4627 02/20/2064 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 0.06% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.06% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.06% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.06% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.06% |
| 1.465 R ISWP US0003M P 04/15/2031 | 0.05% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.05% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.05% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.05% |
| GNR 2014-60 SE IO 06.0164 04/20/2044 | 0.05% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.05% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.05% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0905 06/30/2025 | 0.05% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 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% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.05% |
| CLUBCORP TLB L+275 02.8973 09/18/2024 | 0.05% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.05% |
| FHR 3919 SA IO 06.4069 09/15/2041 | 0.05% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.05% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.05% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.05% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.05% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 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 CV 00.6250 06/15/2025 | 0.05% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.05% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.05% |
| TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.05% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.05% |
| CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 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% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.05% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.05% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.05% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.05% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.05% |
| ZSCALER INC. CV 00.1250 07/01/2025 | 0.05% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.05% |
| CLEAR CHANNEL OUTDOOR L+350 03.6284 08/21/2026 | 0.05% |
| LIBERTY MEDIA | 0.05% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.05% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.05% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 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% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/14/2028 | 0.05% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.05% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.05% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.05% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.05% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.05% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.05% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.05% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.05% |
| PG&E CORPORATION 05.0000 07/01/2028 | 0.05% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.05% |
| STACR 2019-HQA2 B2 11.3393 04/25/2049 | 0.05% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.05% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.05% |
| 1.99 R ISWP CDOR03 P 06/15/2031 | 0.05% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.05% |
| CAS 2016-C04 1B 10.3393 01/25/2029 | 0.05% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.05% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.05% |
| ISTAR INC 05.5000 02/15/2026 | 0.05% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.05% |
| SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.05% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.05% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.05% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | 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 2017-179 WI IO 05.0000 12/20/2047 | 0.05% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.05% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.05% |
| STACR 2019-FTR3 B2 04.8915 09/25/2047 | 0.05% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.05% |
| 1.30 R ISWP FWD US0003M P 06/16/2028 | 0.05% |
| CAS 2017-C07 2B1 04.5393 05/25/2030 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.05% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.05% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.05% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.05% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.05% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.05% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.05% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.05% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.05% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.05% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.05% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.05% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.04% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.04% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.04% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.04% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.04% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.04% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.04% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.04% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.04% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.04% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.04% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.04% |
| FNR 2010-35 SG IO 06.3108 04/25/2040 | 0.04% |
| OPTN FN30 2.5 09/07/21 CALL 103.71875 JPMC | 0.04% |
| OVINTIV INC 06.6250 08/15/2037 | 0.04% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.04% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.04% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.04% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.04% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.04% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.04% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.04% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.04% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.04% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.04% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.04% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.04% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.04% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.04% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.04% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.04% |
| 1.55 R ISWP FWD AUDBB6M P 09/15/2031 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| CMLTI 2007-AMC3 A2B 00.2693 03/25/2037 | 0.04% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.04% |
| FHS 326 S2 IO 05.8569 03/15/2044 | 0.04% |
| GNR 2013-182 SY IO 06.0164 12/20/2043 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 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% |
| OMIR 2017-1A M2 144A 04.0893 04/25/2027 | 0.04% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.04% |
| CAS 2017-C07 2M2 02.5893 05/25/2030 | 0.04% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.04% |
| DELIVERY HERO AG REGS 01.5000 01/15/2028 | 0.04% |
| ELANCO ANIMAL HLTH TLB L+175 01.8458 02/04/2027 | 0.04% |
| FHS 311 S1 IO 05.8569 08/15/2043 | 0.04% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.04% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.04% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.04% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 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% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.04% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.04% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.04% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 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 | 0.04% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.04% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.04% |
| FHR 5004 SG IO 06.0108 08/25/2050 | 0.04% |
| FHR 5011 SA IO 06.1608 09/25/2050 | 0.04% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.04% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.04% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.04% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.04% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.04% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 0.04% |
| AIR METHODS CORPORATIO L+350 04.5000 04/12/2024 | 0.04% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.04% |
| APACHE CORP 05.1000 09/01/2040 | 0.04% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.04% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.04% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.04% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.04% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.04% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.04% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% |
| MAV ACQUISITION CORP P/P 144A 08.0000 08/01/2029 | 0.04% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.04% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.04% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.04% |
| TWILIO INC 03.6250 03/15/2029 | 0.04% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.04% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.04% |
| REVANCE THERA CV 01.7500 02/15/2027 | 0.04% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.04% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.04% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.04% |
| CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.04% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.04% |
| PINDUODUO INC USD 00.0000 12/01/2025 | 0.04% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.04% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.04% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.04% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | 0.03% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.03% |
| 1.84 R ISWP FWD CDOR03 P 09/15/2031 | 0.03% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 0.03% |
| AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 0.03% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.03% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.03% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.03% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.03% |
| DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.03% |
| EUR/USD 09/15/2021 BCAP-FX | 0.03% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 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 2012-146 IO IO 05.0000 12/20/2042 | 0.03% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.03% |
| GNR 2020-15 CS IO 05.9664 02/20/2050 | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| MAV ACQUISITION CORP P/P 144A 05.7500 08/01/2028 | 0.03% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 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% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| GARDA WORLD SECURITY C L+425 04.3400 10/30/2026 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.03% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.03% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.03% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.03% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| ADIENT TLB L+350 03.5920 04/08/2028 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.03% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.03% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% |
| FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.03% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.03% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.03% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.03% |
| REALOGY GROUP P/P 144A CV 00.2500 06/15/2026 | 0.03% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | 0.03% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.03% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| GNR 2013-129 SN IO 06.0664 09/20/2043 | 0.03% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.03% |
| TOTALENERGIES SE REGS 00.5000 12/02/2022 | 0.03% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.03% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.03% |
| CAS 2018-C04 2B1 04.5893 12/25/2030 | 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% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% |
| GNR 2010-20 SC IO 06.0664 02/20/2040 | 0.03% |
| GNR 2013-99 VS IO 06.0089 07/16/2043 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| P/P 144A 06.6250 10/01/2030 | 0.03% |
| PACIFIC GAS & ELECTRIC 04.5500 07/01/2030 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| STACR 2018-HQA2 B1 04.3393 10/25/2048 | 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% |
| CAS 2016-C03 1M2 05.3893 10/25/2028 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| CPTFEMU P 1.71 R 07/15/37 | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.03% |
| GNR 2019-78 SJ IO 05.9664 06/20/2049 | 0.03% |
| GNR 2019-99 KS IO 05.9664 08/20/2049 | 0.03% |
| GNR 2020-63 PS IO 06.0164 04/20/2050 | 0.03% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.03% |
| NEXSTAR MEDIA INC P/P 144A 04.7500 11/01/2028 | 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% |
| TWILIO INC 03.8750 03/15/2031 | 0.03% |
| CAS 2018-C06 2M2 02.1893 03/25/2031 | 0.03% |
| CENTENE CORP 03.0000 10/15/2030 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.03% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.03% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.03% |
| SWPTN 7WX10Y R 1.473 USD 08/09/2021 GS | 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 02.5920 10/23/2025 | 0.03% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.03% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.03% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.03% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.03% |
| HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.03% |
| ISTAR INC 04.7500 10/01/2024 | 0.03% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.03% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.03% |
| BOEING CO 05.9300 05/01/2060 | 0.03% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.03% |
| EUR/USD 09/15/2021 CITI | 0.03% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.03% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.03% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.03% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.03% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.03% |
| STRU BMOC-8710 SA IO 06.0664 07/20/2050 | 0.03% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.03% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.03% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.03% |
| THYELE TL B 1L USD L+425 04.4040 06/30/2027 | 0.03% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.02% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.02% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.02% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.02% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.02% |
| EMIR 2020-1 B1 144A 02.9393 01/25/2030 | 0.02% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.02% |
| FHR 4945 SL IO 05.9608 01/25/2050 | 0.02% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.02% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.02% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.02% |
| STACR 2019-HQA1 B2 12.3393 02/25/2049 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.02% |
| VIETNAM (REP OF) P/P 144A 04.8000 11/19/2024 | 0.02% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | 0.02% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.02% |
| CAS 2019-R04 2B1 05.3393 06/25/2039 | 0.02% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.02% |
| FNR 2019-57 KS IO 05.9608 10/25/2049 | 0.02% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.02% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 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% |
| IOS.GII30.500.10 R USL1M P 01/12/41 CS | 0.02% |
| SEA LTD USD 02.3750 12/01/2025 | 0.02% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% |
| TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.02% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CWALT 2005-38 A3 00.7893 09/25/2035 | 0.02% |
| EUR/USD 09/15/2021 SSBT | 0.02% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.02% |
| MCAS 2020-01 M10 144A 03.8393 03/25/2050 | 0.02% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.02% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.02% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.02% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| ORGANON & CO/ORG P/P 144A 05.1250 04/30/2031 | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 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 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| 1.407 R ISWP US0003M P 07/15/2031 | 0.02% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| CAS 2018-C02 2M2 02.2893 08/25/2030 | 0.02% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% |
| FHR 4839 WS IO 06.0069 08/15/2056 | 0.02% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.02% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.02% |
| STACR 2020-DNA4 B2 10.0893 08/25/2050 | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 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% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.02% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.02% |
| 1.377 R ISWP US0003M P 02/18/2031 | 0.02% |
| 1.70 R ISWP FWD NOKOIB6M P 09/15/2031 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.02% |
| CAS 2018-C03 1B1 03.8393 10/25/2030 | 0.02% |
| CHF/USD 09/15/2021 GSFX | 0.02% |
| CLOUDFLARE CV 00.7500 05/15/2025 | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.02% |
| EUR/USD 09/15/2021 RBSF | 0.02% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 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% |
| JPY/USD 08/18/2021 SSBT | 0.02% |
| NCL CORP LTD CV 05.3750 08/01/2025 | 0.02% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| CAS 2016-C05 2B 10.8393 01/25/2029 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.02% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 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% |
| NIO INC P/P 144A 00.5000 02/01/2027 | 0.02% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 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% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 02/15/2031 | 0.02% |
| BSCMS 2007-T26 AJ 05.4310 01/12/2045 | 0.02% |
| CAS 2016-C03 2M2 05.9893 10/25/2028 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| EUR/USD PUT 1.18 20210823 GSFX | 0.02% |
| FNR 2012-36 SN IO 06.3608 04/25/2042 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 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% |
| HUBSPOT INC CV 00.3750 06/01/2025 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 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% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.02% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.02% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.02% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.02% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.02% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.02% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.02% |
| CAS 2018-C05 1B1 04.3393 01/25/2031 | 0.02% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.02% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 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% |
| DISH NETWORK P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| FNR 2015-42 LS IO 06.1108 06/25/2045 | 0.02% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.02% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.02% |
| GBP/USD 09/15/2021 CITI | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 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 1YX10Y P 1.775 USD 03/03/2022 TD | 0.02% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.02% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.02% |
| CHF/USD 09/15/2021 JPMCB | 0.02% |
| CHF/USD 09/15/2021 SSBT | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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 CG | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| ENVISTA HLDGS CV 02.3750 06/01/2025 | 0.02% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| GNR 2012-H29 AI IO 01.3961 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.3961 10/20/2062 | 0.02% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 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% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.02% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.02% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.02% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | 0.02% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| 21VIANET GROUP INC P/P 144A 00.0000 02/01/2026 | 0.02% |
| ATLAS LUXCO 4 / ALL P/P 144A 04.6250 06/01/2028 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| FNR 2019-5 SA IO 06.0108 03/25/2049 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2018-139 SA IO 06.0664 10/20/2048 | 0.02% |
| GNR 2019-83 SY IO 06.0164 07/20/2049 | 0.02% |
| GNR 2019-96 SY IO 06.0164 08/20/2049 | 0.02% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.02% |
| OMIR 2019-1A B1B 04.4393 07/25/2029 | 0.02% |
| RH CV 00.0000 09/15/2024 | 0.02% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | 0.02% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.02% |
| ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.01% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 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.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.01% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.01% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.01% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.01% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ASURION LLC TLB9 L+325 03.3391 07/31/2027 | 0.01% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.01% |
| EUR/USD 09/15/2021 WPAC | 0.01% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.01% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 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% |
| JPMCC 2013-LC11 D 04.1665 04/15/2046 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| MICROSTRATEGY P/P 144A CV 00.0000 02/15/2027 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.01% |
| STACR 2017-HQA1 M2 03.6393 08/25/2029 | 0.01% |
| STACR 2020-DNA5 B2 11.5500 10/25/2050 | 0.01% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | 0.01% |
| SWPTN 3MX10Y P 1.67 USD 08/18/2021 BA | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| UKRPI P 3.385 R 11/15/24 | 0.01% |
| APACHE CORP 04.6250 11/15/2025 | 0.01% |
| AUD/USD 10/20/2021 SSBT | 0.01% |
| CAS 2015-C02 2M2 04.0893 05/25/2025 | 0.01% |
| CAS 2018-C06 1B1 03.8393 03/25/2031 | 0.01% |
| CAS 2019-R01 2M2 02.5393 07/25/2031 | 0.01% |
| CHF/USD 09/15/2021 MSCIL | 0.01% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.01% |
| EUR/USD 09/15/2021 CSI-FX | 0.01% |
| FIVERR INTL LTD P/P 144A 00.0000 11/01/2025 | 0.01% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.01% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| OMIR 2019-1A B1A 03.5893 07/25/2029 | 0.01% |
| STACR 2014-DN1 M3 04.5893 02/25/2024 | 0.01% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| AUD/USD 10/20/2021 GSFX | 0.01% |
| CAS 2015-C02 1M2 04.0893 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.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| COMM 2014-CR16 C 04.9261 04/10/2047 | 0.01% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 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% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| STACR 2020-DNA3 B2 09.4393 06/25/2050 | 0.01% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.01% |
| SWPTN 3MX1Y R 1.026 USD 09/30/2021 CI | 0.01% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.01% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.01% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.01% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | 0.01% |
| 1.3745 R ISWP US0003M P 07/15/2031 | 0.01% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.01% |
| BMIR 2018-2A B1 P/P 144A 02.7393 08/25/2028 | 0.01% |
| CAS 2017-C04 2M2 02.9393 11/25/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CREE INC P/P CV 01.7500 05/01/2026 | 0.01% |
| DIVERSEY TL L+300 03.0920 09/06/2024 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| FNR 2019-43 JS IO 05.9608 08/25/2049 | 0.01% |
| GBP/USD 09/15/2021 CSI-FX | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.4015 02/10/2046 | 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% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 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 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.01% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.01% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AUD/USD 10/20/2021 HSBCB | 0.01% |
| AUD/USD 10/20/2021 RBSF | 0.01% |
| CAS 2020-SBT1 1M2 03.7393 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.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% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| FNR 2019-73 SC IO 05.9608 12/25/2049 | 0.01% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.01% |
| GBP/USD 09/15/2021 HSBCB | 0.01% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.01% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 BC | 0.01% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| NEXITY SA REGS 00.2500 03/02/2025 | 0.01% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.01% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.01% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.01% |
| 0.05 R ISWP FWD EUR006M P 09/15/2031 | 0.01% |
| 1.2975 R ISWP US0003M P 07/27/2031 | 0.01% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.01% |
| ATLAS LUXCO 4 P/P 144A 04.6250 06/01/2028 | 0.01% |
| AUD/USD 10/20/2021 MSCIL | 0.01% |
| AUD/USD 10/20/2021 UBS | 0.01% |
| CD 2017-CD3 C 04.5578 02/10/2050 | 0.01% |
| CENTENE CORP 04.6250 12/15/2029 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% |
| FNR 2019-38 SC IO 05.9608 07/25/2049 | 0.01% |
| GNR 2010-68 SD IO 06.4964 06/20/2040 | 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% |
| 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% |
| JPMBB 2014-C22 C 04.5529 09/15/2047 | 0.01% |
| JPMCC 2011-C5 D 144A 05.4349 08/15/2046 | 0.01% |
| PQ CORP TLB L+275 03.2500 06/09/2028 | 0.01% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 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 10YX10Y R 2.405 USD 03/03/2031 TD | 0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| 0.9665 R ISWP US0003M P 07/06/2026 | 0.01% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.01% |
| CAS 2019-R03 1B1 04.1893 09/25/2031 | 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| COMM 2014-CR17 E 144A 04.8480 05/10/2047 | 0.01% |
| CVR PARTNERS LP P/P 144A 06.1250 06/15/2028 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FHR 4937 MS IO 05.9608 12/25/2049 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 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% |
| 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% |
| IQIYI INC USD 02.0000 04/01/2025 | 0.01% |
| JPMBB 2013-C12 C 04.0988 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% |
| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.01% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| RMIR 2020-2 B1 07.6893 10/25/2030 | 0.01% |
| SNAP INC CV 00.7500 08/01/2026 | 0.01% |
| STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.01% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.01% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.01% |
| 1.2875 R ISWP US0003M P 07/09/2031 | 0.01% |
| 1.3295 R ISWP US0003M P 07/13/2031 | 0.01% |
| BANK 2017-BNK9 D 144A 02.8000 11/15/2054 | 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.01% |
| EQT CORP 05.0000 01/15/2029 | 0.01% |
| FNR 2013-35 IP IO 03.0000 06/25/2042 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| GBP/USD PUT 1.37 20210823 MSCIL | 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.FN30.300.12 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% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| -0.05 R ISWP FWD CHL6M P 09/15/2031 | 0.00% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.00% |
| CAS 2015-C03 2M2 05.0893 07/25/2025 | 0.00% |
| CAS 2020-R02 2B1 03.0893 01/25/2040 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.00% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.00% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 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 2016-77 SL IO 06.0664 03/20/2043 | 0.00% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 CS | 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% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.00% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.00% |
| MRAFT 2020-4 A1 01.4504 04/23/2023 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.00% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.00% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.00% |
| STACR 2018-DNA1 B1 03.2393 07/25/2030 | 0.00% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | 0.00% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.00% |
| TAMKO BUILDING PRODUCT L+300 03.1048 05/03/2026 | 0.00% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.00% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.00% |
| WAMU 2005-AR10 1A3 03.0935 09/25/2035 | 0.00% |
| WAMU 2005-AR13 A1C3 01.0693 10/25/2045 | 0.00% |
| WR GRACE TLB3 L+200 02.1473 03/30/2028 | 0.00% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% |
| AUD/USD 10/20/2021 CSI-FX | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.00% |
| CHF/USD 09/15/2021 UBS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.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% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.00% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.00% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.00% |
| FNR 2013-18 SB IO 06.0608 10/25/2041 | 0.00% |
| FNR 2017-87 KI IO 05.0000 06/25/2041 | 0.00% |
| GBP/USD 09/15/2021 TDBK | 0.00% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 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 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| HCA INC. 05.3750 09/01/2026 | 0.00% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.00% |
| ISTAR INC. 04.2500 08/01/2025 | 0.00% |
| JPY/USD 08/18/2021 GSFX | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.00% |
| NETFLIX INC 04.8750 04/15/2028 | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 05.0000 12/10/2025 | 0.00% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.00% |
| STACR 2014-HQ3 M3 04.8415 10/25/2024 | 0.00% |
| STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.00% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.00% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.00% |
| VENTURE GLOBAL CALCA P/P 144A 04.1250 08/15/2031 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% |
| 1LIFE HEALTH CV 03.0000 06/15/2025 | 0.00% |
| AIR CANADA P/P 144A 03.8750 08/15/2026 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.00% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.00% |
| CAS 2015-C01 1M2 04.3893 02/25/2025 | 0.00% |
| CAS 2015-C01 2M2 04.6393 02/25/2025 | 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% |
| FNR 2018-86 DS IO 06.0108 12/25/2048 | 0.00% |
| FSPC T-57 1AX IO 00.3818 07/25/2043 | 0.00% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 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 04.6250 09/15/2027 | 0.00% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 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% |
| SCIENTIFIC GAMES CORP L+275 02.8420 08/14/2024 | 0.00% |
| SEK/USD 09/15/2021 JPMCB | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.00% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.00% |
| VENTURE GLOBAL CALCA P/P 144A 03.8750 08/15/2029 | 0.00% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 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% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 0.727 R ISWP US0003M P 07/22/2026 | 0.00% |
| 1.231 R ISWP US0003M P 02/09/2031 | 0.00% |
| 1.3345 R ISWP US0003M P 07/08/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.662 R ISWP US0003M P 07/19/2051 | 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% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| BALTA 2005-8 21A1 02.5349 10/25/2035 | 0.00% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| CAD/USD 10/20/2021 WPAC | 0.00% |
| CAS 2016-C05 2M2 04.5393 01/25/2029 | 0.00% |
| CAS 2018-C01 1M2 02.3393 07/25/2030 | 0.00% |
| CHF/USD 09/15/2021 BANKAM | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DISH DBS CORP 05.8750 11/15/2024 | 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% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3003 06/25/2042 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HKD/USD 08/18/2021 SSBT | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.00% |
| IHEARTMEDIA TLB L+300 03.0920 05/01/2026 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 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% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.00% |
| MSBAM 2013-C10 F 144A 04.0804 07/15/2046 | 0.00% |
| MSBAM 2013-C11 D 144A 04.3542 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% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.00% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 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 09/15/2021 TDBK | 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% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 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% |
| UKRPI P 3.4025 R 03/15/28 | 0.00% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 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% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| 0.296 R ISWP US0003M P 07/09/2023 | 0.00% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 0.00% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.00% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 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% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 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 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-.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% |
| 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% |
| CPTFEMU R 1.4 P 07/15/27 | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.00% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 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% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MWST 2020-2 A 00.8893 11/25/2053 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.00% |
| P/P 144A 09.3750 07/01/2025 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| STACR 2018-HQA2 M2 02.3893 10/25/2048 | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.00% |
| 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% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| -0.501 R ISWP FWD EUR006M P 06/16/2023 | 0.00% |
| 1.2255 R ISWP US0003M P 08/02/2030 | 0.00% |
| 1.273 R ISWP US0003M P 07/26/2031 | 0.00% |
| 1.2755 R ISWP US0003M P 07/30/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 0.00% |
| CAD/USD 10/20/2021 HSBCB | 0.00% |
| CAD/USD 10/20/2021 MSCIL | 0.00% |
| CHF/USD 09/15/2021 RBSF | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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.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 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 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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-.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 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% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3794 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% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% |
| GUARANTEED RATE INC-WTS | 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 MSCIL | 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 JPMCB | 0.00% |
| JPY/USD 08/18/2021 RBSF | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| NOK/USD 09/15/2021 BCAP-FX | 0.00% |
| NOK/USD 09/15/2021 HSBCB | 0.00% |
| NZD/USD 10/20/2021 BCAP-FX | 0.00% |
| NZD/USD 10/20/2021 UBS | 0.00% |
| SEK/USD 09/15/2021 BCAP-FX | 0.00% |
| SWPTN 13WX5Y P 1.724 CAD 08/16/2021 TD | 0.00% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| -0.301 R ISWP FWD EUR006M P 06/16/2026 | -0.00% |
| 0.101 R ISWP FWD EUR006M P 06/16/2031 | -0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% |
| 0.726 R ISWP US0003M P 07/22/2026 | -0.00% |
| 0.79 R ISWP US0003M P 07/21/2026 | -0.00% |
| 1.334 R ISWP US0003M P 07/14/2031 | -0.00% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.00% |
| 1.83 R ISWP FWD NFIX3MID P 09/15/2031 | -0.00% |
| CAD/USD 10/20/2021 RBSF | -0.00% |
| CAD/USD 10/20/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| NZD/USD 10/20/2021 CITI | -0.00% |
| NZD/USD 10/20/2021 HSBCB | -0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 3MX10Y P 1.8775 USD 09/02/2021 BA | -0.00% |
| SWPTN 3MX10Y P 1.88 USD 08/27/2021 BA | -0.00% |
| SWPTN 3MX10Y P 1.897 USD 09/03/2021 BA | -0.00% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.00% |
| UKRPI P 3.3875 R 03/15/28 | -0.00% |
| 0.77 R ISWP US0003M P 07/23/2026 | -0.00% |
| 0.7915 R ISWP US0003M P 07/21/2026 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | -0.00% |
| 1.819 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| 2.074 R ISWP US0003M P 04/15/2051 | -0.00% |
| CAD/USD 10/20/2021 BANKAM | -0.00% |
| CAD/USD 10/20/2021 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 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| 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% |
| JPY/USD 08/18/2021 CITI | -0.00% |
| JPY/USD 08/18/2021 TDBK | -0.00% |
| NZD/USD 10/20/2021 MSCIL | -0.00% |
| NZD/USD 10/20/2021 SSBT | -0.00% |
| NZD/USD 10/20/2021 TDBK | -0.00% |
| SEK/USD 09/15/2021 BANKAM | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| 0.501 R ISWP FWD EUR006M P 06/16/2051 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| 2.011 R ISWP US0003M P 04/15/2041 | -0.00% |
| CAD/USD 10/20/2021 CSI-FX | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| NZD/USD 10/20/2021 RBSF | -0.00% |
| NZD/USD 10/20/2021 WPAC | -0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.00% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | -0.00% |
| 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-.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% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| AUD/USD 10/20/2021 BANKAM | -0.00% |
| CHF/USD 09/15/2021 HSBCB | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.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-.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 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 09/15/2021 BANKAM | -0.00% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.00% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.864 R ISWP FWD CDOR03 P 06/15/2031 | -0.01% |
| AUD/USD 10/20/2021 JPMCB | -0.01% |
| CAD/USD 10/20/2021 GSFX | -0.01% |
| CAD/USD 10/20/2021 JPMCB | -0.01% |
| CHF/USD 09/15/2021 CITI | -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% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% |
| SWPTN 1MX5Y R 0.82 USD 08/26/2021 CI | -0.01% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.01% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| UKRPI P 3.34 R 02/15/28 | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| 1.3005 R ISWP US0003M P 07/09/2031 | -0.01% |
| AUD/USD 10/20/2021 CITI | -0.01% |
| CHF/USD 09/15/2021 BCAP-FX | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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% |
| NOK/USD 09/15/2021 JPMCB | -0.01% |
| SEK/USD 09/15/2021 MSCIL | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -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% |
| AUD/USD 10/20/2021 BCAP-FX | -0.01% |
| AUD/USD 10/20/2021 TDBK | -0.01% |
| CAD/USD 10/20/2021 CITI | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NZD/USD 10/20/2021 JPMCB | -0.01% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.01% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.01% |
| CAD/USD 10/20/2021 SSBT | -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% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 3MX10Y R 1.321 USD 09/30/2021 CI | -0.01% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| 1.6295 R ISWP US0003M P 07/29/2051 | -0.01% |
| 1.894 R ISWP FWD CDOR03 P 06/15/2031 | -0.01% |
| GBP/USD 09/15/2021 BCAP-FX | -0.01% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.01% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -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 2YX2Y R 1.194 USD 06/22/2023 CI | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NOK/USD 09/15/2021 BANKAM | -0.01% |
| NZD/USD 10/20/2021 GSFX | -0.01% |
| SEK/USD 09/15/2021 SSBT | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 09/15/2021 WPAC | -0.01% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.01% |
| SWPTN 1MX5Y P 0.82 USD 08/26/2021 CI | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.01% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.01% |
| 0.8578 R ISWP US0003M P 07/09/2026 | -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% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.02% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.02% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.02% |
| SEK/USD 09/15/2021 RBSF | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.02% |
| 1.924 R ISWP FWD CDOR03 P 06/15/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.02% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.02% |
| 0.77 R ISWP FWD SES3M P 09/15/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| GBP/USD 09/15/2021 SSBT | -0.02% |
| NOK/USD 09/15/2021 SSBT | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% |
| 1.52 R ISWP US0003M P 06/21/2031 | -0.02% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | -0.02% |
| 1.313 R ISWP US0003M P 07/19/2031 | -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 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NOK/USD 09/15/2021 UBS | -0.02% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.02% |
| GBP/USD 09/15/2021 RBSF | -0.02% |
| GBP/USD 09/15/2021 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% |
| OPTN FN30 2.5 09/07/21 PUT 103.71875 JPMC | -0.02% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| 1.3659 R ISWP US0003M P 02/22/2031 | -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% |
| 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% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | -0.02% |
| SWPTN 7WX10Y P 1.473 USD 08/09/2021 GS | -0.02% |
| UKRPI P 3.34 R 03/15/28 | -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% |
| CPURNSA P 2.67 R 05/12/31 | -0.02% |
| EUR/USD 09/15/2021 GSFX | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| SWPTN 3MX10Y R 1.67 USD 08/18/2021 BA | -0.02% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.02% |
| 1.337 R ISWP US0003M P 07/08/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.02% |
| 1.461 R ISWP US0003M P 06/11/2031 | -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% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% |
| 1.4425 R ISWP US0003M P 06/15/2031 | -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% |
| 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% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.03% |
| 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.03% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.03% |
| EUR/USD 09/15/2021 HSBCB | -0.03% |
| JPY/USD 08/18/2021 UBS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.03% |
| 0.975 R ISWP FWD SONIA P 09/15/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CPURNSA P 2.686 R 04/01/31 | -0.03% |
| 1.4255 R ISWP US0003M P 02/24/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| GBP/USD 09/15/2021 JPMCB | -0.03% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.03% |
| SWPTN 2YX10Y R 1.005 USD 05/25/2023 CI | -0.03% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% |
| NOK/USD 09/15/2021 TDBK | -0.04% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| GBP/USD 09/15/2021 MSCIL | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.04% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.04% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.04% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| EUR/USD 09/15/2021 BANKAM | -0.04% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.04% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| NOK/USD 09/15/2021 MSCIL | -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 GS | -0.04% |
| 1.4365 R ISWP US0003M P 07/02/2031 | -0.04% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.04% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.04% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.04% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.05% |
| 1.448 R ISWP US0003M P 06/23/2031 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.05% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.05% |
| SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.05% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.05% |
| SWPTN 5YX10Y P 1.6125 USD 08/27/2024 UB | -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% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.06% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.06% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.06% |
| EUR/USD 09/15/2021 JPMCB | -0.06% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.06% |
| EUR/USD 09/15/2021 UBS | -0.06% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.06% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.06% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| SEK/USD 09/15/2021 GSFX | -0.07% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.07% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.07% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.07% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.07% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.07% |
| 1.45 R ISWP FWD SOFRRATE P 09/15/2031 | -0.07% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.08% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.08% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.08% |
| SWPTN 20MX5Y R 1.3 USD 08/27/2021 UB | -0.08% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.08% |
| GBP/USD 09/15/2021 GSFX | -0.08% |
| EUR/USD 09/15/2021 MSCIL | -0.08% |
| SEK/USD 09/15/2021 UBS | -0.08% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.09% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.09% |
| SWPTN 3MX10Y P 1.5275 USD 09/14/2021 BA | -0.10% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.10% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.10% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.11% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.11% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.11% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.11% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.11% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.11% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.12% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.12% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.12% |
| NOK/USD 09/15/2021 GSFX | -0.12% |
| SWPTN 3MX10Y R 1.5275 USD 09/14/2021 BA | -0.12% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.12% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.12% |
| GNMA GII30 TBA 03.5000 08/01/2051 | -0.12% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.12% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.13% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.14% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.14% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.14% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.14% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.14% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.14% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.15% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.15% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.15% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.15% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.16% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.16% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.16% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.19% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.21% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.22% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.23% |
| CPURNSA P 2.79 R 04/15/26 | -0.24% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.25% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.26% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.35% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.36% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.36% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.41% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.45% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.46% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.46% |
| CPTFEMU P 1.13 R 05/15/50 | -0.61% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | -0.78% |
| CPTFEMU P 0.935 R 05/15/40 | -0.82% |
| CPTFEMU P 0.93 R 05/15/40 | -0.82% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.87% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -1.15% |
| 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 | -1.88% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2051 | -3.44% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -13.19% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -121.98% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2051 | 14.93% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 07/01/2051 | 14.17% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2051 | 7.15% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2051 | 3.11% |
| FNMA FN30 TBA UMBS 02.5000 08/01/2051 | 2.58% |
| GNMA GII30 TBA 04.0000 07/01/2051 | 2.41% |
| TREASURY BILL 00.0000 08/03/2021 | 2.30% |
| CASH MGMT BILL 00.0000 09/07/2021 | 1.85% |
| FNMA FN30 TBA UMBS 02.0000 08/01/2051 | 1.50% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 1.44% |
| TREASURY BILL 00.0000 08/05/2021 | 1.32% |
| TREASURY BILL 00.0000 07/27/2021 | 1.15% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 1.13% |
| TREASURY BILL 00.0000 10/07/2021 | 1.07% |
| FNMA FN30 TBA UMBS 05.5000 07/01/2051 | 0.93% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.90% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.88% |
| GENERAL MOTORS FINANCIAL CO I 37046TU10 DCP 07/01/2021 | 0.87% |
| CAS 2017-C02 2B1 05.5915 09/25/2029 | 0.72% |
| AMERICAN HONDA FINANCE CORP 02665JWN6 DCP 09/22/2021 | 0.65% |
| TREASURY BILL 00.0000 09/02/2021 | 0.64% |
| CAS 2016-C02 1B 12.3415 09/25/2028 | 0.64% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2051 | 0.58% |
| TREASURY BILL 00.0000 07/20/2021 | 0.58% |
| CAS 2015-C04 1M2 05.7915 04/25/2028 | 0.57% |
| EATON CORP 27805AUC9 DCP 07/12/2021 | 0.54% |
| ENBRIDGE US INC 29251UUL0 DCP 07/20/2021 | 0.54% |
| ENERGY TRANSFER LP 29277EU10 DCP 07/01/2021 | 0.54% |
| REALTY INCOME CORP 75611MU85 DCP 07/08/2021 | 0.54% |
| ROMULUS FUNDING CORP 77619EU73 DCP 07/07/2021 | 0.54% |
| GNR 2021-57 SD IO 06.2066 03/20/2051 | 0.54% |
| GNR 2021-58 SH IO 06.2066 04/20/2051 | 0.54% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.52% |
| PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.52% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.51% |
| CFCRE 2011-C2 E P/P 144A 05.9710 12/15/2047 | 0.50% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.49% |
| AUTONATION INC 05330LU19 DCP 07/01/2021 | 0.49% |
| BASF SE 05526LUF2 DCP 07/15/2021 | 0.49% |
| CWALT 2005-59 1A1 00.7510 11/20/2035 | 0.48% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.48% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.48% |
| TREASURY BILL 00.0000 07/06/2021 | 0.46% |
| HEALTHPEAK PROPERTIES INC 42250QU74 DCP 07/07/2021 | 0.45% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.44% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.44% |
| STACR 2015-DNA2 B 07.6415 12/25/2027 | 0.44% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.44% |
| STACR 2015-DNA3 B 09.4415 04/25/2028 | 0.43% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.42% |
| REPUBLIC OF GHANA P/P 144A 07.7500 04/07/2029 | 0.42% |
| WFRBS 2013-C15 D 144A 04.6455 08/15/2046 | 0.42% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.41% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.41% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.40% |
| HUMANA INC 44486HVP5 DCP 08/23/2021 | 0.40% |
| SUNCOR ENERGY INC 86723AUU4 DCP 07/28/2021 | 0.40% |
| GSMS 2014-GC24 D 144A 04.6690 09/10/2047 | 0.39% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.38% |
| 2.764 R ISWP US0003M P 02/18/2031 | 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% |
| SWPTN 6MX10Y R 1.869 USD 09/30/2021 GS | 0.36% |
| ATLANTIC ASSET SECURITIZATION 04821TVA0 DCP 08/10/2021 | 0.36% |
| CHARIOT FUNDING LLC 15963TUS6 DCP 07/26/2021 | 0.36% |
| FHR 5051 BI IO 03.0000 11/25/2050 | 0.36% |
| FIDELITY NATIONAL INFORMATION 31621YUC1 DCP 07/12/2021 | 0.36% |
| MITSUBISHI UFJ TRUST & BANKIN 60682YU28 DCP 07/02/2021 | 0.36% |
| TRANSCANADA PIPELINES LTD 89355PUU0 DCP 07/28/2021 | 0.36% |
| VW CREDIT INC 91842JU72 DCP 07/07/2021 | 0.36% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.36% |
| CPTFEMU R 0.655 P 05/15/30 | 0.35% |
| CPTFEMU R 0.6625 P 05/15/30 | 0.34% |
| PLAINS MIDSTREAM CANADA ULC 72651VU18 DCP 07/01/2021 | 0.34% |
| CAS 2016-C03 1B 11.8415 10/25/2028 | 0.34% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.34% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.34% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.34% |
| NHLT 2019-2A M4 144A 05.6822 11/25/2029 | 0.34% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.33% |
| CASH MGMT BILL 00.0000 09/28/2021 | 0.33% |
| GNR 2021-42 SG IO 06.2066 03/20/2051 | 0.33% |
| SAMI 2006-AR7 A1A 00.5115 08/25/2036 | 0.33% |
| REPUBLIC OF GHANA REGS 08.9500 03/26/2051 | 0.32% |
| CAS 2019-HRP1 B1 09.3415 11/25/2039 | 0.32% |
| WFRBS 2012-C10 D 144A 04.5733 12/15/2045 | 0.31% |
| CWALT 2006-OA10 4A1 00.4715 08/25/2046 | 0.31% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.31% |
| GNR 2021-98 SK IO 06.2250 06/20/2051 | 0.30% |
| CPTFEMU R 0.961 P 05/15/40 | 0.30% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.30% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.30% |
| NATIONAL GRID NORTH AMERICA I 63627AUE6 DCP 07/14/2021 | 0.30% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.30% |
| FHR 5122 AI IO 04.5000 07/25/2051 | 0.30% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.30% |
| CMLTI 2007-AMC3 A2D 00.4415 03/25/2037 | 0.30% |
| BASF SE 05526LUG0 DCP 07/16/2021 | 0.29% |
| GNR 2021-77 SM IO 06.2066 05/20/2051 | 0.29% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.29% |
| PROVINCIA DE CORDOBA P/P 144A 03.0000 02/01/2029 | 0.29% |
| GNR 2021-30 KI IO 03.0000 02/20/2051 | 0.29% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.29% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.28% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.28% |
| FNR 2018-44 SA IO 06.1085 06/25/2048 | 0.28% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.28% |
| ARAB REPUBLIC OF EGYPT REGS 05.8750 06/11/2025 | 0.28% |
| GNR 2018-H03 XI IO 02.3155 02/20/2068 | 0.28% |
| OMIR 2018-1A M2 02.9415 07/25/2028 | 0.27% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.27% |
| FNR 2016-96 ST IO 06.0085 12/25/2046 | 0.27% |
| STACR 2015-HQA2 B 10.5915 05/25/2028 | 0.26% |
| JPMBB 2014-C25 D P/P 144A 04.0947 11/15/2047 | 0.26% |
| WFCM 2013-LC12 D 144A 04.4350 07/15/2046 | 0.26% |
| GNR 2020-7 SK IO 05.9566 01/20/2050 | 0.26% |
| ALEXANDRIA REAL ESTATE EQUITI 01527LU78 DCP 07/07/2021 | 0.25% |
| ROMULUS FUNDING CORP 77619EU16 DCP 07/01/2021 | 0.25% |
| UDR INC 90352PUG2 DCP 07/16/2021 | 0.25% |
| ARAB REP OF EGYPT P/P 144A 07.0529 01/15/2032 | 0.25% |
| GNR 2016-H23 NI IO 02.3686 10/20/2066 | 0.25% |
| FNR 2018-38 SA IO 06.1085 06/25/2048 | 0.24% |
| GNR 2018-164 AS IO 06.0066 12/20/2048 | 0.24% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.24% |
| CAS 2016-C01 1B 11.8415 08/25/2028 | 0.24% |
| GNR 2018-H02 EI IO 02.3799 01/20/2068 | 0.24% |
| PLAINS MIDSTREAM CANADA ULC 72651VU75 DCP 07/07/2021 | 0.24% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.24% |
| GNR 2018-H05 BI IO 02.3962 02/20/2068 | 0.24% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.24% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.23% |
| CWALT 2006-OA7 1A2 01.0563 06/25/2046 | 0.23% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.23% |
| GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.23% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.23% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.23% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.22% |
| FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.22% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.22% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.22% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.21% |
| HVMLT 2005-2 1A 00.6134 05/19/2035 | 0.21% |
| GNR 2020-175 NI IO 03.0000 11/20/2050 | 0.21% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.21% |
| VERTIV TLB L+275 02.8505 03/02/2027 | 0.20% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.20% |
| JPMBB 2014-C18 D 144A 04.9599 02/15/2047 | 0.20% |
| PROV BUENOS AIRE P/P 144A 07.8750 06/15/2027 | 0.20% |
| GNR 2021-8 VI IO 03.5000 12/20/2050 | 0.20% |
| FNMA FN30 TBA UMBS 05.0000 07/01/2051 | 0.20% |
| GNR 2018-H02 HI IO 02.3386 01/20/2068 | 0.20% |
| REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.20% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.20% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.20% |
| FHR 4265 SD IO 06.0271 01/15/2035 | 0.20% |
| BCAP 2011-RR3 3A6 02.6397 11/27/2036 | 0.19% |
| CAS 2017-C03 1B1 04.9415 10/25/2029 | 0.19% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.19% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.19% |
| CSMC 2008-C1 AJ 144A 05.9967 02/15/2041 | 0.19% |
| FHR 5093 YI IO 04.5000 12/25/2050 | 0.19% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.19% |
| GNR 2018-H05 AI IO 02.3891 02/20/2068 | 0.19% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.19% |
| GNR 2013-9 S IO 06.6566 01/20/2043 | 0.19% |
| WFRBS 2012-C9 E 144A 04.9694 11/15/2045 | 0.19% |
| GNR 2017-H10 MI IO 01.8499 04/20/2067 | 0.18% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | 0.18% |
| GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.18% |
| ENBRIDGE US INC 29251UUN6 DCP 07/22/2021 | 0.18% |
| ENBRIDGE US INC 29251UV96 DCP 08/09/2021 | 0.18% |
| FIDELITY NATIONAL INFORMATION 31621YV48 DCP 08/04/2021 | 0.18% |
| HEALTHPEAK PROPERTIES INC 42250QUF6 DCP 07/15/2021 | 0.18% |
| HUMANA INC 44486HUN1 DCP 07/22/2021 | 0.18% |
| ROMULUS FUNDING CORP 77619EU99 DCP 07/09/2021 | 0.18% |
| SKANDINAVISKA ENSKILDA BANKEN 83050TWQ0 DCP 09/24/2021 | 0.18% |
| SUNCOR ENERGY INC 86723AUV2 DCP 07/29/2021 | 0.18% |
| TRANSCANADA PIPELINES LTD 89355PV47 DCP 08/04/2021 | 0.18% |
| VW CREDIT INC 91842JUC1 DCP 07/12/2021 | 0.18% |
| NAVISTAR INTERNATIONAL L+350 03.6000 11/06/2024 | 0.18% |
| FNR 2016-62 GS IO 06.0085 09/25/2046 | 0.18% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.18% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.18% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.18% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.17% |
| CSAIL 2015-C1 D 144A 03.9048 04/15/2050 | 0.17% |
| GNR 2017-160 S IO 06.1066 10/20/2043 | 0.17% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.17% |
| DBALT 2006-AR4 A2 00.4715 12/25/2036 | 0.17% |
| GSR 2007-OA1 2A3A 00.4015 05/25/2037 | 0.17% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.17% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.17% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.17% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.16% |
| CAS 2017-C01 1B1 05.8415 07/25/2029 | 0.16% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.16% |
| GNR 2015-H12 AI IO 01.8524 05/20/2065 | 0.16% |
| GNR 2020-61 SF IO 06.3466 07/20/2043 | 0.16% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.16% |
| CWALT 2006-OA10 3A1 00.4715 08/25/2046 | 0.16% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.16% |
| GNR 2018-105 SG IO 06.1566 08/20/2048 | 0.16% |
| GNR 2018-H15 EI IO 01.7023 08/20/2068 | 0.16% |
| AHM 2007-1 GA1C 00.2815 05/25/2047 | 0.16% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.16% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.16% |
| 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 2018-H04 IO IO 02.4793 02/20/2068 | 0.15% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.15% |
| GNR 2015-H15 BI IO 02.1623 06/20/2065 | 0.15% |
| ARAB REP OF EGYPT P/P 144A 05.8750 02/16/2031 | 0.15% |
| BSMF 2006-AR2 2A1 00.5515 09/25/2046 | 0.15% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.15% |
| FNR 2019-34 SL IO 05.9585 07/25/2049 | 0.15% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.15% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.15% |
| GNR 2015-H23 BI IO 01.7460 09/20/2065 | 0.15% |
| STACR 2020-HQA3 B2 10.0915 07/25/2050 | 0.15% |
| GNR 2019-6 SM IO 05.9566 01/20/2049 | 0.14% |
| HUMANA INC 44486HUK7 DCP 07/19/2021 | 0.14% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.14% |
| GNR 2018-H01 XI IO 02.3055 01/20/2068 | 0.14% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.14% |
| GNR 2018-104 SD IO 06.1066 08/20/2048 | 0.14% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.14% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.14% |
| GNR 2017-H18 FI IO 02.2830 09/20/2067 | 0.14% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.14% |
| TREASURY BILL 00.0000 07/13/2021 | 0.14% |
| GNR 2013-152 SJ IO 06.0566 05/20/2041 | 0.14% |
| GNR 2017-H06 BI IO 02.3655 02/20/2067 | 0.14% |
| GNR 2017-H08 NI IO 02.2620 03/20/2067 | 0.14% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.14% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.13% |
| MCAS 2019-01 M10 144A 03.3415 10/15/2049 | 0.13% |
| CAS 2016-C06 1B 09.3415 04/25/2029 | 0.13% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.13% |
| MSC 2012-C4 E 144A 05.6005 03/15/2045 | 0.13% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.13% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 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% |
| JPMBB 2014-C18 E 144A 04.4599 02/15/2047 | 0.13% |
| FNR 2020-12 SK IO 05.9585 03/25/2050 | 0.13% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.13% |
| CAD/USD 07/21/2021 GSFX | 0.13% |
| GNR 2017-H03 HI IO 01.5766 01/20/2067 | 0.13% |
| STACR 2018-HQA2 B2 11.0915 10/25/2048 | 0.13% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.13% |
| CAS 2017-C06 2M2 02.8915 02/25/2030 | 0.13% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.13% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.13% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.13% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.12% |
| GNR 2015-H03 CI IO 01.7070 01/20/2065 | 0.12% |
| GNR 2017-H16 JI IO 02.2406 08/20/2067 | 0.12% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.12% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.12% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.12% |
| GNR 2016-77 SC IO 06.0066 10/20/2045 | 0.12% |
| STACR 2018-DNA3 B2 07.8415 09/25/2048 | 0.12% |
| STACR 2019-DNA2 B2 10.5915 03/25/2049 | 0.12% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.12% |
| GNR 2015-H15 AI IO 01.8033 06/20/2065 | 0.12% |
| GNR 2018-100 S IO 06.1066 07/20/2048 | 0.12% |
| GSAA 2006-8 2A2 00.4515 05/25/2036 | 0.12% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.12% |
| MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.12% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.12% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.12% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.12% |
| FNR 2019-47 SA IO 05.9585 08/25/2049 | 0.12% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.12% |
| STACR 2017-DNA1 B1 05.0415 07/25/2029 | 0.12% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.12% |
| GNR 2017-H20 HI IO 02.1844 10/20/2067 | 0.12% |
| STACR 2016-HQA3 M3 03.9415 03/25/2029 | 0.12% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.12% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.12% |
| GNR 2015-H08 CI IO 01.7856 03/20/2065 | 0.12% |
| ARAB REP OF EGYPT P/P 144A 08.8750 05/29/2050 | 0.12% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.12% |
| CAS 2017-C06 2B1 04.5415 02/25/2030 | 0.11% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.11% |
| GNR 2018-91 SH IO 06.1566 07/20/2048 | 0.11% |
| UKRPI P 3.665 R 12/15/28 | 0.11% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.11% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.11% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.11% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.11% |
| MSBAM 2015-C23 D 144A 04.2822 07/15/2050 | 0.11% |
| ROYAL CARIBBE P/P 144A CV 02.8750 11/15/2023 | 0.11% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.11% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.11% |
| BARCLAYS BANK PLC CCP 06742VN64 DCP 11/03/2021 | 0.11% |
| COMM 2013-CR9 D 144A 04.4125 07/10/2045 | 0.11% |
| FMC CORP 34410WUG5 DCP 07/16/2021 | 0.11% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.11% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.11% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.11% |
| GNR 2017-H16 IO 02.0481 08/20/2067 | 0.11% |
| GNR 2016-H22 AI IO 02.3540 10/20/2066 | 0.11% |
| GNR 2014-4 SG IO 06.0066 01/20/2044 | 0.11% |
| GNR 2017-H12 QI IO 02.2585 05/20/2067 | 0.11% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.11% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.11% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.11% |
| CWALT 2006-OA10 1A1 01.0763 08/25/2046 | 0.10% |
| GNR 2015-H20 BI IO 02.0912 08/20/2065 | 0.10% |
| GNR 2017-H06 MI IO 02.2282 02/20/2067 | 0.10% |
| GNR 2016-H04 HI IO 02.3885 07/20/2065 | 0.10% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.10% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.10% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.10% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.10% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.10% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% |
| BILL.COM P/P 144A CV 00.0000 12/01/2025 | 0.10% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.10% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.10% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.10% |
| CWALT 2006-OA7 1A1 02.2233 06/25/2046 | 0.10% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.10% |
| ARAB REP OF EGYPT P/P 144A 05.7500 05/29/2024 | 0.10% |
| STACR 2019-DNA1 B2 10.8415 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 | 0.10% |
| GNR 2019-125 SG IO 05.9566 10/20/2049 | 0.10% |
| SPRINT CORP 07.6250 03/01/2026 | 0.10% |
| ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.10% |
| GNR 2016-H16 EI IO 02.2774 06/20/2066 | 0.10% |
| GNR 2018-67 SC IO 06.1066 05/20/2048 | 0.10% |
| JPY/USD 08/18/2021 SSBT | 0.10% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.10% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.10% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.09% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.09% |
| STACR 2016-HQA2 M3 05.2415 11/25/2028 | 0.09% |
| GNR 2017-H03 EI IO 02.4633 01/20/2067 | 0.09% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.09% |
| COMM 2014-UBS3 D 144A 04.9268 06/10/2047 | 0.09% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.09% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.09% |
| FHR 4731 QS IO 06.1271 11/15/2047 | 0.09% |
| GNR 2015-H18 BI IO 02.1835 07/20/2065 | 0.09% |
| GNR 2017-H05 CI IO 02.2279 02/20/2067 | 0.09% |
| BMIR 2017-1 B1 144A 04.8415 10/25/2027 | 0.09% |
| MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.09% |
| GNR 2017-H11 TI IO 02.2034 04/20/2067 | 0.09% |
| ENVISION HEALTHCARE TL L+375 03.8543 10/10/2025 | 0.09% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| GNR 2017-H09 IO IO 01.8215 04/20/2067 | 0.09% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.09% |
| STICHTING AK RABOBANK REGS 02.1878 01/24/2044 | 0.09% |
| WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.09% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.09% |
| CWALT 2006-OA10 2A1 00.4715 08/25/2046 | 0.09% |
| GNR 2014-119 SA IO 05.5066 08/20/2044 | 0.09% |
| IOS.FN30.400.14 R USL1M P 01/12/45 CS | 0.09% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.09% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.09% |
| GNR 2014-H25 BI IO 01.6810 12/20/2064 | 0.09% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.09% |
| GNR 2016-H18 IO IO 01.6525 08/20/2066 | 0.09% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.09% |
| STACR 2016-DNA1 B 10.0916 07/25/2028 | 0.09% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.08% |
| 1.5025 R ISWP US0003M P 10/21/2021 | 0.08% |
| BACM 2005-1 C 05.6647 11/10/2042 | 0.08% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.08% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.08% |
| JPALT 2007-A2 12A1 00.2915 06/25/2037 | 0.08% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.08% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.08% |
| CCMFC 2006-4A A2 00.2715 11/25/2047 | 0.08% |
| FHR 4742 S IO 06.1271 12/15/2047 | 0.08% |
| GNR 2015-H23 DI IO 01.8493 09/20/2065 | 0.08% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.08% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.08% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.08% |
| REP OF INDONESIA P/P 144A 06.6250 02/17/2037 | 0.08% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.08% |
| GNR 2016-H08 AI IO 01.6731 08/20/2065 | 0.08% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.08% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.08% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.08% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.08% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 0.08% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.08% |
| CENGAGE LEARNING TLB L+425 05.2441 06/07/2023 | 0.08% |
| FNR 2011-101 SA IO 05.8085 10/25/2041 | 0.08% |
| GNR 2018-H01 IO IO 02.3349 12/20/2067 | 0.08% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.08% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 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% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.08% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.08% |
| CAS 2017-C03 1M2 03.0915 10/25/2029 | 0.08% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.08% |
| GNR 2015-H10 BI IO 01.7999 04/20/2065 | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.08% |
| GNR 2016-H14 IO IO 01.6747 06/20/2066 | 0.08% |
| STACR 2017-DNA2 B1 05.2415 10/25/2029 | 0.08% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.08% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.08% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| GNR 2017-H11 DI IO 01.8540 05/20/2067 | 0.08% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.07% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.07% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.07% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.07% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.07% |
| OKTA INC CV 00.3750 06/15/2026 | 0.07% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.07% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.07% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.07% |
| GNR 2016-H27 EI IO 01.9344 12/20/2066 | 0.07% |
| HMIR 2019-1 M2 144A 03.3415 05/25/2029 | 0.07% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.07% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.07% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.07% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.07% |
| SPRINT CORP 07.8750 09/15/2023 | 0.07% |
| STACR 2020-HQA2 M2 03.1915 03/25/2050 | 0.07% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.07% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.07% |
| CAS 2016-C03 1M2 05.3915 10/25/2028 | 0.07% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.07% |
| GNR 2017-H06 DI IO 01.7759 02/20/2067 | 0.07% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.07% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.07% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.07% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.07% |
| GNR 2015-H24 AI IO 02.1143 09/20/2065 | 0.07% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.07% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.07% |
| SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.07% |
| STACR 2019-DNA3 B2 08.2415 07/25/2049 | 0.07% |
| BWAY CORP TLB L+325 03.3543 04/03/2024 | 0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.07% |
| COMM 2012-CR3 E 144A 04.9079 10/15/2045 | 0.07% |
| CPURNSA P 2.67 R 05/12/31 | 0.07% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.07% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.07% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.07% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.07% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.07% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.07% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.07% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.07% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.07% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.07% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.07% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.07% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.07% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.07% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.07% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 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% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.07% |
| 1.316 R ISWP US0003M P 10/15/2021 | 0.07% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.07% |
| GNR 2014-46 SA IO 06.0066 03/20/2044 | 0.07% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.07% |
| STACR 2018-HQA1 M2 02.3915 09/25/2030 | 0.07% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.06% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.06% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.06% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.06% |
| L BRANDS INC. 06.8750 11/01/2035 | 0.06% |
| OMNICELL INC P/P 144A CV 00.2500 09/15/2025 | 0.06% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.06% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 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% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.06% |
| SWPTN 1YX10Y P 0.765 USD 09/21/2021 BA | 0.06% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.06% |
| BALTA 2005-7 21A1 02.8164 09/25/2035 | 0.06% |
| LABORATOIRE EIMER SELAS REGS 05.0000 02/01/2029 | 0.06% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 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% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.06% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.06% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.06% |
| CAS 2017-C07 1B1 04.0915 05/25/2030 | 0.06% |
| CAS 2018-C06 2B1 04.1915 03/25/2031 | 0.06% |
| CPURNSA P 2.686 R 04/01/31 | 0.06% |
| EUR/USD 09/15/2021 TDBK | 0.06% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.06% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.06% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.06% |
| WAYFAIR INC P/P 144A CV 00.6250 10/01/2025 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 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 03.6915 01/25/2030 | 0.06% |
| CAS 2020-SBT1 1B1 06.8415 02/25/2040 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.06% |
| GNR 2015-H01 BI IO 01.5536 01/20/2065 | 0.06% |
| GNR 2016-H17 KI IO 02.1209 07/20/2066 | 0.06% |
| GNR 2016-H24 JI IO 02.2090 11/20/2066 | 0.06% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% |
| STACR 2017-DNA3 B1 04.5415 03/25/2030 | 0.06% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.06% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.06% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.06% |
| GNR 2017-H02 BI IO 02.4409 01/20/2067 | 0.06% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.06% |
| LYFT INC CV 01.5000 05/15/2025 | 0.06% |
| MOTION BONDCO DAC REGS 04.5000 11/15/2027 | 0.06% |
| ONE CALL TLB L+550 06.2500 04/07/2027 | 0.06% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.06% |
| GNR 2016-H06 CI IO 01.5162 02/20/2066 | 0.06% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.06% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.06% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.06% |
| GNR 2014-H06 BI IO 01.4562 02/20/2064 | 0.06% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.06% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 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% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.06% |
| IOS.FN30.400.10 R USL1M P 01/12/41 GS | 0.06% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.06% |
| REDFIN CORP P/P 144A CV 00.0000 10/15/2025 | 0.06% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.06% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.06% |
| FHR 3919 SA IO 06.4271 09/15/2041 | 0.06% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| GNR 2017-160 AI IO 04.5000 10/20/2047 | 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% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.06% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.06% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.06% |
| CHEGG INC P/P 144A CV 00.0000 09/01/2026 | 0.05% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.05% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.05% |
| INTEGRA LIFE CV 00.5000 08/15/2025 | 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% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.05% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.05% |
| SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.05% |
| TERRIER MEDIA BUYER IN L+350 03.6043 12/17/2026 | 0.05% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.05% |
| TREASURY BILL 00.0000 08/24/2021 | 0.05% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.05% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.05% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.05% |
| CEMEX SAB DE CV P/P 144A 05.4500 11/19/2029 | 0.05% |
| CPTFEMU P 1.71 R 07/15/37 | 0.05% |
| LENDINGTREE P/P 144A CV 00.5000 07/15/2025 | 0.05% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.05% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.05% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.05% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.05% |
| CLUBCORP TLB L+275 02.8973 09/18/2024 | 0.05% |
| CONTINENTAL RESOURCES 03.8000 06/01/2024 | 0.05% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.05% |
| FIVE9 INC P/P 144A CV 00.5000 06/01/2025 | 0.05% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.05% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.05% |
| L BRANDS INC 07.5000 06/15/2029 | 0.05% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0888 06/30/2025 | 0.05% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.05% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.05% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.05% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.05% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.05% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.05% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.05% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 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% |
| GNR 2014-60 SE IO 06.0066 04/20/2044 | 0.05% |
| LIBERTY MEDIA | 0.05% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.05% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.05% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.05% |
| QVC INC 04.3750 09/01/2028 | 0.05% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.05% |
| TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.05% |
| TWILIO INC 03.6250 03/15/2029 | 0.05% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 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% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.05% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.05% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.05% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 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% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.05% |
| ISTAR INC 04.7500 10/01/2024 | 0.05% |
| PG&E CORPORATION 05.0000 07/01/2028 | 0.05% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.05% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.05% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/14/2028 | 0.05% |
| CLEAR CHANNEL OUTDOOR L+350 03.6855 08/21/2026 | 0.05% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.05% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.05% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.05% |
| SOLAR EDGE TECH P/P 144A 00.0000 09/15/2025 | 0.05% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.05% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.05% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.05% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.05% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.05% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.05% |
| STACR 2019-HQA2 B2 11.3415 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% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| ISTAR INC 05.5000 02/15/2026 | 0.05% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.05% |
| SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.05% |
| STACR 2019-FTR3 B2 04.8916 09/25/2047 | 0.05% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.05% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.05% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.05% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.05% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.05% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.05% |
| ZSCALER INC. P/P 144A CV 00.1250 07/01/2025 | 0.05% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.04% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.04% |
| CAS 2017-C07 2B1 04.5415 05/25/2030 | 0.04% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.04% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.04% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.04% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.04% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.04% |
| FHS 311 S1 IO 05.8771 08/15/2043 | 0.04% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.04% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 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% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.04% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.04% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.04% |
| FNR 2010-35 SG IO 06.3085 04/25/2040 | 0.04% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.04% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.04% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.04% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.04% |
| MIDDLEBY CORP P/P 144A CV 01.0000 09/01/2025 | 0.04% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.04% |
| UKRPI P 3.385 R 11/15/24 | 0.04% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.04% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.04% |
| 1.5324 R ISWP US0003M P 03/05/2031 | 0.04% |
| CAS 2016-C04 1B 10.3415 01/25/2029 | 0.04% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.04% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.04% |
| FHS 326 S2 IO 05.8771 03/15/2044 | 0.04% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.04% |
| MBX.FN30.400.09 R USL1M P 01/12/40 BC | 0.04% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.04% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.04% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.04% |
| FHR 5004 SG IO 06.0085 08/25/2050 | 0.04% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.04% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% |
| GNR 2013-182 SY IO 06.0066 12/20/2043 | 0.04% |
| GNR 2014-58 SA IO 06.0066 04/20/2044 | 0.04% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 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% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.04% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 05/27/2028 | 0.04% |
| CMLTI 2007-AMC3 A2B 00.2715 03/25/2037 | 0.04% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.04% |
| FHR 5011 SA IO 06.1585 09/25/2050 | 0.04% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.04% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 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% |
| 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.GII30.500.10 R USL1M P 01/12/41 CS | 0.04% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 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% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.04% |
| OVINTIV INC 06.6250 08/15/2037 | 0.04% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.04% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.04% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.04% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.04% |
| CAD/USD 07/21/2021 UBS | 0.04% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.04% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.04% |
| EUR/USD PUT 1.18 20210823 GSFX | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.04% |
| OMIR 2017-1A M2 144A 04.0915 04/25/2027 | 0.04% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.04% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.04% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.04% |
| AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 0.04% |
| CAS 2017-C07 2M2 02.5915 05/25/2030 | 0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.04% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.04% |
| ELANCO ANIMAL HLTH TLB L+175 01.8503 02/04/2027 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.04% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.04% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.04% |
| PROVINCIA DE BUENOS AIRE REGS 07.8750 06/15/2027 | 0.04% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 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% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.04% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.04% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.04% |
| IOS.FN30.400.10 R USL1M P 01/12/41 JP | 0.04% |
| IOS.FN30.400.14 R USL1M P 01/12/45 GS | 0.04% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.04% |
| PINDUODUO INC USD 00.0000 12/01/2025 | 0.04% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.04% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.04% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.04% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.04% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.04% |
| AIR METHODS CORPORATIO L+350 04.5000 04/12/2024 | 0.04% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.04% |
| CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.04% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.04% |
| DELIVERY HERO AG REGS 01.5000 01/15/2028 | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.04% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.04% |
| GNR 2020-15 CS IO 05.9566 02/20/2050 | 0.04% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.04% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.04% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.04% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.04% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.04% |
| APACHE CORP 05.1000 09/01/2040 | 0.04% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.04% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.04% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.04% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.04% |
| REVANCE THERA CV 01.7500 02/15/2027 | 0.04% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.03% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.03% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.03% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.03% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.03% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.03% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 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% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.03% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.03% |
| DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.03% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 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 2016-75 EI IO 03.5000 08/20/2045 | 0.03% |
| LIVEPERSON IN P/P 144A CV 00.0000 12/15/2026 | 0.03% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.03% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.03% |
| ADIDAS AG P/P 144A 00.0500 09/12/2023 | 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% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.03% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.03% |
| DEUTSCHE WOHNEN SE REGS 00.6000 01/05/2026 | 0.03% |
| EUR/USD 09/15/2021 BCAP-FX | 0.03% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.03% |
| FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.03% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.03% |
| GARDA WORLD SECURITY C L+425 04.3500 10/30/2026 | 0.03% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.03% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 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% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.03% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.3750 12/31/2049 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.03% |
| FILTRATION GROUP TLB L+375 04.5000 03/29/2025 | 0.03% |
| GNR 2013-129 SN IO 06.0566 09/20/2043 | 0.03% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.03% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.03% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.03% |
| REALOGY GROUP P/P 144A CV 00.2500 06/15/2026 | 0.03% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.03% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.03% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.03% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.03% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.03% |
| GNR 2010-20 SC IO 06.0566 02/20/2040 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.03% |
| CONSTELLIUM SE P/P 144A 05.6250 06/15/2028 | 0.03% |
| GNR 2013-99 VS IO 06.0254 07/16/2043 | 0.03% |
| GNR 2020-63 PS IO 06.0066 04/20/2050 | 0.03% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 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% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.03% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% |
| TOTALENERGIES SE REGS 00.5000 12/02/2022 | 0.03% |
| UKRPI P 3.4025 R 03/15/28 | 0.03% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.03% |
| CAS 2018-C04 2B1 04.5915 12/25/2030 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 04.6250 12/01/2030 | 0.03% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% |
| GNR 2019-78 SJ IO 05.9566 06/20/2049 | 0.03% |
| GNR 2019-99 KS IO 05.9566 08/20/2049 | 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% |
| 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% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.03% |
| STACR 2018-HQA2 B1 04.3415 10/25/2048 | 0.03% |
| TWILIO INC 03.8750 03/15/2031 | 0.03% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.03% |
| CAS 2018-C06 2M2 02.1915 03/25/2031 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| EUR/USD 09/15/2021 CITI | 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% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 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% |
| STRU BMOC-8710 SA IO 06.0566 07/20/2050 | 0.03% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.03% |
| WELBILT TLB L+250 02.6043 10/23/2025 | 0.03% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.03% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.03% |
| CENTENE CORP 03.0000 10/15/2030 | 0.03% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.03% |
| HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.03% |
| JPY/USD 08/18/2021 GSFX | 0.03% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.03% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.03% |
| 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% |
| BOEING CO 05.9300 05/01/2060 | 0.02% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.02% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.02% |
| FHR 4945 SL IO 05.9585 01/25/2050 | 0.02% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.02% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 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% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 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% |
| 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 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.02% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 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% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.02% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.02% |
| ADIENT TLB L+350 03.6043 04/01/2028 | 0.02% |
| AXALTA COATING SYS P/P 144A 03.3750 02/15/2029 | 0.02% |
| BMIR 2018-2A B1 P/P 144A 02.7415 08/25/2028 | 0.02% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.02% |
| EMIR 2020-1 B1 144A 02.9415 01/25/2030 | 0.02% |
| FNR 2019-57 KS IO 05.9585 10/25/2049 | 0.02% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 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% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.02% |
| NZD/USD 07/21/2021 GSFX | 0.02% |
| STACR 2019-HQA1 B2 12.3415 02/25/2049 | 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% |
| CAD/USD 07/21/2021 MSCIL | 0.02% |
| CAS 2019-R04 2B1 05.3415 06/25/2039 | 0.02% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.02% |
| GBP/USD 09/15/2021 CITI | 0.02% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 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% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.02% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.02% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.02% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.02% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.02% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.02% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| 1.99 R ISWP CDOR03 P 06/15/2031 | 0.02% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.02% |
| APACHE CORP 04.3750 10/15/2028 | 0.02% |
| AXALTA COAT/BV P/P 144A 04.7500 06/15/2027 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CWALT 2005-38 A3 00.7915 09/25/2035 | 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 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.02% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% |
| NCL CORP LTD P/P 144A CV 05.3750 08/01/2025 | 0.02% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.02% |
| SEA LTD USD 02.3750 12/01/2025 | 0.02% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 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% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| FHR 4839 WS IO 06.0271 08/15/2056 | 0.02% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 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% |
| MBX.FN30.650.67 R USL1M P 01/12/38 GS | 0.02% |
| MCAS 2020-01 M10 144A 03.8415 03/25/2050 | 0.02% |
| ORGANON & CO/ORG P/P 144A 05.1250 04/30/2031 | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.02% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| CAS 2018-C02 2M2 02.2915 08/25/2030 | 0.02% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.02% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.02% |
| GBP/USD PUT 1.37 20210823 MSCIL | 0.02% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.02% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.02% |
| NIO INC P/P 144A 00.5000 02/01/2027 | 0.02% |
| STACR 2020-DNA4 B2 10.0915 08/25/2050 | 0.02% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 3MX10Y R 1.355 USD 08/25/2021 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% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | 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% |
| 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 10.8415 01/25/2029 | 0.02% |
| CAS 2018-C03 1B1 03.8415 10/25/2030 | 0.02% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| EUR/USD 09/15/2021 SSBT | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| IOS.FN30.400.13 R USL1M P 01/12/44 JP | 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% |
| 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% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.02% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.02% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.02% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| CAS 2016-C03 2M2 05.9915 10/25/2028 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.02% |
| EUR/USD 09/15/2021 RBSF | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.02% |
| FNR 2012-36 SN IO 06.3585 04/25/2042 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 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% |
| NZD/USD 07/21/2021 MSCIL | 0.02% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| UKRPI P 3.34 R 03/15/28 | 0.02% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 02/15/2031 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.02% |
| BSCMS 2007-T26 AJ 05.5403 01/12/2045 | 0.02% |
| CLOUDFLARE CV 00.7500 05/15/2025 | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 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% |
| HUBSPOT INC CV 00.3750 06/01/2025 | 0.02% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 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% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.02% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CS | 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% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.02% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.02% |
| WIX LTD P/P 144A 00.0000 08/15/2025 | 0.02% |
| 1.30 R ISWP FWD US0003M P 06/16/2028 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| 21VIANET GROUP INC P/P 144A 00.0000 02/01/2026 | 0.02% |
| CAS 2018-C05 1B1 04.3415 01/25/2031 | 0.02% |
| CIE GENERALE DES ESTABLI REGS 00.0000 01/10/2022 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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% |
| 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 2015-42 LS IO 06.1085 06/25/2045 | 0.02% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.02% |
| GNR 2012-H29 AI IO 01.3877 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.3877 10/20/2062 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| GNR 2019-83 SY IO 06.0066 07/20/2049 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 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 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% |
| ARCHER OBLIGATIONS REGS 00.0000 03/31/2023 | 0.02% |
| ATLAS LUXCO 4 / ALL P/P 144A 04.6250 06/01/2028 | 0.02% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| ENVISTA HLDGS CV 02.3750 06/01/2025 | 0.02% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.02% |
| FNR 2019-5 SA IO 06.0085 03/25/2049 | 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 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| GNR 2018-139 SA IO 06.0566 10/20/2048 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| GNR 2019-96 SY IO 06.0066 08/20/2049 | 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% |
| OPTN FN30 2.5 07/07/21 CALL 103.375 JPMC | 0.02% |
| RH CV 00.0000 09/15/2024 | 0.02% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.02% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.02% |
| UKRPI P 3.34 R 02/15/28 | 0.02% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.01% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.01% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| CAD/USD 07/21/2021 SSBT | 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.10 2059-11-17 500.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 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 04.4415 07/25/2029 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 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% |
| CAS 2015-C02 2M2 04.0915 05/25/2025 | 0.01% |
| CAS 2019-R01 2M2 02.5415 07/25/2031 | 0.01% |
| GBP/USD 09/15/2021 CSI-FX | 0.01% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.01% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.01% |
| JPMCC 2013-LC11 D 04.3055 04/15/2046 | 0.01% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MICROSTRATEGY P/P 144A CV 00.0000 02/15/2027 | 0.01% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.01% |
| STACR 2017-HQA1 M2 03.6415 08/25/2029 | 0.01% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| CAD/USD 07/21/2021 TDBK | 0.01% |
| CAS 2018-C06 1B1 03.8415 03/25/2031 | 0.01% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.01% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.01% |
| EUR/USD 09/15/2021 WPAC | 0.01% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.01% |
| IOS.FN30.350.12 R USL1M P 01/12/43 CS | 0.01% |
| LIBERTY INTER P/P 144A CV 01.7500 09/30/2046 | 0.01% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.01% |
| MBX.FN30.400.09 R USL1M P 01/12/40 DE | 0.01% |
| OMIR 2019-1A B1A 03.5915 07/25/2029 | 0.01% |
| PROVINCIA DE BUENOS AIRE REGS 06.5000 02/15/2023 | 0.01% |
| STACR 2014-DN1 M3 04.5915 02/25/2024 | 0.01% |
| STACR 2020-DNA5 B2 11.5180 10/25/2050 | 0.01% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| 1.465 R ISWP US0003M P 04/15/2031 | 0.01% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | 0.01% |
| CAS 2015-C02 1M2 04.0915 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.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% |
| COMM 2014-CR16 C 05.0905 04/10/2047 | 0.01% |
| EUR/USD 09/15/2021 CSI-FX | 0.01% |
| FIVERR INTL LTD P/P 144A 00.0000 11/01/2025 | 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% |
| GBP/USD 09/15/2021 HSBCB | 0.01% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 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% |
| OPTN FN30 2.5 08/05/21 CALL 103.40625 JPMC | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| SYMRISE AG REGS 00.2375 06/20/2024 | 0.01% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.01% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 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.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| CREE INC P/P CV 01.7500 05/01/2026 | 0.01% |
| DIVERSEY TL L+300 03.1855 09/06/2024 | 0.01% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| FNR 2019-43 JS IO 05.9585 08/25/2049 | 0.01% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 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% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.01% |
| STACR 2020-DNA3 B2 09.4415 06/25/2050 | 0.01% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.01% |
| SWPTN 3MX10Y P 1.67 USD 08/18/2021 BA | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.01% |
| SWPTN 5YX10Y R 1.6125 USD 08/27/2024 UB | 0.01% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.01% |
| TALEND SA P/P CV 01.7500 09/01/2024 | 0.01% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.01% |
| CAS 2017-C04 2M2 02.9415 11/25/2029 | 0.01% |
| CAS 2020-SBT1 1M2 03.7415 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% |
| CHF/USD 09/15/2021 SSBT | 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% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| FNR 2019-73 SC IO 05.9585 12/25/2049 | 0.01% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.01% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.01% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 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% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.5483 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% |
| JPY/USD 08/18/2021 JPMCB | 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% |
| TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.01% |
| UBSBB 2013-C6 B 144A 03.8751 04/10/2046 | 0.01% |
| UKRPI P 3.3875 R 03/15/28 | 0.01% |
| 0.05 R ISWP FWD EUR006M P 09/15/2031 | 0.01% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.01% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% |
| CENTENE CORP 04.6250 12/15/2029 | 0.01% |
| CHF/USD 09/15/2021 JPMCB | 0.01% |
| CHF/USD 09/15/2021 MSCIL | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 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 05.9585 12/25/2049 | 0.01% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% |
| FNR 2019-38 SC IO 05.9585 07/25/2049 | 0.01% |
| GBP/USD 09/15/2021 TDBK | 0.01% |
| GNR 2010-68 SD IO 06.4866 06/20/2040 | 0.01% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.01% |
| IOS.FN30.300.13 R USL1M P 01/12/44 CS | 0.01% |
| IOS.GII30.500.10 R USL1M P 01/12/41 BC | 0.01% |
| JPMCC 2011-C5 D 144A 05.6112 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% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 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 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.01% |
| ATLAS LUXCO 4 P/P 144A 04.6250 06/01/2028 | 0.01% |
| CAS 2015-C01 2M2 04.6415 02/25/2025 | 0.01% |
| CAS 2019-R03 1B1 04.1915 09/25/2031 | 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% |
| 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-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CVR PARTNERS LP P/P 144A 06.1250 06/15/2028 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 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% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.01% |
| IQIYI INC P/P USD 02.0000 04/01/2025 | 0.01% |
| JPMBB 2013-C12 C 04.2355 07/15/2045 | 0.01% |
| JPMBB 2014-C22 C 04.7047 09/15/2047 | 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% |
| SNAP INC CV 00.7500 08/01/2026 | 0.01% |
| STACR 2019-DNA1 M2 02.7415 01/25/2049 | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.01% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | 0.01% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | 0.01% |
| CAD/USD 07/21/2021 WPAC | 0.01% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% |
| CAS 2015-C03 2M2 05.0915 07/25/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.01% |
| COMM 2014-CR17 E 144A 05.0097 05/10/2047 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 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 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 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% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| RMIR 2020-2 B1 07.6915 10/25/2030 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% |
| STEARNS HOLDINGS LLC CLASS B | 0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.01% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | 0.00% |
| AUD/USD 07/21/2021 MSCIL | 0.00% |
| CAD/USD 07/21/2021 BANKAM | 0.00% |
| CAS 2020-R02 2B1 03.0915 01/25/2040 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| FNR 2013-18 SB IO 06.0585 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 2014-163 PI IO 04.0000 10/20/2043 | 0.00% |
| GNR 2016-156 PI IO 03.5000 11/20/2046 | 0.00% |
| GNR 2016-77 SL IO 06.0566 03/20/2043 | 0.00% |
| HUSKY INJECTION MOLDIN L+300 03.1666 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% |
| JPY/USD 08/18/2021 RBSF | 0.00% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.00% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.00% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.00% |
| NZD/USD 07/21/2021 RBSF | 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 2014-HQ3 M3 04.8415 10/25/2024 | 0.00% |
| STACR 2018-DNA1 B1 03.2415 07/25/2030 | 0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.00% |
| SWPTN 3MX10Y R 1.504 USD 09/29/2021 CI | 0.00% |
| TAMKO BUILDING PRODUCT L+300 03.1296 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 03.0989 09/25/2035 | 0.00% |
| WAMU 2005-AR13 A1C3 01.0715 10/25/2045 | 0.00% |
| -0.05 R ISWP FWD CHL6M P 09/15/2031 | 0.00% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CAD/USD 07/21/2021 HSBCB | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.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% |
| 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 2015-134 LI IO 03.5000 05/20/2039 | 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 01.4270 04/23/2023 | 0.00% |
| NZD/USD 07/21/2021 CITI | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 05.0000 12/10/2025 | 0.00% |
| STACR 2019-DNA2 M2 02.5415 03/25/2049 | 0.00% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.00% |
| WR GRACE TLB3 L+200 02.1473 03/30/2028 | 0.00% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.00% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | 0.00% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1LIFE HEALTH CV 03.0000 06/15/2025 | 0.00% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.00% |
| CAS 2015-C01 1M2 04.3915 02/25/2025 | 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 MS | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CONTINENTAL RES 04.5000 04/15/2023 | 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 2018-86 DS IO 06.0085 12/25/2048 | 0.00% |
| FSPC T-57 1AX IO 00.3805 07/25/2043 | 0.00% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 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% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 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% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.00% |
| MSBAM 2013-C10 F 144A 04.2166 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% |
| 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 02.8543 08/14/2024 | 0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.00% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | 0.00% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 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% |
| 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% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | 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% |
| 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% |
| 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 02.5548 10/25/2035 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| CAS 2016-C05 2M2 04.5415 01/25/2029 | 0.00% |
| CAS 2018-C01 1M2 02.3415 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 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.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 CG | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 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% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2994 06/25/2042 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| IHEARTMEDIA TLB L+300 03.1043 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% |
| JPY/USD 08/18/2021 WPAC | 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 04.4964 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 03.3600 08/24/2026 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 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% |
| 0.77 R ISWP FWD SES3M P 09/15/2031 | 0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 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 JP | 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.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 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 BT5534 05.0000 03/20/2050 | 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% |
| 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 00.8915 11/25/2053 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NOK/USD 09/15/2021 HSBCB | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.00% |
| SEK/USD 09/15/2021 JPMCB | 0.00% |
| SEK/USD 09/15/2021 TDBK | 0.00% |
| STACR 2018-HQA2 M2 02.3915 10/25/2048 | 0.00% |
| SWPTN 13WX5Y P 1.724 CAD 08/16/2021 TD | 0.00% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.00% |
| SWPTN 7WX10Y R 1.473 USD 08/09/2021 GS | 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% |
| 0.501 R ISWP FWD EUR006M P 06/16/2051 | 0.00% |
| 1.474 R ISWP FWD CDOR03 P 08/16/2026 | 0.00% |
| 1.70 R ISWP FWD NOKOIB6M P 09/15/2031 | 0.00% |
| 1.819 R ISWP FWD CDOR03 P 06/15/2031 | 0.00% |
| AUD/USD 07/21/2021 CSI-FX | 0.00% |
| CHF/USD 09/15/2021 UBS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.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.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.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 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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-.14 2072-12-15 300.0 12/16/2072 CG | 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 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| EUR/USD CALL 1.29 20210823 GSFX | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3792 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% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 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% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| NZD/USD 07/21/2021 BCAP-FX | 0.00% |
| NZD/USD 07/21/2021 UBS | 0.00% |
| NZD/USD 07/21/2021 WPAC | 0.00% |
| SEK/USD 09/15/2021 BCAP-FX | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | -0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | -0.00% |
| 1.864 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| 2.074 R ISWP US0003M P 04/15/2051 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| HKD/USD 08/18/2021 SSBT | -0.00% |
| SEK/USD 09/15/2021 BANKAM | -0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.00% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.4425 R ISWP US0003M P 06/15/2031 | -0.00% |
| 2.011 R ISWP US0003M P 04/15/2041 | -0.00% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.00% |
| AUD/USD 07/21/2021 BANKAM | -0.00% |
| CHF/USD 09/15/2021 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.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 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| NOK/USD 09/15/2021 JPMCB | -0.00% |
| NZD/USD 07/21/2021 HSBCB | -0.00% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | -0.00% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.00% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.00% |
| 1.4255 R ISWP US0003M P 02/24/2031 | -0.00% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.00% |
| 1.894 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| AUD/USD 07/21/2021 UBS | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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-.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% |
| 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 07/21/2021 SSBT | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.00% |
| SWPTN 5WX5Y R 0.98 USD 07/26/2021 CI | -0.00% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.00% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.00% |
| 1.461 R ISWP US0003M P 06/11/2031 | -0.00% |
| AUD/USD 07/21/2021 HSBCB | -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.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 MS | -0.00% |
| NOK/USD 09/15/2021 SSBT | -0.00% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.00% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.00% |
| SWPTN 2YX10Y R 1.005 USD 05/25/2023 CI | -0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.00% |
| SWPTN 3MX10Y P 1.8775 USD 09/02/2021 BA | -0.00% |
| SWPTN 5WX5Y P 0.98 USD 07/26/2021 CI | -0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.00% |
| 1.448 R ISWP US0003M P 06/23/2031 | -0.00% |
| 1.924 R ISWP FWD CDOR03 P 06/15/2031 | -0.00% |
| CAD/USD 07/21/2021 CITI | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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.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 09/15/2021 BANKAM | -0.00% |
| SEK/USD 09/15/2021 MSCIL | -0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 3MX10Y P 1.897 USD 09/03/2021 BA | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.00% |
| SWPTN 7WX10Y P 1.473 USD 08/09/2021 GS | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| AUD/USD 07/21/2021 RBSF | -0.01% |
| CAD/USD 07/21/2021 RBSF | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD CALL 1.4198 20210823 MSCIL | -0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.01% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.01% |
| SWPTN 3MX10Y P 1.88 USD 08/27/2021 BA | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.52 R ISWP US0003M P 06/21/2031 | -0.01% |
| 1.83 R ISWP FWD NFIX3MID P 09/15/2031 | -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% |
| IOS.FN30.450.10 P USL1M R 01/12/41 JP | -0.01% |
| JPY/USD 08/18/2021 CITI | -0.01% |
| NOK/USD 09/15/2021 BANKAM | -0.01% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.01% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| 2.3075 R ISWP FWD US0003M P 06/22/2052 | -0.01% |
| CAD/USD 07/21/2021 BCAP-FX | -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% |
| CPURNSA P 2.79 R 04/15/26 | -0.01% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 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% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.01% |
| 1.84 R ISWP FWD CDOR03 P 09/15/2031 | -0.01% |
| CAD/USD 07/21/2021 CSI-FX | -0.01% |
| CHF/USD 09/15/2021 HSBCB | -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% |
| SWPTN 3MX10Y P 1.504 USD 09/29/2021 CI | -0.01% |
| SWPTN 3MX10Y R 1.67 USD 08/18/2021 BA | -0.01% |
| -0.16 R ISWP FWD CHL6M P 06/16/2031 | -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% |
| GBP/USD 09/15/2021 BCAP-FX | -0.01% |
| OPTN FN30 2.5 07/07/21 PUT 103.375 JPMC | -0.01% |
| SEK/USD 09/15/2021 SSBT | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -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% |
| JPY/USD 08/18/2021 BANKAM | -0.01% |
| NOK/USD 09/15/2021 UBS | -0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 09/15/2021 SSBT | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| SEK/USD 09/15/2021 RBSF | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.01% |
| 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| EUR/USD CALL 1.2114 20210823 GSFX | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | -0.01% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.01% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| AUD/USD 07/21/2021 CITI | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 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 TDBK | -0.01% |
| MBX.FN30.600.08 P USL1M R 01/12/39 GS | -0.01% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.01% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -0.02% |
| 1.55 R ISWP FWD AUDBB6M P 09/15/2031 | -0.02% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.02% |
| GBP/USD 09/15/2021 WPAC | -0.02% |
| JPY/USD 08/18/2021 HSBCB | -0.02% |
| JPY/USD 08/18/2021 MSCIL | -0.02% |
| SWPTN 3MX10Y R 1.5275 USD 09/14/2021 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| JPY/USD 08/18/2021 BCAP-FX | -0.02% |
| OPTN FN30 2.5 08/05/21 PUT 103.40625 JPMC | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| 0.68 R ISWP FWD US0003M P 09/08/2021 | -0.02% |
| GBP/USD 09/15/2021 UBS | -0.02% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| CAD/USD 07/21/2021 JPMCB | -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 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| NOK/USD 09/15/2021 MSCIL | -0.02% |
| NOK/USD 09/15/2021 TDBK | -0.02% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.02% |
| SWPTN 9MX10Y P 2.317 USD 12/30/2021 GS | -0.02% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.02% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.02% |
| AUD/USD 07/21/2021 BCAP-FX | -0.02% |
| AUD/USD 07/21/2021 TDBK | -0.02% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.02% |
| EUR/USD 09/15/2021 GSFX | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.02% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.02% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.02% |
| 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 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| AUD/USD 07/21/2021 JPMCB | -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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| 1.525 R ISWP US0003M P 03/15/2031 | -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% |
| GBP/USD 09/15/2021 RBSF | -0.03% |
| MBX.FN30.500.09 P USL1M R 01/12/40 GS | -0.03% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.03% |
| EUR/USD 09/15/2021 HSBCB | -0.03% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.03% |
| IOS.FN30.500.10 P USL1M R 01/12/41 CS | -0.03% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.03% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.03% |
| AUD/USD 07/21/2021 GSFX | -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% |
| 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 5YX10Y P 1.6125 USD 08/27/2024 UB | -0.03% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.03% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.03% |
| 0.975 R ISWP FWD SONIA P 09/15/2031 | -0.03% |
| AUD/USD 07/21/2021 SSBT | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.03% |
| SWPTN 3MX10Y P 1.5275 USD 09/14/2021 BA | -0.03% |
| SWPTN 1YX10Y R 0.765 USD 09/21/2021 BA | -0.03% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.03% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -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% |
| GBP/USD 09/15/2021 JPMCB | -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% |
| 1.45 R ISWP FWD SOFRRATE P 09/15/2031 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| EUR/USD 09/15/2021 BANKAM | -0.04% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -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% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.04% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| CPTFEMU R 1.4375 P 09/15/23 | -0.04% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% |
| CPTFEMU R 1.4413 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4425 P 09/15/23 | -0.04% |
| CPTFEMU R 1.4438 P 09/15/23 | -0.04% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.04% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.04% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.04% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.05% |
| IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.05% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.05% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.05% |
| 0.571 R ISWP FWD US0003M P 10/15/2021 | -0.05% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.05% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.05% |
| GBP/USD 09/15/2021 MSCIL | -0.05% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.05% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.05% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -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% |
| SEK/USD 09/15/2021 GSFX | -0.05% |
| EUR/USD 09/15/2021 JPMCB | -0.06% |
| EUR/USD 09/15/2021 UBS | -0.06% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.06% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.06% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.06% |
| NOK/USD 09/15/2021 GSFX | -0.06% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.06% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.06% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.06% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.06% |
| IOS.GII30.500.10 P USL1M R 01/12/41 JP | -0.06% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.06% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.06% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.06% |
| SEK/USD 09/15/2021 UBS | -0.07% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.07% |
| JPY/USD 08/18/2021 UBS | -0.07% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.07% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.08% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.08% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.08% |
| EUR/USD 09/15/2021 MSCIL | -0.08% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.08% |
| IOS.FN30.350.12 P USL1M R 01/12/43 GS | -0.08% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.08% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.08% |
| GBP/USD 09/15/2021 GSFX | -0.09% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.09% |
| IOS.FN30.400.10 P USL1M R 01/12/41 BC | -0.09% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.09% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.09% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.10% |
| MBX.FN30.650.67 P USL1M R 01/12/38 DE | -0.10% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.10% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.10% |
| 0.30 R ISWP US0003M P 07/14/2025 | -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% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.10% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.10% |
| GNMA GII30 TBA 03.5000 07/01/2051 | -0.11% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.12% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.12% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.12% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.12% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.12% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.13% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.14% |
| SWPTN 6MX10Y R 1.519 USD 09/30/2021 GS | -0.14% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.14% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.15% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.16% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.16% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.17% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.17% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.17% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.18% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.21% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.22% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.25% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | -0.26% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.31% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.33% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | -0.36% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.38% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.39% |
| CPTFEMU P 1.13 R 05/15/50 | -0.44% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.44% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.50% |
| CPTFEMU P 0.935 R 05/15/40 | -0.63% |
| CPTFEMU P 0.93 R 05/15/40 | -0.64% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.87% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.97% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -1.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.61% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.80% |
| FNMA FN30 TBA UMBS 02.0000 07/01/2051 | -4.07% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -12.34% |
| US 2YR NOTE (CBT) SEP21 TUU1 | -116.31% |
Fixed income statistics as of 09/30/21
| Average effective maturity | 1.05 yrs. |
|---|---|
| Average effective duration | 0.31 yrs. |
| Average yield to maturity | 11.79% |
| Average coupon | 5.52% |
Sector weightings as of 09/30/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 0.01% | 0.00 | 28.10% | 0.73 | 28.11% | 0.73 |
| Agency CMO | 25.17% | 0.80 | 0.00% | 0.00 | 25.17% | 0.80 |
| Commercial MBS | 6.35% | 0.17 | 15.71% | 0.08 | 22.06% | 0.25 |
| High-yield corporate bonds | 13.01% | 0.50 | 0.00% | 0.00 | 13.01% | 0.50 |
| Emerging-market bonds | 12.80% | 0.78 | 0.00% | 0.00 | 12.80% | 0.78 |
| Residential MBS (non-agency) | 12.00% | 0.45 | 0.00% | 0.00 | 12.00% | 0.45 |
| Convertible securities | 6.12% | 0.12 | 0.00% | 0.00 | 6.12% | 0.12 |
| Bank loans | 2.13% | 0.08 | 0.00% | 0.00 | 2.13% | 0.08 |
| Investment-grade corporate bonds | 1.83% | 0.15 | 0.00% | 0.00 | 1.83% | 0.15 |
| Asset-backed securities (ABS) | 0.42% | 0.01 | 0.00% | 0.00 | 0.42% | 0.01 |
| Equity investments | 0.00% | 0.00 | 0.00% | 0.00 | 0.00% | 0.00 |
| Interest rate swaps | 0.00% | 0.00 | 0.00% | 2.42 | 0.00% | 2.42 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -3.24 | 0.00% | -3.24 |
| Net cash | 20.14% | 0.00 | 0.00% | 0.00 | 20.14% | 0.00 |
Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest-rate swap sectors where effective duration is displayed. Spread duration estimates the price sensitivity of a specific sector or asset class to a 100 basis-point movement, 1%, (either widening or narrowing) in its yield spread relative to Treasuries. Effective duration provides a measure of a portfolio's interest-rate sensitivity. The longer a portfolio's duration, the more sensitive the portfolio is to shifts in the interest rates. Allocations may not total 100% of net assets because the table includes the notional value of derivatives (the economic value for purposes of calculating periodic payment obligations), in addition to the market value of securities.
Maturity detail as of 09/30/21
| 0 - 1 yr. | 6.30% |
|---|---|
| 1 - 5 yrs. | 81.65% |
| 5 - 10 yrs. | 6.68% |
| 10 - 15 yrs. | 3.02% |
| Over 15 yrs. | 2.35% |
Quality rating as of 09/30/21
| AAA | 64.67% |
|---|---|
| AA | 0.93% |
| A | 8.02% |
| BBB | 5.25% |
| BB | 14.70% |
| B | 11.31% |
| CCC and Below | 9.13% |
| Not Rated | -14.01% |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Emerging-market securities carry illiquidity and volatility risks. Lower-rated bonds may offer higher yields in return for more risk. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Risks associated with derivatives include increased investment exposure (which may be considered leverage) and, in the case of over-the-counter instruments, the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Unlike bonds, funds that invest in bonds have fees and expenses. The value of investments in the fund's portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, geography, industry or sector. International investing involves currency, economic, and political risks. These and other factors may lead to increased volatility and reduced liquidity in the fund's portfolio holdings. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Credit qualities are shown as a percentage of the fund's net assets. A bond rated BBB or higher (A-3 or higher, for short-term debt) is considered investment grade. This chart reflects the highest security rating provided by one or more of Standard & Poor’s, Moody’s, and Fitch. To-be-announced (TBA) mortgage commitments, if any, are included based on their issuer ratings. Ratings may vary over time. Cash, derivative instruments, and net other assets are shown in the not-rated category. Payables and receivables for TBA mortgage commitments are included in the not-rated category and may result in negative weights. The fund itself has not been rated by an independent rating agency.
Country allocation as of 09/30/21
| United States | 87.99% |
|---|---|
| Ivory Coast | 1.36% |
| Indonesia | 1.35% |
| Senegal | 1.27% |
| Dominican Republic | 0.98% |
| Argentina | 0.92% |
| Brazil | 0.87% |
| Mexico | 0.81% |
| Canada | 0.67% |
| Other | 3.78% |
1
Expenses
Expense ratio |
Class A | Class B | Class C | Class M | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 0.99% | 1.74% | 1.74% | 1.24% | 1.24% | 0.64% | 0.74% |
| What you pay | 0.99% | 1.74% | 1.74% | 1.24% | 1.24% | 0.64% | 0.74% |
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class M | Class R | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 4.00% | 0.00% | 0.00% | 3.25% | -- | -- | -- |
| $50,000-$99,999 | 4.00% | 0.00% | 0.00% | 2.25% | -- | -- | -- |
| $100,000-$249,999 | 3.25% | -- | 0.00% | 1.25% | -- | -- | -- |
| $250,000-$499,999 | 2.50% | -- | 0.00% | 1.00% | -- | -- | -- |
| $500,000-$999,999 | 0.00% | -- | -- | -- | -- | -- | -- |
| $1M-$4M | 0.00% | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $500,000+) | Class B | Class C | Class M | Class R | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% |