Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, and Putnam Fixed Income Absolute Return Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Income
Diversified Income Trust (Class Y) (PDVYX)
Offering a diversified portfolio of income opportunities since 1988
Skip to
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 |
$6.12
0.00% | $0.00 |
$6.89
02/16/21 |
$6.06
12/20/21 |
Fund facts as of 12/31/21
Total net assets
$1,988.53M
$1,988.53M
Turnover (fiscal year end)
1,277%
1,277%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1710
1710
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) |
How could the yield curve impact risk assets in 2022?
The Fed's policy changes will have implications for the U.S. Treasury market and other financial assets.The Fed’s conundrum — $7 lattes, $5 gas, 0% interest rates
We believe the Fed is likely behind the curve in containing inflation with ultra-low interest rates.$100 oil may be a pipe dream
Oil prices have risen to multi-year highs on surging demand, tight supply, and the crunch on natural gas. We believe it is time to question the current rally.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)
5.87%
Average 5-year annualized return
Total return (%) as of 12/31/21
Annual performance as of 12/31/21
Annualized Total return (%) as of 12/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -6.80% | 1.63% | 2.09% | 3.47% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 0.05% | 1.04% | 1.16% | 0.65% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/21 | -0.33% | - | |
| YTD as of 01/14/22 | 0.82% | - | |
Yield
| Distribution rate before sales charge as of 01/14/22 |
3.92% |
|---|---|
| Distribution rate after sales charge as of 01/14/22 |
3.92% |
| 30-day SEC yield as of 12/31/21 | 4.69% |
Volatility as of 11/30/21
| Standard deviation (3 yrs.) | 9.08% |
|---|
Fixed income statistics as of 11/30/21
| Average effective duration | 1.23 yrs. |
|---|
Lipper rankings as of 11/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 101/108 | 93% |
| 3 yrs. | 85/98 | 86% |
| 5 yrs. | 59/94 | 63% |
| 10 yrs. | 7/32 | 22% |
Morningstar Ratings™ as of 11/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 296 | |
| 3 yrs. | 296 | |
| 5 yrs. | 271 | |
| 10 yrs. | 119 |
Distributions
| Record/Ex dividend date | 12/16/21 |
|---|---|
| Payable date | 12/20/21 |
| 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 01/01/2052 | 20.72% |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 12/01/2051 | 18.59% |
| Fnma Fn30 Tba Umbs 03.0000 12/01/2051 | 8.87% |
| Fnma Fn30 Tba Umbs 05.5000 12/01/2051 | 1.15% |
| Republic Of Senegal Regs 06.7500 03/13/2048 | 0.86% |
| Ivory Coast Regs 06.1250 06/15/2033 | 0.84% |
| Cas 2016-C02 1b 12.3420 09/25/2028 | 0.74% |
| Fnma Fn30 Tba Umbs 04.5000 12/01/2051 | 0.73% |
| Cas 2015-C04 1m2 05.7920 04/25/2028 | 0.70% |
| Gnr 2020-61 Io Io 04.5000 05/20/2050 | 0.67% |
| Top 10 holdings, percent of portfolio | 53.87% |
| Top 10 holdings as of 11/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 12/01/2051 | |
| Fnma Fn30 Tba Umbs 05.5000 12/01/2051 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Cas 2016-C02 1b 12.3420 09/25/2028 | |
| Fnma Fn30 Tba Umbs 04.5000 12/01/2051 | |
| Cas 2015-C04 1m2 05.7920 04/25/2028 | |
| Gnr 2020-61 Io Io 04.5000 05/20/2050 | |
| Holdings represent 53.87% of portfolio | |
| Top 10 holdings as of 10/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 05.5000 11/01/2051 | |
| Fnma Fn30 Tba Umbs 03.0000 12/01/2051 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Cas 2016-C02 1b 12.3393 09/25/2028 | |
| Fnma Fn30 Tba Umbs 04.5000 11/01/2051 | |
| Cas 2015-C04 1m2 05.7893 04/25/2028 | |
| Holdings represent 50.83% of portfolio | |
| Top 10 holdings as of 09/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | |
| 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 | |
| FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 13.11% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 02/01/2052 | 8.09% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2052 | 7.20% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2052 | 6.31% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2052 | 3.54% |
| TREASURY BILL 00.0000 03/17/2022 | 2.09% |
| TREASURY BILL 00.0000 02/10/2022 | 2.04% |
| TREASURY BILL 00.0000 03/03/2022 | 1.85% |
| TREASURY BILL 00.0000 03/10/2022 | 1.69% |
| TREASURY BILL 00.0000 02/03/2022 | 1.63% |
| TREASURY BILL 00.0000 02/17/2022 | 1.52% |
| TREASURY BILL 00.0000 02/24/2022 | 1.51% |
| TREASURY BILL 00.0000 04/07/2022 | 0.99% |
| CAS 2016-C02 1B 12.3528 09/25/2028 | 0.81% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2052 | 0.81% |
| ENERGY TRANSFER LP 29277FA35 DCP 01/03/2022 | 0.80% |
| GNR 2020-61 IO IO 04.5000 05/20/2050 | 0.71% |
| CFCRE 2011-C2 E P/P 144A 05.1863 12/15/2047 | 0.70% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.67% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.67% |
| WFRBS 2013-C15 D 144A 04.5032 08/15/2046 | 0.67% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.67% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.66% |
| FNMA FN30 TBA UMBS 05.5000 01/01/2052 | 0.65% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.60% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.60% |
| CWALT 2005-59 1A1 00.7625 11/20/2035 | 0.60% |
| STACR 2015-DNA2 B 07.6528 12/25/2027 | 0.59% |
| STACR 2015-DNA3 B 09.4528 04/25/2028 | 0.57% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.56% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.56% |
| GSMS 2014-GC24 D 144A 04.5327 09/10/2047 | 0.53% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.52% |
| FHR 5152 MI IO 04.5000 10/25/2051 | 0.52% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.51% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.51% |
| FNR 2021-43 IO IO 02.5000 06/25/2051 | 0.51% |
| GNR 2021-58 SH IO 06.1961 04/20/2051 | 0.50% |
| GNR 2021-57 SD IO 06.1961 03/20/2051 | 0.49% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.48% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.46% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.46% |
| COLLATERALIZED COMMERCIAL PAP 19423KAK0 DCP 01/19/2022 | 0.45% |
| FHR 5051 BI IO 03.0000 11/25/2050 | 0.45% |
| WFRBS 2012-C10 D 144A 04.4117 12/15/2045 | 0.45% |
| CAS 2016-C03 1B 11.8528 10/25/2028 | 0.44% |
| KINGDOM OF MOROCCO REGS 03.0000 12/15/2032 | 0.44% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.42% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.42% |
| CWALT 2006-OA10 4A1 00.4819 08/25/2046 | 0.41% |
| SAMI 2006-AR7 A1A 00.5219 08/25/2036 | 0.41% |
| FNR 2021-77 BI IO 04.5000 11/25/2051 | 0.40% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.39% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.38% |
| CMLTI 2007-AMC3 A2D 00.4519 03/25/2037 | 0.38% |
| GNR 2021-30 KI IO 03.0000 02/20/2051 | 0.36% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.36% |
| FHR 5002 SJ IO 05.9981 07/25/2050 | 0.36% |
| FHR 5122 AI IO 04.5000 07/25/2051 | 0.35% |
| FHR 5142 IC IO 03.5000 09/25/2051 | 0.35% |
| STACR 2015-HQA2 B 10.6028 05/25/2028 | 0.34% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.34% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.33% |
| JPMBB 2014-C18 D 144A 04.7930 02/15/2047 | 0.32% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.32% |
| GNR 2021-42 SG IO 06.1961 03/20/2051 | 0.32% |
| GNR 2021-98 SK IO 06.1961 06/20/2051 | 0.32% |
| PROVINCIA DE CORDOBA P/P 144A 05.0000 02/01/2029 | 0.32% |
| 1.60 R ISWP FWD SOFRRATE P 03/16/2052 | 0.31% |
| FHR 5134 ID IO 04.5000 08/25/2051 | 0.31% |
| FHR 5049 AI IO 04.5000 12/25/2050 | 0.31% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.31% |
| CAS 2016-C01 1B 11.8528 08/25/2028 | 0.30% |
| JPMBB 2014-C25 D P/P 144A 03.9406 11/15/2047 | 0.30% |
| FNR 2016-96 ST IO 05.9981 12/25/2046 | 0.30% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.30% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.30% |
| SWPTN 1YX1Y P 0.5825 USD 10/03/2022 JP | 0.29% |
| BSCMS 2005-PWR7 C 05.2233 02/11/2041 | 0.29% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.29% |
| GNR 2018-H03 XI IO 02.3011 02/20/2068 | 0.29% |
| FNR 2018-44 SA IO 06.0981 06/25/2048 | 0.29% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.28% |
| GNR 2021-122 GI IO 04.5000 11/20/2047 | 0.28% |
| CHENIERE ENERGY PARTNERS 04.5000 10/01/2029 | 0.28% |
| GNR 2020-7 SK IO 05.9461 01/20/2050 | 0.28% |
| GNR 2021-77 SM IO 06.1961 05/20/2051 | 0.28% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.28% |
| FNMA FN30 TBA UMBS 05.0000 01/01/2052 | 0.27% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.27% |
| CSMC 2008-C1 AJ 144A 05.8164 02/15/2041 | 0.27% |
| GNR 2018-H02 EI IO 02.3367 01/20/2068 | 0.27% |
| GNR 2020-175 NI IO 03.0000 11/20/2050 | 0.27% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.27% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.26% |
| GNR 2016-H23 NI IO 02.1201 10/20/2066 | 0.26% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.26% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.26% |
| BCAP 2011-RR3 3A6 02.6517 11/27/2036 | 0.25% |
| GNR 2018-H05 BI IO 02.3406 02/20/2068 | 0.25% |
| MSC 2012-C4 E 144A 05.4122 03/15/2045 | 0.25% |
| FNR 2018-38 SA IO 06.0981 06/25/2048 | 0.25% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.25% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.25% |
| GNR 2021-8 VI IO 03.5000 12/20/2050 | 0.25% |
| HVMLT 2005-2 1A 00.6239 05/19/2035 | 0.25% |
| GNR 2018-164 AS IO 05.9961 12/20/2048 | 0.24% |
| FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.24% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.23% |
| CAS 2017-C01 1B1 05.8528 07/25/2029 | 0.22% |
| APACHE CORP 05.1000 09/01/2040 | 0.22% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.22% |
| FHR 4265 SD IO 05.9903 01/15/2035 | 0.22% |
| CAS 2019-HRP1 B1 09.3528 11/25/2039 | 0.22% |
| GNR 2018-H02 HI IO 02.2947 01/20/2068 | 0.22% |
| FHR 5093 YI IO 04.5000 12/25/2050 | 0.22% |
| AHM 2007-1 GA1C 00.2919 05/25/2047 | 0.22% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.22% |
| CWALT 2006-OA10 3A1 00.4819 08/25/2046 | 0.22% |
| GSR 2007-OA1 2A3A 00.4119 05/25/2037 | 0.21% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.21% |
| GNR 2018-H05 AI IO 02.3715 02/20/2068 | 0.21% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.21% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.21% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.21% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.20% |
| STACR 2020-HQA3 B2 10.1028 07/25/2050 | 0.20% |
| FNR 2016-62 GS IO 05.9981 09/25/2046 | 0.20% |
| GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.20% |
| HEALTHPEAK PROPERTIES INC 42250RAR0 DCP 01/25/2022 | 0.20% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.20% |
| WFCM 2013-LC12 D 144A 04.3055 07/15/2046 | 0.20% |
| CAS 2016-C06 1B 09.3528 04/25/2029 | 0.20% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.20% |
| GNR 2017-160 S IO 06.0961 10/20/2043 | 0.20% |
| GNR 2017-H10 MI IO 01.8228 04/20/2067 | 0.20% |
| MONGOLIA INTL BOND REGS 04.4500 07/07/2031 | 0.19% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.19% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.19% |
| KINGDOM OF JORDAN REGS 05.8500 07/07/2030 | 0.19% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.19% |
| BSMF 2006-AR2 2A1 00.5619 09/25/2046 | 0.19% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.19% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.19% |
| ALBERTSONS COS P/P 144A 03.5000 03/15/2029 | 0.19% |
| GNR 2020-61 SF IO 06.3361 07/20/2043 | 0.19% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.19% |
| KINGDOM OF BAHRAIN REGS 07.3750 05/14/2030 | 0.18% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.18% |
| GNR 2020-H12 IH IO 01.4877 07/20/2070 | 0.18% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.18% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.18% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.18% |
| GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.18% |
| GNR 2013-9 S IO 06.6461 01/20/2043 | 0.18% |
| GNR 2015-H12 AI IO 01.8721 05/20/2065 | 0.17% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.17% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.17% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.17% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.17% |
| STACR 2017-DNA1 B1 05.0528 07/25/2029 | 0.17% |
| GNR 2018-H04 IO IO 02.3553 02/20/2068 | 0.17% |
| PETROLEOS DEL PERU SA REGS 04.7500 06/19/2032 | 0.17% |
| STACR 2019-DNA2 B2 10.6028 03/25/2049 | 0.17% |
| GNR 2017-H18 FI IO 02.2226 09/20/2067 | 0.16% |
| GNR 2015-H15 BI IO 01.8950 06/20/2065 | 0.16% |
| HONDURAS GOVERNMENT REGS 05.6250 06/24/2030 | 0.16% |
| MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.16% |
| CAS 2017-C06 2B1 04.5528 02/25/2030 | 0.16% |
| GNR 2018-H01 XI IO 02.2747 01/20/2068 | 0.16% |
| PT PERTAMINA (PERSERO) REGS 06.0000 05/03/2042 | 0.16% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.16% |
| REPUBLIC OF PHILIPPINES USD 03.7500 01/14/2029 | 0.16% |
| UKRAINE GOVERNMENT REGS 06.8760 05/21/2029 | 0.16% |
| GNR 2017-H06 BI IO 02.3345 02/20/2067 | 0.16% |
| GNR 2018-H15 EI IO 01.4942 08/20/2068 | 0.16% |
| FNR 2019-34 SL IO 05.9481 07/25/2049 | 0.16% |
| GNR 2015-H23 BI IO 01.7613 09/20/2065 | 0.16% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.15% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.15% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.15% |
| GSAA 2006-8 2A2 00.4619 05/25/2036 | 0.15% |
| GNR 2018-104 SD IO 06.0961 08/20/2048 | 0.15% |
| GNR 2018-105 SG IO 06.1461 08/20/2048 | 0.15% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.15% |
| FED REPUBLIC OF BRAZIL USD 08.2500 01/20/2034 | 0.15% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.15% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.15% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.15% |
| BSCMS 2005-PWR7 D 05.2233 02/11/2041 | 0.15% |
| JPMBB 2014-C18 E 144A 04.2930 02/15/2047 | 0.15% |
| REPUBLIC OF COLOMBIA USD 07.3750 09/18/2037 | 0.15% |
| STACR 2018-DNA3 B2 07.8528 09/25/2048 | 0.15% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.14% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.14% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.14% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.14% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.14% |
| GNR 2017-H16 JI IO 02.3047 08/20/2067 | 0.14% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.14% |
| FNR 2020-12 SK IO 05.9481 03/25/2050 | 0.14% |
| GNR 2015-H03 CI IO 01.7213 01/20/2065 | 0.14% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.14% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.14% |
| COSTA RICA GOVERNMENT REGS 06.1250 02/19/2031 | 0.14% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.14% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.14% |
| GNR 2016-77 SC IO 05.9961 10/20/2045 | 0.14% |
| GNR 2017-H08 NI IO 02.2422 03/20/2067 | 0.14% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.14% |
| REPUBLIC OF NIGERIA REGS 08.7470 01/21/2031 | 0.14% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.14% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 06/22/2030 | 0.14% |
| GNR 2013-152 SJ IO 06.0461 05/20/2041 | 0.14% |
| ISLAMIC REP OF PAKISTAN REGS 07.3750 04/08/2031 | 0.14% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.13% |
| GNR 2017-H03 HI IO 01.5800 01/20/2067 | 0.13% |
| GNR 2017-H20 HI IO 02.1382 10/20/2067 | 0.13% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.13% |
| STACR 2019-DNA1 B2 10.8528 01/25/2049 | 0.13% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.13% |
| CWALT 2006-OA10 1A1 01.0420 08/25/2046 | 0.13% |
| CWALT 2006-OA7 1A1 02.1812 06/25/2046 | 0.13% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.13% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.13% |
| FNR 2019-47 SA IO 05.9481 08/25/2049 | 0.13% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.13% |
| GNR 2017-H16 IO 02.1568 08/20/2067 | 0.13% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.13% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.13% |
| GNR 2015-H15 AI IO 01.8186 06/20/2065 | 0.13% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.13% |
| GNR 2018-100 S IO 06.0961 07/20/2048 | 0.13% |
| GNR 2015-H08 CI IO 01.7995 03/20/2065 | 0.12% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.12% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.12% |
| GNR 2019-6 SM IO 05.9461 01/20/2049 | 0.12% |
| OKTA INC CV 00.3750 06/15/2026 | 0.12% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.12% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.12% |
| BMIR 2017-1 B1 144A 04.8519 10/25/2027 | 0.12% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.12% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.12% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.12% |
| STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.12% |
| BACM 2005-1 C 05.4820 11/10/2042 | 0.12% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.12% |
| GNR 2019-125 SG IO 05.9461 10/20/2049 | 0.12% |
| REPUBLIC OF GABON REGS 06.6250 02/06/2031 | 0.12% |
| REPUBLIC OF TURKEY USD 07.6250 04/26/2029 | 0.12% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.12% |
| GNR 2016-H22 AI IO 02.1480 10/20/2066 | 0.12% |
| ROYAL CARIBBE CV 02.8750 11/15/2023 | 0.12% |
| STACR 2016-DNA1 B 10.1028 07/25/2028 | 0.12% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.12% |
| ENVISION HEALTHCARE TL L+375 03.8543 10/10/2025 | 0.11% |
| GNR 2018-91 SH IO 06.1461 07/20/2048 | 0.11% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.11% |
| GNR 2015-H20 BI IO 01.8040 08/20/2065 | 0.11% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.11% |
| GNR 2014-4 SG IO 05.9961 01/20/2044 | 0.11% |
| GNR 2017-H06 MI IO 02.2068 02/20/2067 | 0.11% |
| FHR 4742 S IO 06.0903 12/15/2047 | 0.11% |
| GNR 2017-H12 QI IO 02.2366 05/20/2067 | 0.11% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.11% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.11% |
| GNR 2017-H03 EI IO 02.4490 01/20/2067 | 0.11% |
| COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.11% |
| CWALT 2006-OA10 2A1 00.4819 08/25/2046 | 0.11% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.11% |
| STACR 2017-DNA2 B1 05.2528 10/25/2029 | 0.11% |
| CCMFC 2006-4A A2 00.2819 11/25/2047 | 0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.10% |
| JPALT 2007-A2 12A1 00.5019 06/25/2037 | 0.10% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.10% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.10% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.10% |
| GNR 2014-H25 BI IO 01.6880 12/20/2064 | 0.10% |
| GNR 2016-H04 HI IO 02.3824 07/20/2065 | 0.10% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.10% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.10% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.10% |
| GNR 2016-H16 EI IO 02.1975 06/20/2066 | 0.10% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.10% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.10% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.10% |
| GNR 2017-H05 CI IO 02.2526 02/20/2067 | 0.10% |
| GNR 2017-H09 IO IO 01.8187 04/20/2067 | 0.10% |
| GNR 2015-H18 BI IO 01.8760 07/20/2065 | 0.10% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.10% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.10% |
| PETRONAS CAPITAL LTD REGS 02.4800 01/28/2032 | 0.10% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.10% |
| GNR 2016-H18 IO IO 01.6731 08/20/2066 | 0.10% |
| OVINTIV INC 07.3750 11/01/2031 | 0.10% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.10% |
| FHR 4731 QS IO 06.0903 11/15/2047 | 0.10% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.10% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.10% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.10% |
| 0.90 R ISWP FWD SOFRRATE P 03/16/2024 | 0.10% |
| GNR 2018-67 SC IO 06.0961 05/20/2048 | 0.10% |
| QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.10% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.10% |
| GNR 2017-H11 TI IO 02.1857 04/20/2067 | 0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.09% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.09% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.09% |
| STACR 2019-DNA3 B2 08.2528 07/25/2049 | 0.09% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.09% |
| GNR 2014-119 SA IO 05.4961 08/20/2044 | 0.09% |
| GNR 2015-H23 DI IO 01.8570 09/20/2065 | 0.09% |
| GNR 2016-H14 IO IO 01.6917 06/20/2066 | 0.09% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.09% |
| GNR 2018-H01 IO IO 02.2169 12/20/2067 | 0.09% |
| JPY/USD 02/16/2022 SSBT | 0.09% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.09% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.09% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.09% |
| SOUTHWESTERN ENERGY CO 04.7500 02/01/2032 | 0.09% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.09% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.09% |
| BATH & BODY WORKS INC. 06.8750 11/01/2035 | 0.09% |
| CAS 2020-SBT1 1B1 06.8528 02/25/2040 | 0.09% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.09% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.09% |
| GNR 2017-H11 DI IO 01.8427 05/20/2067 | 0.09% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.09% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.08% |
| CAS 2017-C07 1B1 04.1019 05/25/2030 | 0.08% |
| CAS 2018-C06 2B1 04.2028 03/25/2031 | 0.08% |
| STACR 2017-DNA3 B1 04.5528 03/25/2030 | 0.08% |
| CAS 2017-C05 1B1 03.7028 01/25/2030 | 0.08% |
| GNR 2015-H10 BI IO 01.8317 04/20/2065 | 0.08% |
| REPUBLIC OF BELARUS REGS 06.2000 02/28/2030 | 0.08% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.08% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.08% |
| GNR 2015-H24 AI IO 01.7862 09/20/2065 | 0.08% |
| GNR 2016-H08 AI IO 01.5763 08/20/2065 | 0.08% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.08% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.08% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.08% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.08% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.08% |
| LABORATOIRE EIMER SELAS REGS 05.0000 02/01/2029 | 0.08% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.08% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.08% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.08% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.08% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.08% |
| VAIL RESORTS CV 00.0000 01/01/2026 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.08% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.08% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.08% |
| ROMANIA REGS 03.0000 02/14/2031 | 0.08% |
| AUD/USD 01/19/2022 SSBT | 0.08% |
| FNR 2011-101 SA IO 05.7981 10/25/2041 | 0.08% |
| GNR 2016-H27 EI IO 01.8918 12/20/2066 | 0.08% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.08% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.08% |
| PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.08% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.08% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.08% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.08% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.08% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.08% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.08% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.08% |
| BALTA 2005-7 21A1 02.6305 09/25/2035 | 0.08% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.08% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.08% |
| SWPTN 1YX10Y P 1.529 USD 09/13/2022 CI | 0.08% |
| TERRIER MEDIA BUYER IN L+350 03.6043 12/17/2026 | 0.08% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.07% |
| GNR 2017-H06 DI IO 01.7915 02/20/2067 | 0.07% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.07% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.07% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.07% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.07% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.07% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.07% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.07% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.07% |
| WAYFAIR INC CV 00.6250 10/01/2025 | 0.07% |
| WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.07% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.07% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.07% |
| FHS 311 S1 IO 05.8403 08/15/2043 | 0.07% |
| GNR 2015-H01 BI IO 01.5701 01/20/2065 | 0.07% |
| ORTHO-CLINICAL DIAGNOS L+325 03.1026 06/30/2025 | 0.07% |
| REPUBLIC OF COLOMBIA USD 06.1250 01/18/2041 | 0.07% |
| TAMKO BUILDING PRODUCT L+300 03.1002 05/03/2026 | 0.07% |
| CLUBCORP TLB L+275 02.9698 09/18/2024 | 0.07% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.07% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.07% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.07% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.07% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.07% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.07% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.07% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.07% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.07% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.07% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.07% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.07% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.07% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.07% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.07% |
| CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.07% |
| CLEAR CHANNEL OUTDOOR L+350 03.6286 08/21/2026 | 0.07% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.07% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.07% |
| GNR 2016-H17 KI IO 01.9292 07/20/2066 | 0.07% |
| GNR 2016-H24 JI IO 02.0049 11/20/2066 | 0.07% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.07% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.07% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.07% |
| CAESARS ENTERTAIN IN P/P 144A 04.6250 10/15/2029 | 0.07% |
| GNR 2017-H02 BI IO 02.4213 01/20/2067 | 0.07% |
| GUARDANT HEAL CV 00.0000 11/15/2027 | 0.07% |
| KLEOPATRA HOLDINGS 2 REGS 06.5000 09/01/2026 | 0.07% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.07% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.07% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.07% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.07% |
| DISH DBS CORPORATION 07.3750 07/01/2028 | 0.07% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.07% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.07% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.06% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.06% |
| GNR 2014-46 SA IO 05.9961 03/20/2044 | 0.06% |
| GNR 2016-H06 CI IO 01.4093 02/20/2066 | 0.06% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.06% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.06% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.06% |
| ULTIMATE SOFTWARE GROU L+525 05.7500 05/03/2027 | 0.06% |
| CAS 2016-C04 1B 10.3528 01/25/2029 | 0.06% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.06% |
| GAP INC/THE P/P 144A 03.8750 10/01/2031 | 0.06% |
| ISTAR INC 05.5000 02/15/2026 | 0.06% |
| LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.06% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.06% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.06% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.06% |
| CAS 2017-C07 2B1 04.5519 05/25/2030 | 0.06% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.06% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.06% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.06% |
| BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.06% |
| BURL STORE CV 02.2500 04/15/2025 | 0.06% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.06% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.06% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.06% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.06% |
| LIBERTY MEDIA | 0.06% |
| PETROLEOS MEXICANOS P/P 144A 06.7000 02/16/2032 | 0.06% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.06% |
| CHEGG INC CV 00.0000 09/01/2026 | 0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.06% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.06% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.06% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.06% |
| SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| FHR 3919 SA IO 06.3903 09/15/2041 | 0.06% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.06% |
| GENESYS TELECOMMUNICAT L+400 04.5440 12/01/2027 | 0.06% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.06% |
| GNR 2014-H06 BI IO 01.4647 02/20/2064 | 0.06% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.06% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.06% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.06% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.06% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.06% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.06% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.06% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.06% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.06% |
| OMNICELL INC CV 00.2500 09/15/2025 | 0.06% |
| PACIRA PHARMA CV 00.7500 08/01/2025 | 0.06% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.06% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.06% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.06% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.06% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.06% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.06% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.06% |
| OVINTIV INC 06.6250 08/15/2037 | 0.06% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.06% |
| TEVA PHARMACEUTICALS NE USD 05.1250 05/09/2029 | 0.06% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.06% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.06% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.05% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.05% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.05% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.05% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.05% |
| UBER TECH INC CV 00.0000 12/15/2025 | 0.05% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.05% |
| ELANCO ANIMAL HLTH TLB L+175 01.8519 02/04/2027 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.05% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.05% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.05% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.05% |
| SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.05% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.05% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.05% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.05% |
| BLOCK INC CV 00.2500 11/01/2027 | 0.05% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.05% |
| CMLTI 2007-AMC3 A2B 00.2819 03/25/2037 | 0.05% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.05% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.05% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.05% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.05% |
| BOEING CO 05.9300 05/01/2060 | 0.05% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.05% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.05% |
| GENERAL ELECTRIC CO 03.5328 12/29/2049 | 0.05% |
| MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 0.05% |
| MCGRAW-HILL ED P/P 144A 08.0000 08/01/2029 | 0.05% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.05% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.05% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% |
| MIDDLEBY CORP CV 01.0000 09/01/2025 | 0.05% |
| BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.05% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.05% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.05% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.05% |
| FNR 2010-35 SG IO 06.2981 04/25/2040 | 0.05% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.05% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.05% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.05% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.05% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.05% |
| TWILIO INC 03.6250 03/15/2029 | 0.05% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.05% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.05% |
| SEA LTD USD 00.2500 09/15/2026 | 0.05% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.05% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.05% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.05% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.05% |
| ALTICE FINANCING P/P 144A 05.0000 01/15/2028 | 0.05% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.05% |
| GNR 2013-182 SY IO 05.9961 12/20/2043 | 0.05% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.05% |
| LYFT INC CV 01.5000 05/15/2025 | 0.05% |
| SOLAR EDGE TECH USD 00.0000 09/15/2025 | 0.05% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.04% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.04% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.04% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% |
| DELIVERY HERO AG REGS 01.5000 01/15/2028 | 0.04% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.04% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.04% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.04% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.04% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.04% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.04% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.04% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.04% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.04% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.04% |
| FHS 326 S2 IO 05.8403 03/15/2044 | 0.04% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.04% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.04% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.04% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.04% |
| NCL CORP LTD P/P 144A CV 01.1250 02/15/2027 | 0.04% |
| PINDUODUO INC USD 00.0000 12/01/2025 | 0.04% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% |
| 1.40 R ISWP FWD SOFRRATE P 03/16/2032 | 0.04% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.04% |
| FHR 5004 SG IO 05.9981 08/25/2050 | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| FHR 5011 SA IO 06.1481 09/25/2050 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.04% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% |
| OMIR 2017-1A M2 144A 04.1019 04/25/2027 | 0.04% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| TOTALENERGIES SE REGS 00.5000 12/02/2022 | 0.04% |
| ZSCALER INC. CV 00.1250 07/01/2025 | 0.04% |
| AUD/USD 01/19/2022 BANKAM | 0.04% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.04% |
| CAS 2018-C04 2B1 04.6028 12/25/2030 | 0.04% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.04% |
| ADIDAS AG 144A 00.0500 09/12/2023 | 0.04% |
| BLOCK INC CV 00.0000 05/01/2026 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.04% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.04% |
| STACR 2018-HQA2 B1 04.3528 10/25/2048 | 0.04% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.04% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.04% |
| AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.04% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.04% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.04% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 05/15/2028 | 0.04% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.04% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.04% |
| TWILIO INC 03.8750 03/15/2031 | 0.04% |
| UNITY SOFT P/P 144A CV 00.0000 11/15/2026 | 0.04% |
| CAS 2018-C06 2M2 02.2028 03/25/2031 | 0.04% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.04% |
| FIVE9 INC CV 00.5000 06/01/2025 | 0.04% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.04% |
| MSBAM 2015-C23 D 144A 04.1435 07/15/2050 | 0.04% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.04% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.04% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.04% |
| CAS 2017-C02 2B1 05.6028 09/25/2029 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.04% |
| CENTENE CORP 03.0000 10/15/2030 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.04% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.04% |
| SPRINT CORP 07.6250 03/01/2026 | 0.04% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.04% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.04% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.04% |
| CANPACK SA/CANPACK U P/P 144A 03.8750 11/15/2029 | 0.04% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.04% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.04% |
| FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.04% |
| ISTAR INC 04.7500 10/01/2024 | 0.04% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.04% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.04% |
| STACR 2020-HQA2 M2 03.2028 03/25/2050 | 0.04% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.03% |
| EMIR 2020-1 B1 144A 02.9519 01/25/2030 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% |
| GNR 2013-99 VS IO 05.9925 07/16/2043 | 0.03% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% |
| GNR 2020-15 CS IO 05.9461 02/20/2050 | 0.03% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.03% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.03% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.03% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.03% |
| YANDEX NV REGS 00.7500 03/03/2025 | 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% |
| CAS 2017-C03 1M2 03.1028 10/25/2029 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.03% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.03% |
| GNR 2010-20 SC IO 06.0461 02/20/2040 | 0.03% |
| GNR 2013-129 SN IO 06.0461 09/20/2043 | 0.03% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.03% |
| 1.695 R ISWP FWD NOKOIB6M P 03/16/2032 | 0.03% |
| CAS 2015-C04 1M2 05.8028 04/25/2028 | 0.03% |
| CAS 2019-R04 2B1 05.3519 06/25/2039 | 0.03% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| NEXI SPA REGS 00.0000 02/24/2028 | 0.03% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.03% |
| STACR 2019-HQA1 B2 12.3528 02/25/2049 | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.03% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.03% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.03% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.03% |
| SOUTHWESTERN ENERGY TLB S+C+250 03.0000 06/08/2027 | 0.03% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.03% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.03% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.03% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.03% |
| GNR 2019-78 SJ IO 05.9461 06/20/2049 | 0.03% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 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% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% |
| GNR 2019-99 KS IO 05.9461 08/20/2049 | 0.03% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.03% |
| MCAS 2020-01 M10 144A 03.8519 03/25/2050 | 0.03% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.03% |
| ORGANON & CO/ORG P/P 144A 05.1250 04/30/2031 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.03% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.03% |
| ZYNGA INC CV 00.0000 12/15/2026 | 0.03% |
| CWALT 2005-38 A3 00.8019 09/25/2035 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.03% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.03% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.03% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.03% |
| STACR 2020-DNA4 B2 10.1028 08/25/2050 | 0.03% |
| STRU BMOC-8710 SA IO 06.0461 07/20/2050 | 0.03% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% |
| UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.03% |
| UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.03% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.03% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.03% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.03% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.03% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.03% |
| GNR 2020-63 PS IO 05.9961 04/20/2050 | 0.03% |
| CAS 2018-C03 1B1 03.8528 10/25/2030 | 0.03% |
| CLOUDFLARE P/P 144A CV 00.0000 08/15/2026 | 0.03% |
| LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.03% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.03% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.03% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% |
| ALTICE FRANCE SA P/P 144A 05.5000 10/15/2029 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.02% |
| CAS 2016-C05 2B 10.8528 01/25/2029 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| FNR 2019-57 KS IO 05.9481 10/25/2049 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.02% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.02% |
| OLYMPUS WTR US HLDG P/P 144A 04.2500 10/01/2028 | 0.02% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.02% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.02% |
| CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.02% |
| COMM 2012-LC4 B 04.9340 12/10/2044 | 0.02% |
| NCL CORP LTD CV 05.3750 08/01/2025 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.02% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.02% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.02% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.02% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.02% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| BSCMS 2007-T26 AJ 05.4304 01/12/2045 | 0.02% |
| DIGITALOCEAN P/P 144A CV 00.0000 12/01/2026 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| FHR 4839 WS IO 05.9903 08/15/2056 | 0.02% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.02% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 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 3MX10Y P 1.9555 USD 02/22/2022 GS | 0.02% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| AUD/USD 01/19/2022 HSBCB | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 02/15/2031 | 0.02% |
| CAS 2018-C05 1B1 04.3528 01/25/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.02% |
| FHR 4945 SL IO 05.9481 01/25/2050 | 0.02% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| IMPINJ INC P/P 144A CV 01.1250 05/15/2027 | 0.02% |
| PERFICIENT IN P/P 144A CV 00.1250 11/15/2026 | 0.02% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 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% |
| CAS 2017-C03 1B1 04.9528 10/25/2029 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.02% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 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% |
| 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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.02% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.02% |
| GSMS 2014-GC18 B 04.8850 01/10/2047 | 0.02% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.02% |
| VNET GROUP INC P/P 144A 00.0000 02/01/2026 | 0.02% |
| WIX LTD USD 00.0000 08/15/2025 | 0.02% |
| 3D SYS CORP P/P 144A CV 00.0000 11/15/2026 | 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.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.02% |
| DISH NETWORK CV 00.0000 12/15/2025 | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.02% |
| OMIR 2019-1A B1B 04.4519 07/25/2029 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.02% |
| ASURION CORP TLB9 L+325 03.3543 07/31/2027 | 0.02% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| FNR 2015-42 LS IO 06.0981 06/25/2045 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| JPMCC 2013-LC11 D 04.1643 04/15/2046 | 0.02% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.02% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.02% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.02% |
| AFFRIM HOLDIN P/P 144A CV 00.0000 11/15/2026 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% |
| BSABS 2005-HE8 M3 02.0519 08/25/2035 | 0.02% |
| CAD/USD 01/19/2022 SSBT | 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 CG | 0.02% |
| ENVISTA HLDGS CV 02.3750 06/01/2025 | 0.02% |
| FNR 2019-5 SA IO 05.9981 03/25/2049 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.02% |
| HUBSPOT INC CV 00.3750 06/01/2025 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.02% |
| MICROSTRATEGY P/P 144A CV 00.0000 02/15/2027 | 0.02% |
| STACR 2018-HQA2 B2 11.1028 10/25/2048 | 0.02% |
| STACR 2020-DNA5 B2 11.5497 10/25/2050 | 0.02% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.02% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.02% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.02% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.02% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.02% |
| 1.27 R ISWP SOFRRATE P 12/30/2031 | 0.02% |
| APACHE CORP 04.6250 11/15/2025 | 0.02% |
| CAS 2018-C06 1B1 03.8528 03/25/2031 | 0.02% |
| CAS 2019-R03 1B1 04.2028 09/25/2031 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.02% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.02% |
| GNR 2012-H29 AI IO 01.3762 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.3762 10/20/2062 | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.02% |
| JPY/USD 02/16/2022 JPMCB | 0.02% |
| NIO INC P/P 144A 00.5000 02/01/2027 | 0.02% |
| OMIR 2019-1A B1A 03.6019 07/25/2029 | 0.02% |
| 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.02% |
| 180 MEDICAL INC P/P 144A 03.8750 10/15/2029 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| CWALT 2006-OA7 1A2 01.0220 06/25/2046 | 0.02% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.02% |
| INTELSAT S.A. TLB3 L+375 08.0000 11/27/2023 | 0.02% |
| REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.02% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.02% |
| SCIL IV LLC / SCIL U P/P 144A 05.3750 11/01/2026 | 0.02% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% |
| WOLFSPEED INC CV 01.7500 05/01/2026 | 0.02% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 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% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.01% |
| GBP/USD 03/16/2022 WPAC | 0.01% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% |
| GNR 2018-139 SA IO 06.0461 10/20/2048 | 0.01% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.01% |
| GNR 2019-83 SY IO 05.9961 07/20/2049 | 0.01% |
| INTEGRA LIFE CV 00.5000 08/15/2025 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| STACR 2014-DN1 M3 04.6028 02/25/2024 | 0.01% |
| STACR 2020-DNA3 B2 09.4528 06/25/2050 | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 6WX10Y P 1.505 USD 01/28/2022 TD | 0.01% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.01% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.01% |
| CAS 2017-C04 2M2 02.9528 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 CG | 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% |
| EUR/USD 03/16/2022 JPMCB | 0.01% |
| EUR/USD 03/16/2022 UBS | 0.01% |
| GBP/USD 03/16/2022 RBSF | 0.01% |
| GBP/USD 03/16/2022 UBS | 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% |
| GNR 2019-96 SY IO 05.9961 08/20/2049 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.4011 02/10/2046 | 0.01% |
| MCAS 2019-01 M10 144A 03.3519 10/15/2049 | 0.01% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | 0.01% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.01% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.01% |
| 0.2529 R ISWP FWD MUTKCALM P 08/29/2043 | 0.01% |
| 1.333 R ISWP FWD SOFRRATE P 01/07/2032 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| 2.59 R ISWP FWD NFIX3MID P 03/16/2032 | 0.01% |
| BBCMS 2019-C5 D 144A 02.5000 11/15/2052 | 0.01% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.01% |
| CAS 2020-SBT1 1M2 03.7528 02/25/2040 | 0.01% |
| CHF/USD 03/16/2022 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% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| FORD MOTOR COMPANY 03.2500 02/12/2032 | 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% |
| JPMBB 2014-C22 C 04.5526 09/15/2047 | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| NOVOCURE LTD USD 00.0000 11/01/2025 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.01% |
| RH CV 00.0000 09/15/2024 | 0.01% |
| TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.01% |
| WFRBS 2012-C9 E 144A 04.8087 11/15/2045 | 0.01% |
| 1.385 R ISWP FWD SOFRRATE P 03/16/2032 | 0.01% |
| CAS 2015-C02 1M2 04.1028 05/25/2025 | 0.01% |
| CENTENE CORP 04.6250 12/15/2029 | 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% |
| CSAIL 2015-C1 D 144A 03.7612 04/15/2050 | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 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% |
| NEXITY SA REGS 00.2500 03/02/2025 | 0.01% |
| OPTION CARE HLTH INC P/P 144A 04.3750 10/31/2029 | 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% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.01% |
| WFCM 2019-C53 D 144A 02.5000 10/15/2052 | 0.01% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.01% |
| 1.30 R ISWP FWD SOFRRATE P 03/16/2029 | 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% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.01% |
| CAS 2019-R01 2M2 02.5528 07/25/2031 | 0.01% |
| CAS 2021-R01 1B2 06.0497 10/25/2041 | 0.01% |
| CD 2017-CD3 C 04.5547 02/10/2050 | 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% |
| FIVERR INTL LTD USD 00.0000 11/01/2025 | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| GSMS 2012-GCJ7 D 144A 05.5424 05/10/2045 | 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% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% |
| UPSTART HOLDI P/P 144A CV 00.2500 08/15/2026 | 0.01% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.01% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.01% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.01% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.01% |
| 0.85 R ISWP FWD SONIA P 03/16/2032 | 0.01% |
| CHF/USD 03/16/2022 GSFX | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| FNR 2019-43 JS IO 05.9481 08/25/2049 | 0.01% |
| FNR 2019-73 SC IO 05.9481 12/25/2049 | 0.01% |
| GBP/USD 03/16/2022 GSFX | 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% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| JPMBB 2013-C12 C 04.0984 07/15/2045 | 0.01% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.01% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.01% |
| RMIR 2020-2 B1 07.7019 10/25/2030 | 0.01% |
| STACR 2019-DNA1 M2 02.7528 01/25/2049 | 0.01% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.01% |
| 0.85 R ISWP FWD SES3M P 03/16/2032 | 0.01% |
| 2.08 R ISWP FWD CDOR03 P 03/16/2032 | 0.01% |
| CAS 2016-C03 1M2 05.4028 10/25/2028 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.01% |
| COMM 2014-CR17 E 144A 04.8476 05/10/2047 | 0.01% |
| COMM 2014-UBS3 D 144A 04.7674 06/10/2047 | 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% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 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% |
| FHR 4937 MS IO 05.9481 12/25/2049 | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2019-38 SC IO 05.9481 07/25/2049 | 0.01% |
| GBP/USD 03/16/2022 BANKAM | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| IQIYI INC USD 02.0000 04/01/2025 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.01% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| STACR 2016-HQA2 M3 05.2528 11/25/2028 | 0.01% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.01% |
| ASBURY AUTOMOTIVE GR P/P 144A 04.6250 11/15/2029 | 0.01% |
| CAS 2017-C06 2M2 02.9028 02/25/2030 | 0.01% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2013-CR9 D 144A 04.2785 07/10/2045 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.3544 03/28/2025 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| STACR 2018-DNA1 B1 03.2528 07/25/2030 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.01% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.01% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.01% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.01% |
| CAS 2020-R02 2B1 03.1028 01/25/2040 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 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 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2014-CR16 C 04.9189 04/10/2047 | 0.01% |
| FILTRATION GROUP CORP L+350 04.0000 10/19/2028 | 0.01% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.01% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.01% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.01% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.01% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.01% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.01% |
| WAMU 2005-AR10 1A3 02.9224 09/25/2035 | 0.01% |
| WAMU 2005-AR13 A1C3 01.0819 10/25/2045 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| AIR CANADA P/P 144A 03.8750 08/15/2026 | 0.00% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% |
| BWAY CORP TLB L+325 03.3543 04/03/2024 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CHF/USD 03/16/2022 BCAP-FX | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.00% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.00% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.00% |
| EUR/USD 03/16/2022 HSBCB | 0.00% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.00% |
| FNR 2017-87 KI IO 05.0000 06/25/2041 | 0.00% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.00% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.00% |
| HCA INC. 05.3750 09/01/2026 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| ISTAR INC. 04.2500 08/01/2025 | 0.00% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 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% |
| NZD/USD 01/19/2022 MSCIL | 0.00% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.00% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.00% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.00% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2019-DNA2 M2 02.5528 03/25/2049 | 0.00% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | 0.00% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| SWPTN 3MX5Y P 1.4075 USD 03/15/2022 MS | 0.00% |
| SWPTN 6WX10Y P 1.8 USD 01/28/2022 TD | 0.00% |
| 1.355 R ISWP SOFRRATE P 12/31/2031 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.00% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.00% |
| ASBURY AUTOMOTIVE GR P/P 144A 05.0000 02/15/2032 | 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% |
| 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% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.00% |
| FNR 2013-18 SB IO 06.0481 10/25/2041 | 0.00% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.00% |
| FSPC T-57 1AX IO 00.3894 07/25/2043 | 0.00% |
| GBP/USD 03/16/2022 JPMCB | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.00% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 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 02.8543 08/14/2024 | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 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% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.00% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.00% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.00% |
| ADIENT TLB L+350 03.6043 04/01/2028 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| BALTA 2005-8 21A1 02.4586 10/25/2035 | 0.00% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CAS 2015-C01 1M2 04.4028 02/25/2025 | 0.00% |
| CAS 2018-C01 1M2 02.3528 07/25/2030 | 0.00% |
| CHF/USD 03/16/2022 BANKAM | 0.00% |
| CHF/USD 03/16/2022 RBSF | 0.00% |
| CIT GROUP INC. 05.2500 03/07/2025 | 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.7 2047-01-17 500.0 01/17/2047 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-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.00% |
| GARDA WORLD SECURITY TLB L+425 04.3400 10/30/2026 | 0.00% |
| GBP/USD 03/16/2022 BCAP-FX | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.00% |
| GNR 2016-77 SL IO 06.0461 03/20/2043 | 0.00% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 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 03.1043 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% |
| JPY/USD 02/16/2022 MSCIL | 0.00% |
| JPY/USD 02/16/2022 RBSF | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MSBAM 2013-C10 F 144A 04.0747 07/15/2046 | 0.00% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 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% |
| NOURYON USA TLB L+300 03.1019 10/01/2025 | 0.00% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.00% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 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% |
| 0.101 R ISWP FWD EUR006M P 12/15/2031 | 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% |
| 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% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BLACKSTONE MTGE TR P/P 144A 03.7500 01/15/2027 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 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% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.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-.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% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.00% |
| EUR/USD 03/16/2022 MSCIL | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| FNR 2018-86 DS IO 05.9981 12/25/2048 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3010 06/25/2042 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JPY/USD 02/16/2022 WPAC | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 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% |
| MSBAM 2013-C11 D 144A 04.3511 08/15/2046 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 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% |
| STACR 2018-HQA2 M2 02.4028 10/25/2048 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| THYSSENKRUPP ELEVATOR L+350 04.0000 07/31/2027 | 0.00% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| -0.451 R ISWP FWD EUR006M P 12/15/2023 | 0.00% |
| 0.451 R ISWP FWD EUR006M P 12/15/2051 | 0.00% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.00% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | 0.00% |
| ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.00% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 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% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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.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-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 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 MS | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| EUR/USD 03/16/2022 BANKAM | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 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% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 0.00% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 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% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MWST 2020-2 A 00.9019 11/25/2053 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PLN/USD 03/16/2022 GSFX | 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% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.00% |
| SWPTN 3MX1Y P 1.8875 USD 03/14/2022 JP | 0.00% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.00% |
| 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% |
| -0.201 R ISWP FWD EUR006M P 12/15/2026 | 0.00% |
| 0.0619 R ISWP MUTKCALM P 02/25/2031 | 0.00% |
| 0.7415 R ISWP SOFRRATE P 12/31/2023 | 0.00% |
| 1.126 R ISWP SOFRRATE P 12/31/2026 | 0.00% |
| 2.04 R ISWP FWD AUDBB6M P 03/16/2032 | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CAS 2015-C02 2M2 04.1028 05/25/2025 | 0.00% |
| CAS 2015-C03 2M2 05.1028 07/25/2025 | 0.00% |
| CHF/USD 03/16/2022 HSBCB | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.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 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 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.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.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.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 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 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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-.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% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.00% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% |
| GNR 2015-131 BI IO 03.5000 06/20/2041 | 0.00% |
| GUARANTEED RATE INC-WTS | 0.00% |
| JPL6M P ISWP MUTKCALM R 02/25/2022 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| NOK/USD 03/16/2022 BANKAM | 0.00% |
| NOK/USD 03/16/2022 JPMCB | 0.00% |
| NOK/USD 03/16/2022 RBSF | 0.00% |
| NOK/USD 03/16/2022 UBS | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| SEK/USD 03/16/2022 BANKAM | 0.00% |
| SEK/USD 03/16/2022 BCAP-FX | 0.00% |
| SEK/USD 03/16/2022 CITI | 0.00% |
| SEK/USD 03/16/2022 GSFX | 0.00% |
| SEK/USD 03/16/2022 HSBCB | 0.00% |
| SEK/USD 03/16/2022 JPMCB | 0.00% |
| SEK/USD 03/16/2022 SSBT | 0.00% |
| SEK/USD 03/16/2022 TDBK | 0.00% |
| SEK/USD 03/16/2022 UBS | 0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 3MX1Y P 2.0875 USD 03/14/2022 JP | 0.00% |
| SWPTN 5YX30Y P 1.71 USD 12/14/2026 GS | 0.00% |
| SWPTN 5YX30Y R 1.71 USD 12/14/2026 GS | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.00% |
| 1.4425 R ISWP SOFRRATE P 12/31/2034 | -0.00% |
| 1.522 R ISWP SOFRRATE P 12/31/2051 | -0.00% |
| 1.541 R ISWP SOFRRATE P 12/31/2041 | -0.00% |
| CHF/USD 03/16/2022 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.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.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 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 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| GBP/USD 03/16/2022 MSCIL | -0.00% |
| SEK/USD 03/16/2022 MSCIL | -0.00% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | -0.00% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.00% |
| SWPTN 3MX1Y P 1.6875 USD 03/14/2022 JP | -0.00% |
| CHF/USD 03/16/2022 JPMCB | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 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 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 03/16/2022 CSI-FX | -0.00% |
| EUR/USD 03/16/2022 WPAC | -0.00% |
| JPY/USD 02/16/2022 GSFX | -0.00% |
| NOK/USD 03/16/2022 GSFX | -0.00% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | -0.00% |
| 1.331 R ISWP SOFRRATE P 12/31/2031 | -0.00% |
| CHF/USD 03/16/2022 CITI | -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.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-.13 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 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% |
| EUR/USD 03/16/2022 CITI | -0.00% |
| EUR/USD 03/16/2022 TDBK | -0.00% |
| NOK/USD 03/16/2022 MSCIL | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.00% |
| 1.148 R ISWP SOFRRATE P 12/31/2026 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.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% |
| EUR/USD 03/16/2022 BCAP-FX | -0.00% |
| NOK/USD 03/16/2022 SSBT | -0.00% |
| NOK/USD 03/16/2022 TDBK | -0.00% |
| SWPTN 3MX10Y P 1.37 USD 03/29/2022 CI | -0.00% |
| SWPTN 3MX5Y P 1.6075 USD 03/15/2022 MS | -0.00% |
| 1.35 R ISWP SOFRRATE P 12/31/2031 | -0.00% |
| CHF/USD 03/16/2022 MSCIL | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| EUR/USD 03/16/2022 GSFX | -0.00% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.00% |
| SWPTN 3YX2Y P 1.39 USD 12/09/2024 BA | -0.00% |
| SWPTN 3YX2Y R 1.39 USD 12/09/2024 BA | -0.00% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.01% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -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 2YX30Y P 1.715 USD 02/01/2023 UB | -0.01% |
| SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 03/16/2022 RBSF | -0.01% |
| GBP/USD 03/16/2022 CSI-FX | -0.01% |
| GBP/USD 03/16/2022 TDBK | -0.01% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.01% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.01% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| 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 02/16/2022 TDBK | -0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.01% |
| SWPTN 3MX10Y R 1.37 USD 03/29/2022 CI | -0.01% |
| 0.343 R ISWP FWD MUTKCALM P 08/29/2043 | -0.01% |
| EUR/USD 03/16/2022 SSBT | -0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.01% |
| SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | -0.01% |
| SWPTN 3MX10Y P 1.557 USD 02/08/2022 GS | -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 MS | -0.01% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | -0.01% |
| 1.5195 R ISWP SOFRRATE P 12/31/2051 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.01% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.01% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -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 03/16/2022 CITI | -0.01% |
| JPY/USD 02/16/2022 CITI | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.01% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | -0.01% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.02% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.02% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.02% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.02% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.02% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.02% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| JPY/USD 02/16/2022 BCAP-FX | -0.02% |
| JPY/USD 02/16/2022 HSBCB | -0.02% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.02% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.02% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 3MX10Y P 1.7355 USD 02/22/2022 GS | -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% |
| SWPTN 3MX10Y R 1.557 USD 02/08/2022 GS | -0.02% |
| SWPTN 6WX10Y P 1.65 USD 01/28/2022 TD | -0.02% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.02% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -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% |
| 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% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| 0.8084 R ISWP FWD MUTKCALM P 08/29/2043 | -0.03% |
| GBP/USD 03/16/2022 HSBCB | -0.03% |
| JPY/USD 02/16/2022 BANKAM | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.03% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.03% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -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 GS | -0.03% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.04% |
| -0.07 R ISWP FWD SARON P 03/16/2032 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.04% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.04% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.04% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.04% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.04% |
| GBP/USD 03/16/2022 SSBT | -0.04% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.04% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.04% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% |
| 0.15 R ISWP FWD EUR006M P 03/16/2032 | -0.04% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.04% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.04% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.04% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.05% |
| CAD/USD 01/19/2022 MSCIL | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.05% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.05% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.05% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | -0.05% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.05% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.05% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.05% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.05% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.05% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.06% |
| JPY/USD 02/16/2022 UBS | -0.06% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.06% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.06% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.06% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.06% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.06% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.06% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.07% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.07% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.07% |
| SWPTN 1YX10Y P 1.849 USD 09/13/2022 CI | -0.07% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.07% |
| AUD/USD 01/19/2022 MSCIL | -0.08% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.08% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.09% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.09% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.09% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.10% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.10% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.11% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.12% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.12% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.13% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.13% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.13% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.13% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.13% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.14% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.14% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.14% |
| NZD/USD 01/19/2022 SSBT | -0.14% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.15% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.15% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.15% |
| GNMA GII30 TBA 03.5000 01/01/2052 | -0.16% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.16% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.16% |
| SWPTN 1YX1Y P 1.0325 USD 10/03/2022 JP | -0.16% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.17% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.18% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.19% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.20% |
| SWPTN 1YX1Y P 0.8075 USD 10/03/2022 JP | -0.23% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.23% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.24% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.29% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.29% |
| 1.25 R ISWP FWD SOFRRATE P 03/16/2027 | -0.31% |
| CPURNSA P 2.78 R 01/15/32 | -0.33% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.34% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.43% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.47% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.48% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.57% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.57% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -1.38% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2052 | -1.54% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.82% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -2.52% |
| US 10YR ULTRA FUT MAR22 UXYH2 | -12.75% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2052 | -19.46% |
| US 2YR NOTE (CBT) MAR22 TUH2 | -144.43% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2051 | 18.59% |
|---|---|
| FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 14.60% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2051 | 8.87% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2051 | 6.12% |
| TREASURY BILL 00.0000 03/17/2022 | 1.88% |
| TREASURY BILL 00.0000 02/10/2022 | 1.83% |
| TREASURY BILL 00.0000 03/03/2022 | 1.66% |
| TREASURY BILL 00.0000 03/10/2022 | 1.52% |
| TREASURY BILL 00.0000 02/03/2022 | 1.47% |
| TREASURY BILL 00.0000 02/17/2022 | 1.36% |
| TREASURY BILL 00.0000 02/24/2022 | 1.36% |
| FNMA FN30 TBA UMBS 05.5000 12/01/2051 | 1.15% |
| GENERAL MOTORS FINANCIAL CO I 37046TZ15 DCP 12/01/2021 | 1.08% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.92% |
| TREASURY BILL 00.0000 04/07/2022 | 0.89% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.85% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.82% |
| CAS 2016-C02 1B 12.3420 09/25/2028 | 0.73% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2051 | 0.73% |
| CAS 2015-C04 1M2 05.7920 04/25/2028 | 0.70% |
| GNR 2020-61 IO IO 04.5000 05/20/2050 | 0.65% |
| CFCRE 2011-C2 E P/P 144A 05.3593 12/15/2047 | 0.63% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.60% |
| WFRBS 2013-C15 D 144A 04.6520 08/15/2046 | 0.60% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.60% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.59% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.59% |
| ENERGY TRANSFER LP 29277EZ15 DCP 12/01/2021 | 0.56% |
| CWALT 2005-59 1A1 00.7511 11/20/2035 | 0.55% |
| ALEXANDRIA REAL ESTATE EQUITI 01527LZ16 DCP 12/01/2021 | 0.54% |
| STACR 2015-DNA2 B 07.6420 12/25/2027 | 0.53% |
| STACR 2015-DNA3 B 09.4420 04/25/2028 | 0.52% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.52% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.51% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.50% |
| AUTONATION INC 05330LZ14 DCP 12/01/2021 | 0.50% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.50% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.48% |
| GSMS 2014-GC24 D 144A 04.6691 09/10/2047 | 0.47% |
| GNR 2021-58 SH IO 06.2089 04/20/2051 | 0.47% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.47% |
| FHR 5152 MI IO 04.5000 10/25/2051 | 0.47% |
| GNR 2021-57 SD IO 06.2089 03/20/2051 | 0.46% |
| CIGNA CORP 12553NZ16 DCP 12/01/2021 | 0.45% |
| REALTY INCOME CORP 75611MZ64 DCP 12/06/2021 | 0.45% |
| FNR 2021-43 IO IO 02.5000 06/25/2051 | 0.44% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.43% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.43% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.42% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.42% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.42% |
| FHR 5051 BI IO 03.0000 11/25/2050 | 0.41% |
| COLLATERALIZED COMMERCIAL PAP 19423KAK0 DCP 01/19/2022 | 0.41% |
| CAS 2016-C03 1B 11.8420 10/25/2028 | 0.40% |
| WFRBS 2012-C10 D 144A 04.5590 12/15/2045 | 0.40% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.39% |
| CAS 2019-HRP1 B1 09.3420 11/25/2039 | 0.39% |
| KINGDOM OF MOROCCO REGS 03.0000 12/15/2032 | 0.38% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.38% |
| SAMI 2006-AR7 A1A 00.5116 08/25/2036 | 0.38% |
| CWALT 2006-OA10 4A1 00.4716 08/25/2046 | 0.38% |
| FNR 2021-77 BI IO 04.5000 11/25/2051 | 0.37% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.36% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.36% |
| CMLTI 2007-AMC3 A2D 00.4416 03/25/2037 | 0.35% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.34% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.34% |
| PROVINCIA DE CORDOBA P/P 144A 05.0000 02/01/2029 | 0.34% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.34% |
| GNR 2021-42 SG IO 06.2089 03/20/2051 | 0.34% |
| FHR 5002 SJ IO 06.0080 07/25/2050 | 0.33% |
| GNR 2021-30 KI IO 03.0000 02/20/2051 | 0.32% |
| FHR 5122 AI IO 04.5000 07/25/2051 | 0.32% |
| HUMANA INC 44486HZ22 DCP 12/02/2021 | 0.32% |
| UDR INC 90352PZ10 DCP 12/01/2021 | 0.32% |
| FHR 5142 IC IO 03.5000 09/25/2051 | 0.31% |
| STACR 2015-HQA2 B 10.5920 05/25/2028 | 0.31% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.31% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.30% |
| GNR 2021-98 SK IO 06.2089 06/20/2051 | 0.30% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 0.29% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.28% |
| FHR 5134 ID IO 04.5000 08/25/2051 | 0.28% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.28% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.28% |
| JPMBB 2014-C18 D 144A 04.9528 02/15/2047 | 0.28% |
| FHR 5049 AI IO 04.5000 12/25/2050 | 0.28% |
| FNR 2016-96 ST IO 06.0080 12/25/2046 | 0.28% |
| CAS 2016-C01 1B 11.8420 08/25/2028 | 0.28% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.27% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.27% |
| GNR 2018-H03 XI IO 02.3053 02/20/2068 | 0.27% |
| GNR 2021-77 SM IO 06.2089 05/20/2051 | 0.27% |
| JPMBB 2014-C25 D P/P 144A 04.0888 11/15/2047 | 0.27% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.27% |
| FNR 2018-44 SA IO 06.1080 06/25/2048 | 0.27% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.26% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.26% |
| GNR 2021-122 GI IO 04.5000 11/20/2047 | 0.26% |
| GNR 2020-7 SK IO 05.9589 01/20/2050 | 0.26% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.26% |
| WFRBS 2012-C9 E 144A 04.9690 11/15/2045 | 0.25% |
| GNR 2016-H23 NI IO 02.1105 10/20/2066 | 0.25% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.25% |
| FNMA FN30 TBA UMBS 05.0000 12/01/2051 | 0.25% |
| GNR 2018-H02 EI IO 02.3722 01/20/2068 | 0.25% |
| OMIR 2018-1A M2 02.9416 07/25/2028 | 0.25% |
| GNR 2020-175 NI IO 03.0000 11/20/2050 | 0.24% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.24% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.24% |
| CSMC 2008-C1 AJ 144A 06.0103 02/15/2041 | 0.24% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.24% |
| FNR 2018-38 SA IO 06.1080 06/25/2048 | 0.23% |
| HVMLT 2005-2 1A 00.6088 05/19/2035 | 0.23% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.23% |
| GNR 2018-H05 BI IO 02.3799 02/20/2068 | 0.23% |
| GNR 2021-8 VI IO 03.5000 12/20/2050 | 0.23% |
| SWPTN 1YX1Y P 0.5825 USD 10/03/2022 JP | 0.23% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.23% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.23% |
| BCAP 2011-RR3 3A6 02.6327 11/27/2036 | 0.23% |
| GNR 2018-164 AS IO 06.0089 12/20/2048 | 0.23% |
| ENBRIDGE US INC 29251UZG6 DCP 12/16/2021 | 0.23% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.23% |
| HUMANA INC 44486HZ89 DCP 12/08/2021 | 0.23% |
| WELLTOWER INC 95040WZL8 DCP 12/20/2021 | 0.23% |
| MSC 2012-C4 E 144A 05.5452 03/15/2045 | 0.22% |
| FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.22% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.22% |
| BNQ CEN TUNISIA INT BOND REGS 05.7500 01/30/2025 | 0.22% |
| FHR 4265 SD IO 06.0108 01/15/2035 | 0.21% |
| CAS 2017-C01 1B1 05.8420 07/25/2029 | 0.20% |
| FHR 5093 YI IO 04.5000 12/25/2050 | 0.20% |
| GNR 2018-H02 HI IO 02.3335 01/20/2068 | 0.20% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.20% |
| 1.824 R ISWP US0003M P 09/30/2051 | 0.20% |
| AHM 2007-1 GA1C 00.2816 05/25/2047 | 0.20% |
| GNR 2018-H05 AI IO 02.3890 02/20/2068 | 0.20% |
| CWALT 2006-OA10 3A1 00.4716 08/25/2046 | 0.19% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.19% |
| GSR 2007-OA1 2A3A 00.4016 05/25/2037 | 0.19% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.19% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.19% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.19% |
| FNR 2016-62 GS IO 06.0080 09/25/2046 | 0.19% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | 0.19% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.19% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.18% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.18% |
| GNR 2017-160 S IO 06.1089 10/20/2043 | 0.18% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.18% |
| STACR 2020-HQA3 B2 10.0920 07/25/2050 | 0.18% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.18% |
| GNR 2017-H10 MI IO 01.8254 04/20/2067 | 0.18% |
| HEALTHPEAK PROPERTIES INC 42250QZ79 DCP 12/07/2021 | 0.18% |
| WELLTOWER INC 95040WZ95 DCP 12/09/2021 | 0.18% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.18% |
| JPMBB 2014-C18 E 144A 04.4528 02/15/2047 | 0.18% |
| CAS 2016-C06 1B 09.3420 04/25/2029 | 0.18% |
| WFCM 2013-LC12 D 144A 04.4411 07/15/2046 | 0.18% |
| GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.18% |
| GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.18% |
| MONGOLIA INTL BOND REGS 04.4500 07/07/2031 | 0.18% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.18% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.17% |
| GNR 2013-9 S IO 06.6589 01/20/2043 | 0.17% |
| BSMF 2006-AR2 2A1 00.5516 09/25/2046 | 0.17% |
| GNR 2020-H12 IH IO 01.4985 07/20/2070 | 0.17% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.17% |
| GNR 2020-61 SF IO 06.3489 07/20/2043 | 0.17% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.17% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.17% |
| KINGDOM OF JORDAN REGS 05.8500 07/07/2030 | 0.17% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.17% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.17% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.17% |
| GNR 2015-H12 AI IO 01.8647 05/20/2065 | 0.16% |
| KINGDOM OF BAHRAIN REGS 07.3750 05/14/2030 | 0.16% |
| MCAS 2019-01 M10 144A 03.3416 10/15/2049 | 0.16% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.16% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.16% |
| REPUBLIC OF TURKEY USD 07.6250 04/26/2029 | 0.16% |
| CWALT 2006-OA7 1A2 01.0232 06/25/2046 | 0.16% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.16% |
| GNR 2015-H15 BI IO 01.8855 06/20/2065 | 0.16% |
| STACR 2018-HQA2 B2 11.0920 10/25/2048 | 0.16% |
| GNR 2018-H04 IO IO 02.4159 02/20/2068 | 0.16% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.16% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.16% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.16% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.16% |
| CAS 2017-C06 2M2 02.8920 02/25/2030 | 0.16% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.15% |
| STACR 2018-DNA3 B2 07.8420 09/25/2048 | 0.15% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.15% |
| STACR 2017-DNA1 B1 05.0420 07/25/2029 | 0.15% |
| GNR 2017-H18 FI IO 02.2218 09/20/2067 | 0.15% |
| STACR 2019-DNA2 B2 10.5920 03/25/2049 | 0.15% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.15% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.15% |
| EUR/USD 12/15/2021 RBSF | 0.15% |
| GNR 2018-H01 XI IO 02.2979 01/20/2068 | 0.15% |
| UKRAINE GOVERNMENT REGS 06.8760 05/21/2029 | 0.15% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.15% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.15% |
| GNR 2017-H06 BI IO 02.3351 02/20/2067 | 0.15% |
| PETROLEOS DEL PERU SA REGS 04.7500 06/19/2032 | 0.15% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.15% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.15% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.14% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.14% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.14% |
| CAS 2017-C06 2B1 04.5420 02/25/2030 | 0.14% |
| GNR 2018-105 SG IO 06.1589 08/20/2048 | 0.14% |
| MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.14% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.14% |
| GNR 2015-H23 BI IO 01.7523 09/20/2065 | 0.14% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.14% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.14% |
| FNR 2019-34 SL IO 05.9580 07/25/2049 | 0.14% |
| GNR 2018-H15 EI IO 01.4968 08/20/2068 | 0.14% |
| PT PERTAMINA (PERSERO) REGS 06.0000 05/03/2042 | 0.14% |
| GSAA 2006-8 2A2 00.4516 05/25/2036 | 0.14% |
| GNR 2018-104 SD IO 06.1089 08/20/2048 | 0.14% |
| REPUBLIC OF PHILIPPINES USD 03.7500 01/14/2029 | 0.14% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| GNR 2013-152 SJ IO 06.0589 05/20/2041 | 0.14% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.14% |
| HONDURAS GOVERNMENT REGS 05.6250 06/24/2030 | 0.14% |
| 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.14% |
| GNR 2017-H16 JI IO 02.3070 08/20/2067 | 0.14% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.13% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.13% |
| GNR 2015-H03 CI IO 01.7131 01/20/2065 | 0.13% |
| REPUBLIC OF COLOMBIA USD 07.3750 09/18/2037 | 0.13% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.13% |
| FED REPUBLIC OF BRAZIL USD 08.2500 01/20/2034 | 0.13% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.13% |
| FNR 2020-12 SK IO 05.9580 03/25/2050 | 0.13% |
| GNR 2017-H08 NI IO 02.2399 03/20/2067 | 0.13% |
| GNR 2016-77 SC IO 06.0089 10/20/2045 | 0.13% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.13% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.13% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.13% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.13% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.13% |
| APACHE CORP 05.1000 09/01/2040 | 0.13% |
| COSTA RICA GOVERNMENT REGS 06.1250 02/19/2031 | 0.12% |
| GNR 2017-H03 HI IO 01.5793 01/20/2067 | 0.12% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.12% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.12% |
| GNR 2015-H15 AI IO 01.8111 06/20/2065 | 0.12% |
| GNR 2017-H20 HI IO 02.1399 10/20/2067 | 0.12% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.12% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.12% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.12% |
| CWALT 2006-OA10 1A1 01.0432 08/25/2046 | 0.12% |
| FNR 2019-47 SA IO 05.9580 08/25/2049 | 0.12% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.12% |
| STACR 2019-DNA1 B2 10.8420 01/25/2049 | 0.12% |
| GNR 2019-6 SM IO 05.9589 01/20/2049 | 0.12% |
| REPUBLIC OF NIGERIA REGS 08.7470 01/21/2031 | 0.12% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.12% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.12% |
| GNR 2015-H08 CI IO 01.7929 03/20/2065 | 0.12% |
| GNR 2018-100 S IO 06.1089 07/20/2048 | 0.12% |
| ISLAMIC REP OF PAKISTAN REGS 07.3750 04/08/2031 | 0.12% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.12% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.12% |
| CWALT 2006-OA7 1A1 02.1895 06/25/2046 | 0.12% |
| GNR 2017-H16 IO 02.1604 08/20/2067 | 0.12% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 06/22/2030 | 0.12% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.12% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.11% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.11% |
| COMM 2014-UBS3 D 144A 04.9264 06/10/2047 | 0.11% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.11% |
| GNR 2016-H22 AI IO 02.1389 10/20/2066 | 0.11% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.11% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.11% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.11% |
| BMIR 2017-1 B1 144A 04.8416 10/25/2027 | 0.11% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.11% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.11% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.11% |
| OKTA INC CV 00.3750 06/15/2026 | 0.11% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.11% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.11% |
| PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.11% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.11% |
| GNR 2018-91 SH IO 06.1589 07/20/2048 | 0.11% |
| GNR 2019-125 SG IO 05.9589 10/20/2049 | 0.11% |
| BACM 2005-1 C 05.6647 11/10/2042 | 0.11% |
| GNR 2015-H20 BI IO 01.7883 08/20/2065 | 0.11% |
| STICHTING AK RABOBANK REGS 19.4365 01/24/2044 | 0.11% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.11% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.10% |
| GNR 2017-H06 MI IO 02.2103 02/20/2067 | 0.10% |
| STACR 2016-DNA1 B 10.0893 07/25/2028 | 0.10% |
| GNR 2014-4 SG IO 06.0089 01/20/2044 | 0.10% |
| GNR 2017-H12 QI IO 02.2373 05/20/2067 | 0.10% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.10% |
| REPUBLIC OF GABON REGS 06.6250 02/06/2031 | 0.10% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.10% |
| GNR 2017-H03 EI IO 02.4639 01/20/2067 | 0.10% |
| CWALT 2006-OA10 2A1 00.4716 08/25/2046 | 0.10% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.10% |
| ROYAL CARIBBE CV 02.8750 11/15/2023 | 0.10% |
| FHR 4742 S IO 06.1108 12/15/2047 | 0.10% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.10% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.10% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.10% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.10% |
| COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.10% |
| ENVISION HEALTHCARE TL L+375 03.8404 10/10/2025 | 0.10% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/05/2025 | 0.10% |
| GNR 2015-H18 BI IO 01.8757 07/20/2065 | 0.10% |
| GNR 2016-H04 HI IO 02.3839 07/20/2065 | 0.10% |
| GNR 2016-H16 EI IO 02.1971 06/20/2066 | 0.10% |
| GNR 2017-H05 CI IO 02.2465 02/20/2067 | 0.10% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.10% |
| CCMFC 2006-4A A2 00.2716 11/25/2047 | 0.10% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.10% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.10% |
| GNR 2014-H25 BI IO 01.6811 12/20/2064 | 0.10% |
| JPALT 2007-A2 12A1 00.4920 06/25/2037 | 0.10% |
| STACR 2017-DNA2 B1 05.2420 10/25/2029 | 0.10% |
| CAS 2017-C03 1M2 03.0920 10/25/2029 | 0.09% |
| GNR 2016-H18 IO IO 01.6628 08/20/2066 | 0.09% |
| GNR 2017-H09 IO IO 01.8180 04/20/2067 | 0.09% |
| STACR 2016-HQA2 M3 05.2420 11/25/2028 | 0.09% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.09% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.09% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.09% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.09% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.09% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.09% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.09% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.09% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.09% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.09% |
| FHR 4731 QS IO 06.1108 11/15/2047 | 0.09% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.09% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.09% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.09% |
| PETRONAS CAPITAL LTD REGS 02.4800 01/28/2032 | 0.09% |
| AUD/USD 01/19/2022 SSBT | 0.09% |
| GNR 2017-H11 TI IO 02.1883 04/20/2067 | 0.09% |
| GNR 2018-67 SC IO 06.1089 05/20/2048 | 0.09% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.09% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.09% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.09% |
| STACR 2020-HQA2 M2 03.1920 03/25/2050 | 0.09% |
| BWAY CORP TLB L+325 03.3493 04/03/2024 | 0.09% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.09% |
| QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.09% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.08% |
| GNR 2016-H14 IO IO 01.6841 06/20/2066 | 0.08% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.08% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.08% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.08% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.08% |
| GNR 2015-H23 DI IO 01.8515 09/20/2065 | 0.08% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.08% |
| STACR 2019-DNA3 B2 08.2420 07/25/2049 | 0.08% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.08% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.08% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.08% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.08% |
| GNR 2014-119 SA IO 05.5089 08/20/2044 | 0.08% |
| GNR 2018-H01 IO IO 02.2486 12/20/2067 | 0.08% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.08% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.08% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.08% |
| GNR 2016-H08 AI IO 01.5673 08/20/2065 | 0.08% |
| STACR 2018-HQA1 M2 02.3920 09/25/2030 | 0.08% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.08% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| GNR 2015-H24 AI IO 01.7768 09/20/2065 | 0.08% |
| GNR 2017-H11 DI IO 01.8434 05/20/2067 | 0.08% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.08% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.08% |
| CAS 2020-SBT1 1B1 06.8420 02/25/2040 | 0.08% |
| GNR 2015-H10 BI IO 01.8190 04/20/2065 | 0.08% |
| REPUBLIC OF BELARUS REGS 06.2000 02/28/2030 | 0.08% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.08% |
| CAS 2017-C07 1B1 04.0916 05/25/2030 | 0.08% |
| EUR/USD 12/15/2021 TDBK | 0.08% |
| SWPTN 1YX10Y P 1.529 USD 09/13/2022 CI | 0.08% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.08% |
| CAS 2018-C06 2B1 04.1920 03/25/2031 | 0.08% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.08% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.08% |
| STACR 2017-DNA3 B1 04.5420 03/25/2030 | 0.08% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | 0.08% |
| BATH & BODY WORKS INC. 06.8750 11/01/2035 | 0.08% |
| CAS 2017-C05 1B1 03.6920 01/25/2030 | 0.08% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.08% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% |
| GNR 2016-H27 EI IO 01.9179 12/20/2066 | 0.08% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.07% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.07% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.07% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.07% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.07% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.07% |
| GNR 2017-H06 DI IO 01.7833 02/20/2067 | 0.07% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.07% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.07% |
| FNR 2011-101 SA IO 05.8080 10/25/2041 | 0.07% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.07% |
| LABORATOIRE EIMER SELAS REGS 05.0000 02/01/2029 | 0.07% |
| LOXAM SAS REGS 03.7500 07/15/2026 | 0.07% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.07% |
| SEK/USD 12/15/2021 TDBK | 0.07% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.07% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.07% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.07% |
| WAYFAIR INC CV 00.6250 10/01/2025 | 0.07% |
| EUR/USD 12/15/2021 SSBT | 0.07% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.07% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.07% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.07% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.07% |
| MOTION BONDCO DAC REGS 04.5000 11/15/2027 | 0.07% |
| ROMANIA REGS 03.0000 02/14/2031 | 0.07% |
| BALTA 2005-7 21A1 02.6371 09/25/2035 | 0.07% |
| FHS 311 S1 IO 05.8608 08/15/2043 | 0.07% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.07% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.07% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.07% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 0.07% |
| GNR 2015-H01 BI IO 01.5630 01/20/2065 | 0.07% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.07% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.07% |
| TERRIER MEDIA BUYER IN L+350 03.5904 12/17/2026 | 0.07% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.07% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.07% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.07% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.07% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.07% |
| REPUBLIC OF COLOMBIA USD 06.1250 01/18/2041 | 0.07% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.07% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.07% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.06% |
| GNR 2016-H17 KI IO 01.9177 07/20/2066 | 0.06% |
| NZD/USD 01/19/2022 RBSF | 0.06% |
| ORTHO-CLINICAL DIAGNOS L+325 03.0803 06/30/2025 | 0.06% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.06% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.06% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.06% |
| TAMKO BUILDING PRODUCT L+300 03.1287 05/03/2026 | 0.06% |
| WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.06% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.06% |
| ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.06% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.06% |
| CLUBCORP TLB L+275 02.8815 09/18/2024 | 0.06% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.06% |
| GNR 2016-H24 JI IO 02.0208 11/20/2066 | 0.06% |
| 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.06% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.06% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.06% |
| GNR 2016-H06 CI IO 01.4154 02/20/2066 | 0.06% |
| GNR 2017-H02 BI IO 02.4278 01/20/2067 | 0.06% |
| SPRINT CORP 07.6250 03/01/2026 | 0.06% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.06% |
| CAD/USD 01/19/2022 TDBK | 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% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.06% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.06% |
| GUARDANT HEAL CV 00.0000 11/15/2027 | 0.06% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.06% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.06% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.06% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.06% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.06% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.06% |
| 1.985 R ISWP FWD US0003M P 10/09/2054 | 0.06% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.06% |
| CLEAR CHANNEL OUTDOOR L+350 03.6286 08/21/2026 | 0.06% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.06% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.06% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.06% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.06% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.06% |
| GNR 2014-46 SA IO 06.0089 03/20/2044 | 0.06% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.06% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.06% |
| SQUARE INC CV 00.0000 05/01/2026 | 0.06% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.06% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.06% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.06% |
| BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.06% |
| CAESARS ENTERTAIN IN P/P 144A 04.6250 10/15/2029 | 0.06% |
| CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.06% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.06% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.06% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.06% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.06% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.06% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% |
| CAS 2016-C04 1B 10.3420 01/25/2029 | 0.06% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.06% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.06% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.06% |
| TEVA PHARMACEUTICALS NE USD 05.1250 05/09/2029 | 0.06% |
| AUD/USD 01/19/2022 UBS | 0.06% |
| CAS 2017-C07 2B1 04.5416 05/25/2030 | 0.06% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.06% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.06% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.06% |
| ISTAR INC 05.5000 02/15/2026 | 0.06% |
| LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.06% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.06% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.06% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.06% |
| 2.03 R ISWP FWD NFIX3MID P 12/15/2031 | 0.06% |
| BURL STORE CV 02.2500 04/15/2025 | 0.06% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.06% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.06% |
| GAP INC/THE P/P 144A 03.8750 10/01/2031 | 0.06% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.06% |
| GNR 2014-H06 BI IO 01.4580 02/20/2064 | 0.06% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.06% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.06% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.06% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.06% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.06% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.06% |
| LYFT INC CV 01.5000 05/15/2025 | 0.06% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.06% |
| SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.06% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.06% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.05% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.05% |
| FHR 3919 SA IO 06.4108 09/15/2041 | 0.05% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.05% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.05% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.05% |
| CHEGG INC CV 00.0000 09/01/2026 | 0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 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% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.05% |
| MIDDLEBY CORP CV 01.0000 09/01/2025 | 0.05% |
| OMNICELL INC CV 00.2500 09/15/2025 | 0.05% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.05% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.05% |
| TMX FIN LLC/TITLEMAX P/P 144A 11.1250 04/01/2023 | 0.05% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 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% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.05% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.05% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.05% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.05% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.05% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.05% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.05% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.05% |
| SQUARE INC CV 00.2500 11/01/2027 | 0.05% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.05% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.05% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.05% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.05% |
| LIBERTY MEDIA | 0.05% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.05% |
| SEA LTD USD 00.2500 09/15/2026 | 0.05% |
| SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.05% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.05% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.05% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.05% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.05% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.05% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.05% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.05% |
| OMIR 2017-1A M2 144A 04.0916 04/25/2027 | 0.05% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.05% |
| ELANCO ANIMAL HLTH TLB L+175 01.8493 02/04/2027 | 0.05% |
| EUR/USD 12/15/2021 BCAP-FX | 0.05% |
| GBP/USD 12/15/2021 HSBCB | 0.05% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.05% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.05% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.05% |
| NOK/USD 12/15/2021 SSBT | 0.05% |
| OVINTIV INC 06.6250 08/15/2037 | 0.05% |
| PACIRA PHARMA CV 00.7500 08/01/2025 | 0.05% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.05% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.05% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.05% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.05% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.05% |
| CAS 2017-C07 2M2 02.5916 05/25/2030 | 0.05% |
| CMLTI 2007-AMC3 A2B 00.2716 03/25/2037 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.05% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.05% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | 0.05% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.05% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.05% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.05% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.04% |
| BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.04% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.04% |
| BOEING CO 05.9300 05/01/2060 | 0.04% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.04% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.04% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.04% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.04% |
| SOLAR EDGE TECH USD 00.0000 09/15/2025 | 0.04% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.04% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.04% |
| FNR 2010-35 SG IO 06.3080 04/25/2040 | 0.04% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.04% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.04% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.04% |
| MCGRAW-HILL ED P/P 144A 08.0000 08/01/2029 | 0.04% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.04% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.04% |
| CHAMPIONX HLDG INC TLB L+500 06.0000 06/03/2027 | 0.04% |
| DELIVERY HERO AG REGS 01.5000 01/15/2028 | 0.04% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.04% |
| GNR 2013-182 SY IO 06.0089 12/20/2043 | 0.04% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.04% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.04% |
| MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 0.04% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.04% |
| TWILIO INC 03.6250 03/15/2029 | 0.04% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | 0.04% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| 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% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.04% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.04% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.04% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.04% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 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% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.04% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.04% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.04% |
| ADIENT TLB L+350 03.5904 04/01/2028 | 0.04% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.04% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.04% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.04% |
| CAD/USD 01/19/2022 BCAP-FX | 0.04% |
| CAD/USD 01/19/2022 CITI | 0.04% |
| CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.04% |
| FHS 326 S2 IO 05.8608 03/15/2044 | 0.04% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.04% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.04% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.04% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.04% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.04% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.04% |
| GARDA WORLD SECURITY TLB L+425 04.3400 10/30/2026 | 0.04% |
| GBP/USD 12/15/2021 SSBT | 0.04% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.04% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| NOK/USD 12/15/2021 UBS | 0.04% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.04% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.04% |
| ZSCALER INC. CV 00.1250 07/01/2025 | 0.04% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.04% |
| ARDAGH METAL PAC P/P 144A 03.2500 09/01/2028 | 0.04% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.04% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.04% |
| FHR 5004 SG IO 06.0080 08/25/2050 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.04% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.04% |
| NOURYON USA TLB L+300 03.0920 10/01/2025 | 0.04% |
| PINDUODUO INC USD 00.0000 12/01/2025 | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.04% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.04% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.04% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.04% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.04% |
| FHR 5011 SA IO 06.1580 09/25/2050 | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.04% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.04% |
| NCL CORP LTD P/P 144A CV 01.1250 02/15/2027 | 0.04% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.04% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.04% |
| 0.64825 R ISWP US0003M P 11/04/2023 | 0.04% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.04% |
| CAS 2018-C04 2B1 04.5920 12/25/2030 | 0.04% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.04% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.04% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.04% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.04% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.04% |
| TOTALENERGIES SE REGS 00.5000 12/02/2022 | 0.04% |
| UNITY SOFT P/P 144A CV 00.0000 11/15/2026 | 0.04% |
| ADIDAS AG 144A 00.0500 09/12/2023 | 0.04% |
| AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.04% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.04% |
| EUR/USD 12/15/2021 CITI | 0.04% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.04% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.04% |
| STACR 2018-HQA2 B1 04.3420 10/25/2048 | 0.04% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.04% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.04% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.03% |
| GBP/USD 12/15/2021 CITI | 0.03% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% |
| NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.03% |
| NEUROCRINE CV 02.2500 05/15/2024 | 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% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.03% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.03% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.03% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.03% |
| 1.7555 R ISWP US0003M P 11/16/2051 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.03% |
| CAS 2016-C03 1M2 05.3920 10/25/2028 | 0.03% |
| CAS 2017-C02 2B1 05.5920 09/25/2029 | 0.03% |
| CAS 2018-C06 2M2 02.1920 03/25/2031 | 0.03% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| FIVE9 INC CV 00.5000 06/01/2025 | 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% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.03% |
| GNR 2020-15 CS IO 05.9589 02/20/2050 | 0.03% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.03% |
| MSBAM 2015-C23 D 144A 04.2817 07/15/2050 | 0.03% |
| NOVOCURE LTD USD 00.0000 11/01/2025 | 0.03% |
| NZD/USD 01/19/2022 GSFX | 0.03% |
| TWILIO INC 03.8750 03/15/2031 | 0.03% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.03% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.03% |
| AUD/USD 01/19/2022 BANKAM | 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% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.03% |
| GNR 2013-99 VS IO 06.0109 07/16/2043 | 0.03% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% |
| HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.03% |
| JPY/USD 02/16/2022 UBS | 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% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.03% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.03% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.03% |
| AFFRIM HOLDIN P/P 144A CV 00.0000 11/15/2026 | 0.03% |
| CANPACK SA/CANPACK U P/P 144A 03.8750 11/15/2029 | 0.03% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.03% |
| GNR 2013-129 SN IO 06.0589 09/20/2043 | 0.03% |
| ISTAR INC 04.7500 10/01/2024 | 0.03% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.03% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.03% |
| SWPTN 10YX10Y R 1.175 GBP 01/14/2030 UB | 0.03% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.03% |
| THYSSENKRUPP ELEVATOR L+350 04.0000 07/31/2027 | 0.03% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.03% |
| EMIR 2020-1 B1 144A 02.9416 01/25/2030 | 0.03% |
| GNR 2010-20 SC IO 06.0589 02/20/2040 | 0.03% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.03% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.03% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 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% |
| CAS 2019-R04 2B1 05.3416 06/25/2039 | 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 MS | 0.03% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| GNR 2019-78 SJ IO 05.9589 06/20/2049 | 0.03% |
| NEXI SPA REGS 00.0000 02/24/2028 | 0.03% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.03% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.03% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.03% |
| STACR 2019-HQA1 B2 12.3420 02/25/2049 | 0.03% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.03% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.03% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.03% |
| 1.366 R ISWP FWD US0003M P 09/13/2031 | 0.03% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.03% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.03% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.03% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.03% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.03% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.03% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 0.03% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.03% |
| CLOUDFLARE P/P 144A CV 00.0000 08/15/2026 | 0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| GNR 2019-99 KS IO 05.9589 08/20/2049 | 0.03% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.03% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.03% |
| MCAS 2020-01 M10 144A 03.8416 03/25/2050 | 0.03% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.03% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.03% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.03% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.03% |
| CWALT 2005-38 A3 00.7916 09/25/2035 | 0.03% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% |
| GNR 2020-63 PS IO 06.0089 04/20/2050 | 0.03% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.03% |
| STRU BMOC-8710 SA IO 06.0589 07/20/2050 | 0.03% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.02% |
| 1.333 R ISWP FWD US0003M P 10/01/2031 | 0.02% |
| 1.355 R ISWP US0003M P 09/23/2031 | 0.02% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 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% |
| 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% |
| ORGANON & CO/ORG P/P 144A 05.1250 04/30/2031 | 0.02% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% |
| STACR 2020-DNA4 B2 10.0920 08/25/2050 | 0.02% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.02% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.02% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.02% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.02% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.02% |
| CAD/USD 01/19/2022 SSBT | 0.02% |
| CAS 2018-C03 1B1 03.8420 10/25/2030 | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.02% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.02% |
| EUR/USD 12/15/2021 WPAC | 0.02% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.02% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.02% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 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% |
| 1.29 R ISWP US0003M P 08/20/2031 | 0.02% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.02% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.02% |
| DIGITALOCEAN P/P 144A CV 00.0000 12/01/2026 | 0.02% |
| FNR 2019-57 KS IO 05.9580 10/25/2049 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.02% |
| LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.02% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.02% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.02% |
| 1.324 R ISWP US0003M P 09/17/2031 | 0.02% |
| ALTICE FRANCE SA P/P 144A 05.5000 10/15/2029 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| CAD/USD 01/19/2022 UBS | 0.02% |
| CAS 2016-C05 2B 10.8420 01/25/2029 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| EUR/USD 12/15/2021 CSI-FX | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 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% |
| OLYMPUS WTR US HLDG P/P 144A 04.2500 10/01/2028 | 0.02% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.02% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.02% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.02% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.02% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| BLACKSTONE MTGE TR P/P 144A 03.7500 01/15/2027 | 0.02% |
| BSCMS 2007-T26 AJ 05.5396 01/12/2045 | 0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| COMM 2012-LC4 B 04.9340 12/10/2044 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| FHR 4839 WS IO 06.0108 08/15/2056 | 0.02% |
| FHR 4945 SL IO 05.9580 01/25/2050 | 0.02% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.02% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.02% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 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% |
| 1.181 R ISWP US0003M P 10/15/2026 | 0.02% |
| 1.67 R ISWP US0003M P 10/25/2031 | 0.02% |
| CAS 2018-C05 1B1 04.3420 01/25/2031 | 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% |
| 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 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.02% |
| NCL CORP LTD CV 05.3750 08/01/2025 | 0.02% |
| PERFICIENT IN P/P 144A CV 00.1250 11/15/2026 | 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% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| 1.0825 R ISWP US0003M P 10/12/2026 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 02/15/2031 | 0.02% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.02% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.02% |
| CAS 2017-C03 1B1 04.9420 10/25/2029 | 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.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.02% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.02% |
| 1.6285 R ISWP US0003M P 10/22/2031 | 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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.02% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 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% |
| GSMS 2014-GC18 B 04.8850 01/10/2047 | 0.02% |
| HUBSPOT INC CV 00.3750 06/01/2025 | 0.02% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| IMPINJ INC P/P 144A CV 01.1250 05/15/2027 | 0.02% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% |
| NZD/USD 01/19/2022 CITI | 0.02% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.02% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 0.02% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.02% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.02% |
| VNET GROUP INC P/P 144A 00.0000 02/01/2026 | 0.02% |
| WIX LTD USD 00.0000 08/15/2025 | 0.02% |
| 0.65 R ISWP FWD SES3M P 12/15/2031 | 0.02% |
| 1.127 R ISWP US0003M P 10/18/2026 | 0.02% |
| 1.5324 R ISWP US0003M P 03/05/2031 | 0.02% |
| 3D SYS CORP P/P 144A CV 00.0000 11/15/2026 | 0.02% |
| AUD/USD 01/19/2022 HSBCB | 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.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.02% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 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% |
| FNR 2015-42 LS IO 06.1080 06/25/2045 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.02% |
| MICROSTRATEGY P/P 144A CV 00.0000 02/15/2027 | 0.02% |
| OMIR 2019-1A B1B 04.4416 07/25/2029 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% |
| 0.6525 R ISWP FWD SONIA P 12/15/2031 | 0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.02% |
| 1.63 R ISWP FWD NOKOIB6M P 12/15/2031 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% |
| ASURION CORP TLB9 L+325 03.3404 07/31/2027 | 0.02% |
| DISH NETWORK P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| FNR 2019-5 SA IO 06.0080 03/25/2049 | 0.02% |
| GBP/USD 12/15/2021 CSI-FX | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2012-H29 AI IO 01.3798 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.3798 10/20/2062 | 0.02% |
| JPMCC 2013-LC11 D 04.3032 04/15/2046 | 0.02% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.02% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.02% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.02% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.02% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.02% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 0.02% |
| 1.814 R ISWP US0003M P 11/26/2051 | 0.02% |
| APACHE CORP 04.6250 11/15/2025 | 0.02% |
| AUD/USD 01/19/2022 BCAP-FX | 0.02% |
| BSABS 2005-HE8 M3 02.0416 08/25/2035 | 0.02% |
| CAS 2019-R03 1B1 04.1920 09/25/2031 | 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% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 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% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.02% |
| OMIR 2019-1A B1A 03.5916 07/25/2029 | 0.02% |
| STACR 2020-DNA5 B2 11.5497 10/25/2050 | 0.02% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.02% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.02% |
| WOLFSPEED INC CV 01.7500 05/01/2026 | 0.02% |
| 1.103 R ISWP US0003M P 10/04/2026 | 0.01% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.01% |
| 1.5715 R ISWP US0003M P 10/04/2031 | 0.01% |
| CAS 2018-C06 1B1 03.8420 03/25/2031 | 0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.01% |
| GNR 2018-139 SA IO 06.0589 10/20/2048 | 0.01% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.01% |
| JPY/USD 02/16/2022 BANKAM | 0.01% |
| NIO INC P/P 144A 00.5000 02/01/2027 | 0.01% |
| NZD/USD 01/19/2022 TDBK | 0.01% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.01% |
| SWPTN 14WX1Y R 1.4675 USD 01/04/2022 JP | 0.01% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.01% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.01% |
| 180 MEDICAL INC P/P 144A 03.8750 10/15/2029 | 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% |
| ENVISTA HLDGS CV 02.3750 06/01/2025 | 0.01% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.01% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.01% |
| GNR 2019-83 SY IO 06.0089 07/20/2049 | 0.01% |
| GNR 2019-96 SY IO 06.0089 08/20/2049 | 0.01% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.01% |
| INTELSAT S.A. TLB3 L+375 05.7500 11/27/2023 | 0.01% |
| REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.01% |
| SCIL IV LLC / SCIL U P/P 144A 05.3750 11/01/2026 | 0.01% |
| SEK/USD 12/15/2021 CITI | 0.01% |
| STACR 2014-DN1 M3 04.5920 02/25/2024 | 0.01% |
| STACR 2020-DNA3 B2 09.4420 06/25/2050 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% |
| SWPTN 3MX10Y P 1.9555 USD 02/22/2022 GS | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 0.01% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.01% |
| AUD/USD 01/19/2022 CITI | 0.01% |
| AUD/USD 01/19/2022 JPMCB | 0.01% |
| CAS 2017-C04 2M2 02.9420 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 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 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 2013-79 XI IO 03.5000 11/20/2039 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.5479 02/10/2046 | 0.01% |
| INTEGRA LIFE CV 00.5000 08/15/2025 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| REPUBLIC OF VENEZUELA REGS 07.0000 03/31/2038 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.01% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 1.4755 R ISWP US0003M P 11/26/2026 | 0.01% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.01% |
| CAS 2015-C02 1M2 04.0920 05/25/2025 | 0.01% |
| CAS 2020-SBT1 1M2 03.7420 02/25/2040 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.01% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.01% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.01% |
| JPMBB 2014-C22 C 04.7045 09/15/2047 | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| NOK/USD 12/15/2021 MSCIL | 0.01% |
| NZD/USD 01/19/2022 BCAP-FX | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 06.3000 06/22/2048 | 0.01% |
| RH CV 00.0000 09/15/2024 | 0.01% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.01% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.01% |
| TPMT 2018-5 M1 144A 03.2500 07/25/2058 | 0.01% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AUD/USD 01/19/2022 GSFX | 0.01% |
| CAS 2019-R01 2M2 02.5420 07/25/2031 | 0.01% |
| CD 2017-CD3 C 04.7066 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 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% |
| CSAIL 2015-C1 D 144A 03.9035 04/15/2050 | 0.01% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.01% |
| ENI SPA REGS 00.0000 04/13/2022 | 0.01% |
| FIVERR INTL LTD USD 00.0000 11/01/2025 | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.01% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| JPY/USD 02/16/2022 HSBCB | 0.01% |
| NEXITY SA REGS 00.2500 03/02/2025 | 0.01% |
| OPTION CARE HLTH INC P/P 144A 04.3750 10/31/2029 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| SEK/USD 12/15/2021 HSBCB | 0.01% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | 0.01% |
| UPSTART HOLDI P/P 144A CV 00.2500 08/15/2026 | 0.01% |
| WFCM 2019-C53 D 144A 02.5000 10/15/2052 | 0.01% |
| ATLAS LUXCO 4 P/P 144A 04.6250 06/01/2028 | 0.01% |
| CAS 2021-R01 1B2 06.0500 10/25/2041 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| FNR 2019-43 JS IO 05.9580 08/25/2049 | 0.01% |
| FNR 2019-73 SC IO 05.9580 12/25/2049 | 0.01% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GSMS 2012-GCJ7 D 144A 05.7199 05/10/2045 | 0.01% |
| JPY/USD 02/16/2022 BCAP-FX | 0.01% |
| JPY/USD 02/16/2022 TDBK | 0.01% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 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 10YX20Y P 1.918 USD 01/22/2031 CI | 0.01% |
| SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | 0.01% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.01% |
| 1.3955 R ISWP US0003M P 09/27/2031 | 0.01% |
| 1.468 R ISWP US0003M P 11/12/2031 | 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 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| COMM 2014-CR17 E 144A 05.0093 05/10/2047 | 0.01% |
| FHR 4937 MS IO 05.9580 12/25/2049 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| FNR 2019-38 SC IO 05.9580 07/25/2049 | 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% |
| IQIYI INC USD 02.0000 04/01/2025 | 0.01% |
| JPMBB 2013-C12 C 04.2351 07/15/2045 | 0.01% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 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 07.6916 10/25/2030 | 0.01% |
| STACR 2019-DNA1 M2 02.7420 01/25/2049 | 0.01% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| 1.3295 R ISWP US0003M P 12/01/2026 | 0.01% |
| 1.8365 R ISWP US0003M P 09/30/2051 | 0.01% |
| ASBURY AUTOMOTIVE GR P/P 144A 04.6250 11/15/2029 | 0.01% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| 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 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 2015-88 QI IO 04.0000 10/25/2044 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 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% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.01% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PACTIV EVERGREEN GRP P/P 144A 04.3750 10/15/2028 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.01% |
| VERTIV TLB L+275 02.8440 03/02/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | 0.01% |
| 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.01% |
| 1.2155 R ISWP US0003M P 10/21/2026 | 0.01% |
| 1.449 R ISWP US0003M P 11/26/2026 | 0.01% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.01% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.01% |
| AUD/USD 01/19/2022 RBSF | 0.01% |
| CAS 2020-R02 2B1 03.0920 01/25/2040 | 0.01% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2013-CR9 D 144A 04.4214 07/10/2045 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| FILTRATION GROUP CORP L+350 04.0000 10/19/2028 | 0.01% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.01% |
| GNMA GII30 4292 06.5000 11/20/2038 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% |
| JPY/USD 02/16/2022 CITI | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.01% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STACR 2018-DNA1 B1 03.2420 07/25/2030 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| SWPTN 3MX10Y P 1.992 USD 02/23/2022 CI | 0.01% |
| TOPBUILD CORP P/P 144A 04.1250 02/15/2032 | 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% |
| WAMU 2005-AR10 1A3 02.9108 09/25/2035 | 0.01% |
| WAMU 2005-AR13 A1C3 01.0720 10/25/2045 | 0.01% |
| 0.003 R ISWP JPL6M P 02/25/2031 | 0.00% |
| 1.3545 R ISWP US0003M P 11/22/2026 | 0.00% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.00% |
| 1.461 R ISWP US0003M P 06/11/2031 | 0.00% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.00% |
| CAS 2015-C02 2M2 04.0920 05/25/2025 | 0.00% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 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.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| COMM 2014-CR16 C 05.0830 04/10/2047 | 0.00% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.00% |
| FNR 2017-87 KI IO 05.0000 06/25/2041 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.00% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.00% |
| HCA INC. 05.3750 09/01/2026 | 0.00% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.00% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.00% |
| JPY/USD 02/16/2022 GSFX | 0.00% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.00% |
| MEREDITH CORP 06.5000 07/01/2025 | 0.00% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.00% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.00% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.00% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.00% |
| STACR 2019-DNA2 M2 02.5420 03/25/2049 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.00% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.00% |
| 1.218 R ISWP US0003M P 11/09/2026 | 0.00% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| 1.704 R ISWP US0003M P 11/26/2031 | 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% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 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% |
| 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% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.00% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.00% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.00% |
| FNR 2013-18 SB IO 06.0580 10/25/2041 | 0.00% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.00% |
| FSPC T-57 1AX IO 00.3848 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% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.00% |
| ISTAR INC. 04.2500 08/01/2025 | 0.00% |
| NETFLIX INC 04.8750 04/15/2028 | 0.00% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.00% |
| SCIENTIFIC GAMES CORP L+275 02.8404 08/14/2024 | 0.00% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.00% |
| SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | 0.00% |
| 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% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 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% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.00% |
| ASBURY AUTOMOTIVE GR P/P 144A 05.0000 02/15/2032 | 0.00% |
| BALTA 2005-8 21A1 02.4646 10/25/2035 | 0.00% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.00% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CAS 2015-C01 1M2 04.3920 02/25/2025 | 0.00% |
| CAS 2016-C05 2M2 04.5420 01/25/2029 | 0.00% |
| CAS 2018-C01 1M2 02.3420 07/25/2030 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.00% |
| CHF/USD 12/15/2021 SSBT | 0.00% |
| CIT GROUP INC. 05.2500 03/07/2025 | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.00% |
| GNR 2016-77 SL IO 06.0589 03/20/2043 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 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 03.0904 05/01/2026 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 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% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.00% |
| MSBAM 2013-C10 F 144A 04.2107 07/15/2046 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.00% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.00% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.00% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | 0.00% |
| SWPTN 3MX10Y R 1.557 USD 02/08/2022 GS | 0.00% |
| SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.00% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.00% |
| 1.066 R ISWP US0003M P 10/08/2026 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.515 R ISWP FWD US0003M P 11/17/2031 | 0.00% |
| 1.692 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% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAD/USD 01/19/2022 BANKAM | 0.00% |
| CAD/USD 01/19/2022 RBSF | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C03 2M2 05.0920 07/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CHF/USD 12/15/2021 JPMCB | 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% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 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.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-.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-.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% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2018-86 DS IO 06.0080 12/25/2048 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3011 06/25/2042 | 0.00% |
| GBP/USD 12/15/2021 TDBK | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 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% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 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% |
| MSBAM 2013-C11 D 144A 04.4963 08/15/2046 | 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% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NZD/USD 01/19/2022 MSCIL | 0.00% |
| NZD/USD 01/19/2022 WPAC | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 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% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2014-HQ3 M3 04.8420 10/25/2024 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 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 OPERATION P/P 144A 05.6250 02/15/2027 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| 0.7635 R ISWP US0003M P 11/19/2023 | 0.00% |
| 1.147 R ISWP US0003M P 10/14/2026 | 0.00% |
| 1.252 R ISWP US0003M P 10/20/2026 | 0.00% |
| 1.644 R ISWP US0003M P 01/14/2051 | 0.00% |
| ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 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 08.3750 07/15/2026 | 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% |
| CAD/USD 01/19/2022 CSI-FX | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 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.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.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-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 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% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 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% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 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 00.8916 11/25/2053 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 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% |
| SINCLAIR BROADCAST GRO L+325 03.3500 08/24/2026 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| STACR 2018-HQA2 M2 02.3920 10/25/2048 | 0.00% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | 0.00% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | 0.00% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | 0.00% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 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% |
| 1.2565 R ISWP US0003M P 10/29/2026 | 0.00% |
| 1.268 R ISWP US0003M P 11/01/2026 | 0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | 0.00% |
| 1.5715 R ISWP US0003M P 11/23/2031 | 0.00% |
| AUD/USD 01/19/2022 CSI-FX | 0.00% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.00% |
| CHF/USD 12/15/2021 BANKAM | 0.00% |
| CHF/USD 12/15/2021 HSBCB | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.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 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-.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 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 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-.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 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 00.3791 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% |
| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.00% |
| GNR 2013-102 IP IO 03.5000 06/20/2043 | 0.00% |
| GUARANTEED RATE INC-WTS | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| PROVINCIA DE BUENOS P/P 144A 03.9000 09/01/2037 | 0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.00% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| 0.5155 R ISWP US0003M P 10/19/2023 | -0.00% |
| 1.1265 R ISWP US0003M P 10/18/2026 | -0.00% |
| 1.5055 R ISWP US0003M P 10/05/2031 | -0.00% |
| 1.51882 R ISWP US0003M P 03/02/2031 | -0.00% |
| 1.6295 R ISWP US0003M P 07/29/2051 | -0.00% |
| 1.6625 R ISWP US0003M P 11/01/2034 | -0.00% |
| 1.773 R ISWP FWD US0003M P 02/25/2032 | -0.00% |
| CHF/USD 12/15/2021 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.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 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| JPY/USD 02/16/2022 WPAC | -0.00% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.00% |
| SWPTN 3MX10Y P 1.557 USD 02/08/2022 GS | -0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | -0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | -0.00% |
| 1.67 R ISWP US0003M P 11/18/2031 | -0.00% |
| CHF/USD 12/15/2021 CITI | -0.00% |
| CHF/USD 12/15/2021 MSCIL | -0.00% |
| CHF/USD 12/15/2021 RBSF | -0.00% |
| 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-.14 2072-12-15 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| JPY/USD 02/16/2022 RBSF | -0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | -0.00% |
| 0.625 R ISWP US0003M P 11/10/2023 | -0.00% |
| 1.3105 R ISWP US0003M P 11/30/2026 | -0.00% |
| 1.357 R ISWP US0003M P 09/14/2031 | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.00% |
| 1.73 R ISWP FWD US0003M P 11/17/2051 | -0.00% |
| 1.895 R ISWP FWD US0003M P 11/24/2033 | -0.00% |
| 2.011 R ISWP US0003M P 04/15/2041 | -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 MS | -0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 MS | -0.00% |
| JPY/USD 02/16/2022 MSCIL | -0.00% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | -0.00% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.00% |
| 0.451 R ISWP FWD EUR006M P 12/15/2051 | -0.00% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.00% |
| 1.234 R ISWP US0003M P 11/08/2026 | -0.00% |
| 1.241 R ISWP US0003M P 11/05/2026 | -0.00% |
| 1.5515 R ISWP US0003M P 11/02/2031 | -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 JP | -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 MS | -0.00% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.00% |
| 0.02 R ISWP FWD EUR006M P 12/15/2031 | -0.00% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | -0.00% |
| 1.3129 R ISWP US0003M P 11/16/2026 | -0.00% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.00% |
| CHF/USD 12/15/2021 UBS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 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 GS | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | -0.01% |
| 1.525 R ISWP US0003M P 10/05/2031 | -0.01% |
| 1.5415 R ISWP US0003M P 10/01/2031 | -0.01% |
| 1.584 R ISWP US0003M P 10/19/2031 | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 DE | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| PLN/USD 12/15/2021 GSFX | -0.01% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.01% |
| SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | -0.01% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.01% |
| SWPTN 3MX10Y P 1.773 USD 02/23/2022 CI | -0.01% |
| SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | -0.01% |
| 1.07 R ISWP FWD US0003M P 03/24/2032 | -0.01% |
| 1.168 R ISWP FWD US0003M P 06/28/2037 | -0.01% |
| 1.299 R ISWP US0003M P 10/26/2026 | -0.01% |
| 1.465 R ISWP US0003M P 04/15/2031 | -0.01% |
| 1.529 R ISWP FWD US0003M P 09/15/2032 | -0.01% |
| CAD/USD 01/19/2022 HSBCB | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.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% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.01% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -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% |
| 1.5675 R ISWP US0003M P 10/04/2031 | -0.01% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -0.01% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.01% |
| CAD/USD 01/19/2022 WPAC | -0.01% |
| JPY/USD 02/16/2022 JPMCB | -0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.01% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | -0.01% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.01% |
| 1.525 R ISWP US0003M P 03/15/2031 | -0.01% |
| 1.605 R ISWP FWD US0003M P 11/12/2031 | -0.01% |
| 1.697 R ISWP US0003M P 11/10/2051 | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -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-.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% |
| SEK/USD 12/15/2021 SSBT | -0.01% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | -0.01% |
| -0.05 R ISWP FWD SARON FIXING 3. (MARKET CLOSE. P 12/15/2031 | -0.01% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| 1.6175 R ISWP US0003M P 10/21/2031 | -0.01% |
| 1.8285 R ISWP US0003M P 09/30/2051 | -0.01% |
| NZD/USD 01/19/2022 CSI-FX | -0.01% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 12/15/2021 BANKAM | -0.01% |
| NZD/USD 01/19/2022 BANKAM | -0.01% |
| 1.453 R ISWP FWD US0003M P 11/30/2026 | -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% |
| CHF/USD 12/15/2021 BCAP-FX | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| NOK/USD 12/15/2021 JPMCB | -0.01% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NZD/USD 01/19/2022 HSBCB | -0.01% |
| SWPTN 3MX10Y P 1.7355 USD 02/22/2022 GS | -0.01% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -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% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.01% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.01% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | -0.02% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.02% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.02% |
| 1.377 R ISWP US0003M P 02/18/2031 | -0.02% |
| 1.567 R ISWP US0003M P 10/12/2031 | -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% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.02% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.02% |
| GBP/USD 12/15/2021 BANKAM | -0.02% |
| 0.7495 R ISWP FWD JPL6M P 08/29/2043 | -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% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -0.02% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.02% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.02% |
| 1.395 R ISWP FWD AUDBB6M P 12/15/2031 | -0.02% |
| 1.65537 R ISWP US0003M P 08/03/2051 | -0.02% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.02% |
| 1.4497 R ISWP US0003M P 11/26/2026 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.02% |
| 1.645 R ISWP US0003M P 11/24/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| GBP/USD 12/15/2021 JPMCB | -0.02% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 1.21625 R ISWP US0003M P 11/04/2026 | -0.03% |
| 1.5941 R ISWP US0003M P 11/05/2031 | -0.03% |
| 1.6155 R ISWP US0003M P 11/16/2031 | -0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.03% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.03% |
| GBP/USD 12/15/2021 UBS | -0.03% |
| CAD/USD 01/19/2022 JPMCB | -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 10YX20Y P 2.8175 USD 03/23/2027 GS | -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% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -0.03% |
| GBP/USD 12/15/2021 RBSF | -0.03% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.03% |
| 1.8465 R ISWP US0003M P 10/04/2051 | -0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.03% |
| GBP/USD 12/15/2021 WPAC | -0.03% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.03% |
| 1.10 R ISWP FWD SOFRRATE P 12/15/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% |
| GBP/USD 12/15/2021 BCAP-FX | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.03% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | -0.03% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.03% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.03% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.04% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% |
| AUD/USD 01/19/2022 TDBK | -0.04% |
| CAD/USD 01/19/2022 MSCIL | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.04% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% |
| NOK/USD 12/15/2021 TDBK | -0.04% |
| SWPTN 5YX20Y P 1.11125 JPY 08/24/2023 BC | -0.04% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.04% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.04% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.04% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.04% |
| JPY/USD 02/16/2022 SSBT | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.04% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.04% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -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% |
| 1.915 R ISWP FWD US0003M P 10/10/2033 | -0.04% |
| NZD/USD 01/19/2022 UBS | -0.04% |
| SWPTN 10WX10Y R 1.292 USD 12/08/2021 CI | -0.04% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.05% |
| SWPTN 14WX1Y R 0.745 USD 01/04/2022 JP | -0.05% |
| SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.05% |
| 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.05% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | -0.05% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.05% |
| 2.25 R ISWP FWD US0003M P 07/05/2052 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.05% |
| 1.15 R ISWP FWD US0003M P 12/15/2028 | -0.05% |
| EUR/USD 12/15/2021 HSBCB | -0.05% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% |
| 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.05% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.06% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.06% |
| EUR/USD 12/15/2021 GSFX | -0.06% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.06% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.06% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.06% |
| GBP/USD 12/15/2021 MSCIL | -0.06% |
| SEK/USD 12/15/2021 GSFX | -0.06% |
| 0.3757 R ISWP US0003M P 10/06/2023 | -0.06% |
| CAD/USD 01/19/2022 GSFX | -0.06% |
| SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.06% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.06% |
| 1.70 R ISWP FWD CDOR03 P 12/15/2031 | -0.06% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.06% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | -0.06% |
| AUD/USD 01/19/2022 MSCIL | -0.06% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.06% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.07% |
| SEK/USD 12/15/2021 UBS | -0.07% |
| EUR/USD 12/15/2021 MSCIL | -0.07% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.07% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.08% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.08% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.08% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.08% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.08% |
| GBP/USD 12/15/2021 GSFX | -0.08% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.09% |
| NZD/USD 01/19/2022 JPMCB | -0.09% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.09% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.10% |
| 1.8375 R ISWP US0003M P 09/30/2051 | -0.10% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.10% |
| NZD/USD 01/19/2022 SSBT | -0.10% |
| SWPTN 1YX10Y P 1.849 USD 09/13/2022 CI | -0.11% |
| 0.944 R ISWP US0003M P 10/25/2026 | -0.11% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.11% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.11% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.12% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.12% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.12% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.13% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.13% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.13% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.13% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.13% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.14% |
| SWPTN 1YX1Y P 1.0325 USD 10/03/2022 JP | -0.14% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.14% |
| CPURNSA P 2.783 R 09/14/26 | -0.14% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.14% |
| GNMA GII30 TBA 03.5000 12/01/2051 | -0.14% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.14% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.14% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.15% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.15% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.16% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.16% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | -0.16% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.16% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | -0.16% |
| EUR/USD 12/15/2021 UBS | -0.16% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.16% |
| EUR/USD 12/15/2021 JPMCB | -0.17% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.17% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.18% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.19% |
| SWPTN 1YX1Y P 0.8075 USD 10/03/2022 JP | -0.19% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.19% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.19% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.19% |
| CPURNSA P 2.78 R 01/15/32 | -0.19% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.19% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.19% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.22% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.24% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.26% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.27% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.27% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.29% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.30% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.41% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.45% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.47% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.56% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.56% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.62% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -1.30% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -1.37% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2052 | -1.39% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -1.84% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -2.22% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2052 | -7.14% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2051 | -10.41% |
| US 10YR ULTRA FUT MAR22 UXYH2 | -13.28% |
| US 2YR NOTE (CBT) MAR22 TUH2 | -130.21% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2051 | 19.78% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 11/01/2051 | 17.74% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2051 | 7.48% |
| TREASURY BILL 00.0000 03/17/2022 | 1.78% |
| TREASURY BILL 00.0000 02/10/2022 | 1.74% |
| TREASURY BILL 00.0000 03/03/2022 | 1.58% |
| TREASURY BILL 00.0000 03/10/2022 | 1.44% |
| TREASURY BILL 00.0000 02/03/2022 | 1.40% |
| TREASURY BILL 00.0000 02/17/2022 | 1.30% |
| TREASURY BILL 00.0000 02/24/2022 | 1.29% |
| FNMA FN30 TBA UMBS 05.5000 11/01/2051 | 1.10% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2051 | 0.98% |
| GENERAL MOTORS FINANCIAL CO I 37046TY16 DCP 11/01/2021 | 0.94% |
| CAS 2017-C02 2B1 05.5893 09/25/2029 | 0.86% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.85% |
| TREASURY BILL 00.0000 04/07/2022 | 0.85% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.84% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.80% |
| CAS 2016-C02 1B 12.3393 09/25/2028 | 0.70% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2051 | 0.70% |
| CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.67% |
| ENERGY TRANSFER LP 29277EY16 DCP 11/01/2021 | 0.64% |
| GNR 2020-61 IO IO 04.5000 05/20/2050 | 0.64% |
| CFCRE 2011-C2 E P/P 144A 05.4856 12/15/2047 | 0.60% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.60% |
| 1.16 R ISWP US0003M P 10/16/2050 | 0.58% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.58% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.57% |
| WFRBS 2013-C15 D 144A 04.4994 08/15/2046 | 0.56% |
| CWALT 2005-59 1A1 00.7456 11/20/2035 | 0.53% |
| ALEXANDRIA REAL ESTATE EQUITI 01527LY33 DCP 11/03/2021 | 0.52% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.51% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.51% |
| STACR 2015-DNA2 B 07.6393 12/25/2027 | 0.51% |
| STACR 2015-DNA3 B 09.4393 04/25/2028 | 0.49% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.48% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.48% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.48% |
| GNR 2021-58 SH IO 06.2144 04/20/2051 | 0.48% |
| GNR 2021-57 SD IO 06.2144 03/20/2051 | 0.47% |
| FHR 5152 MI IO 04.5000 10/25/2051 | 0.46% |
| GSMS 2014-GC24 D 144A 04.5364 09/10/2047 | 0.45% |
| FNR 2021-43 IO IO 02.5000 06/25/2051 | 0.44% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.44% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.43% |
| CIGNA CORP 12553NYH2 DCP 11/17/2021 | 0.43% |
| DANAHER CORP 23585LY10 DCP 11/01/2021 | 0.43% |
| INTERCONTINENTAL EXCHANGE INC 45856WY45 DCP 11/04/2021 | 0.43% |
| CHARTA LLC 16115VYA1 DCP 11/10/2021 | 0.42% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.40% |
| 2.7725 R ISWP US0003M P 03/02/2031 | 0.39% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.39% |
| 2.764 R ISWP US0003M P 02/18/2031 | 0.39% |
| FHR 5051 BI IO 03.0000 11/25/2050 | 0.39% |
| COLLATERALIZED COMMERCIAL PAP 19423KAK0 DCP 01/19/2022 | 0.39% |
| PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.38% |
| CAS 2016-C03 1B 11.8393 10/25/2028 | 0.38% |
| FNR 2021-77 BI IO 04.5000 11/25/2051 | 0.38% |
| CAS 2019-HRP1 B1 09.3393 11/25/2039 | 0.37% |
| WFRBS 2012-C10 D 144A 04.4122 12/15/2045 | 0.37% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.37% |
| SAMI 2006-AR7 A1A 00.5093 08/25/2036 | 0.36% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.36% |
| CWALT 2006-OA10 4A1 00.4693 08/25/2046 | 0.35% |
| PROVINCIA DE CORDOBA P/P 144A 05.0000 02/01/2029 | 0.35% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.34% |
| FHR 5002 SJ IO 06.0108 07/25/2050 | 0.34% |
| CMLTI 2007-AMC3 A2D 00.4393 03/25/2037 | 0.34% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.34% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.34% |
| GNR 2021-42 SG IO 06.2144 03/20/2051 | 0.33% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.33% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.33% |
| FHR 5122 AI IO 04.5000 07/25/2051 | 0.32% |
| GNR 2021-30 KI IO 03.0000 02/20/2051 | 0.32% |
| FHR 5142 IC IO 03.5000 09/25/2051 | 0.31% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.30% |
| HUMANA INC 44486HZ22 DCP 12/02/2021 | 0.30% |
| GNR 2021-98 SK IO 06.2144 06/20/2051 | 0.30% |
| STACR 2015-HQA2 B 10.5893 05/25/2028 | 0.29% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.29% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.29% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.28% |
| FHR 5049 AI IO 04.5000 12/25/2050 | 0.28% |
| FNR 2018-44 SA IO 06.1108 06/25/2048 | 0.28% |
| GNR 2021-77 SM IO 06.2144 05/20/2051 | 0.28% |
| FHR 5134 ID IO 04.5000 08/25/2051 | 0.28% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | 0.27% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 09/16/2025 | 0.27% |
| FNR 2016-96 ST IO 06.0108 12/25/2046 | 0.27% |
| GNR 2018-H03 XI IO 02.3064 02/20/2068 | 0.27% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.27% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.26% |
| CAS 2016-C01 1B 11.8393 08/25/2028 | 0.26% |
| JPMBB 2014-C18 D 144A 04.7965 02/15/2047 | 0.26% |
| AUTONATION INC 05330LY15 DCP 11/01/2021 | 0.26% |
| AVIATION CAPITAL GROUP LLC 05369BY11 DCP 11/01/2021 | 0.26% |
| GLENCORE FUNDING LLC 37790AY49 DCP 11/04/2021 | 0.26% |
| VW CREDIT INC 91842JYV5 DCP 11/29/2021 | 0.26% |
| GNR 2020-7 SK IO 05.9644 01/20/2050 | 0.26% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.26% |
| JPMBB 2014-C25 D P/P 144A 03.9409 11/15/2047 | 0.26% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.26% |
| GNR 2021-122 GI IO 04.5000 11/20/2047 | 0.25% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.25% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.25% |
| GNR 2016-H23 NI IO 02.1391 10/20/2066 | 0.25% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | 0.25% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.25% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.24% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.24% |
| GNR 2018-H02 EI IO 02.3765 01/20/2068 | 0.24% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.24% |
| GNR 2020-175 NI IO 03.0000 11/20/2050 | 0.24% |
| WFRBS 2012-C9 E 144A 04.8087 11/15/2045 | 0.24% |
| FNMA FN30 TBA UMBS 05.0000 11/01/2051 | 0.24% |
| FNR 2018-38 SA IO 06.1108 06/25/2048 | 0.24% |
| OMIR 2018-1A M2 02.9393 07/25/2028 | 0.23% |
| CAS 2017-C03 1B1 04.9393 10/25/2029 | 0.23% |
| GNR 2018-164 AS IO 06.0144 12/20/2048 | 0.23% |
| GNR 2018-H05 BI IO 02.3921 02/20/2068 | 0.23% |
| HVMLT 2005-2 1A 00.6004 05/19/2035 | 0.23% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.23% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | 0.23% |
| CSMC 2008-C1 AJ 144A 05.8164 02/15/2041 | 0.23% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.23% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.22% |
| SWPTN 5YX30Y R 2.8325 USD 02/15/2022 JP | 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% |
| GNR 2021-8 VI IO 03.5000 12/20/2050 | 0.22% |
| FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.22% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.22% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.22% |
| BCAP 2011-RR3 3A6 02.6322 11/27/2036 | 0.22% |
| WFCM 2013-LC12 D 144A 04.3061 07/15/2046 | 0.22% |
| KINGDOM OF MOROCCO REGS 03.0000 12/15/2032 | 0.22% |
| ENBRIDGE US INC 29251UYF9 DCP 11/15/2021 | 0.22% |
| HUMANA INC 44486HZ89 DCP 12/08/2021 | 0.22% |
| MSC 2012-C4 E 144A 05.3664 03/15/2045 | 0.21% |
| PROVINCIA DE BUENOS P/P 144A 03.9000 09/01/2037 | 0.21% |
| CSAIL 2015-C1 D 144A 03.7617 04/15/2050 | 0.21% |
| FHR 4265 SD IO 06.0098 01/15/2035 | 0.20% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.20% |
| SWPTN 1YX1Y P 0.5825 USD 10/03/2022 JP | 0.20% |
| FHR 5093 YI IO 04.5000 12/25/2050 | 0.20% |
| GNR 2020-H12 IH IO 01.5053 07/20/2070 | 0.20% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.20% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.20% |
| CAS 2017-C01 1B1 05.8393 07/25/2029 | 0.19% |
| GNR 2018-H02 HI IO 02.3356 01/20/2068 | 0.19% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.19% |
| AHM 2007-1 GA1C 00.2793 05/25/2047 | 0.19% |
| FNR 2016-62 GS IO 06.0108 09/25/2046 | 0.19% |
| GSR 2007-OA1 2A3A 00.3993 05/25/2037 | 0.19% |
| GNR 2018-H05 AI IO 02.3880 02/20/2068 | 0.19% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.19% |
| CWALT 2006-OA10 3A1 00.4693 08/25/2046 | 0.18% |
| 0.75 R ISWP US0003M P 10/16/2030 | 0.18% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.18% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.18% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.18% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.18% |
| GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.18% |
| GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.18% |
| GNR 2017-160 S IO 06.1144 10/20/2043 | 0.18% |
| GNR 2017-H10 MI IO 01.8277 04/20/2067 | 0.18% |
| STACR 2020-HQA3 B2 10.0893 07/25/2050 | 0.18% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.17% |
| GNR 2013-9 S IO 06.6644 01/20/2043 | 0.17% |
| CAS 2016-C06 1B 09.3393 04/25/2029 | 0.17% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.17% |
| GNR 2020-61 SF IO 06.3544 07/20/2043 | 0.17% |
| KINGDOM OF JORDAN REGS 05.8500 07/07/2030 | 0.17% |
| JPMBB 2014-C18 E 144A 04.2965 02/15/2047 | 0.17% |
| MONGOLIA INTL BOND REGS 04.4500 07/07/2031 | 0.17% |
| BSMF 2006-AR2 2A1 00.5493 09/25/2046 | 0.16% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.16% |
| 0.344 R ISWP FWD US0003M P 10/13/2025 | 0.16% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.16% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.16% |
| KINGDOM OF BAHRAIN REGS 07.3750 05/14/2030 | 0.16% |
| REPUBLIC OF TURKEY USD 07.6250 04/26/2029 | 0.16% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.16% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.16% |
| GNR 2015-H12 AI IO 01.8627 05/20/2065 | 0.16% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.16% |
| 0.41 R ISWP US0003M P 10/13/2025 | 0.16% |
| MCAS 2019-01 M10 144A 03.3393 10/15/2049 | 0.16% |
| UKRAINE GOVERNMENT REGS 06.8760 05/21/2029 | 0.16% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.16% |
| CWALT 2006-OA7 1A2 01.0274 06/25/2046 | 0.15% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.15% |
| GNR 2018-H04 IO IO 02.4312 02/20/2068 | 0.15% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.15% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.15% |
| GNR 2015-H15 BI IO 01.8806 06/20/2065 | 0.15% |
| STACR 2018-HQA2 B2 11.0893 10/25/2048 | 0.15% |
| 0.471 R ISWP US0003M P 11/16/2025 | 0.15% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.15% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.15% |
| CAS 2017-C06 2M2 02.8893 02/25/2030 | 0.15% |
| GNR 2017-H18 FI IO 02.2225 09/20/2067 | 0.15% |
| GNR 2018-H01 XI IO 02.3051 01/20/2068 | 0.15% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.15% |
| STACR 2018-DNA3 B2 07.8393 09/25/2048 | 0.15% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.15% |
| GNR 2018-105 SG IO 06.1644 08/20/2048 | 0.15% |
| GNR 2017-H06 BI IO 02.3386 02/20/2067 | 0.14% |
| PETROLEOS DEL PERU SA REGS 04.7500 06/19/2032 | 0.14% |
| FNR 2019-34 SL IO 05.9608 07/25/2049 | 0.14% |
| STACR 2017-DNA1 B1 05.0393 07/25/2029 | 0.14% |
| STACR 2019-DNA2 B2 10.5893 03/25/2049 | 0.14% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.14% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.14% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 0.14% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.14% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.14% |
| 0.5996 R ISWP US0003M P 03/09/2026 | 0.14% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.14% |
| MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.14% |
| GNR 2018-H15 EI IO 01.4944 08/20/2068 | 0.14% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.14% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.14% |
| GSAA 2006-8 2A2 00.4493 05/25/2036 | 0.14% |
| JPY/USD 11/17/2021 SSBT | 0.14% |
| 0.873 R ISWP FWD US0003M P 09/02/2026 | 0.14% |
| CAS 2017-C06 2B1 04.5393 02/25/2030 | 0.14% |
| GNR 2013-152 SJ IO 06.0644 05/20/2041 | 0.14% |
| GNR 2015-H23 BI IO 01.7502 09/20/2065 | 0.14% |
| PT PERTAMINA (PERSERO) REGS 06.0000 05/03/2042 | 0.14% |
| GNR 2018-104 SD IO 06.1144 08/20/2048 | 0.14% |
| REPUBLIC OF COLOMBIA USD 07.3750 09/18/2037 | 0.14% |
| 0.5615 R ISWP FWD US0003M P 01/13/2026 | 0.13% |
| FNR 2020-12 SK IO 05.9608 03/25/2050 | 0.13% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.13% |
| GNR 2017-H16 JI IO 02.3092 08/20/2067 | 0.13% |
| HONDURAS GOVERNMENT REGS 05.6250 06/24/2030 | 0.13% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/05/2025 | 0.13% |
| 0.37 R ISWP US0003M P 10/16/2025 | 0.13% |
| BARCLAYS BANK PLC CCP 06742VN64 DCP 11/03/2021 | 0.13% |
| GNR 2015-H03 CI IO 01.7145 01/20/2065 | 0.13% |
| GNR 2017-H08 NI IO 02.2418 03/20/2067 | 0.13% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.13% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.13% |
| FORD MOTOR CO P/P 144A CV 00.0000 03/15/2026 | 0.13% |
| GNR 2016-77 SC IO 06.0144 10/20/2045 | 0.13% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.13% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.13% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.13% |
| BSCMS 2005-PWR7 D 05.2621 02/11/2041 | 0.13% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.13% |
| FED REPUBLIC OF BRAZIL USD 08.2500 01/20/2034 | 0.13% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.13% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.13% |
| 2.536 R ISWP FWD US0003M P 12/02/2023 | 0.12% |
| FNR 2019-47 SA IO 05.9608 08/25/2049 | 0.12% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.12% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.12% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.12% |
| GNR 2017-H03 HI IO 01.5805 01/20/2067 | 0.12% |
| SWPTN 1YX10Y P 1.529 USD 09/13/2022 CI | 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% |
| GNR 2019-6 SM IO 05.9644 01/20/2049 | 0.12% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.12% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.12% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 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% |
| GNR 2017-H20 HI IO 02.0223 10/20/2067 | 0.12% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.12% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.12% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.12% |
| ISLAMIC REP OF PAKISTAN REGS 07.3750 04/08/2031 | 0.12% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.12% |
| CWALT 2006-OA10 1A1 01.0474 08/25/2046 | 0.12% |
| GNR 2017-H16 IO 02.1649 08/20/2067 | 0.12% |
| GNR 2015-H15 AI IO 01.8091 06/20/2065 | 0.12% |
| GNR 2018-100 S IO 06.1144 07/20/2048 | 0.12% |
| STACR 2019-DNA1 B2 10.8393 01/25/2049 | 0.12% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 06/22/2030 | 0.11% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.11% |
| ASCEND LEARNING LLC TL L+300 04.0000 07/12/2024 | 0.11% |
| GNR 2015-H08 CI IO 01.7919 03/20/2065 | 0.11% |
| NZD/USD 01/19/2022 JPMCB | 0.11% |
| OKTA INC CV 00.3750 06/15/2026 | 0.11% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.11% |
| SPRINT CORP 07.6250 03/01/2026 | 0.11% |
| 1.046 R ISWP FWD US0003M P 10/05/2026 | 0.11% |
| CWALT 2006-OA7 1A1 02.1886 06/25/2046 | 0.11% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.11% |
| GNR 2016-H22 AI IO 02.1573 10/20/2066 | 0.11% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.11% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.11% |
| COMM 2014-UBS3 D 144A 04.7676 06/10/2047 | 0.11% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.11% |
| GNR 2015-H20 BI IO 01.7836 08/20/2065 | 0.11% |
| GNR 2017-H12 QI IO 02.2376 05/20/2067 | 0.11% |
| 0.3084 R ISWP FWD US0003M P 08/31/2025 | 0.11% |
| GNR 2017-H06 MI IO 02.2157 02/20/2067 | 0.11% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.11% |
| GNR 2018-91 SH IO 06.1644 07/20/2048 | 0.11% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.11% |
| BMIR 2017-1 B1 144A 04.8393 10/25/2027 | 0.10% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.10% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.10% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 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% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.10% |
| GNR 2019-125 SG IO 05.9644 10/20/2049 | 0.10% |
| REPUBLIC OF GABON REGS 06.6250 02/06/2031 | 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% |
| ENVISION HEALTHCARE TL L+375 03.8370 10/10/2025 | 0.10% |
| GNR 2014-4 SG IO 06.0144 01/20/2044 | 0.10% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | 0.10% |
| BACM 2005-1 C 05.4820 11/10/2042 | 0.10% |
| STACR 2016-DNA1 B 10.0860 07/25/2028 | 0.10% |
| FHR 4742 S IO 06.1098 12/15/2047 | 0.10% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.10% |
| GNR 2015-H18 BI IO 01.8744 07/20/2065 | 0.10% |
| GNR 2017-H03 EI IO 02.4719 01/20/2067 | 0.10% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.10% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.10% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.10% |
| 1.824 R ISWP US0003M P 09/30/2051 | 0.10% |
| CWALT 2006-OA10 2A1 00.4693 08/25/2046 | 0.10% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.10% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.10% |
| STACR 2016-HQA2 M3 05.2393 11/25/2028 | 0.10% |
| 0.717 R ISWP FWD US0003M P 03/11/2052 | 0.10% |
| COMM 2013-CR9 D 144A 04.2692 07/10/2045 | 0.10% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.10% |
| TWITTER INC P/P 144A CV 00.0000 03/15/2026 | 0.10% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| GNR 2016-H16 EI IO 02.1962 06/20/2066 | 0.09% |
| GNR 2017-H05 CI IO 02.2375 02/20/2067 | 0.09% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.09% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.09% |
| FHR 4731 QS IO 06.1098 11/15/2047 | 0.09% |
| GNR 2016-H04 HI IO 02.3853 07/20/2065 | 0.09% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.09% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.09% |
| GNR 2014-H25 BI IO 01.6838 12/20/2064 | 0.09% |
| GNR 2017-H09 IO IO 01.8196 04/20/2067 | 0.09% |
| JPALT 2007-A2 12A1 00.4893 06/25/2037 | 0.09% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.09% |
| CCMFC 2006-4A A2 00.2693 11/25/2047 | 0.09% |
| COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.09% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.09% |
| GNR 2016-H18 IO IO 01.6626 08/20/2066 | 0.09% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.09% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.09% |
| STACR 2017-DNA2 B1 05.2393 10/25/2029 | 0.09% |
| STACR 2020-HQA2 M2 03.1893 03/25/2050 | 0.09% |
| ZYNGA INC P/P 144A CV 00.0000 12/15/2026 | 0.09% |
| CAS 2017-C03 1M2 03.0893 10/25/2029 | 0.09% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.09% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.09% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.09% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.09% |
| GNR 2018-67 SC IO 06.1144 05/20/2048 | 0.09% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.09% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.09% |
| GNR 2017-H11 TI IO 02.1906 04/20/2067 | 0.09% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.09% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.08% |
| CAD/USD 01/19/2022 GSFX | 0.08% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.08% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.08% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.08% |
| QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.08% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.08% |
| 0.879 R ISWP FWD US0003M P 09/01/2026 | 0.08% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.08% |
| SCRT 2019-1 M 04.7500 07/25/2058 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.08% |
| GNR 2014-119 SA IO 05.5144 08/20/2044 | 0.08% |
| GNR 2015-H23 DI IO 01.8492 09/20/2065 | 0.08% |
| SOLENIS 1STL L+400 04.0870 06/26/2025 | 0.08% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.08% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.08% |
| GNR 2018-H01 IO IO 02.2715 12/20/2067 | 0.08% |
| BWAY CORP TLB L+325 03.3370 04/03/2024 | 0.08% |
| GNR 2016-H14 IO IO 01.6814 06/20/2066 | 0.08% |
| STACR 2019-DNA3 B2 08.2393 07/25/2049 | 0.08% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.08% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.08% |
| 0.30 R ISWP US0003M P 12/02/2023 | 0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.08% |
| 0.871 R ISWP FWD US0003M P 12/07/2030 | 0.08% |
| EUR/USD 12/15/2021 RBSF | 0.08% |
| RBIT 2020-1 M5 06.0000 02/25/2030 | 0.08% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.08% |
| EXPEDIA GRP P/P 144A CV 00.0000 02/15/2026 | 0.08% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.08% |
| GNR 2016-H08 AI IO 01.5604 08/20/2065 | 0.08% |
| REPUBLIC OF BELARUS REGS 06.2000 02/28/2030 | 0.08% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.08% |
| STACR 2018-HQA1 M2 02.3893 09/25/2030 | 0.08% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.08% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.08% |
| GNR 2015-H10 BI IO 01.8139 04/20/2065 | 0.08% |
| GNR 2015-H24 AI IO 01.7743 09/20/2065 | 0.08% |
| GNR 2017-H11 DI IO 01.8457 05/20/2067 | 0.08% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.08% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.08% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.08% |
| CAS 2020-SBT1 1B1 06.8393 02/25/2040 | 0.08% |
| GNR 2016-H27 EI IO 01.9191 12/20/2066 | 0.08% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.08% |
| 0.735 R ISWP FWD US0003M P 01/31/2025 | 0.07% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.07% |
| BATH & BODY WORKS INC. 06.8750 11/01/2035 | 0.07% |
| CAS 2017-C07 1B1 04.0893 05/25/2030 | 0.07% |
| STACR 2017-DNA3 B1 04.5393 03/25/2030 | 0.07% |
| CAS 2017-C05 1B1 03.6893 01/25/2030 | 0.07% |
| CAS 2018-C06 2B1 04.1893 03/25/2031 | 0.07% |
| FNR 2011-101 SA IO 05.8108 10/25/2041 | 0.07% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.07% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.07% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.07% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.07% |
| LABORATOIRE EIMER SELAS REGS 05.0000 02/01/2029 | 0.07% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.07% |
| AIRBNB INC P/P 144A CV 00.0000 03/15/2026 | 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% |
| DOMINICAN REPUBLIC REGS 05.8750 04/18/2024 | 0.07% |
| LOXAM SAS REGS 03.7500 07/15/2026 | 0.07% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.07% |
| VAIL RESORTS P/P 144A CV 00.0000 01/01/2026 | 0.07% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.07% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.07% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.07% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.07% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.07% |
| SOLAR EDGE TECH USD 00.0000 09/15/2025 | 0.07% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | 0.07% |
| AUD/USD 01/19/2022 MSCIL | 0.07% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.07% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.07% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.07% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.07% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.07% |
| 0.7925 R ISWP FWD US0003M P 04/25/2032 | 0.07% |
| GNR 2017-H06 DI IO 01.7835 02/20/2067 | 0.07% |
| MOTION BONDCO DAC REGS 04.5000 11/15/2027 | 0.07% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.07% |
| WAYFAIR INC CV 00.6250 10/01/2025 | 0.07% |
| BALTA 2005-7 21A1 02.6320 09/25/2035 | 0.07% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.07% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.07% |
| 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% |
| FHS 311 S1 IO 05.8598 08/15/2043 | 0.06% |
| GNR 2015-H01 BI IO 01.5607 01/20/2065 | 0.06% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.06% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.06% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.06% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.06% |
| 0.963 R ISWP FWD US0003M P 07/06/2026 | 0.06% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.06% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.06% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.06% |
| PRESTIGE BRANDS INC P/P 144A 05.1250 01/15/2028 | 0.06% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.06% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.06% |
| TERRIER MEDIA BUYER IN L+350 03.5870 12/17/2026 | 0.06% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.06% |
| GNR 2016-H17 KI IO 01.9045 07/20/2066 | 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% |
| 1.65537 R ISWP US0003M P 08/03/2051 | 0.06% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.06% |
| GNR 2016-H24 JI IO 02.0437 11/20/2066 | 0.06% |
| GUARDANT HEAL P/P 144A CV 00.0000 11/15/2027 | 0.06% |
| ORTHO-CLINICAL DIAGNOS L+325 03.0803 06/30/2025 | 0.06% |
| SQUARE INC P/P 144A CV 00.0000 05/01/2026 | 0.06% |
| TAMKO BUILDING PRODUCT L+300 03.1013 05/31/2026 | 0.06% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.06% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.06% |
| WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.06% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.06% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.06% |
| GNR 2017-H02 BI IO 02.4334 01/20/2067 | 0.06% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.06% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 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% |
| CLUBCORP TLB L+275 02.8815 09/18/2024 | 0.06% |
| DRAFTKINGS P/P 144A CV 00.0000 03/15/2028 | 0.06% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.06% |
| GNR 2016-H06 CI IO 01.4436 02/20/2066 | 0.06% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.06% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.06% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 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% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.06% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.06% |
| GNR 2014-46 SA IO 06.0144 03/20/2044 | 0.06% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.06% |
| GOLDEN NUGGET TL L+250 03.2500 10/04/2023 | 0.06% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.06% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.06% |
| 0.8725 R ISWP FWD US0003M P 03/10/2052 | 0.06% |
| AUD/USD 01/19/2022 JPMCB | 0.06% |
| CHEGG INC CV 00.0000 09/01/2026 | 0.06% |
| CLEAR CHANNEL OUTDOOR L+350 03.6286 08/21/2026 | 0.06% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.06% |
| ENPHASE EN P/P 144A CV 00.0000 03/01/2028 | 0.06% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.06% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.06% |
| UBER TECH INC P/P 144A CV 00.0000 12/15/2025 | 0.06% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.06% |
| 1.0575 R ISWP FWD US0003M P 12/21/2026 | 0.06% |
| 1.305 R ISWP FWD US0003M P 12/17/2050 | 0.06% |
| CABLE ONE INC P/P 144A CV 01.1250 03/15/2028 | 0.06% |
| CAESARS ENTERTAIN IN P/P 144A 04.6250 10/15/2029 | 0.06% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.06% |
| LYFT INC CV 01.5000 05/15/2025 | 0.06% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.06% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.06% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.06% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.06% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.06% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | 0.06% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.06% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.06% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.06% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/31/2027 | 0.06% |
| HALOZYME THER P/P 144A CV 00.2500 03/01/2027 | 0.06% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.06% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.06% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.06% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.06% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.06% |
| BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.06% |
| CAS 2016-C04 1B 10.3393 01/25/2029 | 0.06% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| ISTAR INC 05.5000 02/15/2026 | 0.06% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.06% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.06% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.06% |
| 1.10 R ISWP FWD SOFRRATE P 12/15/2031 | 0.05% |
| CAS 2017-C07 2B1 04.5393 05/25/2030 | 0.05% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.05% |
| GNR 2014-H06 BI IO 01.4567 02/20/2064 | 0.05% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.05% |
| JPMORGAN CHAS P/P 144A CV 00.2500 05/01/2023 | 0.05% |
| NOK/USD 12/15/2021 TDBK | 0.05% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.05% |
| SHIFT4 PAYMEN P/P 144A CV 00.0000 12/15/2025 | 0.05% |
| SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.05% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.05% |
| BOX INC P/P 144A CV 00.0000 01/15/2026 | 0.05% |
| FHR 3919 SA IO 06.4098 09/15/2041 | 0.05% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.05% |
| MIDDLEBY CORP CV 01.0000 09/01/2025 | 0.05% |
| SQUARE INC P/P 144A CV 00.2500 11/01/2027 | 0.05% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.05% |
| 0.6525 R ISWP FWD SONIA P 12/15/2031 | 0.05% |
| CERIDIAN HCM P/P 144A CV 00.2500 03/15/2026 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.05% |
| ALTICE FINANCING SA P/P 144A 05.0000 01/15/2028 | 0.05% |
| BURL STORE CV 02.2500 04/15/2025 | 0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.05% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 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% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.05% |
| OMNICELL INC CV 00.2500 09/15/2025 | 0.05% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.05% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.05% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.05% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | 0.05% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.05% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.05% |
| 1.075 R ISWP US0003M P 01/27/2031 | 0.05% |
| 1.734 R ISWP FWD US0003M P 04/15/2031 | 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% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.05% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 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% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.05% |
| REDFIN CORP CV 00.0000 10/15/2025 | 0.05% |
| SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.05% |
| SWPTN 5YX20Y R 1.11125 JPY 08/24/2023 BC | 0.05% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.05% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.05% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.05% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.05% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.05% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.05% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.05% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| OVINTIV INC 06.6250 08/15/2037 | 0.05% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.05% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.05% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.05% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.05% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.05% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.05% |
| EVERBRIDGE IN P/P 144A CV 00.0000 03/15/2026 | 0.05% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.05% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.05% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.05% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.05% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.05% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.05% |
| CMLTI 2007-AMC3 A2B 00.2693 03/25/2037 | 0.05% |
| ELANCO ANIMAL HLTH TLB L+175 01.8364 02/04/2027 | 0.05% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.05% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.05% |
| LIBERTY MEDIA | 0.05% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.05% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.05% |
| OMIR 2017-1A M2 144A 04.0893 04/25/2027 | 0.05% |
| PACIRA PHARMA CV 00.7500 08/01/2025 | 0.05% |
| CAS 2017-C07 2M2 02.5893 05/25/2030 | 0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.04% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.04% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.04% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.04% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.04% |
| SEA LTD USD 00.2500 09/15/2026 | 0.04% |
| APACHE CORP 05.1000 09/01/2040 | 0.04% |
| BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.04% |
| BOEING CO 05.9300 05/01/2060 | 0.04% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.04% |
| FNR 2010-35 SG IO 06.3108 04/25/2040 | 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% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.04% |
| SUNRUN INC P/P 144A CV 00.0000 02/01/2026 | 0.04% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.04% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.04% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.04% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.04% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 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% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.04% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.04% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.04% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.04% |
| FHS 326 S2 IO 05.8598 03/15/2044 | 0.04% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| MAV ACQUISITION CORP P/P 144A 05.7500 08/01/2028 | 0.04% |
| MAV ACQUISITION CORP P/P 144A 08.0000 08/01/2029 | 0.04% |
| NOK/USD 12/15/2021 MSCIL | 0.04% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.04% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 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% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.04% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 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 2013-182 SY IO 06.0144 12/20/2043 | 0.04% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.04% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.04% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.04% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.04% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.04% |
| TWILIO INC 03.6250 03/15/2029 | 0.04% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.04% |
| DELIVERY HERO AG REGS 01.5000 01/15/2028 | 0.04% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.04% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.04% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.04% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.04% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.04% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 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% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.04% |
| 0.933 R ISWP FWD US0003M P 06/28/2026 | 0.04% |
| 1.591 R ISWP FWD US0003M P 08/11/2051 | 0.04% |
| ADIENT TLB L+350 03.5870 04/01/2028 | 0.04% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.04% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.04% |
| CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.04% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.04% |
| FHR 5004 SG IO 06.0108 08/25/2050 | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.04% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.04% |
| NOURYON USA TLB L+300 02.8393 10/01/2025 | 0.04% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.04% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.04% |
| 1.366 R ISWP FWD US0003M P 09/13/2031 | 0.04% |
| BLACKLINE INC P/P 144A CV 00.0000 03/15/2026 | 0.04% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.04% |
| FHR 5011 SA IO 06.1608 09/25/2050 | 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% |
| PINDUODUO INC USD 00.0000 12/01/2025 | 0.04% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | 0.04% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.04% |
| 1.165 R ISWP FWD US0003M P 07/15/2031 | 0.04% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.04% |
| ARDAGH METAL PAC P/P 144A 03.2500 09/01/2028 | 0.04% |
| AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.04% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.04% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.04% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 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 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.04% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.04% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.04% |
| 1.165 R ISWP FWD US0003M P 04/15/2031 | 0.04% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.04% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.04% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.04% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.04% |
| GNR 2012-146 IO IO 05.0000 12/20/2042 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| KINGDOM OF BAHRAIN P/P 144A 07.3750 05/14/2030 | 0.04% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.04% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.04% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.04% |
| ADIDAS AG 144A 00.0500 09/12/2023 | 0.04% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.04% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.04% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.04% |
| TOTALENERGIES SE REGS 00.5000 12/02/2022 | 0.04% |
| 1.045 R ISWP FWD US0003M P 04/15/2026 | 0.03% |
| 1.985 R ISWP FWD US0003M P 10/09/2054 | 0.03% |
| CAS 2018-C04 2B1 04.5893 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% |
| FIVE9 INC CV 00.5000 06/01/2025 | 0.03% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.03% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.03% |
| STACR 2018-HQA2 B1 04.3393 10/25/2048 | 0.03% |
| ZSCALER INC. CV 00.1250 07/01/2025 | 0.03% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.03% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.03% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 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 2014-4 IC IO 04.0000 01/20/2044 | 0.03% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.03% |
| GNR 2020-15 CS IO 05.9644 02/20/2050 | 0.03% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.03% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.03% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.03% |
| RAPID7 INC P/P 144A CV 00.2500 03/15/2027 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.03% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.03% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 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% |
| CAS 2016-C03 1M2 05.3893 10/25/2028 | 0.03% |
| CAS 2018-C06 2M2 02.1893 03/25/2031 | 0.03% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.03% |
| EUR/USD 12/15/2021 TDBK | 0.03% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.03% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.03% |
| MEREDITH CORP 06.5000 07/01/2025 | 0.03% |
| MSBAM 2015-C23 D 144A 04.1437 07/15/2050 | 0.03% |
| NOVOCURE LTD P/P 144A 00.0000 11/01/2025 | 0.03% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.03% |
| TWILIO INC 03.8750 03/15/2031 | 0.03% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.03% |
| 1.3659 R ISWP US0003M P 02/22/2031 | 0.03% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.03% |
| CENTENE CORP 03.0000 10/15/2030 | 0.03% |
| GNR 2010-20 SC IO 06.0644 02/20/2040 | 0.03% |
| GNR 2013-129 SN IO 06.0644 09/20/2043 | 0.03% |
| GNR 2013-99 VS IO 06.0141 07/16/2043 | 0.03% |
| HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.03% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 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% |
| AUD/USD 01/19/2022 TDBK | 0.03% |
| CANPACK SA/CANPACK U P/P 144A 03.8750 11/15/2029 | 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.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| ISTAR INC 04.7500 10/01/2024 | 0.03% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 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% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.03% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | 0.03% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.03% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.03% |
| EMIR 2020-1 B1 144A 02.9393 01/25/2030 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.03% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.03% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.03% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.03% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 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% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.03% |
| 0.584 R ISWP FWD US0003M P 02/10/2026 | 0.03% |
| 1.29 R ISWP US0003M P 08/20/2031 | 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% |
| CAD/USD 01/19/2022 UBS | 0.03% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.03% |
| GNR 2019-78 SJ IO 05.9644 06/20/2049 | 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% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.03% |
| STACR 2019-HQA1 B2 12.3393 02/25/2049 | 0.03% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.03% |
| WOLVERINE WORLD WIDE P/P 144A 04.0000 08/15/2029 | 0.03% |
| 1.212 R ISWP US0003M P 02/16/2031 | 0.03% |
| 1.324 R ISWP US0003M P 09/17/2031 | 0.03% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.03% |
| AUD/USD 01/19/2022 RBSF | 0.03% |
| CAS 2019-R04 2B1 05.3393 06/25/2039 | 0.03% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 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 MS | 0.03% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.03% |
| GNR 2019-99 KS IO 05.9644 08/20/2049 | 0.03% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.03% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.03% |
| TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 0.03% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.03% |
| APACHE CORP 04.3750 10/15/2028 | 0.03% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.03% |
| CLOUDFLARE P/P 144A CV 00.0000 08/15/2026 | 0.03% |
| EUR/USD PUT 1.155 20211112 GSFX | 0.03% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| GNR 2020-63 PS IO 06.0144 04/20/2050 | 0.03% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.03% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.03% |
| JPY/USD 11/17/2021 JPMCB | 0.03% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.03% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.03% |
| STRU BMOC-8710 SA IO 06.0644 07/20/2050 | 0.03% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.02% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.02% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 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% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.02% |
| MCAS 2020-01 M10 144A 03.8393 03/25/2050 | 0.02% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.02% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.02% |
| 1.644 R ISWP FWD US0003M P 05/21/2031 | 0.02% |
| CAS 2018-C02 2M2 02.2893 08/25/2030 | 0.02% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.02% |
| CWALT 2005-38 A3 00.7893 09/25/2035 | 0.02% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.02% |
| FHR 4945 SL IO 05.9608 01/25/2050 | 0.02% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.02% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.02% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 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% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| STACR 2020-DNA4 B2 10.0893 08/25/2050 | 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% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.02% |
| 1.63 R ISWP FWD NOKOIB6M P 12/15/2031 | 0.02% |
| 2.55 R ISWP FWD US0003M P 11/20/2039 | 0.02% |
| CPTFEMU R 1.4375 P 09/15/23 | 0.02% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.02% |
| FNR 2019-57 KS IO 05.9608 10/25/2049 | 0.02% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.02% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.02% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.02% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.02% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.02% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.02% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.02% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| 1.57 R ISWP FWD US0003M P 08/23/2033 | 0.02% |
| 2.2225 R ISWP FWD US0003M P 06/05/2029 | 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% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 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% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.02% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.02% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.02% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.02% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.02% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.02% |
| 1.4255 R ISWP US0003M P 02/24/2031 | 0.02% |
| ALTICE FRANCE SA P/P 144A 05.5000 10/15/2029 | 0.02% |
| CAS 2016-C05 2B 10.8393 01/25/2029 | 0.02% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.02% |
| FHR 4839 WS IO 06.0098 08/15/2056 | 0.02% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.02% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 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% |
| OLYMPUS WTR US HLDG P/P 144A 04.2500 10/01/2028 | 0.02% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.02% |
| 1.626 R ISWP FWD US0003M P 09/12/2052 | 0.02% |
| ALARM.COM HLD P/P 144A CV 00.0000 01/15/2026 | 0.02% |
| BLACKSTONE MTGE TR P/P 144A 03.7500 01/15/2027 | 0.02% |
| BSCMS 2007-T26 AJ 05.4306 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.02% |
| COMM 2012-LC4 B 04.9340 12/10/2044 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 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% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.02% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.02% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.02% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.02% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | 0.02% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.02% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 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% |
| 0.94375 R ISWP FWD US0003M P 04/01/2026 | 0.02% |
| 1.265 R ISWP FWD US0003M P 03/04/2052 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 02/15/2031 | 0.02% |
| CAS 2018-C05 1B1 04.3393 01/25/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.02% |
| DISH NETWORK P/P 144A CV 00.0000 12/15/2025 | 0.02% |
| EUR/USD 12/15/2021 CITI | 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 2016-79 IO IO 03.5000 06/20/2046 | 0.02% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.02% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 0.02% |
| SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.02% |
| 0.194 R ISWP FWD JPL6M P 08/29/2043 | 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% |
| 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% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.02% |
| FNR 2013-53 JI IO 03.0000 12/25/2041 | 0.02% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.02% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 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% |
| WIX LTD USD 00.0000 08/15/2025 | 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% |
| AUD/USD 01/19/2022 SSBT | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 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.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 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% |
| EUR/USD 12/15/2021 BCAP-FX | 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% |
| GSMS 2014-GC18 B 04.8850 01/10/2047 | 0.02% |
| HUBSPOT INC CV 00.3750 06/01/2025 | 0.02% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.02% |
| NOK/USD 12/15/2021 CITI | 0.02% |
| OMIR 2019-1A B1B 04.4393 07/25/2029 | 0.02% |
| SHAKE SHACK I P/P 144A CV 00.0000 03/01/2028 | 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 P 0.45 EUR 01/29/2031 UB | 0.02% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | 0.02% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.02% |
| VNET GROUP INC P/P 144A 00.0000 02/01/2026 | 0.02% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.02% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| FNR 2019-5 SA IO 06.0108 03/25/2049 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2012-H29 AI IO 01.3807 10/20/2062 | 0.02% |
| GNR 2012-H29 FI IO 01.3807 10/20/2062 | 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% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| MICROSTRATEGY P/P 144A CV 00.0000 02/15/2027 | 0.02% |
| SWPTN 1YX10Y P 1.775 USD 03/03/2022 TD | 0.02% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.02% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.02% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.02% |
| 1.0825 R ISWP US0003M P 10/12/2026 | 0.02% |
| ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% |
| ASURION CORP TLB9 L+325 03.3370 07/31/2027 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.02% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.02% |
| JPMCC 2013-LC11 D 04.1645 04/15/2046 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.02% |
| STACR 2020-DNA5 B2 11.5487 10/25/2050 | 0.02% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.02% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.01% |
| 1.525 R ISWP US0003M P 10/05/2031 | 0.01% |
| 1.66 R ISWP FWD US0003M P 09/01/2033 | 0.01% |
| APACHE CORP 04.6250 11/15/2025 | 0.01% |
| BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.01% |
| CAS 2018-C06 1B1 03.8393 03/25/2031 | 0.01% |
| CAS 2019-R03 1B1 04.1893 09/25/2031 | 0.01% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.01% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.01% |
| GNR 2019-83 SY IO 06.0144 07/20/2049 | 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% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.01% |
| OMIR 2019-1A B1A 03.5893 07/25/2029 | 0.01% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.01% |
| VERTIV TLB L+275 02.8375 03/02/2027 | 0.01% |
| 1.275 R ISWP FWD US0003M P 03/07/2050 | 0.01% |
| 180 MEDICAL INC P/P 144A 03.8750 10/15/2029 | 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.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| ENVISTA HLDGS CV 02.3750 06/01/2025 | 0.01% |
| EUR/USD 12/15/2021 WPAC | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 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 2018-139 SA IO 06.0644 10/20/2048 | 0.01% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.01% |
| GNR 2019-96 SY IO 06.0144 08/20/2049 | 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% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.01% |
| NZD/USD 01/19/2022 CSI-FX | 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% |
| SCIL IV LLC / SCIL U P/P 144A 05.3750 11/01/2026 | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.01% |
| WOLFSPEED INC CV 01.7500 05/01/2026 | 0.01% |
| 0.65 R ISWP FWD SES3M P 12/15/2031 | 0.01% |
| 1.127 R ISWP US0003M P 10/18/2026 | 0.01% |
| 1.181 R ISWP US0003M P 10/15/2026 | 0.01% |
| 1.461 R ISWP US0003M P 06/11/2031 | 0.01% |
| 1.591 R ISWP FWD US0003M P 05/05/2031 | 0.01% |
| 1.67 R ISWP US0003M P 10/25/2031 | 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 CSI-FX | 0.01% |
| GBP/USD 12/15/2021 CITI | 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 IA IO 03.5000 04/20/2042 | 0.01% |
| INTEGRA LIFE CV 00.5000 08/15/2025 | 0.01% |
| RH CV 00.0000 09/15/2024 | 0.01% |
| STACR 2014-DN1 M3 04.5893 02/25/2024 | 0.01% |
| STACR 2020-DNA3 B2 09.4393 06/25/2050 | 0.01% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | 0.01% |
| TPMT 2019-2 A2 144A 03.7500 12/25/2058 | 0.01% |
| 1.103 R ISWP US0003M P 10/04/2026 | 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% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.01% |
| CAS 2015-C02 1M2 04.0893 05/25/2025 | 0.01% |
| CAS 2017-C04 2M2 02.9393 11/25/2029 | 0.01% |
| CAS 2020-SBT1 1M2 03.7393 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 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FIVERR INTL LTD USD 00.0000 11/01/2025 | 0.01% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.4013 02/10/2046 | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 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% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 14WX1Y R 1.4675 USD 01/04/2022 JP | 0.01% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | 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% |
| CAS 2019-R01 2M2 02.5393 07/25/2031 | 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 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 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 12/15/2021 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% |
| JPMBB 2014-C22 C 04.5528 09/15/2047 | 0.01% |
| OPTION CARE HLTH INC P/P 144A 04.3750 10/31/2029 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.01% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.01% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.01% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | 0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | 0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.01% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | 0.01% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.01% |
| WFCM 2019-C53 D 144A 02.5000 10/15/2052 | 0.01% |
| 1.6285 R ISWP US0003M P 10/22/2031 | 0.01% |
| ATLAS LUXCO 4 P/P 144A 04.6250 06/01/2028 | 0.01% |
| CD 2017-CD3 C 04.5465 02/10/2050 | 0.01% |
| CENTENE CORP 04.6250 12/15/2029 | 0.01% |
| CHF/USD 12/15/2021 SSBT | 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 CS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| EUR/USD PUT 1.146 20211112 JPMCB | 0.01% |
| FNR 2019-43 JS IO 05.9608 08/25/2049 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| GSMS 2012-GCJ7 D 144A 05.5453 05/10/2045 | 0.01% |
| NEXITY SA REGS 00.2500 03/02/2025 | 0.01% |
| NOK/USD 12/15/2021 RBSF | 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 1.175 GBP 01/14/2030 UB | 0.01% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.01% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.01% |
| AUD/USD PUT 0.731 20211118 GSFX | 0.01% |
| CAD/USD 01/19/2022 WPAC | 0.01% |
| CAS 2021-R01 1B2 06.0500 10/25/2041 | 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% |
| FHR 4937 MS IO 05.9608 12/25/2049 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| FNR 2019-38 SC IO 05.9608 07/25/2049 | 0.01% |
| GBP/USD 12/15/2021 TDBK | 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% |
| IQIYI INC USD 02.0000 04/01/2025 | 0.01% |
| JPMBB 2013-C12 C 04.0985 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% |
| RMIR 2020-2 B1 07.6893 10/25/2030 | 0.01% |
| STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.01% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | 0.01% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 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% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.01% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.01% |
| CAD/USD 01/19/2022 HSBCB | 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| COMM 2014-CR17 E 144A 04.8478 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 2015-88 QI IO 04.0000 10/25/2044 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| JPY/USD 11/17/2021 RBSF | 0.01% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 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% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PACTIV EVERGREEN GRP P/P 144A 04.3750 10/15/2028 | 0.01% |
| SWPTN 10YX10Y P 0.762 GBP 08/20/2029 UB | 0.01% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | 0.01% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | 0.01% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | 0.01% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.01% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.01% |
| 1.573 R ISWP FWD US0003M P 05/17/2031 | 0.01% |
| CAD/USD 01/19/2022 BCAP-FX | 0.01% |
| CAS 2015-C02 2M2 04.0893 05/25/2025 | 0.01% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.01% |
| CMB CMBX.NA.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% |
| 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% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.01% |
| GNMA GII30 4292 06.5000 11/20/2038 | 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% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MICROCHIP TEC CV 01.6250 02/15/2027 | 0.01% |
| NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.01% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| RBIT 2020-2 M3 04.5712 06/25/2030 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STACR 2018-DNA1 B1 03.2393 07/25/2030 | 0.01% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| USD/CAD CALL 1.255 20211126 TDBK | 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% |
| WAMU 2005-AR10 1A3 02.9041 09/25/2035 | 0.01% |
| WAMU 2005-AR13 A1C3 01.0693 10/25/2045 | 0.01% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.00% |
| BSCMS 2005-PWR7 B 05.2140 02/11/2041 | 0.00% |
| CAD/USD 01/19/2022 MSCIL | 0.00% |
| CAS 2020-R02 2B1 03.0893 01/25/2040 | 0.00% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| COMM 2014-CR16 C 04.9192 04/10/2047 | 0.00% |
| FILTRATION GROUP CORP L+350 04.0000 10/19/2028 | 0.00% |
| FNR 2017-87 KI IO 05.0000 06/25/2041 | 0.00% |
| FNS 374 6 IO 05.5000 08/25/2036 | 0.00% |
| FNS 378 19 IO 05.0000 06/25/2035 | 0.00% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 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% |
| JPY/USD 11/17/2021 WPAC | 0.00% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.00% |
| PROVINCIA DE CORDOBA P/P 144A 05.0000 12/10/2025 | 0.00% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.00% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | 0.00% |
| 1.525 R ISWP US0003M P 03/15/2031 | 0.00% |
| 1.5415 R ISWP US0003M P 10/01/2031 | 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% |
| AUD/USD 01/19/2022 CITI | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 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-.12 2061-08-17 300.0 08/17/2061 CG | 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 06.0608 10/25/2041 | 0.00% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.00% |
| FSPC T-57 1AX IO 00.3851 07/25/2043 | 0.00% |
| GBP/USD 12/15/2021 CSI-FX | 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% |
| 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% |
| PLY GEM INDUSTRIES INC L+325 03.7500 04/12/2028 | 0.00% |
| SCIENTIFIC GAMES CORP L+275 02.8370 08/14/2024 | 0.00% |
| SEK/USD 12/15/2021 BCAP-FX | 0.00% |
| STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.00% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.00% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.00% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.52 R ISWP US0003M P 06/21/2031 | 0.00% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.00% |
| 1.8365 R ISWP US0003M P 09/30/2051 | 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 02.4668 10/25/2035 | 0.00% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 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% |
| CAS 2015-C01 1M2 04.3893 02/25/2025 | 0.00% |
| CAS 2015-C03 2M2 05.0893 07/25/2025 | 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 12/15/2021 BANKAM | 0.00% |
| CHF/USD 12/15/2021 GSFX | 0.00% |
| CIT GROUP INC. 05.2500 03/07/2025 | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.00% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.00% |
| GNR 2016-77 SL IO 06.0644 03/20/2043 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.00% |
| IHEARTMEDIA TLB L+300 03.0870 05/01/2026 | 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% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NOK/USD 12/15/2021 JPMCB | 0.00% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.00% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.00% |
| SEK/USD 12/15/2021 JPMCB | 0.00% |
| SWPTN 1YX10Y R 1.775 USD 03/03/2022 TD | 0.00% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 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% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% |
| WERNER HOLDING CO DE I L+400 05.0000 07/24/2024 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.00% |
| -0.201 R ISWP FWD EUR006M P 12/15/2026 | 0.00% |
| 1.066 R ISWP US0003M P 10/08/2026 | 0.00% |
| 1.2155 R ISWP US0003M P 10/21/2026 | 0.00% |
| 1.977 R ISWP FWD US0003M P 01/24/2055 | 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% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 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% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 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.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 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% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| FNR 2012-30 HI IO 04.5000 12/25/2040 | 0.00% |
| FNR 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| FNR 2018-86 DS IO 06.0108 12/25/2048 | 0.00% |
| GBP/USD PUT 1.332 20211112 BANKAM | 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% |
| 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% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MSBAM 2013-C10 F 144A 04.0799 07/15/2046 | 0.00% |
| MSBAM 2013-C11 D 144A 04.3514 08/15/2046 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 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% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 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% |
| 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% |
| STACR 2014-HQ3 M3 04.8393 10/25/2024 | 0.00% |
| SWPTN 1MX5Y R 1.3025 USD 11/26/2021 CI | 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 OPERATION P/P 144A 05.6250 02/15/2027 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 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% |
| 1.147 R ISWP US0003M P 10/14/2026 | 0.00% |
| 1.51882 R ISWP US0003M P 03/02/2031 | 0.00% |
| 1.558 R ISWP FWD US0003M P 06/16/2031 | 0.00% |
| 1.5715 R ISWP US0003M P 10/04/2031 | 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% |
| 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% |
| CHF/USD 12/15/2021 JPMCB | 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.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.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| 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% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3001 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% |
| GNR 2015-134 LI IO 03.5000 05/20/2039 | 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% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 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% |
| NZD/USD 01/19/2022 UBS | 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 02.3893 10/25/2048 | 0.00% |
| SWPTN 10YX10Y P 1.175 GBP 01/14/2030 UB | 0.00% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | 0.00% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 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% |
| 1.1265 R ISWP US0003M P 10/18/2026 | 0.00% |
| 1.2565 R ISWP US0003M P 10/29/2026 | 0.00% |
| 1.5475 R ISWP US0003M P 05/10/2031 | 0.00% |
| 1.567 R ISWP US0003M P 10/12/2031 | 0.00% |
| 1.5675 R ISWP US0003M P 10/04/2031 | 0.00% |
| 1.6625 R ISWP US0003M P 11/01/2034 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| AUD/USD 01/19/2022 CSI-FX | 0.00% |
| CHF/USD 12/15/2021 HSBCB | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.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 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 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 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 00.3796 10/25/2041 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| GBP/USD 12/15/2021 BCAP-FX | 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% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| NOK/USD 12/15/2021 HSBCB | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD PUT 0.678 20211112 UBS | 0.00% |
| SEK/USD 12/15/2021 RBSF | 0.00% |
| SWPTN 1MX5Y R 1.81 CAD 11/26/2021 TD | 0.00% |
| SWPTN 5WX5Y R 1.758 CAD 11/22/2021 TD | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| USD/CAD PUT 1.19 20211126 TDBK | 0.00% |
| 0.5155 R ISWP US0003M P 10/19/2023 | -0.00% |
| 1.584 R ISWP US0003M P 10/19/2031 | -0.00% |
| CAD/USD 01/19/2022 CITI | -0.00% |
| CHF/USD 12/15/2021 RBSF | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 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.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-.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-.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 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SEK/USD 12/15/2021 HSBCB | -0.00% |
| SWPTN 1MX5Y P 1.3025 USD 11/26/2021 CI | -0.00% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | -0.00% |
| 0.451 R ISWP FWD EUR006M P 12/15/2051 | -0.00% |
| 1.177 R ISWP FWD US0003M P 07/03/2040 | -0.00% |
| 1.252 R ISWP US0003M P 10/20/2026 | -0.00% |
| 2.011 R ISWP US0003M P 04/15/2041 | -0.00% |
| CAD/USD 01/19/2022 RBSF | -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.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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% |
| SEK/USD 12/15/2021 BANKAM | -0.00% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.00% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | -0.00% |
| 1.5324 R ISWP US0003M P 03/05/2031 | -0.00% |
| 1.605 R ISWP FWD US0003M P 11/12/2031 | -0.00% |
| 2.074 R ISWP US0003M P 04/15/2051 | -0.00% |
| CAD/USD 01/19/2022 BANKAM | -0.00% |
| CHF/USD 12/15/2021 BCAP-FX | -0.00% |
| CHF/USD 12/15/2021 CITI | -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.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-.12 2061-08-17 300.0 08/17/2061 JP | -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 MS | -0.00% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.00% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | -0.00% |
| 1.268 R ISWP US0003M P 11/01/2026 | -0.00% |
| 1.357 R ISWP US0003M P 09/14/2031 | -0.00% |
| 1.463 R ISWP FWD US0003M P 07/06/2031 | -0.00% |
| 1.6175 R ISWP US0003M P 10/21/2031 | -0.00% |
| 1.6275 R ISWP FWD US0003M P 09/07/2031 | -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-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| NOK/USD 12/15/2021 GSFX | -0.00% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | -0.00% |
| 1.8285 R ISWP US0003M P 09/30/2051 | -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 GS | -0.00% |
| EUR/USD 12/15/2021 SSBT | -0.00% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.00% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | -0.00% |
| 1.546 R ISWP US0003M P 01/08/2051 | -0.01% |
| 1.63 R ISWP FWD US0003M P 09/01/2031 | -0.01% |
| 2.032 R ISWP US0003M P 01/16/2055 | -0.01% |
| CAD/USD 01/19/2022 JPMCB | -0.01% |
| CHF/USD 12/15/2021 MSCIL | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.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-.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% |
| GBP/USD 12/15/2021 BANKAM | -0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | -0.01% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.01% |
| 0.214 R ISWP FWD US0003M P 09/16/2022 | -0.01% |
| 1.647 R ISWP FWD US0003M P 09/07/2031 | -0.01% |
| CHF/USD 12/15/2021 UBS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.01% |
| EUR/USD 12/15/2021 BANKAM | -0.01% |
| GBP/USD 12/15/2021 SSBT | -0.01% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.01% |
| USD/CAD PUT 1.2252 20211126 TDBK | -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% |
| 1.509 R ISWP US0003M P 01/08/2051 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 12/15/2021 WPAC | -0.01% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.01% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.01% |
| SWPTN 5WX5Y P 1.758 CAD 11/22/2021 TD | -0.01% |
| 1.204 R ISWP FWD US0003M P 06/20/2040 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| GBP/USD 12/15/2021 UBS | -0.01% |
| SWPTN 3MX10Y R 1.624 USD 12/29/2021 CI | -0.01% |
| SWPTN 5WX10Y R 1.583 USD 11/08/2021 GS | -0.01% |
| 0.968 R ISWP FWD US0003M P 03/24/2035 | -0.01% |
| CAD/USD 01/19/2022 CSI-FX | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | -0.01% |
| 1.232 R ISWP FWD US0003M P 06/21/2037 | -0.01% |
| 1.612 R ISWP FWD US0003M P 05/27/2031 | -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-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SEK/USD 12/15/2021 CITI | -0.01% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.01% |
| SWPTN 5WX10Y P 1.583 USD 11/08/2021 GS | -0.01% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.01% |
| 1.529 R ISWP FWD US0003M P 09/15/2032 | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% |
| GBP/USD 12/15/2021 RBSF | -0.01% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | -0.01% |
| 1.59 R ISWP FWD US0003M P 10/07/2031 | -0.01% |
| 1.644 R ISWP US0003M P 01/14/2051 | -0.01% |
| CAD/USD 01/19/2022 SSBT | -0.01% |
| CAD/USD 01/19/2022 TDBK | -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-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | -0.01% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.01% |
| 0.2215 R ISWP US0003M P 06/10/2023 | -0.01% |
| 1.299 R ISWP US0003M P 10/26/2026 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NZD/USD 01/19/2022 BCAP-FX | -0.01% |
| NZD/USD 01/19/2022 HSBCB | -0.01% |
| SWPTN 1MX5Y P 1.81 CAD 11/26/2021 TD | -0.01% |
| 1.465 R ISWP FWD US0003M P 06/14/2031 | -0.02% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.02% |
| SWPTN 10YX10Y R 0.762 GBP 08/20/2029 UB | -0.02% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | -0.02% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.02% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -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% |
| 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 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| JPY/USD 11/17/2021 MSCIL | -0.02% |
| 1.8465 R ISWP US0003M P 10/04/2051 | -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% |
| GBP/USD 12/15/2021 JPMCB | -0.02% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.02% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.02% |
| 1.457 R ISWP FWD US0003M P 07/09/2031 | -0.02% |
| NZD/USD 01/19/2022 SSBT | -0.02% |
| NZD/USD 01/19/2022 TDBK | -0.02% |
| SEK/USD 12/15/2021 UBS | -0.02% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.02% |
| 1.915 R ISWP FWD US0003M P 10/10/2033 | -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 10YX2Y R 0.983 USD 04/02/2030 UB | -0.02% |
| 1.46 R ISWP FWD US0003M P 07/15/2031 | -0.02% |
| 1.465 R ISWP US0003M P 04/15/2031 | -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% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | -0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | -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% |
| GBP/USD 12/15/2021 MSCIL | -0.02% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.02% |
| -0.05 R ISWP FWD SARON FIXING 3. (MARKET CLOSE. P 12/15/2031 | -0.02% |
| 1.9185 R ISWP FWD US0003M P 08/08/2052 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| NZD/USD 01/19/2022 CITI | -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% |
| 1.377 R ISWP US0003M P 02/18/2031 | -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 MS | -0.02% |
| SWPTN 3MX10Y P 1.624 USD 12/29/2021 CI | -0.02% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | -0.02% |
| 1.03 R ISWP FWD US0003M P 03/17/2032 | -0.02% |
| 1.47 R ISWP FWD US0003M P 06/29/2031 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| JPY/USD 11/17/2021 CITI | -0.02% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.02% |
| 1.5055 R ISWP US0003M P 10/05/2031 | -0.03% |
| AUD/USD 01/19/2022 HSBCB | -0.03% |
| EUR/USD 12/15/2021 HSBCB | -0.03% |
| NOK/USD 12/15/2021 SSBT | -0.03% |
| NZD/USD 01/19/2022 BANKAM | -0.03% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.03% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.03% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | -0.03% |
| 1.45 R ISWP FWD US0003M P 06/23/2031 | -0.03% |
| 2.29 R ISWP FWD US0003M P 03/20/2034 | -0.03% |
| AUD/USD 01/19/2022 BCAP-FX | -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 2YX10Y P 2.07 USD 08/21/2023 GS | -0.03% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | -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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.03% |
| SEK/USD 12/15/2021 MSCIL | -0.03% |
| SWPTN 10WX10Y R 1.292 USD 12/08/2021 CI | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 CS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.03% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.03% |
| AUD/USD 01/19/2022 UBS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -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 BA | -0.03% |
| NZD/USD 01/19/2022 WPAC | -0.03% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.03% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.03% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.04% |
| SEK/USD 12/15/2021 SSBT | -0.04% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.04% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.04% |
| SEK/USD 12/15/2021 GSFX | -0.04% |
| SWPTN 14WX1Y R 0.745 USD 01/04/2022 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% |
| 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% |
| JPY/USD 11/17/2021 BCAP-FX | -0.04% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.04% |
| 1.702 R ISWP FWD US0003M P 04/21/2031 | -0.04% |
| AUD/USD 01/19/2022 GSFX | -0.04% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.04% |
| JPY/USD 11/17/2021 TDBK | -0.04% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | -0.04% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.04% |
| JPY/USD 11/17/2021 HSBCB | -0.04% |
| NOK/USD 12/15/2021 UBS | -0.04% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.04% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.04% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.04% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.04% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.04% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| 0.3757 R ISWP US0003M P 10/06/2023 | -0.05% |
| AUD/USD 01/19/2022 BANKAM | -0.05% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -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 7YX25Y P 2.505 USD 11/13/2024 MS | -0.05% |
| 1.6295 R ISWP US0003M P 07/29/2051 | -0.05% |
| SEK/USD 12/15/2021 TDBK | -0.05% |
| NZD/USD 01/19/2022 GSFX | -0.05% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | -0.05% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | -0.05% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.05% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | -0.05% |
| 1.8375 R ISWP US0003M P 09/30/2051 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.05% |
| 1.2975 R ISWP US0003M P 07/27/2031 | -0.05% |
| 1.15 R ISWP FWD US0003M P 12/15/2028 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.06% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.06% |
| GBP/USD 12/15/2021 GSFX | -0.06% |
| 1.31011 R ISWP US0003M P 08/10/2031 | -0.06% |
| EUR/USD 12/15/2021 MSCIL | -0.06% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.06% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | -0.06% |
| 1.0025 R ISWP FWD US0003M P 06/22/2031 | -0.06% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | -0.06% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.06% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | -0.07% |
| 1.30 R ISWP FWD US0003M P 08/18/2031 | -0.07% |
| 2.035 R ISWP FWD US0003M P 01/22/2031 | -0.07% |
| JPY/USD 11/17/2021 BANKAM | -0.07% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.07% |
| NZD/USD 01/19/2022 MSCIL | -0.07% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.07% |
| SWPTN 10YX10Y P 1.722 GBP 02/26/2029 GS | -0.07% |
| EUR/USD 12/15/2021 GSFX | -0.07% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.07% |
| 2.03 R ISWP FWD NFIX3MID P 12/15/2031 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | -0.08% |
| JPY/USD 11/17/2021 GSFX | -0.08% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.08% |
| UKRPI P 3.385 R 11/15/24 | -0.08% |
| 0.932 R ISWP FWD US0003M P 12/07/2030 | -0.09% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.09% |
| EUR/USD 12/15/2021 UBS | -0.09% |
| EUR/USD 12/15/2021 JPMCB | -0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.09% |
| SWPTN 3MX5Y P 1.3075 USD 12/17/2021 CI | -0.09% |
| 1.231 R ISWP US0003M P 02/09/2031 | -0.09% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.09% |
| NZD/USD 01/19/2022 RBSF | -0.09% |
| 0.944 R ISWP US0003M P 10/25/2026 | -0.10% |
| 0.857 R ISWP FWD US0003M P 06/04/2026 | -0.10% |
| 1.70 R ISWP FWD CDOR03 P 12/15/2031 | -0.10% |
| 0.02 R ISWP FWD EUR006M P 12/15/2031 | -0.10% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.11% |
| 2.127 R ISWP FWD US0003M P 04/15/2051 | -0.11% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.11% |
| 2.184 R ISWP FWD US0003M P 12/07/2030 | -0.11% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | -0.11% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.11% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.12% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | -0.12% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.12% |
| SWPTN 1YX1Y P 1.0325 USD 10/03/2022 JP | -0.13% |
| 0.277 R ISWP FWD US0003M P 08/12/2025 | -0.13% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.13% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -0.13% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | -0.13% |
| GNMA GII30 TBA 03.5000 11/01/2051 | -0.14% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | -0.14% |
| JPY/USD 11/17/2021 UBS | -0.14% |
| SWPTN 10YX10Y R 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 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.15% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | -0.15% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.16% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.16% |
| SWPTN 10YX10Y R 1.722 GBP 02/26/2029 GS | -0.16% |
| 1.395 R ISWP FWD AUDBB6M P 12/15/2031 | -0.16% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.16% |
| SWPTN 1YX10Y P 1.849 USD 09/13/2022 CI | -0.16% |
| SWPTN 1YX1Y P 0.8075 USD 10/03/2022 JP | -0.16% |
| 0.428 R ISWP FWD US0003M P 12/16/2025 | -0.17% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.17% |
| 0.30 R ISWP US0003M P 07/14/2025 | -0.17% |
| 1.188 R ISWP FWD US0003M P 09/02/2052 | -0.18% |
| 1.27 R ISWP FWD US0003M P 01/27/2047 | -0.18% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | -0.19% |
| CPURNSA P 2.783 R 09/14/26 | -0.19% |
| 0.645 R ISWP US0003M P 07/15/2030 | -0.20% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.20% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.20% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | -0.20% |
| CPURNSA P 2.78 R 01/15/32 | -0.22% |
| 2.793 R ISWP FWD US0003M P 11/29/2053 | -0.22% |
| 0.806 R ISWP FWD US0003M P 08/04/2026 | -0.24% |
| SWPTN 5YX30Y P 2.8325 USD 02/15/2022 JP | -0.25% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.29% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.40% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.42% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.42% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.43% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.48% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.49% |
| 1.02 R ISWP US0003M P 12/02/2033 | -0.67% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -1.14% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -1.17% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2051 | -1.32% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -2.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -2.14% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -12.52% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2051 | -16.63% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | -127.66% |
| 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% |
Fixed income statistics as of 11/30/21
| Average effective maturity | 1.19 yrs. |
|---|---|
| Average effective duration | 1.23 yrs. |
| Average yield to maturity | 12.06% |
| Average coupon | 5.56% |
Sector weightings as of 11/30/21
| Cash investments | Non-cash investments | Total portfolio | ||||
|---|---|---|---|---|---|---|
| Weight | Spread duration | Weight | Spread duration | Weight | Spread duration | |
| Agency pass-through | 0.01% | 0.00 | 31.23% | 0.94 | 31.24% | 0.94 |
| Agency CMO | 26.01% | 0.81 | 0.00% | 0.00 | 26.01% | 0.81 |
| Commercial MBS | 6.71% | 0.20 | 13.07% | 0.06 | 19.78% | 0.26 |
| Emerging-market bonds | 12.62% | 0.78 | 0.00% | 0.00 | 12.62% | 0.78 |
| High-yield corporate bonds | 12.17% | 0.52 | 0.00% | 0.00 | 12.17% | 0.52 |
| Residential MBS (non-agency) | 11.87% | 0.38 | 0.00% | 0.00 | 11.87% | 0.38 |
| Convertible securities | 6.07% | 0.11 | 0.00% | 0.00 | 6.07% | 0.11 |
| Investment-grade corporate bonds | 2.21% | 0.18 | 0.00% | 0.00 | 2.21% | 0.18 |
| Bank loans | 2.00% | 0.08 | 0.00% | 0.00 | 2.00% | 0.08 |
| Asset-backed securities (ABS) | 0.38% | 0.01 | 0.00% | 0.00 | 0.38% | 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% | 2.82 | 0.00% | 2.82 |
| U.S. Treasury/agency | 0.00% | 0.00 | 0.00% | -3.36 | 0.00% | -3.36 |
| Net cash | 19.94% | 0.00 | 0.00% | 0.00 | 19.94% | 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 11/30/21
| 0 - 1 yr. | 2.61% |
|---|---|
| 1 - 5 yrs. | 85.61% |
| 5 - 10 yrs. | 5.76% |
| 10 - 15 yrs. | 3.71% |
| Over 15 yrs. | 2.31% |
Quality rating as of 11/30/21
| AAA | 68.64% |
|---|---|
| AA | 0.95% |
| A | 4.77% |
| BBB | 6.78% |
| BB | 14.54% |
| B | 11.19% |
| CCC and Below | 8.63% |
| Not Rated | -15.50% |
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 11/30/21
| United States | 86.38% |
|---|---|
| Ivory Coast | 1.50% |
| Senegal | 1.36% |
| Indonesia | 1.35% |
| Dominican Republic | 0.99% |
| Brazil | 0.78% |
| Mexico | 0.75% |
| Canada | 0.54% |
| Mongolia | 0.52% |
| Other | 5.83% |
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% | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- |
The ICE BofA U.S. Treasury Bill Index is an unmanaged index that tracks the performance of U.S. dollar denominated U.S. Treasury Bills publicly issued in the U.S. domestic market. Qualifying securities must have a remaining term of at least one month to final maturity and a minimum amount outstanding of $1 billion. You cannot invest directly in an index.
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.