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
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Highlights
Objective
The fund seeks as high a level of current income as Putnam management believes is consistent with preservation of capital.
Strategy and process
- Broad diversification The fund seeks multiple sources of return outside the constraints of its benchmark, investing across traditional and alternative bond markets.
- Flexible risk allocations The fund takes a unique approach to asset allocation, dynamically establishing diversified risk exposures rather than sector exposures.
- Active duration management As the fund's duration is independent of any index, the fund employs strategies that seek to reduce interest-rate risk.
Fund price and assets |
Yesterday’s close | 52-week high | 52-week low | Net assets and outstanding shares |
|---|---|---|---|---|
| Net asset value |
$5.77
0.17% | $0.01 |
$6.55
07/07/21 |
$5.74
06/30/22 |
Download CSV |
Net assets and outstanding shares
Fund facts as of 02/28/22
Total net assets
$1,905.00M
$1,905.00M
Turnover (fiscal year end)
1,277%
1,277%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1813
1813
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 Portfolio Construction
Head of Global Sovereign Credit
Portfolio Manager
Co-Head of Structured Credit
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) |
A look at leveraged loans and CLOs
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The U.S. will likely avoid a recession in 2022, in our view. That risk rises next year as the Fed raises rates and China decelerates.Munis after Q1 — and April — and 8 reasons why we are still constructive
While munis suffered a bad quarter to start 2022, brighter days may be ahead amid strong fundamentals.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)
5.79%
Average 5-year annualized return
Total return (%) as of 06/30/22
Annual performance as of 06/30/22
Annualized Total return (%) as of 06/30/22
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | -9.14% | -1.95% | 0.62% | 2.64% |
| After sales charge | N/A | N/A | N/A | N/A |
| ICE BofA U.S. Treasury Bill Index | 0.07% | 0.63% | 1.11% | 0.65% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 06/30/22 | -1.88% | - | |
| YTD as of 07/05/22 | -3.01% | - | |
Yield
| Distribution rate before sales charge as of 07/05/22 |
4.16% |
|---|---|
| Distribution rate after sales charge as of 07/05/22 |
4.16% |
| 30-day SEC yield as of 06/30/22 | 5.94% |
Volatility as of 02/28/22
| Standard deviation (3 yrs.) | 8.78% |
|---|
Fixed income statistics as of 02/28/22
| Average effective duration | 1.33 yrs. |
|---|
Lipper rankings as of 02/28/22
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 93/100 | 93% |
| 3 yrs. | 78/92 | 84% |
| 5 yrs. | 57/86 | 66% |
| 10 yrs. | 7/29 | 24% |
Morningstar Ratings™ as of 05/31/22
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 300 | |
| 3 yrs. | 300 | |
| 5 yrs. | 265 | |
| 10 yrs. | 122 |
Distributions
| Record/Ex dividend date | 06/16/22 |
|---|---|
| Payable date | 06/21/22 |
| 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 03.5000 03/01/2052 | 19.90% |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 03/01/2052 | 13.43% |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2052 | 5.41% |
| Cas 2016-C02 1b 12.7066 09/25/2028 | 0.84% |
| Fnma Fn30 Tba Umbs 04.5000 03/01/2052 | 0.83% |
| Wfrbs 2013-C15 D 144a 04.5055 08/15/2046 | 0.78% |
| Cfcre 2011-C2 E P/P 144a 05.1240 12/15/2047 | 0.73% |
| Gnr 2020-61 Io Io 04.5000 05/20/2050 | 0.73% |
| Fnma Fn30 Tba Umbs 05.5000 03/01/2052 | 0.68% |
| Ivory Coast Regs 06.1250 06/15/2033 | 0.65% |
| Top 10 holdings, percent of portfolio | 43.97% |
| Top 10 holdings as of 02/28/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 03/01/2052 | |
| Fnma Fn30 Tba Umbs 04.0000 03/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2052 | |
| Cas 2016-C02 1b 12.7066 09/25/2028 | |
| Fnma Fn30 Tba Umbs 04.5000 03/01/2052 | |
| Wfrbs 2013-C15 D 144a 04.5055 08/15/2046 | |
| Cfcre 2011-C2 E P/P 144a 05.1240 12/15/2047 | |
| Gnr 2020-61 Io Io 04.5000 05/20/2050 | |
| Fnma Fn30 Tba Umbs 05.5000 03/01/2052 | |
| Ivory Coast Regs 06.1250 06/15/2033 | |
| Holdings represent 43.97% of portfolio | |
| Top 10 holdings as of 01/31/22 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 02/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 03/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2052 | |
| Cas 2016-C02 1b 12.3577 09/25/2028 | |
| Fnma Fn30 Tba Umbs 04.5000 02/01/2052 | |
| Gnr 2020-61 Io Io 04.5000 05/20/2050 | |
| Cfcre 2011-C2 E P/P 144a 05.1861 12/15/2047 | |
| Wfrbs 2013-C15 D 144a 04.5030 08/15/2046 | |
| Holdings represent 41.86% of portfolio | |
| Top 10 holdings as of 12/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 01/01/2052 | |
| Fnma Fn30 Tba Umbs 03.0000 02/01/2052 | |
| Cas 2016-C02 1b 12.3528 09/25/2028 | |
| Fnma Fn30 Tba Umbs 04.5000 01/01/2052 | |
| Gnr 2020-61 Io Io 04.5000 05/20/2050 | |
| Cfcre 2011-C2 E P/P 144a 05.1863 12/15/2047 | |
| Republic Of Senegal Regs 06.7500 03/13/2048 | |
| Holdings represent 42.00% of portfolio | |
| Top 10 holdings as of 11/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 04.0000 01/01/2052 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2051 | |
| 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 | |
| FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 8.72% |
|---|---|
| FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 5.12% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2052 | 4.88% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2052 | 4.70% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2052 | 3.08% |
| TREASURY BILL 00.0000 06/07/2022 | 1.98% |
| TREASURY BILL 00.0000 06/14/2022 | 1.92% |
| TREASURY BILL 00.0000 06/09/2022 | 1.88% |
| TREASURY BILL 00.0000 06/02/2022 | 1.42% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 1.28% |
| TREASURY BILL 00.0000 06/23/2022 | 1.26% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 1.07% |
| TREASURY BILL 00.0000 06/16/2022 | 0.97% |
| GENERAL MOTORS FINANCIAL CO I 37046UF14 DCP 06/01/2022 | 0.92% |
| CAS 2016-C02 1B 13.2557 09/25/2028 | 0.89% |
| ENERGY TRANSFER LP 29277FF14 DCP 06/01/2022 | 0.85% |
| WFRBS 2013-C15 D 144A 04.5038 08/15/2046 | 0.76% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.73% |
| GNR 2020-61 IO IO 04.5000 05/20/2050 | 0.72% |
| FNMA FN30 TBA UMBS 05.5000 06/01/2052 | 0.70% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.69% |
| CFCRE 2011-C2 E P/P 144A 05.0798 12/15/2047 | 0.67% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.64% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.64% |
| FHR 5152 MI IO 04.5000 10/25/2051 | 0.62% |
| FNR 2021-43 IO IO 02.5000 06/25/2051 | 0.61% |
| STACR 2015-DNA3 B 10.3557 04/25/2028 | 0.60% |
| GSMS 2014-GC24 D 144A 04.5326 09/10/2047 | 0.59% |
| STACR 2015-DNA2 B 08.5557 12/25/2027 | 0.57% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.56% |
| CWALT 2005-59 1A1 01.5873 11/20/2035 | 0.56% |
| GNR 2021-57 SD IO 05.3727 03/20/2051 | 0.54% |
| FNR 2021-77 BI IO 04.5000 11/25/2051 | 0.53% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.53% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.52% |
| WFRBS 2012-C10 D 144A 04.4064 12/15/2045 | 0.51% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.51% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.48% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.48% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.48% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.48% |
| CAS 2016-C03 1B 12.7557 10/25/2028 | 0.47% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.47% |
| 1.675 R ISWP SOFR P 02/28/2027 | 0.46% |
| FHR 5051 BI IO 03.0000 11/25/2050 | 0.46% |
| FMC CORP 34410XF13 DCP 06/01/2022 | 0.46% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.45% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.45% |
| GNR 2021-30 KI IO 03.0000 02/20/2051 | 0.45% |
| GNR 2021-58 SH IO 05.3727 04/20/2051 | 0.44% |
| FHR 5142 IC IO 03.5000 09/25/2051 | 0.44% |
| DANAHER CORP 23585MF19 DCP 06/01/2022 | 0.43% |
| DOLLAR GENERAL CORP 25667MF23 DCP 06/02/2022 | 0.43% |
| FISERV INC 33774LF78 DCP 06/07/2022 | 0.43% |
| PPG INDUSTRIES INC 69350BF92 DCP 06/09/2022 | 0.43% |
| PLAINS MIDSTREAM CANADA ULC 72651WF13 DCP 06/01/2022 | 0.43% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.43% |
| AVALONBAY COMMUNITIES INC 05348BF26 DCP 06/02/2022 | 0.42% |
| CABOT CORP 12705XF88 DCP 06/08/2022 | 0.42% |
| CENTERPOINT ENERGY INC 1518T3FA5 DCP 06/10/2022 | 0.42% |
| ENTERPRISE PRODUCTS OPERATING 29380DF39 DCP 06/03/2022 | 0.42% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.41% |
| ALEXANDRIA REAL ESTATE EQUITI 01527MF81 DCP 06/08/2022 | 0.41% |
| ALIMENTATION COUCHE-TARD INC 01626VF81 DCP 06/08/2022 | 0.41% |
| CWALT 2006-OA10 4A1 01.3857 08/25/2046 | 0.41% |
| KINDER MORGAN INC 49455MFE3 DCP 06/14/2022 | 0.40% |
| ROMULUS FUNDING CORP 77619FF10 DCP 06/01/2022 | 0.40% |
| FHR 5122 AI IO 04.5000 07/25/2051 | 0.40% |
| SAMI 2006-AR7 A1A 01.4257 08/25/2036 | 0.40% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.40% |
| KINGDOM OF MOROCCO REGS 03.0000 12/15/2032 | 0.40% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.39% |
| REPUBLIC OF GHANA REGS 08.1250 01/18/2026 | 0.38% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.37% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.37% |
| STACR 2015-HQA2 B 11.5057 05/25/2028 | 0.37% |
| WFCM 2013-LC12 D 144A 04.3040 07/15/2046 | 0.36% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.36% |
| FHR 5049 AI IO 04.5000 12/25/2050 | 0.35% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.35% |
| AVIATION CAPITAL GROUP LLC 05369CF10 DCP 06/01/2022 | 0.35% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.34% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.34% |
| FHR 5134 ID IO 04.5000 08/25/2051 | 0.34% |
| SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.34% |
| JPMBB 2014-C18 D 144A 04.7879 02/15/2047 | 0.34% |
| CAS 2016-C01 1B 12.7557 08/25/2028 | 0.34% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.33% |
| JPMBB 2014-C25 D P/P 144A 03.9383 11/15/2047 | 0.33% |
| BSCMS 2005-PWR7 C 05.2227 02/11/2041 | 0.32% |
| 1.5415 R ISWP SOFR P 03/09/2032 | 0.32% |
| GNR 2021-77 SM IO 05.3727 05/20/2051 | 0.32% |
| TUNISIAN REPUBLIC REGS 05.7500 01/30/2025 | 0.32% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.31% |
| GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.31% |
| 1.679 R ISWP SOFR P 01/21/2052 | 0.31% |
| 1.5475 R ISWP SOFR P 03/09/2032 | 0.31% |
| GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.31% |
| TRANSCANADA PIPELINES LTD 89355QF68 DCP 06/06/2022 | 0.31% |
| FHR 5002 SJ IO 05.0943 07/25/2050 | 0.30% |
| GNR 2021-122 GI IO 04.5000 11/20/2047 | 0.30% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.30% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.30% |
| CSMC 2008-C1 AJ 144A 05.8164 02/15/2041 | 0.30% |
| FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.29% |
| FNMA FN30 TBA UMBS 05.0000 06/01/2052 | 0.29% |
| CHENIERE ENERGY PARTNERS 04.5000 10/01/2029 | 0.29% |
| CMLTI 2007-AMC3 A2D 01.3557 03/25/2037 | 0.29% |
| GNR 2020-175 NI IO 03.0000 11/20/2050 | 0.29% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.28% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.28% |
| FHR 5093 YI IO 04.5000 12/25/2050 | 0.28% |
| MSC 2012-C4 E 144A 05.1638 03/15/2045 | 0.28% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.28% |
| ARROW ELECTRONICS INC 04273MF73 DCP 06/07/2022 | 0.28% |
| ARROW ELECTRONICS INC 04273MF99 DCP 06/09/2022 | 0.28% |
| CROWN CASTLE INTERNATIONAL CO 22823QFP1 DCP 06/23/2022 | 0.28% |
| DOMINION ENERGY INC 2574P1F23 DCP 06/02/2022 | 0.28% |
| FMC CORP 34410XF70 DCP 06/07/2022 | 0.28% |
| HEALTHPEAK PROPERTIES INC 42250RF87 DCP 06/08/2022 | 0.28% |
| MID-AMERICA APARTMENTS LP 59524PF28 DCP 06/02/2022 | 0.28% |
| NATIONAL GRID NORTH AMERICA I 63627BF76 DCP 06/07/2022 | 0.28% |
| NATIONAL GRID PLC 63627UFF6 DCP 06/15/2022 | 0.28% |
| ONEOK INC 68269FF38 DCP 06/03/2022 | 0.28% |
| OTIS WORLDWIDE CORP 68902XF16 DCP 06/01/2022 | 0.28% |
| UDR INC 90352QFV4 DCP 06/29/2022 | 0.28% |
| WELLTOWER INC 95040XF87 DCP 06/08/2022 | 0.28% |
| WPP CP LLC 92939BF78 DCP 06/07/2022 | 0.28% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.28% |
| GNR 2021-8 VI IO 03.5000 12/20/2050 | 0.28% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.28% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.27% |
| IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.27% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.27% |
| BCAP 2011-RR3 3A6 02.8703 11/27/2036 | 0.26% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.26% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.26% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.26% |
| 2.298 R ISWP FWD SOFR P 04/07/2032 | 0.26% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.26% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.26% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.25% |
| EVERGY MISSOURI WEST INC 30037NFT5 DCP 06/27/2022 | 0.25% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.25% |
| BWAY 2022-26BW F P/P 144A 04.8664 02/10/2044 | 0.25% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.25% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.25% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.25% |
| GNR 2021-42 SG IO 05.3727 03/20/2051 | 0.25% |
| FNR 2018-44 SA IO 05.1943 06/25/2048 | 0.24% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.24% |
| GNR 2018-H03 XI IO 02.1526 02/20/2068 | 0.24% |
| HVMLT 2005-2 1A 01.4484 05/19/2035 | 0.23% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.23% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.23% |
| CAS 2017-C01 1B1 06.7557 07/25/2029 | 0.23% |
| FNR 2018-38 SA IO 05.1943 06/25/2048 | 0.22% |
| AHM 2007-1 GA1C 01.1957 05/25/2047 | 0.22% |
| REALTY INCOME CORP 75611NFG2 DCP 06/16/2022 | 0.22% |
| CAS 2019-HRP1 B1 10.2557 11/25/2039 | 0.22% |
| GNR 2018-H02 EI IO 02.1233 01/20/2068 | 0.22% |
| STACR 2020-HQA3 B2 11.0057 07/25/2050 | 0.22% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.22% |
| KINGDOM OF BAHRAIN REGS 07.3750 05/14/2030 | 0.22% |
| SWPTN EUR006M 5YX30Y P 0.925 EUR 03/24/2027 UB | 0.22% |
| GNR 2020-7 SK IO 05.1227 01/20/2050 | 0.21% |
| CWALT 2006-OA10 3A1 01.3857 08/25/2046 | 0.21% |
| FNR 2016-96 ST IO 05.0943 12/25/2046 | 0.21% |
| MSBAM 2015-C23 D 144A 04.1431 07/15/2050 | 0.21% |
| APACHE CORP 05.1000 09/01/2040 | 0.21% |
| IHEARTCOMMUNICATIONS INC. 08.3750 05/01/2027 | 0.20% |
| GNR 2018-H05 BI IO 01.7899 02/20/2068 | 0.20% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.20% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.20% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.19% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.19% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.19% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.19% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.19% |
| JPMBB 2014-C18 E 144A 04.2879 02/15/2047 | 0.19% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.19% |
| GSR 2007-OA1 2A3A 01.3157 05/25/2037 | 0.19% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.19% |
| CAS 2022-R02 2M2 03.5845 01/25/2042 | 0.19% |
| 2.325 R ISWP FWD CDOR03 P 06/15/2032 | 0.19% |
| GNR 2016-H23 NI IO 01.9703 10/20/2066 | 0.19% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | 0.19% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.18% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.18% |
| BSMF 2006-AR2 2A1 01.4657 09/25/2046 | 0.18% |
| GNR 2018-H02 HI IO 02.0931 01/20/2068 | 0.18% |
| STACR 2017-DNA1 B1 05.9557 07/25/2029 | 0.18% |
| ALBERTSONS COS P/P 144A 03.5000 03/15/2029 | 0.18% |
| STACR 2019-DNA2 B2 11.5057 03/25/2049 | 0.18% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | 0.18% |
| 1.35 R ISWP SOFRRATE P 12/31/2031 | 0.18% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.18% |
| CAS 2017-C06 2B1 05.4557 02/25/2030 | 0.17% |
| FIDELITY NATIONAL INFORMATION 31622GFD4 DCP 06/13/2022 | 0.17% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.17% |
| GNR 2018-164 AS IO 05.1727 12/20/2048 | 0.17% |
| GNR 2018-H05 AI IO 01.7969 02/20/2068 | 0.17% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.17% |
| COSTA RICA GOVERNMENT REGS 06.1250 02/19/2031 | 0.17% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.17% |
| MONGOLIA INTL BOND REGS 08.7500 03/09/2024 | 0.17% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.17% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | 0.17% |
| REALTY INCOME CORP 75611NF64 DCP 06/06/2022 | 0.17% |
| GNR 2015-H12 AI IO 01.8485 05/20/2065 | 0.17% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.17% |
| MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.17% |
| BACM 2005-1 B 05.4820 11/10/2042 | 0.17% |
| BSCMS 2005-PWR7 D 05.2227 02/11/2041 | 0.16% |
| 1.5195 R ISWP SOFRRATE P 12/31/2051 | 0.16% |
| 2.67 R ISWP FWD AUDBB6M P 06/15/2032 | 0.16% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.16% |
| SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.16% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.16% |
| KINGDOM OF JORDAN REGS 05.8500 07/07/2030 | 0.16% |
| MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.16% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.16% |
| 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.16% |
| SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.16% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.16% |
| 1.497 R ISWP FWD SES3M P 06/15/2032 | 0.16% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.16% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.16% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.16% |
| GNR 2017-H10 MI IO 01.5959 04/20/2067 | 0.16% |
| REPUBLIC OF PHILIPPINES USD 03.7500 01/14/2029 | 0.16% |
| SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.16% |
| GSAA 2006-8 2A2 01.3657 05/25/2036 | 0.15% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.15% |
| REPUBLIC OF GHANA REGS 07.6250 05/16/2029 | 0.15% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.15% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.15% |
| STACR 2018-DNA3 B2 08.7557 09/25/2048 | 0.15% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.15% |
| PETROLEOS DEL PERU SA REGS 04.7500 06/19/2032 | 0.15% |
| 1.148 R ISWP SOFRRATE P 12/31/2026 | 0.15% |
| GNR 2015-H15 BI IO 01.9021 06/20/2065 | 0.15% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.15% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.15% |
| FED REPUBLIC OF BRAZIL USD 08.2500 01/20/2034 | 0.15% |
| PT PERTAMINA (PERSERO) REGS 06.0000 05/03/2042 | 0.15% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.15% |
| RIAL 2022-FL8 B P/P 144A 03.5500 01/19/2037 | 0.14% |
| GNR 2013-9 S IO 05.8227 01/20/2043 | 0.14% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.14% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.14% |
| FHR 4265 SD IO 05.2253 01/15/2035 | 0.14% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.14% |
| STACR 2019-DNA1 B2 11.7557 01/25/2049 | 0.14% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.14% |
| 1.737 R ISWP SOFR P 03/11/2032 | 0.14% |
| GNR 2017-160 S IO 05.2727 10/20/2043 | 0.14% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.14% |
| FNR 2016-62 GS IO 05.0943 09/25/2046 | 0.14% |
| GNR 2018-H15 EI IO 01.5040 08/20/2068 | 0.14% |
| GNR 2020-61 SF IO 05.5127 07/20/2043 | 0.14% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.14% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.14% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | 0.14% |
| GNR 2015-H03 CI IO 01.7016 01/20/2065 | 0.14% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.14% |
| GNR 2018-H04 IO IO 01.7305 02/20/2068 | 0.14% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.14% |
| SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.14% |
| BMIR 2017-1 B1 144A 05.7557 10/25/2027 | 0.13% |
| GNR 2017-H06 BI IO 02.2689 02/20/2067 | 0.13% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 06/22/2030 | 0.13% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.13% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.13% |
| CWALT 2006-OA10 1A1 01.2837 08/25/2046 | 0.13% |
| GNR 2018-H01 XI IO 02.1826 01/20/2068 | 0.13% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.13% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.13% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.13% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.13% |
| GNR 2015-H23 BI IO 01.7412 09/20/2065 | 0.13% |
| 2.116 R ISWP SOFR P 04/04/2032 | 0.13% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.13% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.13% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.13% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.13% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.13% |
| GNR 2017-H18 FI IO 02.2264 09/20/2067 | 0.12% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.12% |
| STACR 2016-DNA1 B 11.0057 07/25/2028 | 0.12% |
| GNR 2020-H12 IH IO 01.4770 07/20/2070 | 0.12% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.12% |
| CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.12% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.12% |
| CWALT 2006-OA7 1A1 02.2419 06/25/2046 | 0.12% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.12% |
| GNR 2015-H08 CI IO 01.7820 03/20/2065 | 0.12% |
| REPUBLIC OF TURKEY USD 07.6250 04/26/2029 | 0.12% |
| STACR 2018-HQA2 B2 12.0057 10/25/2048 | 0.12% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | 0.12% |
| FNR 2019-34 SL IO 05.0443 07/25/2049 | 0.12% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.12% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.12% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.12% |
| OPTN FN30 4.5 06/06/22 CALL 101.109375 JPMC | 0.12% |
| REPUBLIC OF NIGERIA REGS 08.7470 01/21/2031 | 0.12% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.12% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.12% |
| REPUBLIC OF GABON REGS 06.6250 02/06/2031 | 0.12% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.11% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.11% |
| GNR 2015-H15 AI IO 01.8035 06/20/2065 | 0.11% |
| STACR 2017-DNA2 B1 06.1557 10/25/2029 | 0.11% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | 0.11% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.11% |
| SWPTN 8YX10Y P 0.9 GBP 01/14/2030 UB | 0.11% |
| FIDELITY NATIONAL INFORMATION 31622GF85 DCP 06/08/2022 | 0.11% |
| GNR 2018-105 SG IO 05.3227 08/20/2048 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.11% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.11% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.11% |
| HERC HOLDINGS INC P/P 144A 05.5000 07/15/2027 | 0.11% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | 0.11% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.11% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.11% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.11% |
| CWALT 2006-OA10 2A1 01.3857 08/25/2046 | 0.11% |
| GNR 2017-H08 NI IO 01.9268 03/20/2067 | 0.11% |
| GNR 2017-H16 IO 02.3797 08/20/2067 | 0.11% |
| GNR 2018-104 SD IO 05.2727 08/20/2048 | 0.11% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.11% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.11% |
| FNR 2019-47 SA IO 05.0443 08/25/2049 | 0.11% |
| GNR 2017-H16 JI IO 02.4405 08/20/2067 | 0.11% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.11% |
| JPALT 2007-A2 12A1 01.4057 06/25/2037 | 0.11% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.11% |
| CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.10% |
| CCMFC 2006-4A A2 01.1857 11/25/2047 | 0.10% |
| GNR 2017-H03 HI IO 01.5865 01/20/2067 | 0.10% |
| SWPTN EUR006M 2YX1Y R 0.055 EUR 03/08/2024 CI | 0.10% |
| CAS 2018-C04 2B1 05.5057 12/25/2030 | 0.10% |
| GNR 2017-H20 HI IO 02.1345 10/20/2067 | 0.10% |
| NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.10% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.10% |
| GNR 2013-152 SJ IO 05.2227 05/20/2041 | 0.10% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.10% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.10% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.10% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.10% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.10% |
| FHR 4742 S IO 05.3253 12/15/2047 | 0.10% |
| GNR 2016-77 SC IO 05.1727 10/20/2045 | 0.10% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | 0.10% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.10% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.10% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.10% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.10% |
| SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.10% |
| SYLVAMO CORP P/P 144A 07.0000 09/01/2029 | 0.10% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | 0.10% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.10% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.10% |
| ARAB REPUBLIC OF EGYPT REGS 07.3000 09/30/2033 | 0.10% |
| OVINTIV INC 07.3750 11/01/2031 | 0.10% |
| PETRONAS CAPITAL LTD REGS 02.4800 01/28/2032 | 0.10% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.10% |
| GNR 2019-125 SG IO 05.1227 10/20/2049 | 0.10% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.10% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.09% |
| GNR 2019-6 SM IO 05.1227 01/20/2049 | 0.09% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.09% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.09% |
| GNR 2017-H06 MI IO 02.0991 02/20/2067 | 0.09% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.09% |
| CAS 2018-C06 2B1 05.1057 03/25/2031 | 0.09% |
| GNR 2015-H23 DI IO 01.8440 09/20/2065 | 0.09% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.09% |
| GNR 2017-H11 TI IO 02.9779 04/20/2067 | 0.09% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.09% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.09% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.09% |
| WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.09% |
| CAS 2017-C05 1B1 04.6057 01/25/2030 | 0.09% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.09% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.09% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.09% |
| QUORUM HEALTH EXT TL L+775 08.7500 04/29/2025 | 0.09% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.09% |
| CAS 2020-SBT1 1B1 07.7557 02/25/2040 | 0.09% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.09% |
| SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | 0.09% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.09% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.09% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.09% |
| GNR 2016-H04 HI IO 02.3848 07/20/2065 | 0.09% |
| GNR 2017-H12 QI IO 02.6113 05/20/2067 | 0.09% |
| PROVINCIA DE CORDOBA REGS 06.9900 06/01/2027 | 0.09% |
| GNR 2018-100 S IO 05.2727 07/20/2048 | 0.08% |
| GNR 2018-91 SH IO 05.3227 07/20/2048 | 0.08% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.08% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.08% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.08% |
| GNR 2017-H09 IO IO 01.7683 04/20/2067 | 0.08% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.08% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.08% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.08% |
| GNR 2015-H20 BI IO 01.6547 08/20/2065 | 0.08% |
| GNR 2017-H03 EI IO 02.3665 01/20/2067 | 0.08% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.08% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.08% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | 0.08% |
| AIRBNB INC CV 00.0000 03/15/2026 | 0.08% |
| GNR 2014-4 SG IO 05.1727 01/20/2044 | 0.08% |
| GNR 2016-H22 AI IO 01.9929 10/20/2066 | 0.08% |
| REPUBLIC OF GHANA REGS 06.3750 02/11/2027 | 0.08% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.08% |
| 2.181 R ISWP SOFR P 04/06/2032 | 0.08% |
| BRAND ENERGY & INFRAST L+425 05.3964 06/21/2024 | 0.08% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.08% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.08% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.08% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.08% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.08% |
| TERRIER MEDIA BUYER IN L+350 04.5596 12/17/2026 | 0.08% |
| FHR 4731 QS IO 05.3253 11/15/2047 | 0.08% |
| GNR 2016-H18 IO IO 01.6497 08/20/2066 | 0.08% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.08% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.08% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.08% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.08% |
| GNR 2014-H25 BI IO 01.6649 12/20/2064 | 0.08% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.08% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.08% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.08% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.08% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.08% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.08% |
| SWPTN SOFR 1YX2Y P 3.69 USD 04/27/2023 BA | 0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.08% |
| GNR 2016-H16 EI IO 02.2122 06/20/2066 | 0.08% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.08% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.08% |
| TAMKO BUILDING PRODUCT L+300 04.2667 05/03/2026 | 0.08% |
| 1.7515 R ISWP SOFR P 02/29/2032 | 0.08% |
| GBP/USD 06/15/2022 SSBT | 0.08% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.08% |
| CAS 2022-R02 2B1 05.0845 01/25/2042 | 0.08% |
| HALOZYME THER CV 00.2500 03/01/2027 | 0.08% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.08% |
| BALTA 2005-7 21A1 02.6936 09/25/2035 | 0.07% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.07% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.07% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.07% |
| GNR 2015-H10 BI IO 02.4838 04/20/2065 | 0.07% |
| GNR 2015-H18 BI IO 01.7388 07/20/2065 | 0.07% |
| GOLDEN NUGGET TLB S+C+400 4.500000 1/12/2029 | 0.07% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.07% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | 0.07% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.07% |
| FORD MOTOR CO CV 00.0000 03/15/2026 | 0.07% |
| GNR 2016-H14 IO IO 01.6654 06/20/2066 | 0.07% |
| ROMANIA REGS 03.0000 02/14/2031 | 0.07% |
| UNITED CONTINENTAL HOL L+375 04.7107 04/21/2028 | 0.07% |
| LABORATOIRE EIMER SELAS REGS 05.0000 02/01/2029 | 0.07% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.07% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.07% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.07% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.07% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.07% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.07% |
| GNR 2018-67 SC IO 05.2727 05/20/2048 | 0.07% |
| GNR 2018-H01 IO IO 02.1090 12/20/2067 | 0.07% |
| REPUBLIC OF COLOMBIA USD 06.1250 01/18/2041 | 0.07% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.07% |
| BATH & BODY WORKS INC. 06.8750 11/01/2035 | 0.07% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.07% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.07% |
| CHS/COMMUNITY P/P 144A 08.0000 12/15/2027 | 0.07% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.07% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.07% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.07% |
| INTESA SANPAOLO SPA P/P 144A 05.0170 06/26/2024 | 0.07% |
| ISTAR INC 05.5000 02/15/2026 | 0.07% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.07% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.07% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.07% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.07% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.07% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.07% |
| FHS 311 S1 IO 05.0753 08/15/2043 | 0.07% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.07% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.07% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.07% |
| SWPTN SOFR 4YX30Y R 2.02 USD 03/24/2026 MS | 0.07% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.07% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.06% |
| GFL ENVIRONMENTAL INC L+300 04.2389 05/31/2025 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| GNR 2017-H11 DI IO 02.0637 05/20/2067 | 0.06% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.06% |
| PETSMART INC/PE P/P 144A 07.7500 02/15/2029 | 0.06% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.06% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.06% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.06% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.06% |
| GNR 2017-H06 DI IO 01.7593 02/20/2067 | 0.06% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.06% |
| SWPTN EUR006M 5YX30Y R 0.925 EUR 03/24/2027 UB | 0.06% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.06% |
| AUD/USD 07/20/2022 SSBT | 0.06% |
| CAESARS ENT INC. P/P 144A 04.6250 10/15/2029 | 0.06% |
| GENESYS TELECOMMUNICAT L+400 05.0596 12/01/2027 | 0.06% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% |
| NZD/USD 07/20/2022 MSCIL | 0.06% |
| SWPTN 8YX10Y P 0.4879 GBP 08/20/2029 UB | 0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.06% |
| GNR 2014-119 SA IO 04.6727 08/20/2044 | 0.06% |
| LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.06% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.06% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.06% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| ENVISION HEALTHCARE TL L+375 04.8096 10/10/2025 | 0.06% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.06% |
| FRONTIER COMM HLDGS P/P 144A 06.7500 05/01/2029 | 0.06% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.06% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.06% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.06% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.06% |
| SWPTN EUR006M 6YX20Y P 1.125 EUR 04/04/2028 UB | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.06% |
| FNR 2011-101 SA IO 04.8943 10/25/2041 | 0.06% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.06% |
| GNR 2016-H08 AI IO 01.7938 08/20/2065 | 0.06% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.06% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.06% |
| GNR 2015-H01 BI IO 01.5502 01/20/2065 | 0.06% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.06% |
| REPUBLIC OF COLOMBIA USD 07.3750 09/18/2037 | 0.06% |
| ELANCO ANIMAL HEALTH T L+175 02.8117 02/04/2027 | 0.06% |
| GNR 2015-H24 AI IO 01.6287 09/20/2065 | 0.06% |
| LIBERTY MEDIA | 0.06% |
| TEVA PHARMACEUTICALS NE USD 05.1250 05/09/2029 | 0.06% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.06% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.06% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.06% |
| SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.06% |
| SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.06% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.06% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.06% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.06% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.06% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.06% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.06% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.06% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.06% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.06% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.06% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.05% |
| AMC ENT HLDGS P/P 144A 10.0000 06/15/2026 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% |
| GNR 2017-H02 BI IO 02.3581 01/20/2067 | 0.05% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.05% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.05% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.05% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.05% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.05% |
| SPOTIFY USA CV 00.0000 03/15/2026 | 0.05% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 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% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.05% |
| ROBERTSHAW CONTROLS CO L+800 09.0625 02/28/2026 | 0.05% |
| SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.05% |
| SLH TL B 1L USD L+400 05.0596 06/03/2028 | 0.05% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.05% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.05% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.05% |
| GNR 2016-H24 JI IO 01.8361 11/20/2066 | 0.05% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.05% |
| OKTA INC CV 00.3750 06/15/2026 | 0.05% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.05% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.05% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.05% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.05% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.05% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.05% |
| GNR 2014-46 SA IO 05.1727 03/20/2044 | 0.05% |
| GNR 2016-H27 EI IO 01.7673 12/20/2066 | 0.05% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.05% |
| KLEOPATRA HOLDINGS 2 REGS 06.5000 09/01/2026 | 0.05% |
| MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 0.05% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.05% |
| OVINTIV INC 06.6250 08/15/2037 | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | 0.05% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.05% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.05% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.05% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.05% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.05% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.05% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.05% |
| CMLTI 2007-AMC3 A2B 01.1857 03/25/2037 | 0.05% |
| GNR 2016-H17 KI IO 01.8835 07/20/2066 | 0.05% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.05% |
| MONGOLIA INTL BOND REGS 04.4500 07/07/2031 | 0.05% |
| ROYAL CARIBBE CV 02.8750 11/15/2023 | 0.05% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.05% |
| SWPTN EUR006M 6YX20Y P 1.25 EUR 04/06/2028 UB | 0.05% |
| SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.05% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.05% |
| ALTICE FINANCING P/P 144A 05.0000 01/15/2028 | 0.05% |
| BACM 2005-1 C 05.4820 11/10/2042 | 0.05% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.05% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.05% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% |
| MCGRAW-HILL ED P/P 144A 08.0000 08/01/2029 | 0.05% |
| TOTALENERGIES SE REGS 00.5000 12/02/2022 | 0.05% |
| TWILIO INC 03.6250 03/15/2029 | 0.05% |
| UKRAINE GOVERNMENT REGS 06.8760 05/21/2029 | 0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.05% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.05% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.05% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.05% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.05% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.05% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.05% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.05% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.05% |
| DIRECTV FINANCING TL L+500 06.0596 07/22/2027 | 0.05% |
| FHR 3919 SA IO 05.6253 09/15/2041 | 0.05% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.05% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.05% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.05% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.05% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.05% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.04% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 0.04% |
| REPUBLIC OF GHANA REGS 07.7500 04/07/2029 | 0.04% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.04% |
| SWPTN SOFR 3MX10Y R 2.995 USD 08/09/2022 GS | 0.04% |
| 2.685 R ISWP FWD SOFR P 05/02/2027 | 0.04% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 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% |
| VAIL RESORTS CV 00.0000 01/01/2026 | 0.04% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.04% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.04% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.04% |
| GNR 2014-H06 BI IO 01.4418 02/20/2064 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.04% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.04% |
| STACR 2018-HQA2 B1 05.2557 10/25/2048 | 0.04% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.04% |
| 0.2529 R ISWP FWD MUTKCALM P 08/29/2043 | 0.04% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.04% |
| ELANCO ANIMAL HEALTH 06.4000 08/28/2028 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.04% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.04% |
| SWPTN SOFR 10YX10Y R 2.272 USD 04/06/2032 BA | 0.04% |
| 2.247 R ISWP SOFR P 04/01/2027 | 0.04% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.04% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.04% |
| CAS 2017-C02 2B1 06.5057 09/25/2029 | 0.04% |
| CAS 2018-C06 2M2 03.1057 03/25/2031 | 0.04% |
| COVANTA HOLDING CORP P/P 144A 04.8750 12/01/2029 | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.04% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.04% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.04% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.04% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.04% |
| WOLFSPEED INC P/P 144A CV 00.2500 02/15/2028 | 0.04% |
| 2.326 R ISWP SOFR P 04/06/2027 | 0.04% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.04% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.04% |
| BOEING CO 05.9300 05/01/2060 | 0.04% |
| HUB INTERNATIONAL LTD L+325 04.3479 04/25/2025 | 0.04% |
| LIB TRIP A P/P 144A CV 00.5000 06/30/2051 | 0.04% |
| REPUBLIC OF PARAGUAY P/P 144A 03.8490 06/28/2033 | 0.04% |
| SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.04% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.04% |
| 2.3305 R ISWP SOFR P 04/07/2032 | 0.04% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.04% |
| EUR/USD 06/15/2022 RBSF | 0.04% |
| FNR 2010-35 SG IO 05.3943 04/25/2040 | 0.04% |
| GNR 2016-H06 CI IO 01.3340 02/20/2066 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 05/15/2028 | 0.04% |
| NCL CORP LTD P/P 144A CV 02.5000 02/15/2027 | 0.04% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.04% |
| ROCKET SOFTWARE INC. L+425 05.3096 11/28/2025 | 0.04% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.04% |
| TWILIO INC 03.8750 03/15/2031 | 0.04% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.04% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.04% |
| CHEGG INC CV 00.0000 09/01/2026 | 0.04% |
| EXPEDIA GRP CV 00.0000 02/15/2026 | 0.04% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.04% |
| FHR 5011 SA IO 05.2443 09/25/2050 | 0.04% |
| ISTAR INC 04.7500 10/01/2024 | 0.04% |
| SPRINT CORP 07.6250 03/01/2026 | 0.04% |
| SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | 0.04% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.04% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.04% |
| 2.84 R ISWP SOFR P 05/06/2027 | 0.04% |
| AADVANTAGE 1L TL L+475 05.8127 04/20/2028 | 0.04% |
| ADIDAS AG 144A 00.0500 09/12/2023 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.04% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.04% |
| EMIR 2020-1 B1 144A 03.8557 01/25/2030 | 0.04% |
| ENPHASE EN CV 00.0000 03/01/2028 | 0.04% |
| FHR 5004 SG IO 05.0943 08/25/2050 | 0.04% |
| FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.04% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.04% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.04% |
| CENTENE CORP 03.0000 10/15/2030 | 0.04% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.04% |
| EUR/USD 06/15/2022 SSBT | 0.04% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.04% |
| FHS 326 S2 IO 05.0753 03/15/2044 | 0.04% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.04% |
| SHIFT4 PAYMEN CV 00.0000 12/15/2025 | 0.04% |
| STACR 2019-HQA1 B2 13.2557 02/25/2049 | 0.04% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.03% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.03% |
| GNR 2013-182 SY IO 05.1727 12/20/2043 | 0.03% |
| GNR 2021-98 SK IO 05.3727 06/20/2051 | 0.03% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.03% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.03% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.03% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.03% |
| SWPTN EUR006M 7YX20Y P 1.325 EUR 04/11/2029 UB | 0.03% |
| SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.03% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.03% |
| CAS 2019-R04 2B1 06.2557 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% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.03% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.03% |
| ON SEMICONDUC CV 00.0000 05/01/2027 | 0.03% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.03% |
| SOUTHWESTERN ENERGY TLB S+C+250 03.0000 06/08/2027 | 0.03% |
| SWPTN EUR006M 5YX30Y P 1.345 EUR 04/29/2027 UB | 0.03% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.03% |
| UBER TECH INC CV 00.0000 12/15/2025 | 0.03% |
| WAYFAIR INC CV 00.6250 10/01/2025 | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.03% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.03% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.03% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.03% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.03% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.03% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.03% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.03% |
| BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.03% |
| UNITED RENTALS NORTH AM 03.7500 01/15/2032 | 0.03% |
| 2.26 R ISWP SOFR P 03/30/2032 | 0.03% |
| 2.2655 R ISWP SOFR P 03/30/2032 | 0.03% |
| 2.3825 R ISWP SOFR P 04/11/2032 | 0.03% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.03% |
| CLEAR CHANNEL OUTDOOR L+350 04.7384 08/21/2026 | 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% |
| DELIVERY HERO AG REGS 01.5000 01/15/2028 | 0.03% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.03% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.03% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.03% |
| ORGANON & CO/ORG P/P 144A 05.1250 04/30/2031 | 0.03% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.03% |
| SNAP INC CV 00.0000 05/01/2027 | 0.03% |
| STACR 2020-DNA4 B2 11.0057 08/25/2050 | 0.03% |
| SWPTN SOFR 10YX10Y R 2.317 USD 04/07/2032 JP | 0.03% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% |
| 2.4975 R ISWP SOFR P 04/14/2032 | 0.03% |
| CAS 2015-C04 1M2 06.7057 04/25/2028 | 0.03% |
| CAS 2017-C03 1M2 04.0057 10/25/2029 | 0.03% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.03% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.03% |
| MCAS 2020-01 M10 144A 04.7557 03/25/2050 | 0.03% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.03% |
| STACR 2020-HQA2 M2 04.1057 03/25/2050 | 0.03% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.03% |
| UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.03% |
| UPWORK INC P/P 144A CV 00.2500 08/15/2026 | 0.03% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.03% |
| CAS 2018-C03 1B1 04.7557 10/25/2030 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% |
| INTL CONSOLIDATED AIRLIN REGS 01.1250 05/18/2028 | 0.03% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.03% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.03% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 0.03% |
| SWPTN SOFR 3MX10Y P 3.235 USD 07/22/2022 DE | 0.03% |
| UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.03% |
| UNITY SOFT P/P 144A CV 00.0000 11/15/2026 | 0.03% |
| BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.03% |
| CABLE ONE INC CV 01.1250 03/15/2028 | 0.03% |
| CAS 2016-C05 2B 11.7557 01/25/2029 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.03% |
| CWALT 2005-38 A3 01.7057 09/25/2035 | 0.03% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.03% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.03% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.03% |
| JET2 PLC REGS 01.6250 06/10/2026 | 0.03% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.03% |
| NEXI SPA REGS 00.0000 02/24/2028 | 0.03% |
| SOLAR EDGE TECH USD 00.0000 09/15/2025 | 0.03% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.03% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.03% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.03% |
| CERIDIAN HCM CV 00.2500 03/15/2026 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.03% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.03% |
| GNR 2010-20 SC IO 05.2227 02/20/2040 | 0.03% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.03% |
| GNR 2020-15 CS IO 05.1227 02/20/2050 | 0.03% |
| IRB HOLDING CO S+C+300 03.7500 12/15/2027 | 0.03% |
| LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.03% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.03% |
| STRU BMOC-8710 SA IO 05.2227 07/20/2050 | 0.03% |
| 2.29325 R ISWP SOFR P 03/31/2027 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| BLOCK INC CV 00.2500 11/01/2027 | 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% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 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% |
| GNR 2020-63 PS IO 05.1727 04/20/2050 | 0.02% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.02% |
| MCAS 2019-01 M10 144A 04.2557 10/15/2049 | 0.02% |
| OLYMPUS WTR US HLDG P/P 144A 04.2500 10/01/2028 | 0.02% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.02% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.02% |
| TWITTER INC CV 00.0000 03/15/2026 | 0.02% |
| ALTICE FRANCE SA P/P 144A 05.5000 10/15/2029 | 0.02% |
| AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.02% |
| CAS 2016-C06 1B 10.2557 04/25/2029 | 0.02% |
| CAS 2018-C05 1B1 05.2557 01/25/2031 | 0.02% |
| GNR 2013-129 SN IO 05.2227 09/20/2043 | 0.02% |
| GNR 2013-99 VS IO 05.2253 07/16/2043 | 0.02% |
| GNR 2019-99 KS IO 05.1227 08/20/2049 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.02% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.02% |
| SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | 0.02% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.02% |
| BLOCK INC CV 00.0000 05/01/2026 | 0.02% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.02% |
| BURL STORE CV 02.2500 04/15/2025 | 0.02% |
| CAS 2017-C03 1B1 05.8557 10/25/2029 | 0.02% |
| CDI ESCROW ISSR INC P/P 144A 05.7500 04/01/2030 | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.02% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.02% |
| JETBLUE AIR CV 00.5000 04/01/2026 | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 02/01/2027 | 0.02% |
| CLOUDFLARE P/P 144A CV 00.0000 08/15/2026 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| COLT 2020-2 A3 03.6980 03/25/2065 | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 06.6250 01/15/2027 | 0.02% |
| GNR 2019-78 SJ IO 05.1227 06/20/2049 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.02% |
| LYFT INC CV 01.5000 05/15/2025 | 0.02% |
| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.02% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.02% |
| SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.02% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.02% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.02% |
| CAD/USD 07/20/2022 SSBT | 0.02% |
| CANPACK SA/CANPACK U P/P 144A 03.8750 11/15/2029 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| DRAFTKINGS HLDG INC CV 00.0000 03/15/2028 | 0.02% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.02% |
| GSMS 2014-GC18 B 04.8850 01/10/2047 | 0.02% |
| GUARDANT HEAL CV 00.0000 11/15/2027 | 0.02% |
| JPY/USD 08/17/2022 UBS | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| MIDDLEBY CORP CV 01.0000 09/01/2025 | 0.02% |
| OMIR 2019-1A B1B 05.3557 07/25/2029 | 0.02% |
| OMNICELL INC CV 00.2500 09/15/2025 | 0.02% |
| PERFICIENT IN P/P 144A CV 00.1250 11/15/2026 | 0.02% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.02% |
| SCOTTS MIRACLE-GRO C 04.3750 02/01/2032 | 0.02% |
| THYSSENKRUPP ELEVATOR L+350 04.0187 07/31/2027 | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.02% |
| ATLAS LUXCO 4 / ALL P/P 144A 04.6250 06/01/2028 | 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% |
| DIGITALOCEAN P/P 144A CV 00.0000 12/01/2026 | 0.02% |
| FHR 4945 SL IO 05.0443 01/25/2050 | 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% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| SEA LTD USD 00.2500 09/15/2026 | 0.02% |
| SHAKE SHACK I CV 00.0000 03/01/2028 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| WIX LTD USD 00.0000 08/15/2025 | 0.02% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.02% |
| ASURION CORP TLB9 L+325 04.3096 07/31/2027 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| FIVE9 INC CV 00.5000 06/01/2025 | 0.02% |
| FNR 2019-57 KS IO 05.0443 10/25/2049 | 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 04.1639 04/15/2046 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% |
| CAS 2019-R03 1B1 05.1057 09/25/2031 | 0.02% |
| CCO HOLDINGS LLC P/P 144A 04.2500 02/01/2031 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| ENVISTA HLDGS CV 02.3750 06/01/2025 | 0.02% |
| FHR 4839 WS IO 05.2253 08/15/2056 | 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% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.02% |
| NABORS IND INC P/P 144A 07.3750 05/15/2027 | 0.02% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.02% |
| BSABS 2005-HE8 M3 02.9557 08/25/2035 | 0.02% |
| CAS 2018-C06 1B1 04.7557 03/25/2031 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.02% |
| DISH NETWORK CV 00.0000 12/15/2025 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.02% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.02% |
| OMIR 2019-1A B1A 04.5057 07/25/2029 | 0.02% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.02% |
| STACR 2020-DNA5 B2 12.0845 10/25/2050 | 0.02% |
| 0.0619 R ISWP MUTKCALM P 02/25/2031 | 0.02% |
| 2.3535 R ISWP SOFR P 03/30/2027 | 0.02% |
| 3D SYS CORP P/P 144A CV 00.0000 11/15/2026 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 02/15/2031 | 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% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.02% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.02% |
| FNR 2020-12 SK IO 05.0443 03/25/2050 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.02% |
| STACR 2020-DNA3 B2 10.3557 06/25/2050 | 0.02% |
| SWPTN 10YX10Y P 2.405 USD 03/03/2031 TD | 0.02% |
| SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | 0.02% |
| 180 MEDICAL INC P/P 144A 03.8750 10/15/2029 | 0.02% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| CWALT 2005-65CB 2A1 01.4307 12/25/2035 | 0.02% |
| INTEGRA LIFE CV 00.5000 08/15/2025 | 0.02% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.02% |
| PACIRA PHARMA CV 00.7500 08/01/2025 | 0.02% |
| SCIL IV LLC / SCIL U P/P 144A 05.3750 11/01/2026 | 0.02% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.02% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.02% |
| 2.7175 R ISWP SOFR P 05/20/2027 | 0.01% |
| 2.869 R ISWP SOFR P 05/09/2032 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| COMM 2012-LC4 B 04.9340 12/10/2044 | 0.01% |
| CWALT 2006-OA7 1A2 01.2637 06/25/2046 | 0.01% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.01% |
| DOCUSIGN INC CV 00.0000 01/15/2024 | 0.01% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% |
| GNR 2017-H05 CI IO 02.1760 02/20/2067 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.4007 02/10/2046 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MICROSTRATEGY CV 00.0000 02/15/2027 | 0.01% |
| NCL CORP LTD CV 05.3750 08/01/2025 | 0.01% |
| PROOFPOINT 2L TLB L+625 6.750000 08/31/2029 | 0.01% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.01% |
| STACR 2014-DN1 M3 05.5057 02/25/2024 | 0.01% |
| TPMT 2019-2 A2 03.7500 12/25/2058 | 0.01% |
| WFRBS 2012-C9 E 144A 04.8118 11/15/2045 | 0.01% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.01% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | 0.01% |
| CAS 2017-C04 2M2 03.8557 11/25/2029 | 0.01% |
| CAS 2020-SBT1 1M2 04.6557 02/25/2040 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.01% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.01% |
| FNR 2015-42 LS IO 05.1943 06/25/2045 | 0.01% |
| FNR 2019-5 SA IO 05.0943 03/25/2049 | 0.01% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.01% |
| JPMBB 2014-C22 C 04.5507 09/15/2047 | 0.01% |
| NCL CORPORATION LTD P/P 144A 05.8750 02/15/2027 | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| NOVOCURE LTD USD 00.0000 11/01/2025 | 0.01% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.01% |
| REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.01% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.01% |
| SWPTN SOFR 3MX10Y P 2.8375 USD 08/19/2022 UB | 0.01% |
| 1.4425 R ISWP SOFRRATE P 12/31/2034 | 0.01% |
| 1.541 R ISWP SOFRRATE P 12/31/2041 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| BBCMS 2019-C5 D 144A 02.5000 11/15/2052 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 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 JP | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 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% |
| GNR 2012-H29 AI IO 01.3307 10/20/2062 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2019-96 SY IO 05.1727 08/20/2049 | 0.01% |
| GSMS 2012-GCJ7 D 144A 05.3420 05/10/2045 | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.01% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.01% |
| SWPTN AUDBB6M 10YX20Y R 3.315 AUD 05/11/2032 JP | 0.01% |
| TPMT 2018-5 M1 03.2500 07/25/2058 | 0.01% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.01% |
| BBCMS 2021-C10 E 144A 02.0000 07/15/2054 | 0.01% |
| CD 2017-CD3 C 04.5478 02/10/2050 | 0.01% |
| CENTENE CORP 04.6250 12/15/2029 | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| CSAIL 2015-C1 D 144A 03.7599 04/15/2050 | 0.01% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.01% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.01% |
| GNR 2012-H29 FI IO 01.3307 10/20/2062 | 0.01% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.01% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| GNR 2019-83 SY IO 05.1727 07/20/2049 | 0.01% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.01% |
| OPTION CARE HLTH INC P/P 144A 04.3750 10/31/2029 | 0.01% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.01% |
| 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% |
| ASCENDIS PHARMA A/S P/P 144A 02.2500 04/01/2028 | 0.01% |
| ATLAS LUXCO 4 P/P 144A 04.6250 06/01/2028 | 0.01% |
| BOX INC CV 00.0000 01/15/2026 | 0.01% |
| CAS 2015-C02 1M2 05.0057 05/25/2025 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.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% |
| FIVERR INTL LTD USD 00.0000 11/01/2025 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| GNR 2018-139 SA IO 05.2227 10/20/2048 | 0.01% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.01% |
| JOHN BEAN TEC CV 00.2500 05/15/2026 | 0.01% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.01% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.01% |
| NEXITY SA REGS 00.2500 03/02/2025 | 0.01% |
| NOK/USD 06/15/2022 SSBT | 0.01% |
| SOUTHWESTERN ENERGY CO 04.7500 02/01/2032 | 0.01% |
| YUM! BRANDS INC 05.3750 04/01/2032 | 0.01% |
| 1.522 R ISWP SOFRRATE P 12/31/2051 | 0.01% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.01% |
| CAS 2021-R01 1B2 06.5845 10/25/2041 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| COMM 2013-CR9 D 144A 04.2928 07/10/2045 | 0.01% |
| COMM 2014-CR17 E 144A 04.8472 05/10/2047 | 0.01% |
| EVERBRIDGE IN CV 00.0000 03/15/2026 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| NOK/USD 06/15/2022 TDBK | 0.01% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.01% |
| RAPID7 INC CV 00.2500 03/15/2027 | 0.01% |
| RMIR 2020-2 B1 08.6057 10/25/2030 | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.01% |
| 2.6675 R ISWP SOFR P 05/02/2027 | 0.01% |
| 2.673 R ISWP SOFR P 04/22/2027 | 0.01% |
| CAD/USD 07/20/2022 CITI | 0.01% |
| CAS 2016-C04 1B 11.2557 01/25/2029 | 0.01% |
| CAS 2017-C06 2M2 03.8057 02/25/2030 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.01% |
| CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2014-CR16 C 04.9186 04/10/2047 | 0.01% |
| COMM 2014-UBS3 D 144A 04.7670 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% |
| EQT CORP 05.0000 01/15/2029 | 0.01% |
| EUR/USD 06/15/2022 JPMCB | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| FNR 2019-43 JS IO 05.0443 08/25/2049 | 0.01% |
| FNR 2019-73 SC IO 05.0443 12/25/2049 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| STACR 2018-DNA1 B1 04.1557 07/25/2030 | 0.01% |
| STACR 2019-DNA1 M2 03.6557 01/25/2049 | 0.01% |
| STACR 2019-DNA3 B2 09.1557 07/25/2049 | 0.01% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| 2.242 R ISWP SOFR P 04/07/2032 | 0.01% |
| 2.399 R ISWP SOFR P 04/08/2032 | 0.01% |
| 2.518 R ISWP SOFR P 04/12/2027 | 0.01% |
| ASBURY AUTOMOTIVE GR P/P 144A 04.6250 11/15/2029 | 0.01% |
| CARNIVAL CORP P/P 144A 07.6250 03/01/2026 | 0.01% |
| CAS 2016-C03 1M2 06.3057 10/25/2028 | 0.01% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.01% |
| FHR 4937 MS IO 05.0443 12/25/2049 | 0.01% |
| FILTRATION GROUP CORP L+350 04.5596 10/19/2028 | 0.01% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% |
| HUSKY INJECTION MOLDIN L+437 05.3760 03/28/2025 | 0.01% |
| IMPINJ INC P/P 144A CV 01.1250 05/15/2027 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MONGODB INC CV 00.2500 01/15/2026 | 0.01% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.01% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STACR 2016-HQA2 M3 06.1557 11/25/2028 | 0.01% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.01% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.01% |
| ZSCALER INC. CV 00.1250 07/01/2025 | 0.01% |
| 0.951 R ISWP FWD EUR006M P 06/15/2032 | 0.01% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.01% |
| 2.307 R ISWP SOFR P 03/31/2024 | 0.01% |
| ALARM.COM HLD CV 00.0000 01/15/2026 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% |
| BLACKLINE INC CV 00.0000 03/15/2026 | 0.01% |
| CAS 2019-R01 2M2 03.4557 07/25/2031 | 0.01% |
| CAS 2020-R02 2B1 04.0057 01/25/2040 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| FNR 2019-38 SC IO 05.0443 07/25/2049 | 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% |
| HUBSPOT INC CV 00.3750 06/01/2025 | 0.01% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.01% |
| NZD/USD 07/20/2022 SSBT | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| SUNRUN INC CV 00.0000 02/01/2026 | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| WAMU 2005-AR10 1A3 02.9487 09/25/2035 | 0.01% |
| WAMU 2005-AR13 A1C3 01.9857 10/25/2045 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.01% |
| 1.001 R ISWP FWD EUR006M P 06/15/2052 | 0.00% |
| 2.3485 R ISWP SOFR P 04/05/2027 | 0.00% |
| 2.491 R ISWP SOFR P 05/27/2024 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% |
| BWAY CORP TLB L+325 04.0500 04/03/2024 | 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 06/15/2022 UBS | 0.00% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.00% |
| FNR 2017-87 KI IO 05.0000 06/25/2041 | 0.00% |
| FSPC T-57 1AX IO 00.3982 07/25/2043 | 0.00% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 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% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 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 03.4557 03/25/2049 | 0.00% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.00% |
| 2.483 R ISWP SOFR P 04/14/2027 | 0.00% |
| ADIENT TLB L+325 04.3096 04/01/2028 | 0.00% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.00% |
| ARBY'S TLB L+275 03.7560 02/05/2025 | 0.00% |
| ASBURY AUTOMOTIVE GR P/P 144A 05.0000 02/15/2032 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.00% |
| CHF/USD 06/15/2022 UBS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.00% |
| EUR/USD 06/15/2022 GSFX | 0.00% |
| GBP/USD 06/15/2022 BCAP-FX | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| NETFLIX INC 04.8750 04/15/2028 | 0.00% |
| NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.00% |
| NOURYON USA TLB L+300 04.0060 10/01/2025 | 0.00% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.00% |
| PLY GEM INDUSTRIES INC L+325 04.1247 04/12/2028 | 0.00% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.00% |
| SEK/USD 06/15/2022 BCAP-FX | 0.00% |
| SEK/USD 06/15/2022 SSBT | 0.00% |
| SWPTN AUDBB6M 15YX10Y P 2.7 AUD 04/01/2037 UB | 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 05.0060 07/24/2024 | 0.00% |
| WHITE CAP TLB S+375 04.2500 10/19/2027 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.00% |
| 0.841 R ISWP EUR006M P 04/27/2024 | 0.00% |
| 0.901 R ISWP FWD EUR006M P 06/15/2027 | 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% |
| 2.405 R ISWP SOFR P 04/14/2024 | 0.00% |
| 2.469 R ISWP SOFR P 04/14/2032 | 0.00% |
| 2.5445 R ISWP SOFR P 05/23/2027 | 0.00% |
| 2.571 R ISWP SOFR P 05/18/2024 | 0.00% |
| 2.574 R ISWP SOFR P 05/18/2024 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| BALTA 2005-8 21A1 02.5536 10/25/2035 | 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 05.3057 02/25/2025 | 0.00% |
| CAS 2018-C01 1M2 03.2557 07/25/2030 | 0.00% |
| CHF/USD 06/15/2022 JPMCB | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 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-.8 2057-10-17 300.0 10/17/2057 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% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.00% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.00% |
| GARDA WORLD SECURITY TLB L+425 04.3400 10/30/2026 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.00% |
| IHEARTCOMMUNICATI L+325 04.3096 05/01/2026 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 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 04.0737 07/15/2046 | 0.00% |
| MSBAM 2013-C11 D 144A 04.3505 08/15/2046 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.00% |
| NOK/USD 06/15/2022 GSFX | 0.00% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.00% |
| SEK/USD 06/15/2022 BANKAM | 0.00% |
| SEK/USD 06/15/2022 TDBK | 0.00% |
| SEK/USD 06/15/2022 UBS | 0.00% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | 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% |
| 0.551 R ISWP FWD EUR006M P 06/15/2024 | 0.00% |
| 2.479 R ISWP SOFR P 04/12/2032 | 0.00% |
| 2.547 R ISWP SOFR P 05/27/2032 | 0.00% |
| 2.5945 R ISWP FWD SOFR P 05/25/2024 | 0.00% |
| 2.61725 R ISWP SOFR P 04/20/2032 | 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% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 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% |
| CAS 2017-C07 2B1 05.4557 05/25/2030 | 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% |
| 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.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 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% |
| COMMERCIAL METALS CO 04.1250 01/15/2030 | 0.00% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.00% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.00% |
| EUR/USD 06/15/2022 HSBCB | 0.00% |
| FNR 2013-18 SB IO 05.1443 10/25/2041 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3106 06/25/2042 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.00% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.00% |
| GNR 2016-77 SL IO 05.2227 03/20/2043 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| IHEARTMEDIA TLB L+300 04.0596 05/01/2026 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MWST 2020-2 A 01.8057 11/25/2053 | 0.00% |
| NATIONAL VIS CV 02.5000 05/15/2025 | 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% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2018-HQA2 M2 03.3057 10/25/2048 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 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 OPERATIONS CO P/P 144A 04.3000 07/15/2029 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| YUM! BRANDS INC. 03.6250 03/15/2031 | 0.00% |
| 2.3565 R ISWP SOFR P 04/14/2024 | 0.00% |
| 2.553 R ISWP SOFR P 04/28/2024 | 0.00% |
| 2.585 R ISWP SOFR P 04/20/2032 | 0.00% |
| 2.612 R ISWP SOFR P 04/21/2027 | 0.00% |
| 2.6825 R ISWP SOFR P 04/26/2032 | 0.00% |
| 2.701 R ISWP SOFR P 05/13/2032 | 0.00% |
| 2.7375 R ISWP SOFR P 05/12/2032 | 0.00% |
| ALLIANT HOLD / CO-IS P/P 144A 04.2500 10/15/2027 | 0.00% |
| AMERICAN AXLE & MANUF L+225 03.2600 04/06/2024 | 0.00% |
| ANTERO RESOURCES COR 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% |
| 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.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.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 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| COMMERCIAL METALS CO 04.3750 03/15/2032 | 0.00% |
| DIAMOND SPORTS TL 2L S+325 3.789750 08/24/2026 | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 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% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.00% |
| JAZZ PHARMA TLB L+350 04.5596 05/31/2028 | 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 SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NOK/USD 06/15/2022 MSCIL | 0.00% |
| NZD/USD 07/20/2022 HSBCB | 0.00% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PLN/USD 06/15/2022 GSFX | 0.00% |
| PQ CORP TLB L+250 03.7389 06/09/2028 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| 2.513 R ISWP SOFR P 05/27/2024 | 0.00% |
| 2.5355 R ISWP SOFR P 04/29/2027 | 0.00% |
| 2.5665 R ISWP SOFR P 05/26/2027 | 0.00% |
| 2.5945 R ISWP SOFR P 05/18/2027 | 0.00% |
| 2.6015 R ISWP SOFR P 05/17/2024 | 0.00% |
| 2.6055 R ISWP SOFR P 05/17/2024 | 0.00% |
| 2.6125 R ISWP SOFR P 04/25/2032 | 0.00% |
| 2.6495 R ISWP SOFR P 05/16/2032 | 0.00% |
| AUD/USD 07/20/2022 HSBCB | 0.00% |
| AUD/USD 07/20/2022 MSCIL | 0.00% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.00% |
| CAD/USD 07/20/2022 JPMCB | 0.00% |
| CAD/USD 07/20/2022 UBS | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.00% |
| CHF/USD 06/15/2022 CITI | 0.00% |
| CHF/USD 06/15/2022 RBSF | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.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 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 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 JP | 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.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.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.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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 GS | 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 GS | 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 JP | 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 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| EUR/USD 06/15/2022 BCAP-FX | 0.00% |
| EUR/USD 06/15/2022 MSCIL | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3780 10/25/2041 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| GBP/USD 06/15/2022 BANKAM | 0.00% |
| GBP/USD 06/15/2022 JPMCB | 0.00% |
| GBP/USD 06/15/2022 TDBK | 0.00% |
| GBP/USD 06/15/2022 UBS | 0.00% |
| GNR 2012-48 AI IO 03.5000 02/20/2036 | 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 06/15/2022 BANKAM | 0.00% |
| NOK/USD 06/15/2022 BCAP-FX | 0.00% |
| NOK/USD 06/15/2022 RBSF | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 07/20/2022 JPMCB | 0.00% |
| NZD/USD 07/20/2022 TDBK | 0.00% |
| NZD/USD 07/20/2022 WPAC | 0.00% |
| SEK/USD 06/15/2022 CITI | 0.00% |
| SEK/USD 06/15/2022 HSBCB | 0.00% |
| SEK/USD 06/15/2022 RBSF | 0.00% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | 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% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.00% |
| 0.8084 R ISWP FWD MUTKCALM P 08/29/2043 | -0.00% |
| 2.243 R ISWP SOFR P 04/04/2024 | -0.00% |
| 2.453 R ISWP SOFR P 04/11/2027 | -0.00% |
| 2.458 R ISWP SOFR P 05/25/2052 | -0.00% |
| 2.4785 R ISWP SOFR P 05/27/2027 | -0.00% |
| 2.516 R ISWP SOFR P 04/28/2032 | -0.00% |
| 2.6095 R ISWP SOFR P 05/24/2032 | -0.00% |
| 2.7615 R ISWP SOFR P 05/20/2032 | -0.00% |
| CAD/USD 07/20/2022 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.6 2063-05-11 500.0 05/11/2063 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 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 06/15/2022 MSCIL | -0.00% |
| NOK/USD 06/15/2022 HSBCB | -0.00% |
| NOK/USD 06/15/2022 JPMCB | -0.00% |
| NOK/USD 06/15/2022 UBS | -0.00% |
| PLN/USD 06/15/2022 HSBCB | -0.00% |
| SEK/USD 06/15/2022 JPMCB | -0.00% |
| SEK/USD 06/15/2022 MSCIL | -0.00% |
| 2.4145 R ISWP SOFR P 04/07/2024 | -0.00% |
| 2.547 R ISWP SOFR P 04/28/2032 | -0.00% |
| 2.7285 R ISWP SOFR P 04/21/2032 | -0.00% |
| 2.772 R ISWP SOFR P 05/04/2027 | -0.00% |
| AUD/USD 07/20/2022 BANKAM | -0.00% |
| AUD/USD 07/20/2022 WPAC | -0.00% |
| CHF/USD 06/15/2022 BCAP-FX | -0.00% |
| CHF/USD 06/15/2022 CSI-FX | -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.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 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 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% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 MS | -0.00% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 2.33 R ISWP SOFR P 04/06/2027 | -0.00% |
| 2.4485 R ISWP SOFR P 04/07/2024 | -0.00% |
| 2.9045 R ISWP SOFR P 05/11/2032 | -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-.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 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% |
| GBP/USD 06/15/2022 RBSF | -0.00% |
| 2.731 R ISWP SOFR P 04/26/2027 | -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 CG | -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-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/15/2022 TDBK | -0.00% |
| 2.465 R ISWP SOFR P 04/07/2027 | -0.00% |
| 2.689 R ISWP FWD SOFR P 04/26/2032 | -0.00% |
| 2.743 R ISWP SOFR P 04/26/2024 | -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-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.00% |
| SWPTN AUDBB6M 15YX10Y R 2.7 AUD 04/01/2037 UB | -0.00% |
| 2.0975 R ISWP SOFR P 04/04/2032 | -0.01% |
| 2.3005 R ISWP SOFR P 03/31/2024 | -0.01% |
| 2.7025 R ISWP SOFR P 05/19/2024 | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -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% |
| OPTN FN30 4.5 06/06/22 PUT 101.109375 JPMC | -0.01% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN SOFR 3MX10Y R 2.725 USD 07/21/2022 CI | -0.01% |
| 2.5845 R ISWP SOFR P 04/20/2032 | -0.01% |
| CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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 BA | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN SOFR 3MX10Y P 2.6525 USD 08/19/2022 UB | -0.01% |
| 2.501 R ISWP SOFR P 05/25/2052 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/15/2022 CITI | -0.01% |
| 2.674 R ISWP SOFR P 05/20/2024 | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| JPY/USD 08/17/2022 SSBT | -0.01% |
| 2.113 R ISWP SOFR P 04/04/2032 | -0.01% |
| 2.477 R ISWP SOFR P 05/31/2052 | -0.01% |
| 2.7265 R ISWP SOFR P 05/17/2032 | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| SWPTN SOFR 3MX10Y P 2.725 USD 07/21/2022 CI | -0.01% |
| 2.288 R ISWP SOFR P 03/31/2027 | -0.01% |
| 4.46 R ISWP FWD CZECH INTERBANK RATES 6 MONTH P 06/15/2027 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | -0.01% |
| 2.3365 R ISWP SOFR P 03/31/2027 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% |
| SWPTN SOFR 10YX10Y P 2.317 USD 04/07/2032 JP | -0.01% |
| 2.299 R ISWP SOFR P 04/01/2027 | -0.02% |
| 2.3665 R ISWP SOFR P 04/07/2027 | -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 10YX20Y R 2.8175 USD 03/23/2027 GS | -0.02% |
| 2.483 R ISWP SOFR P 04/12/2032 | -0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN SOFR 3MX10Y R 2.235 USD 07/22/2022 DE | -0.02% |
| CHF/USD 06/15/2022 MSCIL | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.02% |
| 2.8215 R ISWP SOFR P 05/13/2032 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 3.10 R ISWP FWD NFIX3MID P 06/15/2032 | -0.02% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.02% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.02% |
| SWPTN SOFR 10YX10Y P 2.272 USD 04/06/2032 BA | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 2.849 R ISWP SOFR P 05/10/2032 | -0.02% |
| SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | -0.02% |
| SWPTN AUDBB6M 10YX20Y P 3.315 AUD 05/11/2032 JP | -0.02% |
| 1.355 R ISWP SOFRRATE P 12/31/2031 | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.03% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.03% |
| 2.382 R ISWP SOFR P 04/06/2024 | -0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.03% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.03% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -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% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -0.03% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.03% |
| SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | -0.03% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.03% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | -0.03% |
| SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | -0.03% |
| 2.851 R ISWP SOFR P 05/06/2027 | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.04% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.04% |
| SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | -0.04% |
| SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | -0.04% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.04% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | -0.04% |
| CHF/USD 06/15/2022 SSBT | -0.04% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.04% |
| SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | -0.04% |
| 1.455 R ISWP FWD SONIA P 06/15/2032 | -0.04% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.04% |
| SWPTN 8YX10Y R 0.4879 GBP 08/20/2029 UB | -0.04% |
| SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.04% |
| SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.04% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.04% |
| SWPTN 4YX10Y R 2.16 USD 02/19/2025 WE | -0.04% |
| SWPTN EUR006M 7YX20Y R 1.325 EUR 04/11/2029 UB | -0.04% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.04% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.04% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.04% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.04% |
| SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | -0.04% |
| SWPTN EUR006M 6YX20Y R 1.25 EUR 04/06/2028 UB | -0.04% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.05% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.05% |
| SWPTN SOFR 1YX2Y P 2.94 USD 04/27/2023 BA | -0.05% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.05% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | -0.05% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.05% |
| SWPTN EUR006M 6YX20Y R 1.125 EUR 04/04/2028 UB | -0.05% |
| SWPTN SOFR 4YX30Y P 2.02 USD 03/24/2026 MS | -0.05% |
| 1.762 R ISWP SOFR P 02/29/2052 | -0.05% |
| 2.1005 R ISWP SOFR P 04/07/2052 | -0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.05% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.05% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.05% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | -0.06% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.06% |
| 2.4015 R ISWP SOFR P 04/08/2032 | -0.06% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.06% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.06% |
| SWPTN EUR006M 5YX30Y R 1.345 EUR 04/29/2027 UB | -0.06% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.06% |
| CHF/USD 06/15/2022 GSFX | -0.06% |
| SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | -0.06% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.06% |
| SWPTN 8YX10Y R 0.9 GBP 01/14/2030 UB | -0.06% |
| SWPTN SOFR 3MX10Y P 2.995 USD 08/09/2022 GS | -0.06% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.06% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.06% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.06% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.06% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.07% |
| 0.343 R ISWP FWD TONA P 08/29/2043 | -0.07% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.07% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.07% |
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| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.07% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.08% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.08% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.08% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.08% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.08% |
| SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.08% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.08% |
| SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.08% |
| SWPTN SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.08% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.09% |
| SWPTN SONIA 7YX10Y R 1.448 GBP 02/26/2029 GS | -0.09% |
| SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | -0.09% |
| SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.09% |
| 2.94 R ISWP SOFR P 05/11/2032 | -0.09% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.09% |
| SWPTN EUR006M 2YX1Y R 0.555 EUR 03/08/2024 CI | -0.10% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.10% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.10% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.11% |
| 1.9575 R ISWP US0003M P 03/07/2032 | -0.11% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.11% |
| 2.3395 R ISWP SOFR P 04/14/2052 | -0.11% |
| SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.12% |
| SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.12% |
| 0.565 R ISWP FWD SARON P 06/15/2032 | -0.12% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.12% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.12% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.13% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.13% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.13% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.13% |
| SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.14% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | -0.14% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.14% |
| 1.7355 R ISWP SOFR P 03/01/2029 | -0.14% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | -0.15% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.16% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.16% |
| 1.90 R ISWP FWD SOFR P 06/15/2029 | -0.16% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.16% |
| GNMA GII30 TBA 03.5000 06/01/2052 | -0.17% |
| SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.17% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.17% |
| 1.762 R ISWP FWD SOFR P 06/15/2032 | -0.17% |
| SWPTN SONIA 7YX10Y P 1.448 GBP 02/26/2029 GS | -0.18% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.19% |
| 1.626 R ISWP SOFR P 01/19/2052 | -0.19% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.20% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.21% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.22% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.22% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.22% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.24% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | -0.25% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.26% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.26% |
| SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.26% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.27% |
| 1.47709 R ISWP SOFR P 02/29/2024 | -0.27% |
| 1.681 R ISWP FWD SOFR P 02/15/2029 | -0.27% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | -0.29% |
| 0.60 R ISWP FWD EUR006M P 03/07/2032 | -0.29% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.30% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.31% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.32% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.33% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.33% |
| 1.986 R ISWP SOFR P 03/21/2029 | -0.34% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.34% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.34% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.35% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.36% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.36% |
| 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.37% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.37% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.40% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.42% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.42% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.47% |
| 1.372 R ISWP SOFR P 01/12/2027 | -0.49% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.50% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.51% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.56% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.57% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.58% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | -0.71% |
| SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -0.90% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | -1.09% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -1.23% |
| US 10YR ULTRA FUT SEP22 UXYU2 | -1.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -1.87% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2052 | -9.20% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2052 | -9.62% |
| US 2YR NOTE (CBT) SEP22 TUU2 | -95.66% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2052 | 9.10% |
|---|---|
| FNMA FN30 TBA UMBS 03.5000 06/01/2052 | 6.18% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2052 | 5.31% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 3.07% |
| TREASURY BILL 00.0000 06/07/2022 | 1.92% |
| TREASURY BILL 00.0000 06/14/2022 | 1.86% |
| TREASURY BILL 00.0000 06/09/2022 | 1.82% |
| TREASURY BILL 00.0000 06/02/2022 | 1.38% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 1.31% |
| TREASURY BILL 00.0000 06/23/2022 | 1.22% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 1.15% |
| ENERGY TRANSFER LP 29277FE23 DCP 05/02/2022 | 0.95% |
| TREASURY BILL 00.0000 06/16/2022 | 0.94% |
| CAS 2016-C02 1B 12.9179 09/25/2028 | 0.87% |
| GENERAL MOTORS FINANCIAL CO I 37046UE23 DCP 05/02/2022 | 0.81% |
| CFCRE 2011-C2 E P/P 144A 05.2492 12/15/2047 | 0.75% |
| WFRBS 2013-C15 D 144A 04.6541 08/15/2046 | 0.73% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 0.71% |
| GNR 2020-61 IO IO 04.5000 05/20/2050 | 0.71% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.71% |
| FNMA FN30 TBA UMBS 05.5000 05/01/2052 | 0.68% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.66% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.63% |
| FHR 5152 MI IO 04.5000 10/25/2051 | 0.60% |
| FNR 2021-43 IO IO 02.5000 06/25/2051 | 0.60% |
| CWALT 2005-59 1A1 01.2544 11/20/2035 | 0.59% |
| STACR 2015-DNA3 B 10.0179 04/25/2028 | 0.57% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.57% |
| GSMS 2014-GC24 D 144A 04.6651 09/10/2047 | 0.57% |
| STACR 2015-DNA2 B 08.2179 12/25/2027 | 0.56% |
| 1.675 R ISWP SOFR P 02/28/2027 | 0.54% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.52% |
| FNR 2021-77 BI IO 04.5000 11/25/2051 | 0.52% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.52% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.50% |
| WFRBS 2012-C10 D 144A 04.5577 12/15/2045 | 0.49% |
| CABOT CORP 12705XEB2 DCP 05/11/2022 | 0.49% |
| GNR 2021-57 SD IO 05.7056 03/20/2051 | 0.49% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.48% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.47% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.47% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.47% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.46% |
| CAS 2016-C03 1B 12.4179 10/25/2028 | 0.46% |
| FHR 5051 BI IO 03.0000 11/25/2050 | 0.45% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.45% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.45% |
| GNR 2021-30 KI IO 03.0000 02/20/2051 | 0.44% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.44% |
| FHR 5142 IC IO 03.5000 09/25/2051 | 0.43% |
| GNR 2021-58 SH IO 05.7056 04/20/2051 | 0.43% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.42% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.42% |
| DOLLAR GENERAL CORP 25667ME24 DCP 05/02/2022 | 0.41% |
| ENTERPRISE PRODUCTS OPERATING 29380DE22 DCP 05/02/2022 | 0.41% |
| PLAINS MIDSTREAM CANADA ULC 72651WE22 DCP 05/02/2022 | 0.41% |
| ROMULUS FUNDING CORP 77619FE29 DCP 05/02/2022 | 0.41% |
| CWALT 2006-OA10 4A1 01.0479 08/25/2046 | 0.40% |
| FHR 5122 AI IO 04.5000 07/25/2051 | 0.40% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.40% |
| SAMI 2006-AR7 A1A 01.0879 08/25/2036 | 0.39% |
| KINGDOM OF MOROCCO REGS 03.0000 12/15/2032 | 0.39% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.39% |
| REPUBLIC OF GHANA REGS 08.1250 01/18/2026 | 0.39% |
| FISERV INC 33774LEA2 DCP 05/10/2022 | 0.38% |
| INTERCONTINENTAL EXCHANGE INC 45856XE94 DCP 05/09/2022 | 0.38% |
| TREASURY BILL 00.0000 05/26/2022 | 0.37% |
| CMLTI 2007-AMC3 A2D 01.0179 03/25/2037 | 0.37% |
| STACR 2015-HQA2 B 11.1679 05/25/2028 | 0.36% |
| SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.36% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.35% |
| FORTUNE BRANDS HOME & SECURIT 34965HE91 DCP 05/09/2022 | 0.35% |
| WFCM 2013-LC12 D 144A 04.4396 07/15/2046 | 0.35% |
| TUNISIAN REPUBLIC REGS 05.7500 01/30/2025 | 0.35% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.34% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.34% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.34% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.34% |
| FHR 5049 AI IO 04.5000 12/25/2050 | 0.34% |
| FHR 5134 ID IO 04.5000 08/25/2051 | 0.34% |
| 1.5415 R ISWP SOFR P 03/09/2032 | 0.33% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.33% |
| CAS 2016-C01 1B 12.4179 08/25/2028 | 0.33% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.33% |
| GNR 2021-122 GI IO 04.5000 11/20/2047 | 0.33% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.32% |
| FMC CORP 34410XE22 DCP 05/02/2022 | 0.32% |
| JPMBB 2014-C18 D 144A 04.9475 02/15/2047 | 0.32% |
| TREASURY BILL 00.0000 05/03/2022 | 0.32% |
| ALBEMARLE CORP 01265RE53 DCP 05/05/2022 | 0.32% |
| JPMBB 2014-C25 D P/P 144A 04.0864 11/15/2047 | 0.32% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.32% |
| 1.5475 R ISWP SOFR P 03/09/2032 | 0.32% |
| BSCMS 2005-PWR7 C 05.2350 02/11/2041 | 0.31% |
| GNR 2021-77 SM IO 05.7056 05/20/2051 | 0.31% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.31% |
| GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.30% |
| GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.30% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.30% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.30% |
| FHR 5002 SJ IO 05.4321 07/25/2050 | 0.29% |
| FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.29% |
| 2.298 R ISWP FWD SOFR P 04/07/2032 | 0.29% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.29% |
| CSMC 2008-C1 AJ 144A 06.0103 02/15/2041 | 0.29% |
| ENBRIDGE US INC 29251VEK8 DCP 05/19/2022 | 0.29% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.28% |
| GNR 2020-175 NI IO 03.0000 11/20/2050 | 0.28% |
| FNMA FN30 TBA UMBS 05.0000 05/01/2052 | 0.28% |
| GNR 2021-8 VI IO 03.5000 12/20/2050 | 0.28% |
| CHENIERE ENERGY PARTNERS 04.5000 10/01/2029 | 0.27% |
| FHR 5093 YI IO 04.5000 12/25/2050 | 0.27% |
| 1.679 R ISWP SOFR P 01/21/2052 | 0.27% |
| MSC 2012-C4 E 144A 05.4255 03/15/2045 | 0.27% |
| ALBEMARLE CORP 01265RED6 DCP 05/13/2022 | 0.27% |
| AMCOR FINANCE USA INC 0234D5E62 DCP 05/06/2022 | 0.27% |
| ARROW ELECTRONICS INC 04273ME25 DCP 05/02/2022 | 0.27% |
| ARROW ELECTRONICS INC 04273ME41 DCP 05/04/2022 | 0.27% |
| AVIATION CAPITAL GROUP LLC 05369CE29 DCP 05/02/2022 | 0.27% |
| CROWN CASTLE INTERNATIONAL CO 22823QE31 DCP 05/03/2022 | 0.27% |
| DANAHER CORP 23585ME36 DCP 05/03/2022 | 0.27% |
| DANAHER CORP 23585MEB8 DCP 05/11/2022 | 0.27% |
| ENBRIDGE US INC 29251VEG7 DCP 05/16/2022 | 0.27% |
| FORTUNE BRANDS HOME & SECURIT 34965HE26 DCP 05/02/2022 | 0.27% |
| HEALTHPEAK PROPERTIES INC 42250REH8 DCP 05/17/2022 | 0.27% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.27% |
| WALGREENS BOOTS ALLIANCE INC 93142XE64 DCP 05/06/2022 | 0.27% |
| WRKCO INC 92940YE92 DCP 05/09/2022 | 0.27% |
| IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.27% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.27% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.26% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.26% |
| SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | 0.26% |
| BCAP 2011-RR3 3A6 02.8698 11/27/2036 | 0.26% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.26% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.26% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.25% |
| BWAY 2022-26BW F P/P 144A 05.0286 02/10/2044 | 0.25% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.25% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.25% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.25% |
| CAS 2017-C01 1B1 06.4179 07/25/2029 | 0.24% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.24% |
| FNR 2018-44 SA IO 05.5321 06/25/2048 | 0.24% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.24% |
| GNR 2021-42 SG IO 05.7056 03/20/2051 | 0.24% |
| AHM 2007-1 GA1C 00.8579 05/25/2047 | 0.24% |
| HVMLT 2005-2 1A 01.0741 05/19/2035 | 0.24% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.24% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.23% |
| GNR 2018-H03 XI IO 02.1370 02/20/2068 | 0.23% |
| CAS 2019-HRP1 B1 09.9179 11/25/2039 | 0.23% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.23% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.22% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.22% |
| GNR 2018-H02 EI IO 02.1208 01/20/2068 | 0.22% |
| STACR 2020-HQA3 B2 10.6679 07/25/2050 | 0.22% |
| SUNCOR ENERGY INC 86723BED8 DCP 05/13/2022 | 0.22% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.21% |
| KINGDOM OF BAHRAIN REGS 07.3750 05/14/2030 | 0.21% |
| GNR 2020-7 SK IO 05.4556 01/20/2050 | 0.21% |
| CWALT 2006-OA10 3A1 01.0479 08/25/2046 | 0.21% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.20% |
| MSBAM 2015-C23 D 144A 04.2813 07/15/2050 | 0.20% |
| FNR 2016-96 ST IO 05.4321 12/25/2046 | 0.20% |
| FNR 2018-38 SA IO 05.5321 06/25/2048 | 0.20% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.20% |
| GNR 2018-H05 BI IO 01.7421 02/20/2068 | 0.20% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | 0.20% |
| APACHE CORP 05.1000 09/01/2040 | 0.19% |
| CAS 2022-R02 2M2 03.2887 01/25/2042 | 0.19% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.19% |
| GSR 2007-OA1 2A3A 00.9779 05/25/2037 | 0.19% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.18% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.18% |
| IHEARTCOMMUNICATIONS INC. 08.3750 05/01/2027 | 0.18% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.18% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.18% |
| 1.35 R ISWP SOFRRATE P 12/31/2031 | 0.18% |
| BSMF 2006-AR2 2A1 01.1279 09/25/2046 | 0.18% |
| GNR 2016-H23 NI IO 02.0941 10/20/2066 | 0.18% |
| SWPTN EUR006M 5YX30Y P 0.925 EUR 03/24/2027 UB | 0.18% |
| GNR 2018-H02 HI IO 02.0922 01/20/2068 | 0.18% |
| JPMBB 2014-C18 E 144A 04.4475 02/15/2047 | 0.18% |
| REPUBLIC OF GHANA REGS 07.6250 05/16/2029 | 0.18% |
| STACR 2017-DNA1 B1 05.6179 07/25/2029 | 0.18% |
| STACR 2019-DNA2 B2 11.1679 03/25/2049 | 0.18% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.17% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.17% |
| ALBERTSONS COS P/P 144A 03.5000 03/15/2029 | 0.17% |
| CAS 2017-C06 2B1 05.1179 02/25/2030 | 0.17% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.17% |
| GNR 2018-H05 AI IO 01.6281 02/20/2068 | 0.17% |
| COSTA RICA GOVERNMENT REGS 06.1250 02/19/2031 | 0.17% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.17% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.17% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.17% |
| SWPTN SOFR 3MX10Y P 2.31 USD 06/29/2022 CI | 0.17% |
| MONGOLIA INTL BOND REGS 08.7500 03/09/2024 | 0.17% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.17% |
| GNR 2015-H12 AI IO 01.8616 05/20/2065 | 0.17% |
| 1.148 R ISWP SOFRRATE P 12/31/2026 | 0.16% |
| GNR 2018-164 AS IO 05.5056 12/20/2048 | 0.16% |
| BACM 2005-1 B 05.6647 11/10/2042 | 0.16% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.16% |
| MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.16% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.16% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.16% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.16% |
| BSCMS 2005-PWR7 D 05.3040 02/11/2041 | 0.16% |
| KINGDOM OF JORDAN REGS 05.8500 07/07/2030 | 0.16% |
| MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.16% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.16% |
| SWPTN 5YX30Y P 2.35 USD 04/13/2026 BA | 0.16% |
| GSAA 2006-8 2A2 01.0279 05/25/2036 | 0.15% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.15% |
| 2.325 R ISWP FWD CDOR03 P 06/15/2032 | 0.15% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.15% |
| GNR 2015-H15 BI IO 01.8796 06/20/2065 | 0.15% |
| REPUBLIC OF PHILIPPINES USD 03.7500 01/14/2029 | 0.15% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.15% |
| STACR 2018-DNA3 B2 08.4179 09/25/2048 | 0.15% |
| 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.15% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.15% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.15% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.15% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.15% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.15% |
| 1.5195 R ISWP SOFRRATE P 12/31/2051 | 0.14% |
| 1.737 R ISWP SOFR P 03/11/2032 | 0.14% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.14% |
| SWPTN 3YX2Y P 2.2275 USD 05/16/2022 BA | 0.14% |
| FED REPUBLIC OF BRAZIL USD 08.2500 01/20/2034 | 0.14% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.14% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.14% |
| PT PERTAMINA (PERSERO) REGS 06.0000 05/03/2042 | 0.14% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.14% |
| SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.14% |
| GNR 2017-H10 MI IO 01.9658 04/20/2067 | 0.14% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.14% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.14% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.14% |
| STACR 2019-DNA1 B2 11.4179 01/25/2049 | 0.14% |
| SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.14% |
| 2.116 R ISWP SOFR P 04/04/2032 | 0.14% |
| PETROLEOS DEL PERU SA REGS 04.7500 06/19/2032 | 0.14% |
| RIAL 2022-FL8 B P/P 144A 03.6688 01/19/2027 | 0.14% |
| GNR 2013-9 S IO 06.1556 01/20/2043 | 0.14% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.14% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.14% |
| FHR 4265 SD IO 05.5459 01/15/2035 | 0.14% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.14% |
| GNR 2018-H15 EI IO 01.5033 08/20/2068 | 0.14% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.14% |
| SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.14% |
| GNR 2015-H03 CI IO 01.7147 01/20/2065 | 0.13% |
| GNR 2017-160 S IO 05.6056 10/20/2043 | 0.13% |
| CWALT 2006-OA7 1A1 02.2286 06/25/2046 | 0.13% |
| FNR 2016-62 GS IO 05.4321 09/25/2046 | 0.13% |
| GNR 2020-61 SF IO 05.8456 07/20/2043 | 0.13% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.13% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | 0.13% |
| SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.13% |
| 1.497 R ISWP FWD SES3M P 06/15/2032 | 0.13% |
| BMIR 2017-1 B1 144A 05.4179 10/25/2027 | 0.13% |
| CWALT 2006-OA10 1A1 01.1788 08/25/2046 | 0.13% |
| GNR 2017-H06 BI IO 02.2521 02/20/2067 | 0.13% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.13% |
| GNR 2018-H04 IO IO 01.7288 02/20/2068 | 0.13% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 06/22/2030 | 0.13% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.13% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.13% |
| GNR 2015-H23 BI IO 01.7526 09/20/2065 | 0.13% |
| GNR 2018-H01 XI IO 02.1849 01/20/2068 | 0.13% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.13% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.13% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.13% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.13% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.12% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.12% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.12% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.12% |
| OPTN FN30 4.5 06/06/22 CALL 101.109375 JPMC | 0.12% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.12% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.12% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.12% |
| GNR 2017-H18 FI IO 02.2244 09/20/2067 | 0.12% |
| REPUBLIC OF TURKEY USD 07.6250 04/26/2029 | 0.12% |
| STACR 2016-DNA1 B 10.4566 07/25/2028 | 0.12% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.12% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.12% |
| GNR 2015-H08 CI IO 01.7951 03/20/2065 | 0.12% |
| GNR 2020-H12 IH IO 01.5167 07/20/2070 | 0.12% |
| STACR 2018-HQA2 B2 11.6679 10/25/2048 | 0.12% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.12% |
| REPUBLIC OF GABON REGS 06.6250 02/06/2031 | 0.12% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.12% |
| REPUBLIC OF NIGERIA REGS 08.7470 01/21/2031 | 0.12% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | 0.12% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.12% |
| CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.12% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.12% |
| FNR 2019-34 SL IO 05.3821 07/25/2049 | 0.11% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.11% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.11% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.11% |
| STACR 2017-DNA2 B1 05.8179 10/25/2029 | 0.11% |
| GNR 2015-H15 AI IO 01.8124 06/20/2065 | 0.11% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.11% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.11% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.11% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.11% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.11% |
| CCMFC 2006-4A A2 00.8479 11/25/2047 | 0.11% |
| GNR 2018-105 SG IO 05.6556 08/20/2048 | 0.11% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.11% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.11% |
| GNR 2017-H03 HI IO 01.5838 01/20/2067 | 0.11% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.11% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.11% |
| JPALT 2007-A2 12A1 01.0679 06/25/2037 | 0.11% |
| CWALT 2006-OA10 2A1 01.0479 08/25/2046 | 0.10% |
| GNR 2017-H08 NI IO 01.9084 03/20/2067 | 0.10% |
| CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.10% |
| GNR 2017-H16 IO 02.2474 08/20/2067 | 0.10% |
| GNR 2017-H16 JI IO 02.3477 08/20/2067 | 0.10% |
| GNR 2018-104 SD IO 05.6056 08/20/2048 | 0.10% |
| CAS 2018-C04 2B1 05.1679 12/25/2030 | 0.10% |
| FNR 2019-47 SA IO 05.3821 08/25/2049 | 0.10% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.10% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.10% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.10% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.10% |
| GNR 2017-H20 HI IO 02.1353 10/20/2067 | 0.10% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.10% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.10% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.10% |
| GNR 2013-152 SJ IO 05.5556 05/20/2041 | 0.10% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.10% |
| STACR 2019-DNA3 B2 08.8179 07/25/2049 | 0.10% |
| NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.10% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.10% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.10% |
| GNR 2016-77 SC IO 05.5056 10/20/2045 | 0.10% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.10% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.10% |
| OVINTIV INC 07.3750 11/01/2031 | 0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.09% |
| STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.09% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.09% |
| ENVISION HEALTHCARE TL L+375 04.5137 10/10/2025 | 0.09% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| PETRONAS CAPITAL LTD REGS 02.4800 01/28/2032 | 0.09% |
| SWPTN EUR006M 2YX1Y R 0.055 EUR 03/08/2024 CI | 0.09% |
| ARAB REPUBLIC OF EGYPT REGS 07.3000 09/30/2033 | 0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.09% |
| FHR 4742 S IO 05.6459 12/15/2047 | 0.09% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.09% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.09% |
| CAS 2020-SBT1 1B1 07.4179 02/25/2040 | 0.09% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.09% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.09% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.09% |
| SWPTN EUR006M 5YX30Y R 0.925 EUR 03/24/2027 UB | 0.09% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | 0.09% |
| CAS 2017-C07 1B1 04.6679 05/25/2030 | 0.09% |
| GNR 2019-125 SG IO 05.4556 10/20/2049 | 0.09% |
| STACR 2017-DNA3 B1 05.1179 03/25/2030 | 0.09% |
| 2.181 R ISWP SOFR P 04/06/2032 | 0.09% |
| CAS 2018-C06 2B1 04.7679 03/25/2031 | 0.09% |
| COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.09% |
| GNR 2016-H04 HI IO 02.3820 07/20/2065 | 0.09% |
| GNR 2017-H06 MI IO 02.0999 02/20/2067 | 0.09% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.09% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.09% |
| GNR 2015-H23 DI IO 01.8535 09/20/2065 | 0.09% |
| GNR 2019-6 SM IO 05.4556 01/20/2049 | 0.09% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.09% |
| GNR 2017-H11 TI IO 02.2858 04/20/2067 | 0.09% |
| HERC HOLDINGS INC P/P 144A 05.5000 07/15/2027 | 0.09% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.09% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.09% |
| SYLVAMO CORP P/P 144A 07.0000 09/01/2029 | 0.09% |
| CAS 2017-C05 1B1 04.2679 01/25/2030 | 0.09% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.09% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.09% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.09% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.09% |
| GNR 2017-H12 QI IO 02.3600 05/20/2067 | 0.09% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.09% |
| WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.09% |
| QUORUM HEALTH EXT TL L+650 07.4999 04/29/2025 | 0.08% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | 0.08% |
| BRAND ENERGY & INFRAST L+425 05.2938 06/21/2024 | 0.08% |
| PROVINCIA DE CORDOBA REGS 05.0000 06/01/2027 | 0.08% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.08% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.08% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.08% |
| AIRBNB INC CV 00.0000 03/15/2026 | 0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.08% |
| GNR 2014-H25 BI IO 01.6772 12/20/2064 | 0.08% |
| GNR 2018-91 SH IO 05.6556 07/20/2048 | 0.08% |
| GNR 2017-H03 EI IO 02.1097 01/20/2067 | 0.08% |
| GNR 2018-100 S IO 05.6056 07/20/2048 | 0.08% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.08% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.08% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.08% |
| SWPTN 8YX10Y P 0.9 GBP 01/14/2030 UB | 0.08% |
| TERRIER MEDIA BUYER IN L+350 04.2637 12/17/2026 | 0.08% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | 0.08% |
| 1.7515 R ISWP SOFR P 02/29/2032 | 0.08% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.08% |
| GNR 2014-4 SG IO 05.5056 01/20/2044 | 0.08% |
| GNR 2015-H20 BI IO 01.7819 08/20/2065 | 0.08% |
| GNR 2016-H16 EI IO 02.2004 06/20/2066 | 0.08% |
| GNR 2016-H22 AI IO 02.1313 10/20/2066 | 0.08% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.08% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.08% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.08% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.08% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.08% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.08% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.08% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.08% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.08% |
| GNR 2016-H18 IO IO 01.6616 08/20/2066 | 0.08% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.08% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.08% |
| CAS 2022-R02 2B1 04.7887 01/25/2042 | 0.08% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.08% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.08% |
| TAMKO BUILDING PRODUCT L+300 03.9999 05/03/2026 | 0.08% |
| 1.113 R ISWP FWD EUR006M P 03/26/2050 | 0.08% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.08% |
| FHR 4731 QS IO 05.6459 11/15/2047 | 0.08% |
| GOLDEN NUGGET TLB S+C+400 4.500000 1/12/2029 | 0.08% |
| JPY/USD 05/18/2022 SSBT | 0.08% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.08% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.08% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.08% |
| BALTA 2005-7 21A1 02.6317 09/25/2035 | 0.07% |
| BATH & BODY WORKS INC. 06.8750 11/01/2035 | 0.07% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.07% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.07% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.07% |
| GNR 2015-H10 BI IO 01.9703 04/20/2065 | 0.07% |
| GNR 2017-H09 IO IO 01.9539 04/20/2067 | 0.07% |
| GNR 2018-H01 IO IO 02.1057 12/20/2067 | 0.07% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.07% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.07% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.07% |
| FORD MOTOR CO CV 00.0000 03/15/2026 | 0.07% |
| ROMANIA REGS 03.0000 02/14/2031 | 0.07% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.07% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.07% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.07% |
| GNR 2015-H18 BI IO 01.8522 07/20/2065 | 0.07% |
| GNR 2016-H14 IO IO 01.6789 06/20/2066 | 0.07% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.07% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.07% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.07% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.07% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.07% |
| CHS/COMMUNITY P/P 144A 08.0000 12/15/2027 | 0.07% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.07% |
| EPICOR SOFTWARE/EAGLE L+325 04.0137 07/30/2027 | 0.07% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.07% |
| GBP/USD 06/15/2022 SSBT | 0.07% |
| LABORATOIRE EIMER SELAS REGS 05.0000 02/01/2029 | 0.07% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.07% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.07% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.07% |
| HALOZYME THER CV 00.2500 03/01/2027 | 0.07% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.07% |
| AUD/USD 07/20/2022 SSBT | 0.07% |
| CAS 2017-C07 2B1 05.1179 05/25/2030 | 0.07% |
| GNR 2018-67 SC IO 05.6056 05/20/2048 | 0.07% |
| NZD/USD 07/20/2022 MSCIL | 0.07% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.07% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.07% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.07% |
| REPUBLIC OF COLOMBIA USD 06.1250 01/18/2041 | 0.07% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | 0.07% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.07% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.07% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.07% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.07% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.07% |
| FHS 311 S1 IO 05.3959 08/15/2043 | 0.07% |
| INTESA SANPAOLO SPA P/P 144A 05.0170 06/26/2024 | 0.07% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.07% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.07% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.07% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.07% |
| WAYFAIR INC CV 00.6250 10/01/2025 | 0.07% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.07% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.06% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.06% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.06% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.06% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.06% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.06% |
| ISTAR INC 05.5000 02/15/2026 | 0.06% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.06% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.06% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.06% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.06% |
| GFL ENVIRONMENTAL INC L+300 04.2389 05/31/2025 | 0.06% |
| GNR 2017-H06 DI IO 01.7713 02/20/2067 | 0.06% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.06% |
| 2.326 R ISWP SOFR P 04/06/2027 | 0.06% |
| CAESARS ENT INC. P/P 144A 04.6250 10/15/2029 | 0.06% |
| GENESYS TELECOMMUNICAT L+400 04.7637 12/01/2027 | 0.06% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.06% |
| UKRAINE GOVERNMENT REGS 06.8760 05/21/2029 | 0.06% |
| LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.06% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.06% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.06% |
| 2.67 R ISWP FWD AUDBB6M P 06/15/2032 | 0.06% |
| GNR 2016-H08 AI IO 01.7146 08/20/2065 | 0.06% |
| GNR 2017-H11 DI IO 01.8581 05/20/2067 | 0.06% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.06% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.06% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.06% |
| 1.054 R ISWP FWD EUR006M P 06/07/2054 | 0.06% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.06% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.06% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.06% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 0.06% |
| LIBERTY MEDIA | 0.06% |
| GNR 2013-34 IH IO 04.5000 03/20/2043 | 0.06% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.06% |
| 2.247 R ISWP SOFR P 04/01/2027 | 0.06% |
| 3.10 R ISWP FWD NFIX3MID P 06/15/2032 | 0.06% |
| AMC ENT HLDGS P/P 144A 10.0000 06/15/2026 | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| GNR 2014-119 SA IO 05.0056 08/20/2044 | 0.06% |
| GNR 2015-H01 BI IO 01.5650 01/20/2065 | 0.06% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.06% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.06% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.06% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.06% |
| ELANCO ANIMAL HEALTH T L+175 02.5500 02/04/2027 | 0.06% |
| GAP INC/THE P/P 144A 03.8750 10/01/2031 | 0.06% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.06% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.06% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.06% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.06% |
| OKTA INC CV 00.3750 06/15/2026 | 0.06% |
| SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.06% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.06% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.06% |
| FNR 2011-101 SA IO 05.2321 10/25/2041 | 0.06% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.06% |
| REPUBLIC OF COLOMBIA USD 07.3750 09/18/2037 | 0.06% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.06% |
| ROYAL CARIBBE CV 02.8750 11/15/2023 | 0.06% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.06% |
| TEVA PHARMACEUTICALS NE USD 05.1250 05/09/2029 | 0.06% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.06% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.05% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.05% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.05% |
| GNR 2015-H24 AI IO 01.7512 09/20/2065 | 0.05% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.05% |
| KLEOPATRA HOLDINGS 2 REGS 06.5000 09/01/2026 | 0.05% |
| SLH TL B 1L USD L+400 04.7637 06/03/2028 | 0.05% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.05% |
| EUR/USD 06/15/2022 RBSF | 0.05% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.05% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.05% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.05% |
| GNR 2016-H27 EI IO 01.8792 12/20/2066 | 0.05% |
| GNR 2017-H02 BI IO 02.1115 01/20/2067 | 0.05% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.05% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.05% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.05% |
| REPUBLIC OF GHANA REGS 07.7500 04/07/2029 | 0.05% |
| SPOTIFY USA CV 00.0000 03/15/2026 | 0.05% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.05% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% |
| CMLTI 2007-AMC3 A2B 00.8479 03/25/2037 | 0.05% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.05% |
| EUR/USD 06/15/2022 SSBT | 0.05% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.05% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.05% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.05% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.05% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.05% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.05% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.05% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.05% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.05% |
| OVINTIV INC 06.6250 08/15/2037 | 0.05% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.05% |
| SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.05% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.05% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.05% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.05% |
| GNR 2016-H24 JI IO 01.9725 11/20/2066 | 0.05% |
| MONGOLIA INTL BOND REGS 04.4500 07/07/2031 | 0.05% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.05% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.05% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.05% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.05% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 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% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.05% |
| 1.2115 R ISWP FWD EUR006M P 03/12/2050 | 0.05% |
| BACM 2005-1 C 05.6647 11/10/2042 | 0.05% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.05% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.05% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.05% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% |
| SWPTN 8YX10Y P 0.4879 GBP 08/20/2029 UB | 0.05% |
| CAD/USD 07/20/2022 SSBT | 0.05% |
| DIRECTV FINANCING TL L+500 05.7637 07/22/2027 | 0.05% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.05% |
| GNR 2014-46 SA IO 05.5056 03/20/2044 | 0.05% |
| GNR 2016-H17 KI IO 01.8868 07/20/2066 | 0.05% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.05% |
| SWPTN SOFR 10YX10Y R 2.135 USD 03/30/2032 DE | 0.05% |
| SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.05% |
| FHR 3919 SA IO 05.9459 09/15/2041 | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | 0.04% |
| TWILIO INC 03.6250 03/15/2029 | 0.04% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.04% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 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% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.04% |
| TOTALENERGIES SE REGS 00.5000 12/02/2022 | 0.04% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.04% |
| 2.3305 R ISWP SOFR P 04/07/2032 | 0.04% |
| ALTICE FINANCING P/P 144A 05.0000 01/15/2028 | 0.04% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.04% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.04% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.04% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.04% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.04% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.04% |
| SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.04% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.04% |
| VAIL RESORTS CV 00.0000 01/01/2026 | 0.04% |
| WOLFSPEED INC P/P 144A CV 00.2500 02/15/2028 | 0.04% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.04% |
| GNR 2014-H06 BI IO 01.4478 02/20/2064 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| NCL CORP LTD P/P 144A CV 02.5000 02/15/2027 | 0.04% |
| STACR 2018-HQA2 B1 04.9179 10/25/2048 | 0.04% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 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% |
| EXPEDIA GRP CV 00.0000 02/15/2026 | 0.04% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.04% |
| LIB TRIP A P/P 144A CV 00.5000 06/30/2051 | 0.04% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.04% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 0.04% |
| 2.4975 R ISWP SOFR P 04/14/2032 | 0.04% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.04% |
| ELANCO ANIMAL HEALTH 06.4000 08/28/2028 | 0.04% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.04% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.04% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.04% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| BOEING CO 05.9300 05/01/2060 | 0.04% |
| CAS 2017-C02 2B1 06.1679 09/25/2029 | 0.04% |
| CAS 2018-C06 2M2 02.7679 03/25/2031 | 0.04% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.04% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| HUB INTERNATIONAL LTD L+325 04.3483 04/25/2025 | 0.04% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.04% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.04% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.04% |
| SWPTN EUR006M 6YX20Y P 1.125 EUR 04/04/2028 UB | 0.04% |
| 1.267 R ISWP FWD EUR006M P 03/11/2050 | 0.04% |
| 2.29325 R ISWP SOFR P 03/31/2027 | 0.04% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.04% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| GNR 2016-H06 CI IO 01.4125 02/20/2066 | 0.04% |
| J2 GLOBAL P/P 144A CV 01.7500 11/01/2026 | 0.04% |
| REPUBLIC OF PARAGUAY P/P 144A 03.8490 06/28/2033 | 0.04% |
| ROCKET SOFTWARE INC. L+425 05.0137 11/28/2025 | 0.04% |
| SWPTN 5YX5Y R 0.958 USD 05/06/2025 UB | 0.04% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.04% |
| UNITY SOFT P/P 144A CV 00.0000 11/15/2026 | 0.04% |
| 0.2529 R ISWP FWD MUTKCALM P 08/29/2043 | 0.04% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.04% |
| CHEGG INC CV 00.0000 09/01/2026 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 05/15/2028 | 0.04% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.04% |
| AADVANTAGE 1L TL L+475 05.8127 04/20/2028 | 0.04% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.04% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.04% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.04% |
| EMIR 2020-1 B1 144A 03.5179 01/25/2030 | 0.04% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.04% |
| FHR 5011 SA IO 05.5821 09/25/2050 | 0.04% |
| FNR 2010-35 SG IO 05.7321 04/25/2040 | 0.04% |
| FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.04% |
| SHIFT4 PAYMEN CV 00.0000 12/15/2025 | 0.04% |
| SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.04% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.04% |
| 2.3825 R ISWP SOFR P 04/11/2032 | 0.04% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.04% |
| FHR 5004 SG IO 05.4321 08/25/2050 | 0.04% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.04% |
| ISTAR INC 04.7500 10/01/2024 | 0.04% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.04% |
| SPRINT CORP 07.6250 03/01/2026 | 0.04% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.04% |
| 2.26 R ISWP SOFR P 03/30/2032 | 0.03% |
| ADIDAS AG 144A 00.0500 09/12/2023 | 0.03% |
| CAS 2019-R04 2B1 05.9179 06/25/2039 | 0.03% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.03% |
| ENPHASE EN CV 00.0000 03/01/2028 | 0.03% |
| GNR 2021-98 SK IO 05.7056 06/20/2051 | 0.03% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.03% |
| STACR 2019-HQA1 B2 12.9179 02/25/2049 | 0.03% |
| TWILIO INC 03.8750 03/15/2031 | 0.03% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.03% |
| 2.2655 R ISWP SOFR P 03/30/2032 | 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% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.03% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.03% |
| SOUTHWESTERN ENERGY TLB S+C+250 03.0000 06/08/2027 | 0.03% |
| BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| FHR 4000 PI IO 04.5000 01/15/2042 | 0.03% |
| FHS 326 S2 IO 05.3959 03/15/2044 | 0.03% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% |
| GNR 2013-182 SY IO 05.5056 12/20/2043 | 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% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.03% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.03% |
| SNAP INC CV 00.0000 05/01/2027 | 0.03% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.03% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.03% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.03% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.03% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.03% |
| CLEAR CHANNEL OUTDOOR L+350 04.7389 08/21/2026 | 0.03% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.03% |
| DELIVERY HERO AG REGS 01.5000 01/15/2028 | 0.03% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.03% |
| FHR 4984 IL IO 04.5000 06/25/2050 | 0.03% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.03% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.03% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.03% |
| UBER TECH INC CV 00.0000 12/15/2025 | 0.03% |
| CAS 2015-C04 1M2 06.3679 04/25/2028 | 0.03% |
| CAS 2017-C03 1M2 03.6679 10/25/2029 | 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.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.03% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.03% |
| GNR 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.03% |
| GUARDANT HEAL CV 00.0000 11/15/2027 | 0.03% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.03% |
| STACR 2020-HQA2 M2 03.7679 03/25/2050 | 0.03% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 0.03% |
| SWPTN EUR006M 6YX20Y P 1.25 EUR 04/06/2028 UB | 0.03% |
| SWPTN SOFR 4YX30Y R 2.02 USD 03/24/2026 MS | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.03% |
| INTL CONSOLIDATED AIRLIN REGS 01.1250 05/18/2028 | 0.03% |
| MCAS 2020-01 M10 144A 04.4179 03/25/2050 | 0.03% |
| MIDDLEBY CORP CV 01.0000 09/01/2025 | 0.03% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.03% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.03% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.03% |
| STACR 2020-DNA4 B2 10.6679 08/25/2050 | 0.03% |
| SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.03% |
| UNITED RENTALS NORTH AM 03.7500 01/15/2032 | 0.03% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% |
| UPWORK INC P/P 144A CV 00.2500 08/15/2026 | 0.03% |
| 0.915 R ISWP FWD EUR006M P 06/15/2032 | 0.03% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.03% |
| JET2 PLC REGS 01.6250 06/10/2026 | 0.03% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.03% |
| TWITTER INC CV 00.0000 03/15/2026 | 0.03% |
| UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.03% |
| CAS 2018-C03 1B1 04.4179 10/25/2030 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% |
| CWALT 2005-38 A3 01.3679 09/25/2035 | 0.03% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.03% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.03% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.03% |
| NEXI SPA REGS 00.0000 02/24/2028 | 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% |
| SWPTN SOFR 1YX2Y P 2.94 USD 04/27/2023 BA | 0.03% |
| UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.03% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.03% |
| 2.3535 R ISWP SOFR P 03/30/2027 | 0.03% |
| BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.03% |
| CAS 2016-C05 2B 11.4179 01/25/2029 | 0.03% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.03% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.03% |
| IRB HOLDING CO S+C+300 03.7500 12/15/2027 | 0.03% |
| LYFT INC CV 01.5000 05/15/2025 | 0.03% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.03% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.03% |
| SWPTN SOFR 3YX2Y R 1.62 USD 01/13/2025 WE | 0.03% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.03% |
| BLOCK INC CV 00.2500 11/01/2027 | 0.02% |
| BURL STORE CV 02.2500 04/15/2025 | 0.02% |
| CABLE ONE INC CV 01.1250 03/15/2028 | 0.02% |
| CERIDIAN HCM CV 00.2500 03/15/2026 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| GNR 2010-20 SC IO 05.5556 02/20/2040 | 0.02% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GNR 2013-99 VS IO 05.5056 07/16/2043 | 0.02% |
| GNR 2020-15 CS IO 05.4556 02/20/2050 | 0.02% |
| LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.02% |
| MCAS 2019-01 M10 144A 03.9179 10/15/2049 | 0.02% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.02% |
| SOLAR EDGE TECH USD 00.0000 09/15/2025 | 0.02% |
| STRU BMOC-8710 SA IO 05.5556 07/20/2050 | 0.02% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.02% |
| 2.518 R ISWP SOFR P 04/12/2027 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| CAS 2016-C06 1B 09.9179 04/25/2029 | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.02% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.02% |
| GNR 2013-129 SN IO 05.5556 09/20/2043 | 0.02% |
| GNR 2013-3 IT IO 05.0000 01/20/2043 | 0.02% |
| GNR 2020-63 PS IO 05.5056 04/20/2050 | 0.02% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.02% |
| OLYMPUS WTR US HLDG P/P 144A 04.2500 10/01/2028 | 0.02% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.02% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.02% |
| ALTICE FRANCE SA P/P 144A 05.5000 10/15/2029 | 0.02% |
| AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.02% |
| BLOCK INC CV 00.0000 05/01/2026 | 0.02% |
| CAS 2017-C03 1B1 05.5179 10/25/2029 | 0.02% |
| CAS 2018-C05 1B1 04.9179 01/25/2031 | 0.02% |
| CLOUDFLARE P/P 144A CV 00.0000 08/15/2026 | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.02% |
| GNR 2013-165 IL IO 04.0000 03/20/2043 | 0.02% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 0.02% |
| GNR 2019-99 KS IO 05.4556 08/20/2049 | 0.02% |
| IBERDROLA INTL BV REGS 00.0000 11/11/2022 | 0.02% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.02% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.02% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.02% |
| SWPTN 10YX10Y R 1.177 USD 07/01/2030 CI | 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% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 02/01/2027 | 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% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| FREEDOM MTGE CORP P/P 144A 06.6250 01/15/2027 | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.02% |
| OMNICELL INC CV 00.2500 09/15/2025 | 0.02% |
| SHAKE SHACK I CV 00.0000 03/01/2028 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.02% |
| CDI ESCROW ISSR INC P/P 144A 05.7500 04/01/2030 | 0.02% |
| DRAFTKINGS CV 00.0000 03/15/2028 | 0.02% |
| GNR 2019-78 SJ IO 05.4556 06/20/2049 | 0.02% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.02% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.02% |
| OMIR 2019-1A B1B 05.0179 07/25/2029 | 0.02% |
| PERFICIENT IN P/P 144A CV 00.1250 11/15/2026 | 0.02% |
| REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.02% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.02% |
| WIX LTD USD 00.0000 08/15/2025 | 0.02% |
| CANPACK SA/CANPACK U P/P 144A 03.8750 11/15/2029 | 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.8 2057-10-17 500.0 10/17/2057 MS | 0.02% |
| FHR 4945 SL IO 05.3821 01/25/2050 | 0.02% |
| FIVE9 INC CV 00.5000 06/01/2025 | 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% |
| GSMS 2014-GC18 B 04.8850 01/10/2047 | 0.02% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.02% |
| SCOTTS MIRACLE-GRO C 04.3750 02/01/2032 | 0.02% |
| SEA LTD USD 00.2500 09/15/2026 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 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% |
| ASURION CORP TLB9 L+325 04.0137 07/31/2027 | 0.02% |
| ATLAS LUXCO 4 / ALL P/P 144A 04.6250 06/01/2028 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 02/15/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| DIGITALOCEAN P/P 144A CV 00.0000 12/01/2026 | 0.02% |
| DISH NETWORK CV 00.0000 12/15/2025 | 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 04.3028 04/15/2046 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| BSABS 2005-HE8 M3 02.6179 08/25/2035 | 0.02% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.02% |
| FHR 4839 WS IO 05.5459 08/15/2056 | 0.02% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.02% |
| FNR 2019-57 KS IO 05.3821 10/25/2049 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| IMPINJ INC P/P 144A CV 01.1250 05/15/2027 | 0.02% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.02% |
| 0.0619 R ISWP MUTKCALM P 02/25/2031 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% |
| CAS 2018-C06 1B1 04.4179 03/25/2031 | 0.02% |
| CAS 2019-R03 1B1 04.7679 09/25/2031 | 0.02% |
| CCO HOLDINGS LLC P/P 144A 04.2500 02/01/2031 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 0.02% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.02% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.02% |
| MONGODB INC CV 00.2500 01/15/2026 | 0.02% |
| REPUBLIC OF INDONESIA USD 02.8500 02/14/2030 | 0.02% |
| STACR 2020-DNA5 B2 11.7887 10/25/2050 | 0.02% |
| SWPTN 5YX30Y R 2.095 USD 02/26/2026 TD | 0.02% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.02% |
| SWPTN SOFR 10YX10Y R 2.272 USD 04/06/2032 BA | 0.02% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.02% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.02% |
| 3D SYS CORP P/P 144A CV 00.0000 11/15/2026 | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.02% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.02% |
| ENVISTA HLDGS CV 02.3750 06/01/2025 | 0.02% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.02% |
| FNR 2020-12 SK IO 05.3821 03/25/2050 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 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 CV 00.0000 02/15/2027 | 0.02% |
| NCL CORP LTD CV 05.3750 08/01/2025 | 0.02% |
| OMIR 2019-1A B1A 04.1679 07/25/2029 | 0.02% |
| PACIRA PHARMA CV 00.7500 08/01/2025 | 0.02% |
| SWPTN EUR006M 7YX20Y P 1.325 EUR 04/11/2029 UB | 0.02% |
| ZSCALER INC. CV 00.1250 07/01/2025 | 0.02% |
| 180 MEDICAL INC P/P 144A 03.8750 10/15/2029 | 0.02% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 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% |
| 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 MS | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| CWALT 2005-65CB 2A1 01.0929 12/25/2035 | 0.02% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.02% |
| SCIL IV LLC / SCIL U P/P 144A 05.3750 11/01/2026 | 0.02% |
| STACR 2020-DNA3 B2 10.0179 06/25/2050 | 0.02% |
| SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | 0.02% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.02% |
| 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% |
| COMM 2012-LC4 B 04.9340 12/10/2044 | 0.01% |
| CWALT 2006-OA7 1A2 01.1588 06/25/2046 | 0.01% |
| DOCUSIGN INC CV 00.0000 01/15/2024 | 0.01% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.5474 02/10/2046 | 0.01% |
| INTEGRA LIFE CV 00.5000 08/15/2025 | 0.01% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.01% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 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 P 2.405 USD 03/03/2031 TD | 0.01% |
| SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.01% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.01% |
| WFRBS 2012-C9 E 144A 04.9713 11/15/2045 | 0.01% |
| CAS 2017-C04 2M2 03.5179 11/25/2029 | 0.01% |
| CAS 2020-SBT1 1M2 04.3179 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-.6 2063-05-11 300.0 05/11/2063 CG | 0.01% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.01% |
| FNR 2019-5 SA IO 05.4321 03/25/2049 | 0.01% |
| GNR 2017-H05 CI IO 02.3113 02/20/2067 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| NCL CORPORATION LTD P/P 144A 05.8750 02/15/2027 | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| NOVOCURE LTD USD 00.0000 11/01/2025 | 0.01% |
| REP OF COTE D'IVOIRE P/P 144A 05.2500 03/22/2030 | 0.01% |
| STACR 2014-DN1 M3 05.1679 02/25/2024 | 0.01% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.01% |
| SWPTN SOFR 10YX10Y R 2.317 USD 04/07/2032 JP | 0.01% |
| TPMT 2019-2 A2 03.7500 12/25/2058 | 0.01% |
| UPSTART HOLDI P/P 144A CV 00.2500 08/15/2026 | 0.01% |
| 1.4425 R ISWP SOFRRATE P 12/31/2034 | 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% |
| 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% |
| CSAIL 2015-C1 D 144A 03.9021 04/15/2050 | 0.01% |
| EUR/USD 06/15/2022 JPMCB | 0.01% |
| FNR 2015-42 LS IO 05.5321 06/25/2045 | 0.01% |
| GNR 2012-H29 AI IO 01.3460 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.3460 10/20/2062 | 0.01% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| JPMBB 2014-C22 C 04.7025 09/15/2047 | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| JPY/USD 05/18/2022 WPAC | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.01% |
| SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | 0.01% |
| TPMT 2018-5 M1 03.2500 07/25/2058 | 0.01% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.01% |
| 1.541 R ISWP SOFRRATE P 12/31/2041 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| 2.483 R ISWP SOFR P 04/14/2027 | 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% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.01% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.01% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.01% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.01% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2017-139 IG IO 03.5000 09/20/2047 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| GNR 2019-83 SY IO 05.5056 07/20/2049 | 0.01% |
| GNR 2019-96 SY IO 05.5056 08/20/2049 | 0.01% |
| GSMS 2012-GCJ7 D 144A 05.5110 05/10/2045 | 0.01% |
| IAC FIN 2 P/P 144A CV 00.8750 06/15/2026 | 0.01% |
| OPTION CARE HLTH INC P/P 144A 04.3750 10/31/2029 | 0.01% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.01% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.01% |
| WFCM 2019-C53 D 144A 02.5000 10/15/2052 | 0.01% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.01% |
| ASCENDIS PHARMA A/S P/P 144A 02.2500 04/01/2028 | 0.01% |
| ATLAS LUXCO 4 P/P 144A 04.6250 06/01/2028 | 0.01% |
| BOX INC CV 00.0000 01/15/2026 | 0.01% |
| CAS 2015-C02 1M2 04.6679 05/25/2025 | 0.01% |
| CD 2017-CD3 C 04.6996 02/10/2050 | 0.01% |
| CENTENE CORP 04.6250 12/15/2029 | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| FIVERR INTL LTD USD 00.0000 11/01/2025 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| GNR 2013-24 PI IO 04.0000 11/20/2042 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| GNR 2018-139 SA IO 05.5556 10/20/2048 | 0.01% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.01% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.01% |
| JPMCC 2013-LC11 B 03.4986 04/15/2046 | 0.01% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.01% |
| NEXITY SA REGS 00.2500 03/02/2025 | 0.01% |
| NOK/USD 06/15/2022 SSBT | 0.01% |
| RAPID7 INC CV 00.2500 03/15/2027 | 0.01% |
| SWPTN EUR006M 12YX30Y P 0.7 EUR 03/30/2034 UB | 0.01% |
| YUM! BRANDS INC 05.3750 04/01/2032 | 0.01% |
| 2.307 R ISWP SOFR P 03/31/2024 | 0.01% |
| CAS 2016-C04 1B 10.9179 01/25/2029 | 0.01% |
| CAS 2021-R01 1B2 06.2887 10/25/2041 | 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-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| COMM 2014-CR17 E 144A 05.0089 05/10/2047 | 0.01% |
| EVERBRIDGE IN CV 00.0000 03/15/2026 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| NOK/USD 06/15/2022 TDBK | 0.01% |
| PROOFPOINT 2L TLB L+625 6.750000 08/31/2029 | 0.01% |
| RMIR 2020-2 B1 08.2679 10/25/2030 | 0.01% |
| SOUTHWESTERN ENERGY CO 04.7500 02/01/2032 | 0.01% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.01% |
| 1.522 R ISWP SOFRRATE P 12/31/2051 | 0.01% |
| 2.242 R ISWP SOFR P 04/07/2032 | 0.01% |
| 2.3485 R ISWP SOFR P 04/05/2027 | 0.01% |
| 2.399 R ISWP SOFR P 04/08/2032 | 0.01% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.01% |
| CAS 2017-C06 2M2 03.4679 02/25/2030 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 05.0000 02/01/2028 | 0.01% |
| CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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% |
| COMM 2013-CR9 D 144A 04.4362 07/10/2045 | 0.01% |
| COMM 2014-CR16 C 05.0827 04/10/2047 | 0.01% |
| COMM 2014-UBS3 D 144A 04.9260 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% |
| EQT CORP 05.0000 01/15/2029 | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| FNR 2019-73 SC IO 05.3821 12/25/2049 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| STACR 2019-DNA1 M2 03.3179 01/25/2049 | 0.01% |
| SWPTN 3YX1Y R 0.485 USD 01/29/2024 BA | 0.01% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.01% |
| ASBURY AUTOMOTIVE GR P/P 144A 04.6250 11/15/2029 | 0.01% |
| CARNIVAL CORP P/P 144A 07.6250 03/01/2026 | 0.01% |
| CAS 2016-C03 1M2 05.9679 10/25/2028 | 0.01% |
| CAS 2019-R01 2M2 03.1179 07/25/2031 | 0.01% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 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% |
| FHR 4937 MS IO 05.3821 12/25/2049 | 0.01% |
| FILTRATION GROUP CORP L+350 04.2637 10/19/2028 | 0.01% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 0.01% |
| FNR 2019-43 JS IO 05.3821 08/25/2049 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 04.0060 03/28/2025 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MSRR 2010-R4 4B 00.6482 02/26/2037 | 0.01% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| STACR 2016-HQA2 M3 05.8179 11/25/2028 | 0.01% |
| STACR 2018-DNA1 B1 03.8179 07/25/2030 | 0.01% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.01% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.01% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.01% |
| ALARM.COM HLD CV 00.0000 01/15/2026 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% |
| CAS 2020-R02 2B1 03.6679 01/25/2040 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 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% |
| EUR/USD 06/15/2022 MSCIL | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| FNR 2019-38 SC IO 05.3821 07/25/2049 | 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% |
| HUBSPOT INC CV 00.3750 06/01/2025 | 0.01% |
| JAZZ PHARMA TLB L+350 04.2637 05/31/2028 | 0.01% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.01% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| SEK/USD 06/15/2022 SSBT | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| SUNRUN INC CV 00.0000 02/01/2026 | 0.01% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.01% |
| WAMU 2005-AR10 1A3 02.9439 09/25/2035 | 0.01% |
| WAMU 2005-AR13 A1C3 01.6479 10/25/2045 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.01% |
| 0.951 R ISWP FWD EUR006M P 06/15/2032 | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 2.61725 R ISWP SOFR P 04/20/2032 | 0.00% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.00% |
| BLACKLINE INC CV 00.0000 03/15/2026 | 0.00% |
| BWAY CORP TLB L+325 04.0500 04/03/2024 | 0.00% |
| CHF/USD 06/15/2022 UBS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.00% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.00% |
| EUR/USD 06/15/2022 GSFX | 0.00% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.00% |
| FNR 2017-87 KI IO 05.0000 06/25/2041 | 0.00% |
| FSPC T-57 1AX IO 00.3949 07/25/2043 | 0.00% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 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% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.00% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.00% |
| PLY GEM INDUSTRIES INC L+325 03.8041 04/12/2028 | 0.00% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 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 03.1179 03/25/2049 | 0.00% |
| YANDEX NV REGS 00.7500 03/03/2025 | 0.00% |
| 2.405 R ISWP SOFR P 04/14/2024 | 0.00% |
| ADIENT TLB L+325 04.0137 04/01/2028 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% |
| ARBY'S TLB L+275 03.7560 02/05/2025 | 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 CG | 0.00% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.00% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.00% |
| GBP/USD 06/15/2022 BCAP-FX | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| NETFLIX INC 04.8750 04/15/2028 | 0.00% |
| NEWS CORP P/P 144A 05.1250 02/15/2032 | 0.00% |
| NOURYON USA TLB L+300 04.0060 10/01/2025 | 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% |
| SEK/USD 06/15/2022 BANKAM | 0.00% |
| SEK/USD 06/15/2022 TDBK | 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 05.0060 07/24/2024 | 0.00% |
| WHITE CAP TLB S+375 04.2500 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% |
| 0.901 R ISWP FWD EUR006M P 06/15/2027 | 0.00% |
| 1.001 R ISWP FWD EUR006M P 06/15/2052 | 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% |
| 2.469 R ISWP SOFR P 04/14/2032 | 0.00% |
| 2.479 R ISWP SOFR P 04/12/2032 | 0.00% |
| 2.553 R ISWP SOFR P 04/28/2024 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| ASBURY AUTOMOTIVE GR P/P 144A 05.0000 02/15/2032 | 0.00% |
| BALTA 2005-8 21A1 02.5502 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 04.9679 02/25/2025 | 0.00% |
| CAS 2018-C01 1M2 02.9179 07/25/2030 | 0.00% |
| CHF/USD 06/15/2022 JPMCB | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.00% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 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% |
| 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% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.00% |
| EUR/USD 06/15/2022 HSBCB | 0.00% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.00% |
| GARDA WORLD SECURITY TLB L+425 04.3400 10/30/2026 | 0.00% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.00% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.00% |
| IHEARTCOMMUNICATI L+325 04.0137 05/01/2026 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 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% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.00% |
| MSBAM 2013-C10 F 144A 04.2097 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% |
| NOK/USD 06/15/2022 GSFX | 0.00% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.00% |
| PLN/USD 06/15/2022 HSBCB | 0.00% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 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% |
| 0.551 R ISWP FWD EUR006M P 06/15/2024 | 0.00% |
| 2.3565 R ISWP SOFR P 04/14/2024 | 0.00% |
| 2.585 R ISWP SOFR P 04/20/2032 | 0.00% |
| 2.689 R ISWP FWD SOFR P 04/26/2032 | 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% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 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% |
| 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.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-.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% |
| COMMERCIAL METALS CO 04.1250 01/15/2030 | 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% |
| FNR 2013-18 SB IO 05.4821 10/25/2041 | 0.00% |
| FNW 2002-W8 IO1 IO 00.3236 06/25/2042 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.00% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.00% |
| GNR 2016-77 SL IO 05.5556 03/20/2043 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| IHEARTMEDIA TLB L+300 03.7637 05/01/2026 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 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 04.4957 08/15/2046 | 0.00% |
| MWST 2020-2 A 01.4679 11/25/2053 | 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% |
| SEK/USD 06/15/2022 UBS | 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 2018-HQA2 M2 02.9679 10/25/2048 | 0.00% |
| SWPTN AUDBB6M 15YX10Y P 2.7 AUD 04/01/2037 UB | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| THYSSENKRUPP ELEVATOR L+350 04.0187 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% |
| YUM! BRANDS INC. 03.6250 03/15/2031 | 0.00% |
| 0.841 R ISWP EUR006M P 04/27/2024 | 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 COR P/P 144A 08.3750 07/15/2026 | 0.00% |
| AUD/USD 07/20/2022 MSCIL | 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% |
| 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.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.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | 0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| COMMERCIAL METALS CO 04.3750 03/15/2032 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| DIAMOND SPORTS TL 2L S+325 3.789750 08/24/2026 | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 0.00% |
| FNGT 2000-T6 IO IO 00.7166 11/25/2040 | 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% |
| 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 SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NOK/USD 06/15/2022 HSBCB | 0.00% |
| NOK/USD 06/15/2022 MSCIL | 0.00% |
| NZD/USD 07/20/2022 HSBCB | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PQ CORP TLB L+250 03.7389 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 SOFR 3MX10Y P 2.725 USD 07/21/2022 CI | 0.00% |
| SWPTN SOFR 3MX10Y P 3.235 USD 07/22/2022 DE | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.00% |
| 2.6125 R ISWP SOFR P 04/25/2032 | 0.00% |
| 2.7285 R ISWP SOFR P 04/21/2032 | 0.00% |
| 2.731 R ISWP SOFR P 04/26/2027 | 0.00% |
| AUD/USD 07/20/2022 HSBCB | 0.00% |
| AUD/USD 07/20/2022 WPAC | 0.00% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.00% |
| CAD/USD 07/20/2022 MSCIL | 0.00% |
| CAD/USD 07/20/2022 UBS | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.00% |
| CHF/USD 06/15/2022 MSCIL | 0.00% |
| CHF/USD 06/15/2022 RBSF | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.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 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.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.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.6 2063-05-11 500.0 05/11/2063 ML | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.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 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 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 JP | 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 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% |
| EUR/USD 06/15/2022 BCAP-FX | 0.00% |
| EUR/USD 06/15/2022 TDBK | 0.00% |
| EUR/USD 06/15/2022 UBS | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3784 10/25/2041 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| GBP/USD 06/15/2022 BANKAM | 0.00% |
| GBP/USD 06/15/2022 JPMCB | 0.00% |
| GBP/USD 06/15/2022 TDBK | 0.00% |
| GBP/USD 06/15/2022 UBS | 0.00% |
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| GNR 2012-92 AI IO 03.5000 04/20/2042 | 0.00% |
| GUARANTEED RATE INC-WTS | 0.00% |
| JPY/USD 05/18/2022 BANKAM | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| NOK/USD 06/15/2022 BANKAM | 0.00% |
| NOK/USD 06/15/2022 BCAP-FX | 0.00% |
| NOK/USD 06/15/2022 RBSF | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 07/20/2022 SSBT | 0.00% |
| NZD/USD 07/20/2022 WPAC | 0.00% |
| SEK/USD 06/15/2022 CITI | 0.00% |
| SEK/USD 06/15/2022 HSBCB | 0.00% |
| SEK/USD 06/15/2022 JPMCB | 0.00% |
| SEK/USD 06/15/2022 MSCIL | 0.00% |
| SEK/USD 06/15/2022 RBSF | 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% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.00% |
| 2.243 R ISWP SOFR P 04/04/2024 | -0.00% |
| 2.516 R ISWP SOFR P 04/28/2032 | -0.00% |
| 2.6825 R ISWP SOFR P 04/26/2032 | -0.00% |
| 2.743 R ISWP SOFR P 04/26/2024 | -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.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.9 2058-09-17 300.0 09/17/2058 MS | -0.00% |
| GBP/USD 06/15/2022 MSCIL | -0.00% |
| NOK/USD 06/15/2022 JPMCB | -0.00% |
| SWPTN 3YX10Y R 1.512 USD 08/30/2022 MS | -0.00% |
| SWPTN AUDBB6M 15YX10Y R 2.7 AUD 04/01/2037 UB | -0.00% |
| 2.453 R ISWP SOFR P 04/11/2027 | -0.00% |
| 2.5355 R ISWP SOFR P 04/29/2027 | -0.00% |
| AUD/USD 07/20/2022 BANKAM | -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.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-.15 2064-11-18 300.0 11/18/2064 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 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| PLN/USD 06/15/2022 GSFX | -0.00% |
| SWPTN SOFR 3MX10Y R 2.725 USD 07/21/2022 CI | -0.00% |
| 0.8084 R ISWP FWD MUTKCALM P 08/29/2043 | -0.00% |
| 2.4145 R ISWP SOFR P 04/07/2024 | -0.00% |
| 2.547 R ISWP SOFR P 04/28/2032 | -0.00% |
| CHF/USD 06/15/2022 BCAP-FX | -0.00% |
| CHF/USD 06/15/2022 CSI-FX | -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-.10 2059-11-17 300.0 11/17/2059 CG | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| GBP/USD 06/15/2022 RBSF | -0.00% |
| SWPTN 10YX10Y R 2.405 USD 03/03/2031 TD | -0.00% |
| SWPTN SOFR 3MX10Y R 2.235 USD 07/22/2022 DE | -0.00% |
| 2.33 R ISWP SOFR P 04/06/2027 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -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-.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-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 GS | -0.00% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| SWPTN 10YX10Y R 2.427 USD 06/03/2031 CI | -0.00% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | -0.00% |
| SWPTN 12YX10Y P 2.5 USD 11/09/2029 JP | -0.00% |
| SWPTN 5YX30Y R 1.17 USD 03/13/2025 TD | -0.00% |
| 2.4485 R ISWP SOFR P 04/07/2024 | -0.00% |
| 2.612 R ISWP SOFR P 04/21/2027 | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 CG | -0.00% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| NOK/USD 06/15/2022 UBS | -0.00% |
| 2.673 R ISWP SOFR P 04/22/2027 | -0.01% |
| CMB CMBX.NA.BB.14 2072-12-16 500.0 12/16/2072 CG | -0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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% |
| SWPTN 10YX20Y P 2.8175 USD 03/23/2027 GS | -0.01% |
| SWPTN 20YX5Y R 1.87 USD 07/09/2041 UB | -0.01% |
| 2.0975 R ISWP SOFR P 04/04/2032 | -0.01% |
| 4.46 R ISWP FWD CZECH INTERBANK RATES 6 MONTH P 06/15/2027 | -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% |
| 2.3005 R ISWP SOFR P 03/31/2024 | -0.01% |
| 2.6675 R ISWP SOFR P 05/02/2027 | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | -0.01% |
| CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 CG | -0.01% |
| SWPTN 5YX10Y R 0.968 USD 03/20/2025 JP | -0.01% |
| SWPTN 7YX25Y P 2.902 USD 11/08/2024 JP | -0.01% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| 2.113 R ISWP SOFR P 04/04/2032 | -0.01% |
| 2.465 R ISWP SOFR P 04/07/2027 | -0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.01% |
| SWPTN 7YX25Y P 2.689 USD 11/12/2024 CI | -0.01% |
| 1.455 R ISWP FWD SONIA P 06/15/2032 | -0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/15/2022 CITI | -0.01% |
| SWPTN 15YX10Y R 2.0 AUD 09/10/2036 UB | -0.01% |
| SWPTN SOFR 10YX10Y P 2.317 USD 04/07/2032 JP | -0.01% |
| 2.5845 R ISWP SOFR P 04/20/2032 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 ML | -0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.01% |
| SWPTN 7YX25Y P 2.505 USD 11/13/2024 MS | -0.01% |
| SWPTN 7YX5Y R 1.07 USD 03/22/2027 JP | -0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | -0.02% |
| SWPTN 5YX10Y R 1.805 USD 12/14/2026 JP | -0.02% |
| 1.484 R ISWP FWD EUR006M P 11/29/2058 | -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 EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | -0.02% |
| SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | -0.02% |
| 2.288 R ISWP SOFR P 03/31/2027 | -0.02% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.02% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.02% |
| SWPTN 5YX20Y R 2.495 AUD 11/23/2026 JP | -0.02% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | -0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | -0.02% |
| SWPTN EUR006M 7YX20Y R 1.325 EUR 04/11/2029 UB | -0.02% |
| SWPTN SOFR 10YX10Y R 1.8225 USD 01/13/2032 WE | -0.02% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | -0.02% |
| CMB CMBX.NA.BBB-.15 2064-11-18 300.0 11/18/2064 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% |
| SWPTN 10YX20Y P 1.921 EUR 10/18/2028 JP | -0.02% |
| SWPTN SOFR 10YX10Y P 2.272 USD 04/06/2032 BA | -0.02% |
| SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | -0.02% |
| SWPTN SOFR 10YX30Y R 1.544 USD 01/12/2032 JP | -0.02% |
| SWPTN 5YX10Y R 1.937 USD 02/02/2026 TD | -0.02% |
| 2.3365 R ISWP SOFR P 03/31/2027 | -0.02% |
| 2.483 R ISWP SOFR P 04/12/2032 | -0.02% |
| 2.299 R ISWP SOFR P 04/01/2027 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | -0.02% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | -0.02% |
| SWPTN EUR006M 6YX20Y R 1.25 EUR 04/06/2028 UB | -0.02% |
| 2.3665 R ISWP SOFR P 04/07/2027 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| SWPTN 2YX10Y R 1.102 USD 11/23/2022 CI | -0.02% |
| SWPTN 5YX30Y P 2.095 USD 02/26/2026 TD | -0.02% |
| 2.685 R ISWP FWD SOFR P 05/02/2027 | -0.03% |
| CMB CMBX.NA.BB.13 2072-12-16 500.0 12/16/2072 MS | -0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | -0.03% |
| SWPTN 10YX20Y R 0.296 EUR 01/29/2031 UB | -0.03% |
| SWPTN SOFR 1YX2Y P 3.69 USD 04/27/2023 BA | -0.03% |
| 1.355 R ISWP SOFRRATE P 12/31/2031 | -0.03% |
| SWPTN 10YX2Y R 0.983 USD 04/02/2030 UB | -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 4YX10Y R 2.16 USD 02/19/2025 WE | -0.03% |
| SWPTN 5YX10Y R 1.692 AUD 01/29/2025 JP | -0.03% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.03% |
| SWPTN 7YX1Y R 0.87 USD 04/06/2027 UB | -0.03% |
| SWPTN SOFR 3YX2Y R 1.39 USD 12/09/2024 BA | -0.03% |
| SWPTN 5YX20Y R 1.441 AUD 07/01/2025 JP | -0.03% |
| SWPTN 8YX10Y R 0.4879 GBP 08/20/2029 UB | -0.03% |
| SWPTN EUR006M 6YX20Y R 1.125 EUR 04/04/2028 UB | -0.03% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.03% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.03% |
| SWPTN 5YX30Y R 1.727 USD 01/22/2025 GS | -0.03% |
| SWPTN 10YX10Y R 1.445 AUD 03/27/2030 JP | -0.04% |
| SWPTN 10YX10Y R 0.45 EUR 01/29/2031 UB | -0.04% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | -0.04% |
| SWPTN 3YX5Y R 1.3875 USD 02/02/2024 WE | -0.04% |
| SWPTN SOFR 5YX10Y P 1.81 USD 01/12/2027 JP | -0.04% |
| 2.355 R ISWP FWD NOKOIB6M P 06/15/2032 | -0.04% |
| SWPTN 1YX20Y P 2.5 AUD 11/23/2022 JP | -0.04% |
| SWPTN 8YX10Y R 0.9 GBP 01/14/2030 UB | -0.04% |
| SWPTN 2YX30Y R 1.715 USD 02/01/2023 UB | -0.04% |
| 2.1005 R ISWP SOFR P 04/07/2052 | -0.04% |
| SWPTN SOFR 15YX10Y R 1.724 USD 01/13/2037 DE | -0.04% |
| SWPTN 10YX10Y R 0.44 EUR 02/03/2031 UB | -0.04% |
| SWPTN 5YX10Y R 0.902 USD 04/02/2025 UB | -0.04% |
| 1.762 R ISWP SOFR P 02/29/2052 | -0.04% |
| SWPTN 2YX2Y R -0.197 EUR 06/26/2023 GS | -0.04% |
| SWPTN SOFR 4YX30Y P 2.02 USD 03/24/2026 MS | -0.04% |
| 2.382 R ISWP SOFR P 04/06/2024 | -0.05% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.05% |
| SWPTN 10YX10Y R 1.96 USD 01/13/2031 WE | -0.05% |
| SWPTN 10YX10Y P 1.177 USD 07/01/2030 CI | -0.05% |
| 0.374 R ISWP FWD EUR006M P 09/14/2052 | -0.05% |
| SWPTN 7YX23Y R 2.75 USD 12/05/2024 MS | -0.05% |
| 1.437 R ISWP SOFRRATE P 12/23/2051 | -0.05% |
| CHF/USD 06/15/2022 SSBT | -0.05% |
| SWPTN 3YX5Y R 1.405 USD 02/02/2024 WE | -0.05% |
| SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | -0.05% |
| SWPTN SOFR 10YX10Y R 1.826 USD 01/13/2032 CI | -0.05% |
| SWPTN 3YX5Y R 0.8925 USD 04/11/2023 UB | -0.05% |
| SWPTN 5YX30Y R 2.032 USD 01/14/2025 JP | -0.06% |
| SWPTN 10YX10Y P 0.43 EUR 08/20/2029 UB | -0.06% |
| SWPTN 5YX10Y R 0.271 EUR 01/29/2026 UB | -0.06% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.06% |
| SWPTN SOFR 3MX10Y R 1.769 USD 05/09/2022 GS | -0.06% |
| 0.343 R ISWP FWD MUTKCALM P 08/29/2043 | -0.06% |
| 1.135 R ISWP SOFRRATE P 12/31/2026 | -0.06% |
| SWPTN 10YX10Y R 0.85 USD 03/27/2030 BA | -0.06% |
| 2.3395 R ISWP SOFR P 04/14/2052 | -0.07% |
| 2.4015 R ISWP SOFR P 04/08/2032 | -0.07% |
| 0.754 R ISWP FWD SONIA P 05/19/2031 | -0.07% |
| SWPTN 2YX10Y P 2.395 USD 11/22/2023 CI | -0.07% |
| SWPTN SOFR 1YX30Y R 1.735 USD 03/03/2023 CI | -0.07% |
| SWPTN SOFR 1YX30Y R 1.75 USD 03/02/2023 CI | -0.07% |
| SWPTN 7YX10Y P 3.01 USD 02/27/2026 MS | -0.07% |
| CHF/USD 06/15/2022 GSFX | -0.07% |
| SWPTN 7YX10Y P 2.97 USD 02/17/2026 MS | -0.07% |
| SWPTN SOFR 1YX30Y R 1.724 USD 03/02/2023 CI | -0.07% |
| SWPTN 7YX10Y R 2.97 USD 02/17/2026 MS | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.08% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | -0.08% |
| SWPTN 7YX10Y R 3.01 USD 02/27/2026 MS | -0.08% |
| SWPTN 3YX10Y R 2.29 USD 03/18/2024 BA | -0.08% |
| SWPTN 2YX10Y R 1.5 USD 02/01/2023 TD | -0.08% |
| SWPTN 5YX30Y P 1.17 USD 03/13/2025 TD | -0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | -0.09% |
| SWPTN 10YX20Y R 1.275 USD 03/05/2030 BA | -0.09% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | -0.09% |
| SWPTN EUR006M 2YX1Y R 0.555 EUR 03/08/2024 CI | -0.09% |
| SWPTN 10YX20Y P 1.918 USD 01/22/2031 CI | -0.09% |
| SWPTN 10YX10Y R 1.865 USD 10/10/2029 CI | -0.10% |
| SWPTN 5YX30Y P 3.27 USD 10/17/2023 MS | -0.10% |
| OPTN FN30 4.5 06/06/22 PUT 101.109375 JPMC | -0.10% |
| SWPTN 7YX10Y R 1.9875 USD 10/19/2026 UB | -0.10% |
| SWPTN 10YX10Y P 0.555 EUR 03/26/2030 GS | -0.10% |
| SWPTN SOFR 6MX10Y R 1.648 USD 09/01/2022 CI | -0.11% |
| SWPTN SONIA 7YX10Y R 1.448 GBP 02/26/2029 GS | -0.11% |
| 1.9575 R ISWP US0003M P 03/07/2032 | -0.11% |
| 0.565 R ISWP FWD SARON P 06/15/2032 | -0.12% |
| SWPTN 1YX30Y R 0.32 EUR 09/12/2022 UB | -0.12% |
| SWPTN 10YX10Y R 0.925 USD 03/26/2030 BA | -0.12% |
| 1.87 R ISWP FWD AUDBB6M P 04/06/2031 | -0.12% |
| SWPTN 7YX5Y P 1.07 USD 03/22/2027 JP | -0.13% |
| SWPTN 5YX5Y P 0.958 USD 05/06/2025 UB | -0.13% |
| SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | -0.14% |
| SWPTN 10YX10Y P 1.204 USD 06/18/2030 JP | -0.14% |
| SWPTN SOFR 3YX2Y P 1.62 USD 01/13/2025 WE | -0.15% |
| JPY/USD 05/18/2022 TDBK | -0.15% |
| SWPTN SONIA 7YX10Y P 1.448 GBP 02/26/2029 GS | -0.15% |
| SWPTN 7YX10Y P 1.168 USD 06/24/2027 JP | -0.15% |
| SWPTN 1YX10Y P 1.7875 USD 05/09/2022 BA | -0.16% |
| SWPTN 5YX10Y P 0.968 USD 03/20/2025 JP | -0.16% |
| SWPTN 7YX10Y R 1.667 EUR 02/16/2026 JP | -0.16% |
| GNMA GII30 TBA 03.5000 05/01/2052 | -0.16% |
| 1.7355 R ISWP SOFR P 03/01/2029 | -0.16% |
| SWPTN SOFR 2YX5Y P 1.7 USD 01/11/2024 JP | -0.16% |
| 1.626 R ISWP SOFR P 01/19/2052 | -0.17% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | -0.17% |
| SWPTN 3YX2Y R 2.2275 USD 05/16/2022 BA | -0.18% |
| 0.276 R ISWP FWD EUR006M P 05/13/2040 | -0.19% |
| 1.90 R ISWP FWD SOFR P 06/15/2029 | -0.19% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.20% |
| SWPTN 7YX10Y P 1.232 USD 06/17/2027 JP | -0.20% |
| SWPTN 4YX25Y R 3.0 USD 04/12/2023 MS | -0.20% |
| 1.762 R ISWP FWD SOFR P 06/15/2032 | -0.21% |
| 0.207 R ISWP FWD EUR006M P 06/06/2054 | -0.22% |
| 0.516 R ISWP FWD EUR006M P 05/21/2051 | -0.23% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.24% |
| SWPTN 3YX10Y R 2.17 USD 04/29/2024 BA | -0.24% |
| SWPTN 6YX24Y R 2.75 USD 05/22/2025 MS | -0.24% |
| SWPTN 4YX1Y P 1.115 USD 01/14/2025 BA | -0.24% |
| SWPTN SOFR 13WX10Y R 1.5625 USD 06/06/2022 CI | -0.25% |
| 0.60 R ISWP FWD EUR006M P 03/07/2032 | -0.26% |
| SWPTN 4YX25Y R 3.0 USD 01/31/2024 MS | -0.26% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -0.27% |
| SWPTN 2YX10Y P 2.41 USD 08/30/2023 GS | -0.27% |
| SWPTN 7YX10Y P 1.667 EUR 02/16/2026 JP | -0.28% |
| 1.681 R ISWP FWD SOFR P 02/15/2029 | -0.30% |
| 1.47709 R ISWP SOFR P 02/29/2024 | -0.30% |
| SWPTN 2YX2Y P 1.194 USD 06/22/2023 CI | -0.30% |
| SWPTN 2YX10Y P 2.07 USD 08/21/2023 GS | -0.31% |
| 1.86 R ISWP FWD SOFR P 02/24/2052 | -0.32% |
| SWPTN 5YX2Y P 0.26 EUR 06/24/2026 GS | -0.32% |
| SWPTN 10YX10Y P 1.865 USD 10/10/2029 CI | -0.32% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.33% |
| SWPTN 7YX10Y P 1.9875 USD 10/19/2026 UB | -0.35% |
| JPY/USD 05/18/2022 UBS | -0.37% |
| SWPTN 3YX1Y P 0.985 USD 01/29/2024 BA | -0.37% |
| SWPTN 2YX30Y R 2.3075 USD 06/20/2022 BA | -0.38% |
| 1.986 R ISWP SOFR P 03/21/2029 | -0.40% |
| SWPTN 4YX10Y P 3.229 USD 11/30/2023 JP | -0.40% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | -0.40% |
| SWPTN 3YX2Y P 1.245 USD 08/26/2022 CI | -0.42% |
| SWPTN 3YX10Y P 1.512 USD 08/30/2022 MS | -0.42% |
| SWPTN 1YX1Y P 0.84 GBP 09/15/2022 RB | -0.44% |
| SWPTN 1YX5Y P 1.7075 USD 09/15/2022 CI | -0.47% |
| SWPTN 1YX1Y P 0.68 GBP 09/15/2022 RB | -0.48% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.52% |
| 1.372 R ISWP SOFR P 01/12/2027 | -0.55% |
| 1.285 R ISWP SOFRRATE P 12/23/2031 | -0.58% |
| SWPTN 4YX10Y R 3.229 USD 11/30/2023 JP | -0.61% |
| SWPTN 2YX10Y P 2.415 USD 10/05/2023 BA | -0.62% |
| SWPTN 1YX1Y P 0.805 USD 05/09/2022 BA | -0.71% |
| 0.595 R ISWP FWD EUR006M P 02/19/2050 | -0.86% |
| 1.80 R ISWP FWD SOFR P 06/15/2024 | -0.88% |
| SWPTN SOFR 13WX10Y P 1.8125 USD 06/06/2022 CI | -0.95% |
| US 10YR ULTRA FUT JUN22 UXYM2 | -1.20% |
| 1.95 R ISWP FWD SOFR P 06/15/2032 | -1.31% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -2.00% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2052 | -2.67% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2052 | -7.55% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2052 | -9.27% |
| US 2YR NOTE (CBT) JUN22 TUM2 | -106.33% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2052 | 15.33% |
|---|---|
| FNMA FN30 TBA UMBS 03.0000 05/01/2052 | 4.68% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2052 | 3.94% |
| CASH MGMT BILL 00.0000 06/07/2022 | 1.88% |
| CASH MGMT BILL 00.0000 06/14/2022 | 1.83% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2052 | 1.82% |
| TREASURY BILL 00.0000 06/09/2022 | 1.79% |
| TREASURY BILL 00.0000 06/02/2022 | 1.36% |
| TREASURY BILL 00.0000 04/26/2022 | 1.10% |
| TREASURY BILL 00.0000 04/07/2022 | 1.05% |
| CAS 2016-C02 1B 12.7066 09/25/2028 | 0.84% |
| ENERGY TRANSFER LP 29277FD16 DCP 04/01/2022 | 0.83% |
| GENERAL MOTORS FINANCIAL CO I 37046UD16 DCP 04/01/2022 | 0.83% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2052 | 0.83% |
| WFRBS 2013-C15 D 144A 04.5055 08/15/2046 | 0.79% |
| CFCRE 2011-C2 E P/P 144A 05.1240 12/15/2047 | 0.74% |
| GNR 2020-61 IO IO 04.5000 05/20/2050 | 0.71% |
| PERFND 3.825 R US0003M P 07/17/24 MS | 0.70% |
| FNMA FN30 TBA UMBS 05.5000 04/01/2052 | 0.68% |
| EPHESU 3.8 R 0.165 P 09/29/25 MS | 0.65% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.65% |
| 1.435 R ISWP SOFRRATE P 12/24/2051 | 0.64% |
| 1.85 R ISWP FWD SOFR P 06/15/2027 | 0.62% |
| CWALT 2005-59 1A1 01.1066 11/20/2035 | 0.60% |
| FNR 2021-43 IO IO 02.5000 06/25/2051 | 0.57% |
| STACR 2015-DNA3 B 09.8066 04/25/2028 | 0.57% |
| STACR 2015-DNA2 B 08.0066 12/25/2027 | 0.56% |
| GSMS 2014-GC24 D 144A 04.5332 09/10/2047 | 0.56% |
| GNR 2021-57 SD IO 05.8514 03/20/2051 | 0.54% |
| FHR 5152 MI IO 04.5000 10/25/2051 | 0.54% |
| JPMCC 2013-LC11 E 144A 03.2500 04/15/2046 | 0.53% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.53% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.50% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.48% |
| SWPTN 1YX1Y P 0.52 GBP 09/15/2022 RB | 0.48% |
| WFRBS 2012-C10 D 144A 04.4119 12/15/2045 | 0.48% |
| FNR 2021-77 BI IO 04.5000 11/25/2051 | 0.48% |
| IVORY COAST REGS 05.7500 12/31/2032 | 0.48% |
| SWPTN BERM 5YX25Y R 3.0 USD 02/03/2048 MS | 0.47% |
| CAS 2016-C03 1B 12.2066 10/25/2028 | 0.46% |
| SWPTN BERM 5YX25Y R 3.0 USD 04/17/2047 MS | 0.46% |
| JPMBB 2014-C25 E 144A 03.3320 11/15/2047 | 0.45% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.44% |
| FHR 5051 BI IO 03.0000 11/25/2050 | 0.44% |
| GNR 2021-58 SH IO 05.8514 04/20/2051 | 0.44% |
| GNR 2020-176 BI IO 03.0000 11/20/2050 | 0.43% |
| GNR 2021-30 KI IO 03.0000 02/20/2051 | 0.42% |
| KINGDOM OF MOROCCO REGS 03.0000 12/15/2032 | 0.42% |
| FMC CORP 34410XD15 DCP 04/01/2022 | 0.42% |
| ROMULUS FUNDING CORP 77619FD12 DCP 04/01/2022 | 0.42% |
| REPUBLIC OF GHANA REGS 08.1250 01/18/2026 | 0.41% |
| FHR 5142 IC IO 03.5000 09/25/2051 | 0.41% |
| SWPTN BERM 5YX25Y R 2.75 USD 05/26/2048 MS | 0.41% |
| CWALT 2006-OA10 4A1 00.8366 08/25/2046 | 0.41% |
| SAMI 2006-AR7 A1A 00.8766 08/25/2036 | 0.40% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.39% |
| FHR 5122 AI IO 04.5000 07/25/2051 | 0.39% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.38% |
| CMLTI 2007-AMC3 A2D 00.8066 03/25/2037 | 0.37% |
| SWPTN 2YX2Y P -0.197 EUR 06/26/2023 GS | 0.37% |
| TREASURY BILL 00.0000 05/26/2022 | 0.37% |
| ITAU UNIBANCO/KY P/P 144A 03.8750 04/15/2031 | 0.36% |
| STACR 2015-HQA2 B 10.9566 05/25/2028 | 0.36% |
| NATIONAL GRID PLC 63627UD43 DCP 04/04/2022 | 0.35% |
| UBSBB 2013-C6 E 144A 03.5000 04/10/2046 | 0.34% |
| WFCM 2013-LC12 D 144A 04.3054 07/15/2046 | 0.34% |
| SWPTN 1YX1Y P 0.305 USD 05/09/2022 BA | 0.34% |
| FHR 5134 ID IO 04.5000 08/25/2051 | 0.33% |
| 0.697 R ISWP SOFRRATE P 12/24/2023 | 0.33% |
| FHR 5049 AI IO 04.5000 12/25/2050 | 0.32% |
| MSBAM 2014-C17 E 144A 03.5000 08/15/2047 | 0.32% |
| FHR 5002 SJ IO 05.6434 07/25/2050 | 0.32% |
| CAS 2016-C01 1B 12.2066 08/25/2028 | 0.32% |
| TREASURY BILL 00.0000 05/03/2022 | 0.31% |
| JPMBB 2014-C25 D P/P 144A 03.9425 11/15/2047 | 0.31% |
| GNR 2021-77 SM IO 05.8514 05/20/2051 | 0.31% |
| JPMBB 2014-C18 D 144A 04.7937 02/15/2047 | 0.31% |
| BSCMS 2005-PWR7 C 04.8825 02/11/2041 | 0.31% |
| SWPTN 5YX5Y P 0.153 EUR 09/10/2024 UB | 0.31% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.31% |
| GNR 2021-122 GI IO 04.5000 11/20/2047 | 0.30% |
| EVERGY KANSAS CENTRAL INC 30035ND10 DCP 04/01/2022 | 0.29% |
| 1.525 R ISWP SOFRRATE P 12/31/2051 | 0.29% |
| FHR 5115 IK IO 04.5000 12/25/2050 | 0.29% |
| 1.285 R ISWP SOFRRATE P 12/24/2031 | 0.29% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.29% |
| 1.675 R ISWP SOFR P 02/28/2027 | 0.28% |
| CSMC 2008-C1 AJ 144A 05.4286 02/15/2041 | 0.28% |
| CHENIERE ENERGY PARTNERS 04.5000 10/01/2029 | 0.28% |
| FNMA FN30 TBA UMBS 05.0000 04/01/2052 | 0.28% |
| GNR 2021-59 IM IO 03.0000 04/20/2051 | 0.28% |
| FNR 2021-15 IJ IO 04.5000 04/25/2051 | 0.27% |
| GNR 2020-175 NI IO 03.0000 11/20/2050 | 0.27% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.27% |
| SWPTN 5YX10Y P 1.613 USD 08/27/2024 MS | 0.27% |
| ARAB REPUBLIC OF EGYPT REGS 07.6003 03/01/2029 | 0.27% |
| CROWN CASTLE INTERNATIONAL CO 22823QD57 DCP 04/05/2022 | 0.27% |
| EVERGY MISSOURI WEST INC 30037ND75 DCP 04/07/2022 | 0.27% |
| FORTUNE BRANDS HOME & SECURIT 34965HDC5 DCP 04/12/2022 | 0.27% |
| FORTUNE BRANDS HOME & SECURIT 34965HE26 DCP 05/02/2022 | 0.27% |
| PLAINS MIDSTREAM CANADA ULC 72651WD72 DCP 04/07/2022 | 0.27% |
| TREASURY BILL 00.0000 06/16/2022 | 0.27% |
| WEC ENERGY GROUP INC 92930WDD0 DCP 04/13/2022 | 0.27% |
| GNR 2021-8 VI IO 03.5000 12/20/2050 | 0.26% |
| IHS HOLDING LTD REGS 06.2500 11/29/2028 | 0.26% |
| MSC 2012-C4 E 144A 05.4667 03/15/2045 | 0.26% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.26% |
| DOMINICAN REPUBLIC REGS 05.8750 01/30/2060 | 0.26% |
| FNR 2016-3 MI IO 05.5000 02/25/2046 | 0.26% |
| GNR 2021-42 SG IO 05.8514 03/20/2051 | 0.26% |
| FNR 2018-44 SA IO 05.7434 06/25/2048 | 0.26% |
| SCRT 2019-2 M 04.7500 08/25/2058 | 0.26% |
| BWAY 2022-26BW F P/P 144A 04.8664 02/10/2044 | 0.26% |
| BCAP 2011-RR3 3A6 02.7294 11/27/2036 | 0.25% |
| FHR 5093 YI IO 04.5000 12/25/2050 | 0.25% |
| GNR 2018-H03 XI IO 02.1346 02/20/2068 | 0.25% |
| 1.085 R ISWP SOFRRATE P 12/23/2026 | 0.24% |
| HVMLT 2005-2 1A 00.9686 05/19/2035 | 0.24% |
| 0.233 R ISWP FWD EUR006M P 02/19/2050 | 0.24% |
| 0.695 R ISWP SOFRRATE P 12/23/2023 | 0.24% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.24% |
| CAS 2017-C01 1B1 06.2066 07/25/2029 | 0.24% |
| OMAN GOV INTERNTL BOND REGS 06.0000 08/01/2029 | 0.24% |
| FNR 2016-96 ST IO 05.6434 12/25/2046 | 0.24% |
| GNR 2021-55 PI IO 03.0000 03/20/2051 | 0.24% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.23% |
| GNR 2020-7 SK IO 05.6014 01/20/2050 | 0.23% |
| TUNISIAN REPUBLIC REGS 05.7500 01/30/2025 | 0.23% |
| AHM 2007-1 GA1C 00.6466 05/25/2047 | 0.23% |
| FNR 2020-45 EI IO 05.0000 07/25/2050 | 0.23% |
| SWPTN 10YX10Y R 2.988 USD 02/26/2029 GS | 0.23% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.22% |
| CAS 2019-HRP1 B1 09.7066 11/25/2039 | 0.22% |
| GNR 2018-H02 EI IO 02.1234 01/20/2068 | 0.22% |
| FNR 2018-38 SA IO 05.7434 06/25/2048 | 0.22% |
| SWPTN 10YX10Y P 0.925 USD 03/26/2030 BA | 0.22% |
| DEVT BANK OF MONGOLIA REGS 07.2500 10/23/2023 | 0.22% |
| BOSTON SCIENTIFIC CORP 10114BDE4 DCP 04/14/2022 | 0.21% |
| APACHE CORP 05.1000 09/01/2040 | 0.21% |
| SWPTN 5YX30Y R 3.27 USD 10/17/2023 MS | 0.21% |
| STACR 2020-HQA3 B2 10.4566 07/25/2050 | 0.21% |
| CWALT 2006-OA10 3A1 00.8366 08/25/2046 | 0.21% |
| GNR 2016-H23 NI IO 02.0966 10/20/2066 | 0.20% |
| MSBAM 2015-C23 D 144A 04.1438 07/15/2050 | 0.20% |
| GNR 2018-H05 BI IO 02.3741 02/20/2068 | 0.20% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.20% |
| REPUBLIC OF GHANA REGS 07.6250 05/16/2029 | 0.20% |
| MONGOLIA INTL BOND REGS 04.4500 07/07/2031 | 0.19% |
| GSR 2007-OA1 2A3A 00.7666 05/25/2037 | 0.19% |
| KINGDOM OF BAHRAIN REGS 07.3750 05/14/2030 | 0.19% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.19% |
| GOVERNMENT OF JAMAICA USD 08.0000 03/15/2039 | 0.19% |
| IHEARTCOMMUNICATIONS INC. 08.3750 05/01/2027 | 0.19% |
| KINGDOM OF JORDAN REGS 05.8500 07/07/2030 | 0.19% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.19% |
| BSMF 2006-AR2 2A1 00.9166 09/25/2046 | 0.19% |
| CAS 2022-R02 2M2 03.0990 01/25/2042 | 0.19% |
| SWPTN 5YX30Y R 2.35 USD 04/13/2026 BA | 0.18% |
| GNR 2018-164 AS IO 05.6514 12/20/2048 | 0.18% |
| GNR 2018-H02 HI IO 02.0871 01/20/2068 | 0.18% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.18% |
| ALBERTSONS COS P/P 144A 03.5000 03/15/2029 | 0.18% |
| CD 2017-CD3 D 144A 03.2500 02/10/2050 | 0.18% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.18% |
| GNR 2019-119 IN IO 05.0000 09/20/2049 | 0.18% |
| PIONEER NAT CV 00.2500 05/15/2025 | 0.17% |
| STACR 2017-DNA1 B1 05.4066 07/25/2029 | 0.17% |
| 0.49 R ISWP FWD EUR006M P 08/08/2054 | 0.17% |
| FNR 2015-58 KI IO 06.0000 03/25/2037 | 0.17% |
| FNR 2018-58 AI IO 04.5000 08/25/2048 | 0.17% |
| GNR 2015-H12 AI IO 01.8581 05/20/2065 | 0.17% |
| GNR 2018-H05 AI IO 02.2613 02/20/2068 | 0.17% |
| JPMBB 2014-C18 E 144A 04.2937 02/15/2047 | 0.17% |
| REPUBLIC OF TURKEY USD 06.3500 08/10/2024 | 0.17% |
| STACR 2019-DNA2 B2 10.9566 03/25/2049 | 0.17% |
| SWPTN 10YX20Y R 1.921 EUR 10/18/2028 JP | 0.17% |
| CAS 2017-C06 2B1 04.9066 02/25/2030 | 0.17% |
| 1.5415 R ISWP SOFR P 03/09/2032 | 0.17% |
| GNR 2010-35 UI IO 05.0000 03/20/2040 | 0.16% |
| MONGOLIA INTL BOND REGS 05.1250 04/07/2026 | 0.16% |
| IVORY COAST REGS 06.3750 03/03/2028 | 0.16% |
| SWPTN 10YX10Y R 2.795 USD 12/20/2027 JP | 0.16% |
| GNR 2015-H15 BI IO 01.8722 06/20/2065 | 0.16% |
| MSBAM 2014-C19 D 144A 03.2500 12/15/2047 | 0.16% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.16% |
| SWPTN 10YX10Y R 2.7575 USD 12/20/2027 JP | 0.16% |
| 1.5475 R ISWP SOFR P 03/09/2032 | 0.16% |
| BACM 2005-1 B 05.1165 11/10/2042 | 0.16% |
| GNR 2009-121 UI IO 05.0000 12/20/2039 | 0.16% |
| FNR 2016-62 GS IO 05.6434 09/25/2046 | 0.16% |
| BSCMS 2005-PWR7 D 04.8825 02/11/2041 | 0.16% |
| DEUTSCHE BANK AG USD 06.0000 02/14/2050 | 0.16% |
| FHR 4265 SD IO 05.7034 01/15/2035 | 0.16% |
| PETROLEOS MEXICANOS USD 06.5000 03/13/2027 | 0.16% |
| GNR 2017-H10 MI IO 01.8325 04/20/2067 | 0.15% |
| GSAA 2006-8 2A2 00.8166 05/25/2036 | 0.15% |
| REPUBLIC OF PHILIPPINES USD 03.7500 01/14/2029 | 0.15% |
| GNR 2013-9 S IO 06.3014 01/20/2043 | 0.15% |
| PT PERTAMINA (PERSERO) REGS 06.0000 05/03/2042 | 0.15% |
| PETROLEOS DEL PERU SA REGS 04.7500 06/19/2032 | 0.15% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.15% |
| COSTA RICA GOVERNMENT REGS 06.1250 02/19/2031 | 0.15% |
| FED REPUBLIC OF BRAZIL USD 08.2500 01/20/2034 | 0.15% |
| GNR 2020-61 SF IO 05.9914 07/20/2043 | 0.15% |
| STACR 2018-DNA3 B2 08.2066 09/25/2048 | 0.15% |
| GNR 2018-H15 EI IO 01.5000 08/20/2068 | 0.15% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.15% |
| SWPTN 3YX5Y P 0.8925 USD 04/11/2023 UB | 0.15% |
| SWPTN 5YX10Y P 0.271 EUR 01/29/2026 UB | 0.15% |
| GNR 2012-140 IC IO 03.5000 11/20/2042 | 0.15% |
| SWPTN SOFR 6MX10Y P 1.648 USD 09/01/2022 CI | 0.15% |
| GNR 2017-160 S IO 05.7514 10/20/2043 | 0.14% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.14% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.14% |
| GNR 2017-42 IC IO 04.5000 08/20/2041 | 0.14% |
| SWPTN 2YX10Y P 1.5 USD 02/01/2023 TD | 0.14% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.14% |
| REPUBLIC OF NIGERIA REGS 08.7470 01/21/2031 | 0.14% |
| SWPTN EUR006M 5YX30Y P 0.925 EUR 03/24/2027 UB | 0.14% |
| SWPTN EUR006M 5YX30Y R 0.925 EUR 03/24/2027 UB | 0.14% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.14% |
| GNR 2017-H06 BI IO 02.2454 02/20/2067 | 0.14% |
| FORD MOTOR CO CV 00.0000 03/15/2026 | 0.14% |
| GNR 2015-167 MI IO 05.0000 06/20/2045 | 0.14% |
| GNR 2015-H03 CI IO 01.7095 01/20/2065 | 0.14% |
| GNR 2015-H23 BI IO 01.7509 09/20/2065 | 0.14% |
| GNR 2017-H18 FI IO 02.2246 09/20/2067 | 0.14% |
| GNR 2018-H04 IO IO 02.3643 02/20/2068 | 0.14% |
| GNR 2018-H01 XI IO 02.1861 01/20/2068 | 0.14% |
| PETROLEOS MEXICANOS USD 06.7000 02/16/2032 | 0.14% |
| REPUBLIC OF SOUTH AFRICA USD 05.8750 06/22/2030 | 0.14% |
| STACR 2019-DNA1 B2 11.2066 01/25/2049 | 0.13% |
| GNR 2020-H12 IH IO 01.4267 07/20/2070 | 0.13% |
| FHR 4509 CI IO 06.0000 09/15/2045 | 0.13% |
| ARAB REPUBLIC OF EGYPT REGS 07.0529 01/15/2032 | 0.13% |
| CWALT 2006-OA10 1A1 01.1011 08/25/2046 | 0.13% |
| CWALT 2006-OA7 1A1 02.2057 06/25/2046 | 0.13% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.13% |
| SOCIALIST REP OF VIETNAM REGS 04.8000 11/19/2024 | 0.13% |
| 1.065 R ISWP FWD SONIA P 09/15/2023 | 0.13% |
| BMIR 2017-1 B1 144A 05.2066 10/25/2027 | 0.13% |
| ROYAL CARIBBE CV 02.8750 11/15/2023 | 0.13% |
| SWPTN 3YX5Y P 1.405 USD 02/02/2024 WE | 0.13% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.13% |
| FNR 2019-34 SL IO 05.5934 07/25/2049 | 0.13% |
| GNR 2017-104 MI IO 05.5000 07/16/2047 | 0.13% |
| FNR 2015-69 IO IO 06.0000 09/25/2045 | 0.12% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.12% |
| REPUBLIC OF TURKEY USD 07.6250 04/26/2029 | 0.12% |
| STACR 2016-DNA1 B 10.4566 07/25/2028 | 0.12% |
| GNR 2015-H08 CI IO 01.7933 03/20/2065 | 0.12% |
| PALO ALTO NET CV 00.3750 06/01/2025 | 0.12% |
| REPUBLIC OF GABON REGS 06.6250 02/06/2031 | 0.12% |
| SWPTN 3YX2Y R 1.245 USD 08/26/2022 CI | 0.12% |
| SWPTN SOFR 13WX10Y R 1.3125 USD 06/06/2022 CI | 0.12% |
| COMM 2012-LC4 E 144A 04.2500 12/10/2044 | 0.12% |
| CSC HOLDINGS LLC P/P 144A 05.3750 02/01/2028 | 0.12% |
| REPUBLIC OF KENYA REGS 07.0000 05/22/2027 | 0.12% |
| STACR 2018-HQA2 B2 11.4566 10/25/2048 | 0.12% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.12% |
| DOMINICAN REPUBLIC REGS 04.8750 09/23/2032 | 0.12% |
| GNR 2017-H16 JI IO 02.3306 08/20/2067 | 0.12% |
| GNR 2018-105 SG IO 05.8014 08/20/2048 | 0.12% |
| 0.134 R ISWP FWD EUR006M P 03/04/2054 | 0.12% |
| GNR 2015-H15 AI IO 01.8108 06/20/2065 | 0.12% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.12% |
| SWPTN 10YX10Y P 0.85 USD 03/27/2030 BA | 0.12% |
| 1.148 R ISWP SOFRRATE P 12/31/2026 | 0.11% |
| GNR 2017-H16 IO 02.1959 08/20/2067 | 0.11% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.11% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.11% |
| GNR 2017-H03 HI IO 01.5852 01/20/2067 | 0.11% |
| GNR 2017-H08 NI IO 02.3302 03/20/2067 | 0.11% |
| CCMFC 2006-4A A2 00.6366 11/25/2047 | 0.11% |
| FNR 2019-47 SA IO 05.5934 08/25/2049 | 0.11% |
| GNR 2018-104 SD IO 05.7514 08/20/2048 | 0.11% |
| GNR 2013-152 SJ IO 05.7014 05/20/2041 | 0.11% |
| SPLUNK INC CV 01.1250 06/15/2027 | 0.11% |
| SWPTN 10YX10Y P 2.988 USD 02/26/2029 GS | 0.11% |
| 1.679 R ISWP SOFR P 01/21/2052 | 0.11% |
| GNR 2017-H20 HI IO 02.1327 10/20/2067 | 0.11% |
| STACR 2017-DNA2 B1 05.6066 10/25/2029 | 0.11% |
| GNR 2016-77 SC IO 05.6514 10/20/2045 | 0.11% |
| OKTA INC CV 00.3750 06/15/2026 | 0.11% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.11% |
| CARNIVAL CORP P/P 144A 05.7500 03/01/2027 | 0.11% |
| ISLAMIC REP OF PAKISTAN REGS 07.3750 04/08/2031 | 0.11% |
| CWALT 2006-OA10 2A1 00.8366 08/25/2046 | 0.10% |
| FNR 2012-151 PI IO 03.0000 01/25/2043 | 0.10% |
| JPALT 2007-A2 12A1 00.8566 06/25/2037 | 0.10% |
| 1.35 R ISWP SOFRRATE P 12/31/2031 | 0.10% |
| ARAB REPUBLIC OF EGYPT REGS 07.3000 09/30/2033 | 0.10% |
| FHR 4193 PI IO 04.0000 03/15/2043 | 0.10% |
| STICHTING AK RABOBANK REGS 06.5000 01/24/2044 | 0.10% |
| AKAMAI TECH CV 00.3750 09/01/2027 | 0.10% |
| GNR 2019-125 SG IO 05.6014 10/20/2049 | 0.10% |
| LIBERTY MEDIA P/P 144A CV 02.7500 12/01/2049 | 0.10% |
| NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.10% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.10% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.10% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.10% |
| CAS 2018-C04 2B1 04.9566 12/25/2030 | 0.10% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.10% |
| ENVISION HEALTHCARE TL L+375 04.2074 10/10/2025 | 0.10% |
| OVINTIV INC 07.3750 11/01/2031 | 0.10% |
| PETROLEOS MEXICANOS USD 05.9500 01/28/2031 | 0.10% |
| SOUTHWEST AIRLINES CO CV 01.2500 05/01/2025 | 0.10% |
| COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.10% |
| EXACT SCIENCES CORP CV 00.3750 03/01/2028 | 0.10% |
| FHR 4742 S IO 05.8034 12/15/2047 | 0.10% |
| PETRONAS CAPITAL LTD REGS 02.4800 01/28/2032 | 0.10% |
| GNR 2012-128 IA IO 03.5000 10/20/2042 | 0.10% |
| SWPTN 10YX20Y P 1.275 USD 03/05/2030 BA | 0.10% |
| GNR 2017-H06 MI IO 02.0975 02/20/2067 | 0.10% |
| GNR 2019-6 SM IO 05.6014 01/20/2049 | 0.10% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.10% |
| STACR 2019-DNA3 B2 08.6066 07/25/2049 | 0.10% |
| SWPTN 10YX10Y P 2.7575 USD 12/20/2027 JP | 0.10% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.10% |
| GNR 2010-35 QI IO 04.5000 03/20/2040 | 0.10% |
| GNR 2015-89 IP IO 04.0000 02/20/2045 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| FNR 2016-3 NI IO 06.0000 02/25/2046 | 0.09% |
| SWPTN 10YX10Y P 2.795 USD 12/20/2027 JP | 0.09% |
| BOOKING HLDS CV 00.7500 05/01/2025 | 0.09% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.09% |
| SWPTN 3YX5Y P 1.3875 USD 02/02/2024 WE | 0.09% |
| GNR 2017-H11 TI IO 02.1927 04/20/2067 | 0.09% |
| QUORUM HEALTH EXT TL L+775 08.7478 04/29/2025 | 0.09% |
| SWPTN 3YX30Y P 2.485 USD 10/07/2024 BA | 0.09% |
| 0.0675 R ISWP FWD EUR006M P 07/15/2031 | 0.09% |
| GNR 2010-20 BI IO 04.5000 02/16/2040 | 0.09% |
| GNR 2015-H23 DI IO 01.8509 09/20/2065 | 0.09% |
| GNR 2016-H04 HI IO 02.3814 07/20/2065 | 0.09% |
| GNR 2016-H16 EI IO 02.1991 06/20/2066 | 0.09% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.09% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.09% |
| 0.315 R ISWP FWD EUR006M P 01/16/2040 | 0.09% |
| 1.343 R ISWP FWD EUR006M P 11/29/2058 | 0.09% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.09% |
| GNR 2015-H20 BI IO 01.7806 08/20/2065 | 0.09% |
| SOUTHWESTERN ENERGY CO 04.7500 02/01/2032 | 0.09% |
| GNR 2014-4 SG IO 05.6514 01/20/2044 | 0.09% |
| GNR 2017-H12 QI IO 02.2510 05/20/2067 | 0.09% |
| GNR 2018-91 SH IO 05.8014 07/20/2048 | 0.09% |
| JAZZ INVT I LTD USD 01.5000 08/15/2024 | 0.09% |
| SCRT 2019-3 M 04.7500 10/25/2058 | 0.09% |
| CAS 2017-C07 1B1 04.4566 05/25/2030 | 0.09% |
| CAS 2020-SBT1 1B1 07.2066 02/25/2040 | 0.09% |
| GNR 2018-100 S IO 05.7514 07/20/2048 | 0.09% |
| STACR 2017-DNA3 B1 04.9066 03/25/2030 | 0.09% |
| CAS 2018-C06 2B1 04.5566 03/25/2031 | 0.09% |
| HERC HOLDINGS INC P/P 144A 05.5000 07/15/2027 | 0.09% |
| SWPTN BERM 5YX25Y R 2.75 USD 12/07/2046 MS | 0.09% |
| TWITTER INC CV 00.0000 03/15/2026 | 0.09% |
| DEXCOM INC CV 00.2500 11/15/2025 | 0.09% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.09% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.09% |
| SYLVAMO CORP P/P 144A 07.0000 09/01/2029 | 0.09% |
| AIRBNB INC CV 00.0000 03/15/2026 | 0.08% |
| CAS 2017-C05 1B1 04.0566 01/25/2030 | 0.08% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.08% |
| GNR 2016-126 PI IO 05.0000 02/20/2046 | 0.08% |
| GNR 2016-17 IA IO 04.5000 03/20/2045 | 0.08% |
| GNR 2016-H22 AI IO 02.1303 10/20/2066 | 0.08% |
| NEXTERA ENGY P/P 144A CV 00.0000 11/15/2025 | 0.08% |
| 0.171 R ISWP FWD EUR006M P 06/14/2031 | 0.08% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.08% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.08% |
| FHR 4731 QS IO 05.8034 11/15/2047 | 0.08% |
| GNR 2015-H18 BI IO 01.8504 07/20/2065 | 0.08% |
| VAIL RESORTS CV 00.0000 01/01/2026 | 0.08% |
| WFCM 2014-LC16 D 144A 03.9380 08/15/2050 | 0.08% |
| EXPEDIA GRP CV 00.0000 02/15/2026 | 0.08% |
| GNR 2016-H18 IO IO 01.6588 08/20/2066 | 0.08% |
| GNR 2017-H03 EI IO 02.1034 01/20/2067 | 0.08% |
| SWPTN 7YX1Y P 1.76 USD 01/14/2028 BA | 0.08% |
| -0.2275 R ISWP FWD EUR006M P 03/13/2054 | 0.08% |
| GNR 2018-89 LS IO 04.1536 06/20/2048 | 0.08% |
| SWPTN 5YX10Y P 0.902 USD 04/02/2025 UB | 0.08% |
| SWPTN 7YX1Y P 0.87 USD 04/06/2027 UB | 0.08% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.08% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.08% |
| GNR 2014-H25 BI IO 01.6760 12/20/2064 | 0.08% |
| GNR 2015-H10 BI IO 01.8142 04/20/2065 | 0.08% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.08% |
| SWPTN SOFR 3MX10Y P 1.769 USD 05/09/2022 GS | 0.08% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.08% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.08% |
| UKRAINE GOVERNMENT REGS 06.8760 05/21/2029 | 0.08% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.08% |
| GNR 2017-H09 IO IO 01.8345 04/20/2067 | 0.08% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.08% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.08% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 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% |
| REPUBLIC OF ANGOLA REGS 08.2500 05/09/2028 | 0.08% |
| SWPTN 10YX10Y P 0.44 EUR 02/03/2031 UB | 0.08% |
| SWPTN 10YX10Y P 1.445 AUD 03/27/2030 JP | 0.08% |
| TERRIER MEDIA BUYER IN L+350 03.9574 12/17/2026 | 0.08% |
| LABORATOIRE EIMER SELAS REGS 05.0000 02/01/2029 | 0.08% |
| LUMENTUM HOLD CV 00.5000 12/15/2026 | 0.08% |
| BATH & BODY WORKS INC. 06.8750 11/01/2035 | 0.08% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.08% |
| GNR 2015-105 LI IO 05.0000 10/20/2039 | 0.08% |
| GNR 2016-H14 IO IO 01.6753 06/20/2066 | 0.08% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.08% |
| INTESA SANPAOLO SPA P/P 144A 07.7000 12/31/2049 | 0.08% |
| ROMANIA REGS 03.0000 02/14/2031 | 0.08% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.08% |
| SWPTN 5YX10Y R 1.613 USD 08/27/2024 MS | 0.08% |
| 1.5195 R ISWP SOFRRATE P 12/31/2051 | 0.08% |
| BANCA MONTE DEI PASCHI S REGS 02.6250 04/28/2025 | 0.08% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.08% |
| GNR 2018-37 IO IO 05.0000 03/20/2048 | 0.08% |
| GNR 2018-67 SC IO 05.7514 05/20/2048 | 0.08% |
| LA FINAC ATALIAN SA REGS 04.0000 05/15/2024 | 0.08% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.08% |
| TAMKO BUILDING PRODUCT L+300 03.5219 05/03/2026 | 0.08% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.07% |
| BALTA 2005-7 21A1 02.6268 09/25/2035 | 0.07% |
| CAS 2022-R02 2B1 04.5990 01/25/2042 | 0.07% |
| CLUBCORP TLB L+275 03.7560 09/18/2024 | 0.07% |
| GNR 2018-H01 IO IO 02.1077 12/20/2067 | 0.07% |
| GNR 2019-110 PI IO 03.5000 09/20/2049 | 0.07% |
| SWPTN 5YX20Y P 1.441 AUD 07/01/2025 JP | 0.07% |
| 1.6545 R ISWP SOFR P 02/01/2052 | 0.07% |
| COUPA SOFTWAR CV 00.3750 06/15/2026 | 0.07% |
| GOLDEN NUGGET TLB S+C+400 4.500000 1/12/2029 | 0.07% |
| SWPTN 5YX10Y P 1.692 AUD 01/29/2025 JP | 0.07% |
| FHR 4678 MS IO 05.1072 04/15/2047 | 0.07% |
| GNR 2017-H11 DI IO 01.8462 05/20/2067 | 0.07% |
| REPUBLIC OF COLOMBIA USD 06.1250 01/18/2041 | 0.07% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.07% |
| ETSY INC P/P 144A CV 00.2500 06/15/2028 | 0.07% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.07% |
| REPUBLIC OF KENYA REGS 08.0000 05/22/2032 | 0.07% |
| SWPTN 2YX10Y P 1.102 USD 11/23/2022 CI | 0.07% |
| SWPTN EUR006M 2YX1Y R 0.055 EUR 03/08/2024 CI | 0.07% |
| SWPTN SOFR 3YX2Y P 1.39 USD 12/09/2024 BA | 0.07% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.07% |
| WAYFAIR INC CV 00.6250 10/01/2025 | 0.07% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.07% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.07% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.07% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.07% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.07% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.07% |
| ZENDESK INC CV 00.6250 06/15/2025 | 0.07% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 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% |
| ENPHASE EN CV 00.0000 03/01/2028 | 0.07% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.07% |
| FHS 311 S1 IO 05.5534 08/15/2043 | 0.07% |
| FNR 2012-151 IN IO 05.0000 01/25/2043 | 0.07% |
| FNR 2013-18 IN IO 03.5000 03/25/2043 | 0.07% |
| GNR 2016-H08 AI IO 01.5963 08/20/2065 | 0.07% |
| REPUBLIC OF GHANA REGS 08.1250 03/26/2032 | 0.07% |
| SWPTN 10YX10Y P 1.96 USD 01/13/2031 WE | 0.07% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.07% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.07% |
| FRONTIER COMM HLDGS P/P 144A 06.7500 05/01/2029 | 0.07% |
| HALOZYME THER CV 00.2500 03/01/2027 | 0.07% |
| PACIRA PHARMA CV 00.7500 08/01/2025 | 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 | 0.07% |
| CABLE ONE INC CV 01.1250 03/15/2028 | 0.07% |
| MSC 2006-HQ10 B 05.4480 11/12/2041 | 0.07% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.07% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.07% |
| SWPTN 1YX30Y R 0.16 EUR 09/12/2022 UB | 0.07% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.07% |
| CAESARS ENT INC. P/P 144A 04.6250 10/15/2029 | 0.07% |
| CENGAGE LEARNING TLB L+475 05.7500 06/29/2026 | 0.07% |
| CYBERARK SFTWARE USD 00.0000 11/15/2024 | 0.07% |
| GNR 2014-119 SA IO 05.1514 08/20/2044 | 0.07% |
| GNR 2015-79 GI IO 05.0000 10/20/2039 | 0.07% |
| GNR 2017-H06 DI IO 01.7674 02/20/2067 | 0.07% |
| ISTAR INC 05.5000 02/15/2026 | 0.07% |
| SHIFT4 PAYMEN CV 00.0000 12/15/2025 | 0.07% |
| CAS 2017-C07 2B1 04.9066 05/25/2030 | 0.06% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.06% |
| DISH DBS CORPORATION 07.3750 07/01/2028 | 0.06% |
| BENTLEY SYS P/P 144A CV 00.3750 07/01/2027 | 0.06% |
| CONDOR MERGER P/P 144A 07.3750 02/15/2030 | 0.06% |
| LIBERTY MEDIA | 0.06% |
| LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.06% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.06% |
| VIRGIN MEDIA FIN PLC P/P 144A 05.0000 07/15/2030 | 0.06% |
| CHEGG INC CV 00.0000 09/01/2026 | 0.06% |
| FNR 2011-101 SA IO 05.4434 10/25/2041 | 0.06% |
| FNR 2016-70 QI IO 03.5000 10/25/2046 | 0.06% |
| GNR 2016-138 DI IO 04.0000 10/20/2046 | 0.06% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.06% |
| NRG ENERGY CV 02.7500 06/01/2048 | 0.06% |
| RINGCENTRAL CV 00.0000 03/01/2025 | 0.06% |
| 1.096 R ISWP SOFRRATE P 12/24/2026 | 0.06% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.06% |
| GFL ENVIRONMENTAL INC L+300 03.5000 05/31/2025 | 0.06% |
| GNR 2014-4 BI IO 04.0000 01/20/2044 | 0.06% |
| SWPTN 5YX2Y P 1.9 USD 06/22/2026 CI | 0.06% |
| SWPTN 7YX10Y R 1.232 USD 06/17/2027 JP | 0.06% |
| BILL.COM P/P 144A CV 00.0000 04/01/2027 | 0.06% |
| FNR 2013-41 IP IO 04.0000 05/25/2043 | 0.06% |
| ON SEMICONDUC P/P 144A CV 00.0000 05/01/2027 | 0.06% |
| SWPTN 10YX10Y P 0.45 EUR 01/29/2031 UB | 0.06% |
| SWPTN 1YX30Y P 2.194 USD 09/15/2022 CI | 0.06% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.06% |
| AMC ENT HLDGS P/P 144A 10.0000 06/15/2026 | 0.06% |
| FHR 4635 PI IO 04.0000 12/15/2046 | 0.06% |
| GAP INC/THE P/P 144A 03.8750 10/01/2031 | 0.06% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.06% |
| SCIENTIFIC GAMES INT P/P 144A 05.0000 10/15/2025 | 0.06% |
| SIKA AG REGS 00.1500 06/05/2025 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.06% |
| SWPTN 8YX10Y P 0.9 GBP 01/14/2030 UB | 0.06% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.06% |
| GNR 2015-H01 BI IO 01.5606 01/20/2065 | 0.06% |
| GNR 2015-H24 AI IO 01.7501 09/20/2065 | 0.06% |
| REPUBLIC OF COLOMBIA USD 07.3750 09/18/2037 | 0.06% |
| 0.315 R ISWP FWD EUR006M P 06/24/2040 | 0.06% |
| 1.737 R ISWP SOFR P 03/11/2032 | 0.06% |
| 2.325 R ISWP FWD CDOR03 P 06/15/2032 | 0.06% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.06% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.06% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.06% |
| REPUBLIC OF GHANA REGS 07.7500 04/07/2029 | 0.06% |
| SIGNAL PARENT INC P/P 144A 06.1250 04/01/2029 | 0.06% |
| 2.05 R ISWP FWD SOFR P 06/15/2052 | 0.06% |
| DOMINICAN REPUBLIC REGS 08.6250 04/20/2027 | 0.06% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.06% |
| KLEOPATRA HOLDINGS 2 REGS 06.5000 09/01/2026 | 0.06% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 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% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.06% |
| FNR 2020-75 MI IO 04.0000 11/25/2050 | 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% |
| GUARDANT HEAL CV 00.0000 11/15/2027 | 0.06% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.06% |
| AKAMAI TECH CV 00.1250 05/01/2025 | 0.06% |
| ELANCO ANIMAL HEALTH T L+175 01.9806 02/04/2027 | 0.06% |
| GNR 2015-64 YI IO 04.0000 11/20/2044 | 0.06% |
| GNR 2016-H17 KI IO 01.8874 07/20/2066 | 0.06% |
| GNR 2016-H27 EI IO 01.8752 12/20/2066 | 0.06% |
| SNAP INC P/P 144A CV 00.0000 05/01/2027 | 0.06% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.05% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.05% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.05% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.05% |
| SPOTIFY USA CV 00.0000 03/15/2026 | 0.05% |
| SWPTN 2YX2Y R 1.194 USD 06/22/2023 CI | 0.05% |
| SWPTN SOFR 10YX10Y P 1.826 USD 01/13/2032 CI | 0.05% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.05% |
| GNR 2013-182 IQ IO 04.5000 12/16/2043 | 0.05% |
| GNR 2016-H24 JI IO 01.9791 11/20/2066 | 0.05% |
| GNR 2017-179 WI IO 05.0000 12/20/2047 | 0.05% |
| GNR 2017-H02 BI IO 02.1104 01/20/2067 | 0.05% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.05% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.05% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.05% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.05% |
| SOLAR EDGE TECH USD 00.0000 09/15/2025 | 0.05% |
| SWPTN 10YX2Y P 0.983 USD 04/02/2030 UB | 0.05% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.05% |
| BIOMARIN PHAR CV 01.2500 05/15/2027 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.05% |
| FNR 2019-70 HI IO 04.0000 12/25/2049 | 0.05% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.05% |
| GNR 2013-76 IO IO 03.5000 05/20/2043 | 0.05% |
| GNR 2014-132 IO IO 05.0000 09/20/2044 | 0.05% |
| LIVE NATION CV 02.5000 03/15/2023 | 0.05% |
| OVINTIV INC 06.6250 08/15/2037 | 0.05% |
| SWPTN 10YX10Y R 1.204 USD 06/18/2030 JP | 0.05% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.05% |
| CMLTI 2007-AMC3 A2B 00.6366 03/25/2037 | 0.05% |
| GENERAL ELECTRIC CO 04.1560 12/29/2049 | 0.05% |
| MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 0.05% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.05% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.05% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.05% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.05% |
| 2.355 R ISWP FWD NOKOIB6M P 06/15/2032 | 0.05% |
| FHR 3919 SA IO 06.1034 09/15/2041 | 0.05% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.05% |
| GNR 2010-20 UI IO 05.0000 02/20/2040 | 0.05% |
| GNR 2014-46 SA IO 05.6514 03/20/2044 | 0.05% |
| MCGRAW-HILL ED P/P 144A 08.0000 08/01/2029 | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| CERIDIAN HCM CV 00.2500 03/15/2026 | 0.05% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.05% |
| GNR 2017-38 DI IO 05.0000 03/16/2047 | 0.05% |
| INSULET CORP CV 00.3750 09/01/2026 | 0.05% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.05% |
| BURL STORE CV 02.2500 04/15/2025 | 0.05% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.05% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.05% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.05% |
| FNR 2018-3 PI IO 04.0000 02/25/2048 | 0.05% |
| GNR 2015-131 MI IO 03.5000 09/20/2045 | 0.05% |
| GNR 2017-52 DI IO 05.5000 04/20/2047 | 0.05% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.05% |
| JETBLUE AIR P/P 144A CV 00.5000 04/01/2026 | 0.05% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.05% |
| SWPTN 7YX10Y R 1.168 USD 06/24/2027 JP | 0.05% |
| AMERICAN AIRLINES GRP CV 06.5000 07/01/2025 | 0.05% |
| BACM 2005-1 C 05.1165 11/10/2042 | 0.05% |
| BLOCK INC CV 00.2500 11/01/2027 | 0.05% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.05% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.05% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.05% |
| SWPTN SOFR 1YX30Y P 1.724 USD 03/02/2023 CI | 0.05% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.05% |
| TWILIO INC 03.6250 03/15/2029 | 0.05% |
| WFRBS 2011-C3 E 144A 05.0000 03/15/2044 | 0.05% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.05% |
| SWPTN SOFR 15YX10Y P 1.724 USD 01/13/2037 DE | 0.05% |
| SWPTN SOFR 1YX30Y P 1.735 USD 03/03/2023 CI | 0.05% |
| UPWORK INC P/P 144A CV 00.2500 08/15/2026 | 0.05% |
| ALTICE FINANCING P/P 144A 05.0000 01/15/2028 | 0.04% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.04% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.04% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.04% |
| GNR 2012-106 QI IO 04.0000 07/20/2042 | 0.04% |
| GNR 2014-H06 BI IO 01.4520 02/20/2064 | 0.04% |
| LYFT INC CV 01.5000 05/15/2025 | 0.04% |
| OMNICELL INC CV 00.2500 09/15/2025 | 0.04% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.04% |
| TEVA PHARMA NE USD 07.1250 01/31/2025 | 0.04% |
| BEAUTY HEALTH P/P 144A CV 01.2500 10/01/2026 | 0.04% |
| BOEING CO 05.9300 05/01/2060 | 0.04% |
| BOX INC CV 00.0000 01/15/2026 | 0.04% |
| FHR 5007 IC IO 05.0000 08/25/2050 | 0.04% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.04% |
| GNR 2014-163 NI IO 05.0000 02/20/2044 | 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% |
| TELADOC HE CV 01.2500 06/01/2027 | 0.04% |
| TOTALENERGIES SE REGS 00.5000 12/02/2022 | 0.04% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 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% |
| NCL CORP LTD P/P 144A CV 02.5000 02/15/2027 | 0.04% |
| SOFI TECH INC P/P 144A CV 00.0000 10/15/2026 | 0.04% |
| 1.1685 R ISWP FWD AUDBB6M P 04/01/2040 | 0.04% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.04% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.04% |
| GNR 2016-H06 CI IO 01.4056 02/20/2066 | 0.04% |
| GNR 2017-79 IB IO 05.5000 05/20/2047 | 0.04% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.04% |
| LIB TRIP A P/P 144A CV 00.5000 06/30/2051 | 0.04% |
| SWPTN 1YX30Y R 0.0 EUR 09/12/2022 UB | 0.04% |
| SWPTN SOFR 1YX30Y P 1.75 USD 03/02/2023 CI | 0.04% |
| SWPTN SOFR 3MX10Y R 2.31 USD 06/29/2022 CI | 0.04% |
| 1.354 R ISWP FWD EUR006M P 02/19/2050 | 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 06.4000 08/28/2028 | 0.04% |
| FHR 5011 SA IO 05.7934 09/25/2050 | 0.04% |
| FNR 2012-123 DI IO 03.5000 05/25/2041 | 0.04% |
| GNR 2016-75 EI IO 03.5000 08/20/2045 | 0.04% |
| GNR 2018-127 ID IO 05.0000 07/20/2045 | 0.04% |
| GUIDEWIRE SOFTWARE INC CV 01.2500 03/15/2025 | 0.04% |
| REPUBLIC OF PARAGUAY P/P 144A 03.8490 06/28/2033 | 0.04% |
| STACR 2018-HQA2 B1 04.7066 10/25/2048 | 0.04% |
| UBER TECH INC CV 00.0000 12/15/2025 | 0.04% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.04% |
| FNR 2010-35 SG IO 05.9434 04/25/2040 | 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% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.04% |
| UNITY SOFT P/P 144A CV 00.0000 11/15/2026 | 0.04% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.04% |
| CAS 2018-C06 2M2 02.5566 03/25/2031 | 0.04% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.04% |
| FHR 5004 SG IO 05.6434 08/25/2050 | 0.04% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.04% |
| GNR 2014-4 IC IO 04.0000 01/20/2044 | 0.04% |
| NEWELL BRANDS INC 04.4500 04/01/2026 | 0.04% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.04% |
| RAPID7 INC CV 00.2500 03/15/2027 | 0.04% |
| SHAKE SHACK I CV 00.0000 03/01/2028 | 0.04% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.04% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.04% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.04% |
| CAS 2017-C02 2B1 05.9566 09/25/2029 | 0.04% |
| HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.04% |
| SILICON LABS CV 00.6250 06/15/2025 | 0.04% |
| SWPTN 10YX10Y R 0.555 EUR 03/26/2030 GS | 0.04% |
| SWPTN 8YX10Y P 0.4879 GBP 08/20/2029 UB | 0.04% |
| WOLFSPEED INC P/P 144A CV 00.2500 02/15/2028 | 0.04% |
| AVALARA INC P/P 144A CV 00.2500 08/01/2026 | 0.04% |
| BLOCK INC CV 00.0000 05/01/2026 | 0.04% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.04% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.04% |
| FHS 326 S2 IO 05.5534 03/15/2044 | 0.04% |
| FNR 2012-127 BI IO 04.5000 11/25/2042 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 05/15/2028 | 0.04% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.04% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.04% |
| TWILIO INC 03.8750 03/15/2031 | 0.04% |
| ADIDAS AG 144A 00.0500 09/12/2023 | 0.04% |
| ENVESTNET INC P/P 144A CV 00.7500 08/15/2025 | 0.04% |
| ISTAR INC 04.7500 10/01/2024 | 0.04% |
| SPRINT CORP 07.6250 03/01/2026 | 0.04% |
| SWPTN 3YX10Y R 1.085 USD 04/29/2024 BA | 0.04% |
| SWPTN 5YX5Y R 0.153 EUR 09/10/2024 UB | 0.04% |
| UNITED MEXICAN STATES USD 03.2500 04/16/2030 | 0.04% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.04% |
| CELLNEX TELECOM SA REGS 01.5000 01/16/2026 | 0.04% |
| CENTENE CORP 03.0000 10/15/2030 | 0.04% |
| EMIR 2020-1 B1 144A 03.3066 01/25/2030 | 0.04% |
| FNR 2020-76 BI IO 04.5000 11/25/2050 | 0.04% |
| LIBERTY BROAD P/P 144A CV 01.2500 09/30/2050 | 0.04% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.04% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.04% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.03% |
| FHR 4165 TI IO 03.0000 12/15/2042 | 0.03% |
| FHR 4801 IG IO 03.0000 06/15/2048 | 0.03% |
| FIVE9 INC CV 00.5000 06/01/2025 | 0.03% |
| GNR 2013-182 SY IO 05.6514 12/20/2043 | 0.03% |
| GNR 2021-98 SK IO 05.8514 06/20/2051 | 0.03% |
| NCL CORP LTD CV 05.3750 08/01/2025 | 0.03% |
| STACR 2019-HQA1 B2 12.7066 02/25/2049 | 0.03% |
| SWPTN 10YX20Y P 0.296 EUR 01/29/2031 UB | 0.03% |
| WINNEBAGO IND CV 01.5000 04/01/2025 | 0.03% |
| 0.80 R ISWP FWD EUR006M P 02/21/2050 | 0.03% |
| 3.10 R ISWP FWD NFIX3MID P 06/15/2032 | 0.03% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.03% |
| CANPACK SA/CANPACK U P/P 144A 03.8750 11/15/2029 | 0.03% |
| CAS 2019-R04 2B1 05.7066 06/25/2039 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.03% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.03% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.03% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.03% |
| DELIVERY HERO AG REGS 01.5000 01/15/2028 | 0.03% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.03% |
| GNR 2015-52 KI IO 03.5000 11/20/2040 | 0.03% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.03% |
| SOUTHWESTERN ENERGY TLB S+C+250 03.0000 06/08/2027 | 0.03% |
| 1.7515 R ISWP SOFR P 02/29/2032 | 0.03% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.03% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.03% |
| CLEAR CHANNEL OUTDOOR L+350 03.7990 08/21/2026 | 0.03% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.03% |
| DRAFTKINGS CV 00.0000 03/15/2028 | 0.03% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.03% |
| SOCIETE GENERALE P/P 144A 04.7500 05/26/2026 | 0.03% |
| STACR 2020-HQA2 M2 03.5566 03/25/2050 | 0.03% |
| UNITED RENTALS NORTH AM 03.7500 01/15/2032 | 0.03% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.03% |
| CAS 2015-C04 1M2 06.1566 04/25/2028 | 0.03% |
| CAS 2017-C03 1M2 03.4566 10/25/2029 | 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% |
| DIGITALOCEAN P/P 144A CV 00.0000 12/01/2026 | 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 2013-27 IJ IO 04.0000 02/20/2043 | 0.03% |
| GNR 2014-71 PI IO 04.5000 12/20/2039 | 0.03% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.03% |
| INTL CONSOLIDATED AIRLIN REGS 01.1250 05/18/2028 | 0.03% |
| JOHN BEAN TEC P/P 144A CV 00.2500 05/15/2026 | 0.03% |
| MIDDLEBY CORP CV 01.0000 09/01/2025 | 0.03% |
| 0.2529 R ISWP FWD MUTKCALM P 08/29/2043 | 0.03% |
| FHR 4122 TI IO 04.5000 10/15/2042 | 0.03% |
| GNR 2010-35 AI IO 04.5000 03/20/2040 | 0.03% |
| GNR 2013-99 VS IO 05.6694 07/16/2043 | 0.03% |
| GNR 2015-131 CI IO 03.5000 09/20/2045 | 0.03% |
| GNR 2015-168 IG IO 03.5000 03/20/2043 | 0.03% |
| LIBERTY MEDIA CV 01.3750 10/15/2023 | 0.03% |
| MCAS 2020-01 M10 144A 04.2066 03/25/2050 | 0.03% |
| NEXI SPA REGS 00.0000 02/24/2028 | 0.03% |
| STACR 2020-DNA4 B2 10.4566 08/25/2050 | 0.03% |
| SWPTN 2YX30Y P 1.715 USD 02/01/2023 UB | 0.03% |
| SWPTN 3MX5Y R 1.208 USD 04/21/2022 CI | 0.03% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.03% |
| 0.3175 R ISWP FWD EUR006M P 03/28/2040 | 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% |
| FHR 4077 IK IO 05.0000 07/15/2042 | 0.03% |
| GNR 2010-20 SC IO 05.7014 02/20/2040 | 0.03% |
| GNR 2013-129 SN IO 05.7014 09/20/2043 | 0.03% |
| GNR 2020-15 CS IO 05.6014 02/20/2050 | 0.03% |
| ORGANON & CO/ORG P/P 144A 05.1250 04/30/2031 | 0.03% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 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% |
| UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.03% |
| CHEESECAKE FACTR CV 00.3750 06/15/2026 | 0.03% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.03% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.03% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 JP | 0.03% |
| CWALT 2005-38 A3 01.1566 09/25/2035 | 0.03% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.03% |
| JET2 PLC REGS 01.6250 06/10/2026 | 0.03% |
| STRU BMOC-8710 SA IO 05.7014 07/20/2050 | 0.03% |
| SWPTN 5YX10Y P 1.937 USD 02/02/2026 TD | 0.03% |
| SWPTN 5YX30Y R 1.304 EUR 06/05/2024 BA | 0.03% |
| UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.03% |
| ZALANDO SE REGS 00.0500 08/06/2025 | 0.03% |
| BLACKSTONE MORTGAGE TR CV 04.7500 03/15/2023 | 0.03% |
| CAS 2018-C03 1B1 04.2066 10/25/2030 | 0.03% |
| CLOUDFLARE P/P 144A CV 00.0000 08/15/2026 | 0.03% |
| DEUTSCHE POST AG REGS 00.0500 06/30/2025 | 0.03% |
| GNR 2013-167 IO IO 04.5000 09/20/2040 | 0.03% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.03% |
| IRB HOLDING CO S+C+300 03.7500 12/15/2027 | 0.03% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.03% |
| PEGASYSTEMS CV 00.7500 03/01/2025 | 0.03% |
| SWPTN 5YX20Y P 2.495 AUD 11/23/2026 JP | 0.03% |
| SWPTN 5YX2Y R 0.26 EUR 06/24/2026 GS | 0.03% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| CAS 2016-C05 2B 11.2066 01/25/2029 | 0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CG | 0.02% |
| GNR 2012-8 PI IO 04.0000 05/20/2041 | 0.02% |
| GNR 2013-37 JI IO 03.5000 01/20/2043 | 0.02% |
| GNR 2016-79 IO IO 03.5000 06/20/2046 | 0.02% |
| GNR 2019-78 SJ IO 05.6014 06/20/2049 | 0.02% |
| GNR 2019-99 KS IO 05.6014 08/20/2049 | 0.02% |
| GNR 2020-63 PS IO 05.6514 04/20/2050 | 0.02% |
| LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.02% |
| LIBERTY MEDIA CV 01.0000 01/30/2023 | 0.02% |
| MCAS 2019-01 M10 144A 03.7066 10/15/2049 | 0.02% |
| QIAGEN NV REGS 01.0000 11/13/2024 | 0.02% |
| ALTICE FRANCE SA P/P 144A 05.5000 10/15/2029 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| EVERBRIDGE IN CV 00.0000 03/15/2026 | 0.02% |
| FHR 4024 PI IO 04.5000 12/15/2041 | 0.02% |
| NEOGENOMICS INC CV 00.2500 01/15/2028 | 0.02% |
| OLYMPUS WTR US HLDG P/P 144A 04.2500 10/01/2028 | 0.02% |
| SWPTN 10YX10Y R 0.43 EUR 08/20/2029 UB | 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% |
| ALARM.COM HLD CV 00.0000 01/15/2026 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 02/01/2027 | 0.02% |
| CAS 2016-C06 1B 09.7066 04/25/2029 | 0.02% |
| CAS 2018-C05 1B1 04.7066 01/25/2031 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.02% |
| FREEDOM MTGE CORP 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% |
| GOVERNMENT OF JAMAICA USD 06.7500 04/28/2028 | 0.02% |
| IRONWOOD PHAR CV 01.5000 06/15/2026 | 0.02% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.02% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.02% |
| SWPTN 12YX10Y R 2.5 USD 11/09/2029 JP | 0.02% |
| SWPTN 20YX20Y P 1.625 USD 01/22/2041 CI | 0.02% |
| SWPTN 5YX30Y P 1.304 EUR 06/05/2024 BA | 0.02% |
| SWPTN 5YX30Y P 2.032 USD 01/14/2025 JP | 0.02% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.02% |
| 1.47 R ISWP FWD AUDBB6M P 03/05/2035 | 0.02% |
| BLACKLINE INC CV 00.0000 03/15/2026 | 0.02% |
| BP CAPITAL MARKETS PLC REGS 01.0000 04/28/2023 | 0.02% |
| CAS 2017-C03 1B1 05.3066 10/25/2029 | 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% |
| GNR 2013-54 JI IO 03.5000 02/20/2043 | 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% |
| PERFICIENT IN P/P 144A CV 00.1250 11/15/2026 | 0.02% |
| SWPTN 5YX10Y P 2.39 USD 06/04/2024 MS | 0.02% |
| SWPTN SOFR 10YX10Y P 1.905 USD 01/12/2032 JP | 0.02% |
| TANDEM DIABET P/P 144A CV 01.5000 05/01/2025 | 0.02% |
| 0.9035 R ISWP FWD EUR006M P 02/19/2050 | 0.02% |
| BAUSCH HLTH COS INC P/P 144A 05.2500 02/15/2031 | 0.02% |
| FHR 4839 WS IO 05.7034 08/15/2056 | 0.02% |
| GBP/USD 06/15/2022 SSBT | 0.02% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.02% |
| ILLUMINA INC CV 00.0000 08/15/2023 | 0.02% |
| MONGODB INC CV 00.2500 01/15/2026 | 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% |
| SCOTTS MIRACLE-GRO C 04.3750 02/01/2032 | 0.02% |
| SEA LTD USD 00.2500 09/15/2026 | 0.02% |
| SWPTN 1YX10Y P 2.2875 USD 05/09/2022 BA | 0.02% |
| SWPTN 5YX30Y P 1.727 USD 01/22/2025 GS | 0.02% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.02% |
| VIAVI SOLUTIO CV 01.0000 03/01/2024 | 0.02% |
| 1.455 R ISWP FWD SONIA P 06/15/2032 | 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% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 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% |
| DISH NETWORK CV 00.0000 12/15/2025 | 0.02% |
| FHR 4945 SL IO 05.5934 01/25/2050 | 0.02% |
| FNR 2013-49 IP IO 03.5000 12/25/2042 | 0.02% |
| FNR 2019-57 KS IO 05.5934 10/25/2049 | 0.02% |
| GSMS 2014-GC18 B 04.8850 01/10/2047 | 0.02% |
| IMPINJ INC P/P 144A CV 01.1250 05/15/2027 | 0.02% |
| OMIR 2019-1A B1B 04.8066 07/25/2029 | 0.02% |
| SHOPIFY INC USD 00.1250 11/01/2025 | 0.02% |
| SPRINT CORP 07.8750 09/15/2023 | 0.02% |
| SWPTN 20YX5Y P 1.87 USD 07/09/2041 UB | 0.02% |
| SWPTN 4YX10Y P 2.16 USD 02/19/2025 WE | 0.02% |
| SWPTN SOFR 10YX10Y P 1.8225 USD 01/13/2032 WE | 0.02% |
| WIX LTD USD 00.0000 08/15/2025 | 0.02% |
| ASURION CORP TLB9 L+325 03.7074 07/31/2027 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.02% |
| ENVISTA HLDGS CV 02.3750 06/01/2025 | 0.02% |
| FNR 2013-44 PI IO 04.0000 01/25/2043 | 0.02% |
| GNR 2012-56 IB IO 04.0000 04/20/2042 | 0.02% |
| GNR 2018-127 IC IO 05.0000 10/20/2044 | 0.02% |
| JPMCC 2013-LC11 D 04.1649 04/15/2046 | 0.02% |
| SWPTN 4YX1Y R 1.115 USD 01/14/2025 BA | 0.02% |
| SWPTN 5YX30Y R 1.053 EUR 06/04/2024 BA | 0.02% |
| BSABS 2005-HE8 M3 02.4066 08/25/2035 | 0.02% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.02% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.02% |
| DATADOG INC CV 00.1250 06/15/2025 | 0.02% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.02% |
| FNR 2017-65 LI IO 04.0000 08/25/2047 | 0.02% |
| FNR 2020-12 SK IO 05.5934 03/25/2050 | 0.02% |
| GNR 2016-84 IB IO 04.5000 11/16/2045 | 0.02% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.02% |
| MICROSTRATEGY CV 00.0000 02/15/2027 | 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% |
| SWPTN 5YX10Y P 1.805 USD 12/14/2026 JP | 0.02% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.02% |
| ZSCALER INC. CV 00.1250 07/01/2025 | 0.02% |
| 3D SYS CORP P/P 144A CV 00.0000 11/15/2026 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% |
| CAS 2019-R03 1B1 04.5566 09/25/2031 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.02% |
| GNR 2013-37 LI IO 03.5000 01/20/2042 | 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% |
| SWPTN 10YX20Y R 2.8175 USD 03/23/2027 GS | 0.02% |
| SWPTN 15YX10Y P 2.0 AUD 09/10/2036 UB | 0.02% |
| SWPTN 7YX25Y R 2.902 USD 11/08/2024 JP | 0.02% |
| CAS 2018-C06 1B1 04.2066 03/25/2031 | 0.02% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.02% |
| FNR 2013-40 YI IO 03.5000 06/25/2042 | 0.02% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.02% |
| OMIR 2019-1A B1A 03.9566 07/25/2029 | 0.02% |
| STACR 2020-DNA5 B2 11.5990 10/25/2050 | 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 2005-65CB 2A1 00.8816 12/25/2035 | 0.02% |
| FNR 2013-60 IP IO 04.0000 10/25/2042 | 0.02% |
| GNR 2018-94 AI IO 04.5000 07/20/2048 | 0.02% |
| IVORY COAST REGS 05.2500 03/22/2030 | 0.02% |
| REPUBLIC OF KENYA REGS 06.8750 06/24/2024 | 0.02% |
| STACR 2020-DNA3 B2 09.8066 06/25/2050 | 0.02% |
| SWPTN 7YX25Y R 2.505 USD 11/13/2024 MS | 0.02% |
| SWPTN 7YX25Y R 2.689 USD 11/12/2024 CI | 0.02% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| 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% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| COMM 2012-LC4 B 04.9340 12/10/2044 | 0.01% |
| CWALT 2006-OA7 1A2 01.0811 06/25/2046 | 0.01% |
| DOCUSIGN INC CV 00.0000 01/15/2024 | 0.01% |
| FNR 2019-5 SA IO 05.6434 03/25/2049 | 0.01% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.01% |
| GNR 2013-79 XI IO 03.5000 11/20/2039 | 0.01% |
| GNR 2017-H05 CI IO 02.3148 02/20/2067 | 0.01% |
| GSMS 2013-GC10 D P/P 144A 04.4018 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% |
| 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% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STACR 2014-DN1 M3 04.9566 02/25/2024 | 0.01% |
| SUNRUN INC CV 00.0000 02/01/2026 | 0.01% |
| SWPTN 7YX1Y R 1.76 USD 01/14/2028 BA | 0.01% |
| SWPTN SOFR 2YX5Y R 1.7 USD 01/11/2024 JP | 0.01% |
| TPMT 2019-2 A2 03.7500 12/25/2058 | 0.01% |
| UPSTART HOLDI P/P 144A CV 00.2500 08/15/2026 | 0.01% |
| WFCM 2016-C33 D 144A 03.1230 03/15/2059 | 0.01% |
| CAS 2017-C04 2M2 03.3066 11/25/2029 | 0.01% |
| CAS 2020-SBT1 1M2 04.1066 02/25/2040 | 0.01% |
| CDI ESCROW ISSR INC P/P 144A 05.7500 04/01/2030 | 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-.6 2063-05-11 300.0 05/11/2063 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| FNR 2015-42 LS IO 05.7434 06/25/2045 | 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% |
| NCL CORPORATION LTD P/P 144A 05.8750 02/15/2027 | 0.01% |
| NEUROCRINE CV 02.2500 05/15/2024 | 0.01% |
| NOVOCURE LTD USD 00.0000 11/01/2025 | 0.01% |
| SWPTN 10YX20Y R 1.918 USD 01/22/2031 CI | 0.01% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.01% |
| WFRBS 2012-C9 E 144A 04.8184 11/15/2045 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.01% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 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% |
| GNR 2012-H29 AI IO 01.3487 10/20/2062 | 0.01% |
| GNR 2012-H29 FI IO 01.3487 10/20/2062 | 0.01% |
| GNR 2019-83 SY IO 05.6514 07/20/2049 | 0.01% |
| JPMBB 2014-C22 C 04.5540 09/15/2047 | 0.01% |
| JPMDB 2017-C5 C 04.5122 03/15/2050 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.01% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.01% |
| SWPTN 1YX20Y R 2.5 AUD 11/23/2022 JP | 0.01% |
| SWPTN SOFR 10YX30Y P 1.544 USD 01/12/2032 JP | 0.01% |
| SWPTN SOFR 4YX30Y P 2.02 USD 03/24/2026 MS | 0.01% |
| TPMT 2018-5 M1 03.2500 07/25/2058 | 0.01% |
| 0.0619 R ISWP MUTKCALM P 02/25/2031 | 0.01% |
| ASCENDIS PHARMA A/S P/P 144A 02.2500 04/01/2028 | 0.01% |
| CAS 2015-C02 1M2 04.4566 05/25/2025 | 0.01% |
| CENTENE CORP 04.6250 12/15/2029 | 0.01% |
| CHF/USD 06/15/2022 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% |
| CSAIL 2015-C1 D 144A 03.7610 04/15/2050 | 0.01% |
| DOMINICAN REPUBLIC P/P 144A 04.5000 01/30/2030 | 0.01% |
| FNR 2015-30 IO IO 05.5000 05/25/2045 | 0.01% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.01% |
| GNR 2013-183 JI IO 04.5000 02/16/2043 | 0.01% |
| GNR 2013-27 PI IO 03.5000 12/20/2042 | 0.01% |
| GNR 2015-79 MI IO 04.0000 05/20/2044 | 0.01% |
| GNR 2017-26 MI IO 05.0000 11/20/2039 | 0.01% |
| GNR 2018-127 IA IO 03.5000 04/20/2042 | 0.01% |
| GNR 2018-139 SA IO 05.7014 10/20/2048 | 0.01% |
| GNR 2019-96 SY IO 05.6514 08/20/2049 | 0.01% |
| GSMS 2012-GCJ7 D 144A 05.5609 05/10/2045 | 0.01% |
| OPTION CARE HLTH INC P/P 144A 04.3750 10/31/2029 | 0.01% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.01% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.01% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.01% |
| SWPTN 5YX2Y R 1.9 USD 06/22/2026 CI | 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% |
| CD 2017-CD3 C 04.5545 02/10/2050 | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.01% |
| FHR 4213 GI IO 04.0000 11/15/2041 | 0.01% |
| FIVERR INTL LTD USD 00.0000 11/01/2025 | 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% |
| LEVEL 3 FINANCING INC. 05.2500 03/15/2026 | 0.01% |
| NEXITY SA REGS 00.2500 03/02/2025 | 0.01% |
| SWPTN 5YX30Y P 1.053 EUR 06/04/2024 BA | 0.01% |
| YUM! BRANDS INC 05.3750 04/01/2032 | 0.01% |
| 1.445 R ISWP FWD AUDBB6M P 03/28/2040 | 0.01% |
| 2.67 R ISWP FWD AUDBB6M P 06/15/2032 | 0.01% |
| CAS 2016-C04 1B 10.7066 01/25/2029 | 0.01% |
| CAS 2021-R01 1B2 06.0990 10/25/2041 | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.01% |
| COMM 2014-CR17 E 144A 04.8480 05/10/2047 | 0.01% |
| FHR 4105 HI IO 03.5000 07/15/2041 | 0.01% |
| FNR 2013-35 PI IO 03.0000 02/25/2042 | 0.01% |
| FNR 2013-70 CI IO 03.5000 01/25/2043 | 0.01% |
| FNR 2019-73 SC IO 05.5934 12/25/2049 | 0.01% |
| GNR 2013-28 IO IO 03.5000 02/20/2043 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 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 08.0566 10/25/2030 | 0.01% |
| SEK/USD 06/15/2022 UBS | 0.01% |
| STACR 2019-DNA1 M2 03.1066 01/25/2049 | 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% |
| 1.4025 R ISWP FWD AUDBB6M P 03/25/2035 | 0.01% |
| AUD/USD 04/20/2022 JPMCB | 0.01% |
| CAS 2017-C06 2M2 03.2566 02/25/2030 | 0.01% |
| CAS 2019-R01 2M2 02.9066 07/25/2031 | 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% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| COMM 2013-CR9 D 144A 04.2776 07/10/2045 | 0.01% |
| COMM 2014-CR16 C 04.9108 04/10/2047 | 0.01% |
| COMM 2014-UBS3 D 144A 04.7677 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% |
| EQT CORP 05.0000 01/15/2029 | 0.01% |
| FNR 2019-43 JS IO 05.5934 08/25/2049 | 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% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| STACR 2016-HQA2 M3 05.6066 11/25/2028 | 0.01% |
| UBSBB 2012-C2 F 144A 05.0000 05/10/2063 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| 1.4425 R ISWP SOFRRATE P 12/31/2034 | 0.01% |
| ASBURY AUTOMOTIVE GR P/P 144A 04.6250 11/15/2029 | 0.01% |
| CARNIVAL CORP P/P 144A 07.6250 03/01/2026 | 0.01% |
| CAS 2016-C03 1M2 05.7566 10/25/2028 | 0.01% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.01% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.01% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| FHR 4020 IA IO 04.0000 03/15/2027 | 0.01% |
| FHR 4484 TI IO 03.5000 11/15/2044 | 0.01% |
| FHR 4937 MS IO 05.5934 12/25/2049 | 0.01% |
| FILTRATION GROUP CORP L+350 04.0000 10/19/2028 | 0.01% |
| FNR 2019-38 SC IO 05.5934 07/25/2049 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 04.0060 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% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.01% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STACR 2018-DNA1 B1 03.6066 07/25/2030 | 0.01% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| SWPTN 3YX10Y R 1.29 USD 03/18/2024 BA | 0.01% |
| SWPTN SOFR 10YX10Y P 2.135 USD 03/30/2032 DE | 0.01% |
| VIRGIN MEDIA SECURED P/P 144A 05.0000 04/15/2027 | 0.01% |
| ZILLOW GROUP INC CV 02.7500 05/15/2025 | 0.01% |
| 1.541 R ISWP SOFRRATE P 12/31/2041 | 0.01% |
| 1.692 R ISWP FWD AUDBB6M P 01/30/2035 | 0.01% |
| 1.724 R ISWP FWD SOFR P 01/15/2047 | 0.01% |
| 2.3365 R ISWP SOFR P 03/31/2027 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% |
| CAS 2020-R02 2B1 03.4566 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 MS | 0.01% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.01% |
| FNR 2012-145 TI IO 03.0000 11/25/2042 | 0.01% |
| FNR 2015-83 IO IO 04.0000 10/25/2043 | 0.01% |
| FNR 2015-88 QI IO 04.0000 10/25/2044 | 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% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| SWPTN 20YX20Y R 1.625 USD 01/22/2041 CI | 0.01% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.01% |
| WAMU 2005-AR10 1A3 02.9426 09/25/2035 | 0.01% |
| WAMU 2005-AR13 A1C3 01.4366 10/25/2045 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% |
| BWAY CORP TLB L+325 03.7051 04/03/2024 | 0.00% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 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-.8 2057-10-17 300.0 10/17/2057 CG | 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 2017-87 KI IO 05.0000 06/25/2041 | 0.00% |
| FSPC T-57 1AX IO 00.3941 07/25/2043 | 0.00% |
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| GNR 2018-21 AI IO 03.5000 02/20/2048 | 0.00% |
| HCA INC. 05.3750 09/01/2026 | 0.00% |
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| 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% |
| NZD/USD 04/20/2022 SSBT | 0.00% |
| ORTHO-CLINICAL DIAGNOS L+300 03.2776 06/30/2025 | 0.00% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.00% |
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| SCIENTIFIC GAMES CORP L+275 03.2074 08/14/2024 | 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 02.9066 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 20YX5Y R 1.87 USD 07/09/2041 UB | 0.00% |
| 1.441 R ISWP FWD AUDBB6M P 07/02/2045 | 0.00% |
| 1.522 R ISWP SOFRRATE P 12/31/2051 | 0.00% |
| ADIENT TLB L+325 03.7074 04/01/2028 | 0.00% |
| ARBY'S TLB L+275 03.7500 02/05/2025 | 0.00% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.00% |
| 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 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-.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% |
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| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.00% |
| EUR/USD 06/15/2022 RBSF | 0.00% |
| GNMA GII30 BP5514 03.5000 09/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.00% |
| NETFLIX INC 04.8750 04/15/2028 | 0.00% |
| NEWS CORP P/P 144A 05.1250 02/15/2032 | 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 2.405 USD 03/03/2031 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 05.0060 07/24/2024 | 0.00% |
| WHITE CAP TLB S+375 04.2500 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% |
| YANDEX NV REGS 00.7500 03/03/2025 | 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% |
| 2.299 R ISWP SOFR P 04/01/2027 | 0.00% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.00% |
| ASBURY AUTOMOTIVE GR P/P 144A 05.0000 02/15/2032 | 0.00% |
| BALTA 2005-8 21A1 02.5495 10/25/2035 | 0.00% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.00% |
| BSCMS 2005-PWR7 B 04.8825 02/11/2041 | 0.00% |
| CAD/USD 04/20/2022 BANKAM | 0.00% |
| CAS 2015-C01 1M2 04.7566 02/25/2025 | 0.00% |
| CAS 2018-C01 1M2 02.7066 07/25/2030 | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 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% |
| 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% |
| 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% |
| GNR 2014-108 IP IO 04.5000 12/20/2042 | 0.00% |
| GNR 2015-17 LI IO 03.5000 05/16/2040 | 0.00% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.00% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 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 04.0749 07/15/2046 | 0.00% |
| MWST 2020-2 A 01.2566 11/25/2053 | 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 04.0060 10/01/2025 | 0.00% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.00% |
| SWPTN 10YX10Y P 2.427 USD 06/03/2031 CI | 0.00% |
| SWPTN 2YX30Y P 2.3075 USD 06/20/2022 BA | 0.00% |
| SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | 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% |
| 0.951 R ISWP FWD EUR006M P 06/15/2032 | 0.00% |
| 1.051 R ISWP FWD EUR006M P 02/19/2050 | 0.00% |
| 2.288 R ISWP SOFR P 03/31/2027 | 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% |
| AUD/USD 04/20/2022 MSCIL | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 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.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 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-.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% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CZK/USD 06/15/2022 UBS | 0.00% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.00% |
| FNR 2013-18 SB IO 05.6934 10/25/2041 | 0.00% |
| FNW 2002-W8 IO1 IO 00.2982 06/25/2042 | 0.00% |
| GNMA GII30 BT5534 05.0000 03/20/2050 | 0.00% |
| GNR 2014-163 PI IO 04.0000 10/20/2043 | 0.00% |
| GNR 2016-77 SL IO 05.7014 03/20/2043 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| IHEARTMEDIA TLB L+300 03.4574 05/01/2026 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JPY/USD 05/18/2022 SSBT | 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 04.3517 08/15/2046 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NZD/USD 04/20/2022 GSFX | 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% |
| PLN/USD 06/15/2022 GSFX | 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 2018-HQA2 M2 02.7566 10/25/2048 | 0.00% |
| SWPTN 5YX10Y R 2.39 USD 06/04/2024 MS | 0.00% |
| SWPTN SOFR 1MX10Y R 2.194 USD 04/22/2022 CI | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| THYSSENKRUPP ELEVATOR L+350 04.0146 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% |
| YUM! BRANDS INC. 03.6250 03/15/2031 | 0.00% |
| 0.551 R ISWP FWD EUR006M P 06/15/2024 | 0.00% |
| 0.901 R ISWP FWD EUR006M P 06/15/2027 | 0.00% |
| 2.3005 R ISWP SOFR P 03/31/2024 | 0.00% |
| 4.46 R ISWP FWD CZECH INTERBANK RATES 6 MONTH P 06/15/2027 | 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 COR P/P 144A 08.3750 07/15/2026 | 0.00% |
| AUD/USD 04/20/2022 BANKAM | 0.00% |
| AUD/USD 04/20/2022 HSBCB | 0.00% |
| BRL/USD 07/05/2022 GSFX | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 04/20/2022 GSFX | 0.00% |
| CAD/USD 04/20/2022 MSCIL | 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% |
| CLP/USD 04/20/2022 CITI | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.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 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 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 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| DIAMOND SPORTS TL 2L S+325 3.789750 08/24/2026 | 0.00% |
| EUR/USD 06/15/2022 MSCIL | 0.00% |
| FHR 4210 PI IO 03.0000 12/15/2041 | 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 2013-30 IP IO 03.0000 10/25/2041 | 0.00% |
| GBP/USD 06/15/2022 BCAP-FX | 0.00% |
| GNMA GII30 BP7505 03.5000 10/20/2049 | 0.00% |
| GNMA GII30 BP7740 03.5000 11/20/2049 | 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% |
| MXN/USD 04/20/2022 SSBT | 0.00% |
| NETFLIX INC 05.8750 02/15/2025 | 0.00% |
| NOK/USD 06/15/2022 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% |
| SWPTN EUR006M 12YX30Y R 0.7 EUR 03/30/2034 UB | 0.00% |
| SWPTN SOFR 10YX10Y R 1.905 USD 01/12/2032 JP | 0.00% |
| SWPTN SOFR 5YX10Y R 1.81 USD 01/12/2027 JP | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| VTB BANK (VTB CAP SA P/P 144A 06.9500 10/17/2022 | 0.00% |
| 1.001 R ISWP FWD EUR006M P 06/15/2052 | 0.00% |
| AUD/USD 04/20/2022 UBS | 0.00% |
| BSCMS 2007-T26 AJ 05.5660 01/12/2045 | 0.00% |
| CAD/USD 04/20/2022 JPMCB | 0.00% |
| CAD/USD 04/20/2022 UBS | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CAS 2015-C03 2M2 05.4566 07/25/2025 | 0.00% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.00% |
| CHF/USD 06/15/2022 BCAP-FX | 0.00% |
| CHF/USD 06/15/2022 JPMCB | 0.00% |
| CHF/USD 06/15/2022 RBSF | 0.00% |
| CHF/USD 06/15/2022 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.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 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.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.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.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 GS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 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 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-.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 JP | 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 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% |
| EUR/USD 06/15/2022 BCAP-FX | 0.00% |
| EUR/USD 06/15/2022 GSFX | 0.00% |
| EUR/USD 06/15/2022 HSBCB | 0.00% |
| EUR/USD 06/15/2022 UBS | 0.00% |
| FNGT 1998-T2 A4 IO 06.5000 10/25/2036 | 0.00% |
| FNR 2001-50 BI IO 00.3787 10/25/2041 | 0.00% |
| FNR 2013-115 CI IO 04.0000 02/25/2043 | 0.00% |
| FNS 399 2 IO 05.5000 11/25/2039 | 0.00% |
| FNS 404 2 IO 04.5000 05/25/2040 | 0.00% |
| FNS 405 2 IO 04.0000 10/25/2040 | 0.00% |
| GBP/USD 06/15/2022 BANKAM | 0.00% |
| GBP/USD 06/15/2022 JPMCB | 0.00% |
| GBP/USD 06/15/2022 MSCIL | 0.00% |
| GBP/USD 06/15/2022 UBS | 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 2015-134 LI IO 03.5000 05/20/2039 | 0.00% |
| GUARANTEED RATE INC-WTS | 0.00% |
| JPY/USD 05/18/2022 BANKAM | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 05.7043 12/15/2049 | 0.00% |
| NOK/USD 06/15/2022 BANKAM | 0.00% |
| NOK/USD 06/15/2022 BCAP-FX | 0.00% |
| NOK/USD 06/15/2022 JPMCB | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 04/20/2022 BANKAM | 0.00% |
| NZD/USD 04/20/2022 UBS | 0.00% |
| OPTN FN30 3.5 04/06/22 CALL |