,,,,Par Value %,Par Value %,Par Value %,Par Value %,Number of Transactions,Number of Transactions,Number of Transactions,Number of Transactions,Par Value by Maturity,Par Value by Maturity,Par Value by Maturity,Par Value by Maturity,Customer Buy,Customer Buy,Customer Buy,Customer Buy,Customer Sell,Customer Sell,Customer Sell,Customer Sell,Interdealer,Interdealer,Interdealer,Interdealer
MONTH,Grade,AVG Size (000s),Total,<5mm,>5mm,>=10mm,>=25mm,<5mm,>5mm,>=10mm,>=25mm,<5yrs,>=5yrs,>=10yrs,>=25yrs,<5yrs,>=5yrs,>=10yrs,>=25yrs,<5yrs,>=5yrs,>=10yrs,>=25yrs,<5yrs,>=5yrs,>=10yrs,>=25yrs
Jun-2021,Investment Grade,"11,412.49","183,387,302.83",0.00%,29.51%,52.78%,17.72%,0,7819,7370,880,37.67%,27.05%,15.96%,19.32%,15.21%,11.21%,7.05%,8.63%,18.63%,13.30%,7.25%,8.54%,3.83%,2.54%,1.65%,2.15%
Jun-2021,High Yield,"3,506.01","99,493,471.60",50.36%,25.70%,18.15%,5.79%,22478,4357,1410,133,31.02%,35.89%,12.97%,20.12%,12.81%,14.51%,5.05%,7.64%,14.07%,15.49%,5.72%,8.85%,4.14%,5.88%,2.19%,3.62%
Jun-2021,Agency,"19,824.30","40,996,656.66",0.00%,10.21%,33.87%,55.93%,0,598,1031,439,68.96%,21.62%,8.39%,1.03%,39.96%,12.26%,4.08%,0.54%,11.99%,2.84%,1.99%,0.49%,17.02%,6.52%,2.32%,0.00%
Jun-2021,144A - IG,"11,982.72","41,232,532.16",0.00%,28.17%,51.25%,20.58%,0,1666,1578,197,48.49%,27.17%,14.12%,10.22%,22.21%,12.15%,6.58%,4.24%,23.20%,13.36%,6.28%,4.98%,3.08%,1.66%,1.27%,1.00%
Jun-2021,144A - HY,"3,455.52","121,751,945.07",52.71%,25.69%,16.13%,5.47%,28212,5335,1531,156,29.46%,62.69%,5.57%,2.28%,13.26%,27.34%,2.37%,0.99%,14.13%,27.42%,2.36%,1.09%,2.07%,7.93%,0.83%,0.20%
May-2021,Investment Grade,"11,480.59","167,042,607.19",0.00%,28.34%,53.89%,17.77%,0,6834,6911,805,37.80%,25.08%,14.57%,22.56%,14.79%,10.60%,6.62%,10.14%,19.53%,12.20%,6.60%,10.22%,3.48%,2.27%,1.35%,2.20%
May-2021,High Yield,"3,541.20","90,438,622.42",48.32%,26.69%,20.18%,4.82%,19845,4139,1443,112,31.68%,36.47%,13.24%,18.61%,13.29%,14.77%,5.20%,6.97%,14.37%,15.87%,5.85%,8.35%,4.02%,5.83%,2.19%,3.30%
May-2021,Agency,"21,042.13","46,797,706.66",0.00%,11.12%,29.45%,59.44%,0,739,1014,471,67.94%,22.79%,6.86%,2.41%,41.17%,12.44%,3.39%,1.34%,14.27%,4.00%,2.16%,1.01%,12.50%,6.35%,1.31%,0.07%
May-2021,144A - IG,"10,873.34","33,652,990.89",0.00%,32.20%,53.74%,14.06%,0,1560,1398,137,42.81%,26.06%,16.47%,14.66%,19.49%,11.64%,7.62%,6.31%,20.17%,12.22%,7.66%,7.50%,3.15%,2.20%,1.20%,0.85%
May-2021,144A - HY,"3,437.66","119,685,452.97",52.60%,26.01%,17.70%,3.69%,27780,5287,1624,125,28.18%,61.04%,8.82%,1.97%,12.78%,25.92%,3.51%,0.86%,13.31%,26.94%,3.78%,1.00%,2.09%,8.18%,1.53%,0.10%
Apr-2021,Investment Grade,"11,094.90","170,528,624.60",0.00%,30.89%,52.98%,16.14%,0,7600,7001,769,35.40%,28.72%,16.74%,19.13%,14.58%,12.01%,7.01%,7.94%,17.23%,14.13%,7.98%,9.36%,3.59%,2.59%,1.75%,1.83%
Apr-2021,High Yield,"3,490.08","93,998,358.87",50.40%,25.92%,18.71%,4.97%,21312,4120,1365,136,32.12%,34.73%,16.43%,16.72%,13.15%,14.31%,5.98%,6.65%,14.63%,15.34%,6.83%,7.43%,4.33%,5.08%,3.61%,2.64%
Apr-2021,Agency,"20,217.13","49,188,279.10",0.00%,11.39%,31.37%,57.25%,0,788,1165,480,68.26%,22.62%,6.84%,2.28%,38.86%,12.71%,3.60%,1.10%,16.77%,3.44%,1.49%,1.08%,12.62%,6.47%,1.76%,0.10%
Apr-2021,144A - IG,"11,376.90","40,661,029.39",0.00%,31.18%,48.35%,20.48%,0,1838,1508,228,43.76%,29.99%,12.81%,13.44%,20.43%,13.70%,5.84%,5.60%,20.13%,13.86%,6.11%,6.46%,3.20%,2.44%,0.85%,1.38%
Apr-2021,144A - HY,"3,428.50","127,625,979.88",53.23%,26.18%,16.19%,4.41%,29763,5676,1627,159,28.33%,63.13%,5.73%,2.81%,12.74%,26.56%,2.38%,1.27%,13.64%,28.67%,2.56%,1.32%,1.94%,7.90%,0.79%,0.22%
Mar-2021,Investment Grade,"11,088.30","225,314,292.31",0.00%,31.03%,53.51%,15.46%,0,10031,9297,992,33.37%,29.22%,15.01%,22.40%,14.15%,12.57%,6.26%,10.08%,16.42%,13.85%,7.18%,10.17%,2.80%,2.79%,1.57%,2.15%
Mar-2021,High Yield,"3,531.98","131,940,629.25",49.26%,26.31%,18.40%,6.02%,29285,5944,1930,197,31.87%,35.27%,16.09%,16.77%,13.33%,13.97%,6.13%,6.54%,13.96%,15.32%,6.80%,7.11%,4.58%,5.97%,3.16%,3.13%
Mar-2021,Agency,"18,880.91","57,700,060.48",0.00%,11.57%,35.93%,52.50%,0,942,1540,574,66.41%,24.29%,8.16%,1.14%,36.90%,13.20%,4.35%,0.58%,15.35%,4.52%,1.65%,0.47%,14.15%,6.57%,2.16%,0.09%
Mar-2021,144A - IG,"10,966.00","51,211,197.76",0.00%,31.39%,53.72%,14.89%,0,2305,2145,220,43.46%,26.41%,13.47%,16.66%,20.25%,11.69%,6.00%,7.51%,20.80%,12.97%,6.03%,7.50%,2.41%,1.75%,1.44%,1.65%
Mar-2021,144A - HY,"3,407.34","146,900,857.74",53.45%,25.98%,14.08%,6.49%,34889,6438,1630,156,32.11%,61.64%,4.29%,1.96%,14.02%,25.94%,1.73%,0.87%,15.15%,27.57%,1.87%,0.96%,2.94%,8.13%,0.70%,0.12%
Feb-2021,Investment Grade,"11,100.57","180,983,681.44",0.00%,30.75%,53.00%,16.24%,0,8045,7447,812,33.68%,29.85%,15.32%,21.15%,14.30%,12.24%,6.57%,9.30%,16.57%,14.75%,7.35%,9.85%,2.81%,2.87%,1.39%,1.99%
Feb-2021,High Yield,"3,621.47","116,658,292.37",47.78%,27.12%,19.07%,6.03%,24917,5351,1757,188,29.84%,36.41%,15.12%,18.63%,13.01%,15.38%,6.08%,7.47%,12.86%,15.53%,6.61%,7.88%,3.97%,5.50%,2.43%,3.28%
Feb-2021,Agency,"21,301.13","61,773,279.83",0.00%,9.56%,31.49%,58.95%,0,839,1435,626,50.08%,39.69%,8.82%,1.40%,27.00%,27.80%,5.89%,0.65%,12.79%,3.53%,1.10%,0.53%,10.30%,8.37%,1.84%,0.21%
Feb-2021,144A - IG,"11,518.44","46,615,143.91",0.00%,28.70%,52.56%,18.74%,0,1933,1882,232,43.09%,29.33%,11.53%,16.04%,19.62%,13.25%,4.96%,7.01%,20.44%,13.39%,5.68%,7.75%,3.03%,2.69%,0.90%,1.28%
Feb-2021,144A - HY,"3,452.86","127,893,876.37",51.81%,26.62%,16.41%,5.16%,29419,5810,1662,149,34.36%,56.40%,6.56%,2.68%,16.35%,25.16%,2.67%,1.25%,15.59%,24.56%,2.71%,1.25%,2.42%,6.69%,1.18%,0.19%
Jan-2021,Investment Grade,"11,560.44","200,469,520.80",0.00%,28.33%,53.67%,18.01%,0,8177,8152,1012,35.60%,28.29%,13.88%,22.24%,14.38%,11.63%,5.79%,9.34%,18.21%,14.30%,6.80%,10.74%,3.00%,2.36%,1.29%,2.16%
Jan-2021,High Yield,"3,637.36","113,558,294.85",47.76%,26.11%,19.41%,6.71%,24251,5043,1728,198,34.66%,35.87%,15.93%,13.54%,15.18%,14.93%,6.33%,5.69%,15.32%,15.90%,6.80%,5.84%,4.15%,5.04%,2.79%,2.02%
Jan-2021,Agency,"23,173.57","62,406,417.19",0.00%,9.94%,26.61%,63.45%,0,872,1238,583,65.72%,24.13%,7.93%,2.22%,35.03%,12.77%,4.85%,1.03%,19.42%,5.48%,1.53%,1.00%,11.27%,5.89%,1.55%,0.19%
Jan-2021,144A - IG,"11,947.17","52,687,005.61",0.00%,27.39%,51.72%,20.89%,0,2077,2036,297,46.16%,28.07%,11.51%,14.27%,21.61%,13.01%,5.13%,6.33%,22.57%,13.60%,5.21%,6.87%,1.98%,1.46%,1.17%,1.07%
Jan-2021,144A - HY,"3,480.53","125,640,071.16",51.41%,26.81%,17.09%,4.69%,28550,5708,1677,163,31.96%,54.71%,10.11%,3.23%,14.75%,23.54%,4.10%,1.40%,14.97%,24.00%,4.14%,1.53%,2.24%,7.16%,1.88%,0.30%
Dec-2020,Investment Grade,"10,854.66","132,860,977.78",0.00%,33.34%,51.91%,14.75%,0,6410,5276,554,35.25%,27.49%,15.41%,21.86%,15.58%,12.06%,6.78%,9.64%,16.19%,13.51%,7.56%,10.99%,3.48%,1.92%,1.07%,1.23%
Dec-2020,High Yield,"3,444.60","82,501,502.40",51.29%,25.27%,18.01%,5.43%,19203,3479,1154,115,36.43%,33.80%,13.73%,16.03%,15.65%,14.44%,5.73%,6.37%,16.36%,15.14%,5.81%,6.85%,4.43%,4.22%,2.20%,2.81%
Dec-2020,Agency,"20,458.84","56,098,151.39",0.00%,10.75%,31.18%,58.07%,0,863,1308,571,71.59%,20.32%,7.09%,1.00%,41.66%,12.09%,3.81%,0.52%,10.98%,2.43%,1.35%,0.46%,18.96%,5.81%,1.94%,0.02%
Dec-2020,144A - IG,"11,436.08","32,261,172.76",0.00%,29.65%,51.83%,18.52%,0,1374,1280,167,51.84%,27.12%,9.93%,11.11%,24.27%,12.97%,4.91%,5.19%,24.87%,13.19%,4.33%,5.42%,2.71%,0.96%,0.68%,0.50%
Dec-2020,144A - HY,"3,469.73","95,538,931.30",52.77%,24.11%,15.86%,7.26%,22385,3862,1202,86,36.62%,54.53%,6.49%,2.36%,16.96%,24.41%,2.58%,1.16%,17.50%,24.21%,2.80%,1.07%,2.16%,5.91%,1.11%,0.13%
Nov-2020,Investment Grade,"11,004.03","158,678,125.82",0.00%,31.70%,52.32%,15.98%,0,7248,6452,720,33.98%,27.01%,15.67%,23.34%,13.70%,10.81%,6.80%,10.49%,17.15%,13.54%,7.48%,10.97%,3.13%,2.66%,1.38%,1.88%
Nov-2020,High Yield,"3,671.97","98,317,115.12",46.73%,25.99%,20.16%,7.11%,20776,4296,1512,191,35.89%,34.71%,15.19%,14.21%,15.30%,14.48%,5.86%,5.83%,16.35%,15.70%,6.55%,6.31%,4.25%,4.53%,2.78%,2.07%
Nov-2020,Agency,"25,500.42","64,312,060.11",0.00%,7.92%,25.48%,66.60%,0,724,1205,593,77.78%,14.34%,7.38%,0.50%,44.92%,7.37%,3.05%,0.22%,17.17%,2.92%,2.00%,0.23%,15.70%,4.05%,2.34%,0.04%
Nov-2020,144A - IG,"11,185.53","34,104,695.00",0.00%,30.99%,51.33%,17.68%,0,1503,1368,178,45.32%,28.77%,9.03%,16.88%,20.76%,13.24%,3.93%,7.74%,22.65%,13.69%,4.52%,8.03%,1.91%,1.84%,0.58%,1.10%
Nov-2020,144A - HY,"3,398.14","99,786,437.22",53.14%,26.23%,15.73%,4.90%,23558,4448,1215,144,36.58%,52.26%,8.72%,2.44%,16.50%,22.02%,3.38%,1.12%,17.42%,24.27%,3.87%,1.17%,2.66%,5.97%,1.47%,0.15%
Oct-2020,Investment Grade,"10,966.82","169,821,278.85",0.00%,31.75%,53.90%,14.35%,0,7755,7028,702,35.16%,27.55%,15.10%,22.18%,14.85%,11.55%,6.65%,9.93%,17.40%,13.54%,6.99%,9.85%,2.92%,2.47%,1.47%,2.40%
Oct-2020,High Yield,"3,423.08","93,484,180.66",51.63%,26.17%,16.30%,5.91%,21862,4122,1200,126,35.57%,35.16%,14.25%,15.02%,15.37%,14.65%,5.52%,6.25%,15.31%,15.13%,6.01%,6.24%,4.89%,5.38%,2.71%,2.54%
Oct-2020,Agency,"24,488.22","75,717,572.79",0.00%,7.83%,27.09%,65.08%,0,829,1506,757,72.04%,21.31%,6.22%,0.42%,44.20%,11.48%,3.15%,0.25%,14.32%,3.94%,2.01%,0.17%,13.53%,5.90%,1.07%,0.00%
Oct-2020,144A - IG,"11,473.56","41,476,915.59",0.00%,31.24%,49.33%,19.43%,0,1859,1563,193,50.50%,24.15%,10.05%,15.30%,23.75%,11.21%,4.89%,7.26%,24.23%,11.16%,4.17%,6.62%,2.52%,1.78%,0.99%,1.42%
Oct-2020,144A - HY,"3,262.28","100,745,654.16",56.01%,25.81%,14.78%,3.40%,25197,4402,1183,100,36.08%,53.05%,7.91%,2.96%,16.60%,23.55%,2.99%,1.14%,16.99%,23.36%,3.53%,1.39%,2.49%,6.13%,1.39%,0.43%
Sep-2020,Investment Grade,"10,990.08","148,267,187.99",0.00%,31.98%,52.35%,15.67%,0,6825,6004,662,37.86%,27.44%,15.14%,19.57%,15.59%,11.96%,7.10%,9.06%,18.73%,13.27%,6.94%,8.98%,3.54%,2.21%,1.10%,1.53%
Sep-2020,High Yield,"3,509.48","94,204,919.94",50.25%,25.83%,18.58%,5.34%,21177,4143,1384,139,37.05%,33.56%,18.07%,11.32%,15.98%,13.86%,7.02%,4.64%,16.65%,14.56%,7.73%,4.71%,4.43%,5.13%,3.33%,1.97%
Sep-2020,Agency,"21,413.09","74,025,056.52",0.00%,9.55%,30.90%,59.55%,0,997,1702,758,73.19%,19.84%,6.53%,0.45%,41.07%,11.25%,3.58%,0.24%,14.45%,2.83%,1.38%,0.21%,17.67%,5.76%,1.57%,0.01%
Sep-2020,144A - IG,"11,325.58","37,283,806.77",0.00%,30.14%,51.58%,18.27%,0,1604,1506,182,42.29%,31.55%,13.95%,12.22%,19.75%,14.73%,6.39%,5.87%,20.72%,15.21%,6.41%,5.40%,1.81%,1.60%,1.14%,0.94%
Sep-2020,144A - HY,"3,405.95","110,022,246.74",53.57%,26.41%,15.73%,4.29%,25846,4963,1357,137,31.91%,55.54%,8.36%,4.19%,14.90%,24.24%,3.41%,1.75%,14.99%,23.99%,3.51%,1.80%,2.01%,7.32%,1.45%,0.64%
Aug-2020,Investment Grade,"11,222.27","149,884,626.63",0.00%,30.43%,53.08%,16.49%,0,6541,6092,723,37.74%,27.91%,12.98%,21.37%,15.64%,11.82%,5.86%,9.59%,18.64%,14.33%,6.35%,10.54%,3.46%,1.76%,0.76%,1.25%
Aug-2020,High Yield,"3,489.18","90,149,918.00",50.99%,26.53%,16.52%,5.95%,20495,4047,1187,108,33.41%,32.03%,18.10%,16.46%,14.50%,13.16%,7.07%,6.63%,15.07%,14.88%,8.02%,7.38%,3.84%,3.99%,3.01%,2.45%
Aug-2020,Agency,"24,385.46","79,594,146.09",0.00%,8.28%,26.51%,65.22%,0,927,1558,779,76.02%,17.54%,6.15%,0.29%,44.87%,10.45%,3.82%,0.16%,15.56%,3.20%,1.33%,0.13%,15.59%,3.89%,1.00%,0.00%
Aug-2020,144A - IG,"11,843.82","27,738,234.48",0.00%,28.84%,49.49%,21.67%,0,1149,1037,156,51.94%,27.54%,9.82%,10.70%,25.38%,12.09%,4.68%,5.08%,24.46%,14.41%,4.65%,5.29%,2.10%,1.04%,0.49%,0.34%
Aug-2020,144A - HY,"3,297.68","87,137,922.43",56.14%,27.05%,13.69%,3.12%,21404,4008,938,74,32.61%,54.22%,10.02%,3.15%,14.76%,23.02%,3.71%,1.32%,15.63%,25.14%,4.26%,1.49%,2.22%,6.06%,2.05%,0.34%
Jul-2020,Investment Grade,"11,118.30","172,444,904.51",0.00%,30.44%,53.71%,15.85%,0,7566,7181,763,37.37%,29.10%,14.05%,19.48%,14.66%,12.45%,5.94%,8.28%,19.14%,14.75%,6.85%,9.70%,3.57%,1.90%,1.26%,1.50%
Jul-2020,High Yield,"3,351.35","84,832,625.89",52.44%,26.53%,16.90%,4.13%,20259,3807,1156,91,39.08%,32.39%,14.55%,13.98%,16.16%,13.64%,5.97%,5.89%,17.85%,14.32%,6.55%,5.91%,5.08%,4.42%,2.03%,2.18%
Jul-2020,Agency,"27,718.37","102,031,327.70",0.00%,6.69%,24.39%,68.92%,0,963,1793,925,81.84%,13.87%,3.97%,0.32%,47.72%,9.21%,2.40%,0.17%,20.34%,1.62%,0.84%,0.15%,13.77%,3.05%,0.73%,0.00%
Jul-2020,144A - IG,"11,316.75","36,983,128.52",0.00%,30.62%,51.62%,17.76%,0,1626,1454,188,50.49%,31.62%,9.44%,8.45%,23.95%,14.24%,4.31%,3.45%,23.82%,15.20%,4.40%,3.98%,2.73%,2.18%,0.73%,1.02%
Jul-2020,144A - HY,"3,371.47","89,306,845.49",54.89%,24.33%,14.57%,6.21%,21697,3659,1018,115,38.44%,53.34%,6.08%,2.14%,17.38%,23.56%,2.54%,0.91%,18.07%,24.39%,2.60%,1.15%,2.99%,5.39%,0.94%,0.08%