‡ Lipper is an industry research firm whose rankings are based on total return performance, vary over time, and do not reflect the effects of sales charges. Past performance is not indicative of future results.
Putnam Allstate Advisor Preferred
Putnam Global Asset Allocation Subaccount
The subaccount seeks a high level of long-term total return consistent with the preservation of capital.
Fund description
The subaccount invests in a wide variety of equity and fixed-income securities, both of U.S. and foreign issuers. It may invest in securities in the following four investment categories: U.S. equities, international equities, U.S. fixed income, and international fixed income.
Sales story
A globally diversified fund pursuing a balance of growth and income Multiple asset classes The fund holds a variety of investments in all market conditions to benefit from a wide range of opportunities.Individual securities The managers select individual stocks and bonds, not other funds, to finely tune the portfolio and avoid overlap in holdings.Active rebalancing The managers proactively purse opportunities and regularly rebalance the portfolio to maintain a consistent risk profile.
Management team
- Robert J. Schoen (Investing since 1990)
- Brett S. Goldstein, CFA (Investing since 2010)
- Adrian H. Chan, CFA (Investing since 2003)
- James A. Fetch (Investing since 1994)
- Jason R. Vaillancourt, CFA (Investing since 1993)
Daily pricing as of 09/16/21
| with optional enhanced death benefits | ||
|---|---|---|
| Unit Value | $23.622829 | $22.866932 |
| Unit Value Change | -0.036444 | -0.035372 |
Lipper ranking ‡ as of 08/31/21
Category: Mixed-Asset Trgt Alloc Mod Fds
| Percentile ranking | Rank/Funds in category | |
|---|---|---|
| 10 yrs. | 18% | 29/164 |
| 1 yr. | 17% | 48/282 |
| 3 yrs. | 45% | 115/260 |
| 5 yrs. | 25% | 58/236 |
Quick facts as of 08/31/21
| Fiscal Year End | December |
| Asset Class | Putnam Allstate Advisor Preferred |
| Subaccount Status | Open to new investors |
| Number of issues | 1530 |
| Turnover (fiscal year end) | 320% |
| Net Assets | $133M |
| Inception Date | 02/01/88 |
Performance
Performance as of 06/30/21
| Annualized Performance | Last Quarter | Year to Date |
1 yr. | 3 yrs. | 5 yrs. | 10 yrs. | Life of subaccount |
|---|---|---|---|---|---|---|---|
| Restated performance | |||||||
| Unit Value | 6.02% | 8.90% | 23.36% | 8.48% | 8.44% | 7.11% | 6.05% |
| Standardized | 4.02% | 6.90% | 21.36% | 8.48% | 8.44% | 7.11% | 6.05% |
| With optional enhanced death benefit | |||||||
| Unit Value | 5.98% | 8.82% | 23.17% | 8.32% | 8.28% | 6.95% | 5.89% |
| Standardized | 3.98% | 6.82% | 21.17% | 8.32% | 8.28% | 6.95% | 5.89% |
| Actual performance | |||||||
| Unit Value | 6.02% | 8.90% | 23.36% | 8.48% | 8.44% | 7.11% | 4.23% |
| Standardized | 4.02% | 6.90% | 21.36% | 8.48% | 8.44% | 7.11% | 4.23% |
| With optional enhanced death benefit | |||||||
| Unit Value | 5.98% | 8.82% | 23.17% | 8.32% | 8.28% | 6.95% | 3.84% |
| Standardized | 3.98% | 6.82% | 21.17% | 8.32% | 8.28% | 6.95% | 3.84% |
Annual Performance at NAV
| 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 |
|---|---|---|---|---|---|---|---|---|---|
| -2.06% | 12.31% | 17.52% | 7.62% | -1.48% | 4.96% | 13.44% | -8.80% | 15.20% | 10.46% |
| With optional enhanced death benefit | |||||||||
| -2.21% | 12.14% | 17.34% | 7.45% | -1.63% | 4.80% | 13.27% | -8.94% | 15.02% | 10.29% |
Restated performance
Monthly as of 08/31/21 |
|
|---|---|
| Unit Value | 1.52% |
| Standardized | -0.48% |
YTD as of 09/16/21 |
|
|---|---|
| Unit Value | 10.95% |
| Standardized | 8.95% |
With optional enhanced death benefit
Monthly as of 08/31/21 |
|
|---|---|
| Unit Value | 1.50% |
| Standardized | -0.50% |
YTD as of 09/16/21 |
|
|---|---|
| Unit Value | 10.83% |
| Standardized | 8.83% |
Unit values and performance information shown apply to the specific annuity product listed, not the underlying Putnam Variable Trust fund. This information should not be used by investors who hold an interest in Putnam Variable Trust funds through a different annuity or other variable product. The unit values and performance of other variable products that offer Putnam Variable Trust funds may be higher or lower due to product charges and expenses or other factors.
Data is historical. Past performance is no guarantee of future results. More recent returns may be less or more than those shown. Investment return and principal value will fluctuate, and you may have a gain or a loss when you sell your units.
Returns shown for the subaccounts for periods before their inception are derived from the historical performance of the underlying fund, adjusted to reflect the mortality, expense risk, and surrender charges applicable to this product and do not factor in the annual $30 contract maintenance fee. Additional riders and options for insurance-related charges will increase expenses and lower returns. Please see the prospectus for details. For a portion of the period, subaccounts may have limited expenses, without which returns would have been lower.
Variable annuities are long-term investments designed for retirement purposes. Putnam Capital Manager products are flexible-premium variable annuities held by Talcott Resolution Life, Inc., Simsbury, CT.
Putnam Allstate variable annuities are flexible-premium deferred variable annuities issued by Allstate Life Insurance Company (Allstate Life); underwritten by Allstate Distributors, L.L.C., both of Northbrook, IL; and sold through registered representatives or bank employees who are licensed insurance agents. Please check for availability in your specific state.
These policies have limitations and are sold by prospectus only. The prospectus contains details on the variable annuity, the subaccounts, contract features, fees, expenses, and other pertinent information.
Investors should carefully consider the investment objectives, risks, charges, and expenses of a fund before investing. For a prospectus containing this and other information for any variable annuity or variable life product that invests in Putnam Variable Trust funds, contact your financial advisor for a contract prospectus and prospectus for the underlying funds. You may also call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277. Read the prospectuses carefully before investing.
For the most recent month-end performance, please call Talcott Resolution at 1-800-521-0538 or Allstate at 1-800-390-1277.
Risk Characteristics as of 08/31/21
| Avg. Eff. Maturity | 9.59 |
| Avg. Eff. Duration | 1.57 |
| Avg. Coupon | -- |
| Avg. Yield to Maturity | -- |
| Alpha (%) | -- |
| Beta | -- |
| R Squared | -- |
| Standard Deviation (3 yrs.) | 11.83 |
Holdings
| Apple Inc Sedol 2046251 | 3.77% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 3.29% |
| Amazon.Com Inc Sedol 2000019 | 2.50% |
| Microsoft Corp Sedol 2588173 | 2.18% |
| Nvidia Corp Sedol 2379504 | 1.67% |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | 1.59% |
| Fnma Fn15 Tba Umbs 02.5000 09/01/2036 | 1.57% |
| Gnma Gii30 Tba 03.0000 09/01/2051 | 1.57% |
| Jpmorgan Chase & Co Sedol 2190385 | 1.46% |
| Adobe Inc Sedol 2008154 | 1.24% |
| Top 10 holdings, total: | 20.84% |
| Top 10 holdings as of 08/31/21 | |
|---|---|
| 1: Apple Inc Sedol 2046251 | 3.77% |
| 2: Alphabet Inc-Cl A Sedol Byvy8g0 | 3.29% |
| 3: Amazon.Com Inc Sedol 2000019 | 2.50% |
| 4: Microsoft Corp Sedol 2588173 | 2.18% |
| 5: Nvidia Corp Sedol 2379504 | 1.67% |
| 6: Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | 1.59% |
| 7: Fnma Fn15 Tba Umbs 02.5000 09/01/2036 | 1.57% |
| 8: Gnma Gii30 Tba 03.0000 09/01/2051 | 1.57% |
| 9: Jpmorgan Chase & Co Sedol 2190385 | 1.46% |
| 10: Adobe Inc Sedol 2008154 | 1.24% |
| Holdings represent 20.84% of portfolio | |
| Top 10 holdings as of 07/31/21 | |
|---|---|
| 1: Apple Inc Sedol 2046251 | 3.65% |
| 2: Alphabet Inc-Cl A Sedol Byvy8g0 | 3.16% |
| 3: Amazon.Com Inc Sedol 2000019 | 2.41% |
| 4: Microsoft Corp Sedol 2588173 | 2.03% |
| 5: Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | 1.60% |
| 6: Fnma Fn15 Tba Umbs 02.5000 08/01/2036 | 1.59% |
| 7: S&P Gsci Light Energy Er | 1.50% |
| 8: Nvidia Corp Sedol 2379504 | 1.47% |
| 9: Jpmorgan Chase & Co Sedol 2190385 | 1.40% |
| 10: Adobe Inc Sedol 2008154 | 1.17% |
| Holdings represent 19.98% of portfolio | |
| Top 10 holdings as of 06/30/21 | |
|---|---|
| 1: Apple Inc Sedol 2046251 | 3.45% |
| 2: Alphabet Inc-Cl A Sedol Byvy8g0 | 2.91% |
| 3: Amazon.Com Inc Sedol 2000019 | 2.51% |
| 4: Microsoft Corp Sedol 2588173 | 1.92% |
| 5: Nvidia Corp Sedol 2379504 | 1.61% |
| 6: Fnma Fn30 Tba Umbs 03.5000 07/01/2051 | 1.60% |
| 7: Fnma Fn15 Tba Umbs 02.5000 07/01/2036 | 1.59% |
| 8: S&P Gsci Light Energy Er | 1.48% |
| 9: Jpmorgan Chase & Co Sedol 2190385 | 1.44% |
| 10: Qualcomm Inc Sedol 2714923 | 1.11% |
| Holdings represent 19.62% of portfolio | |
| Top 10 holdings as of 05/31/21 | |
|---|---|
| 1: Apple Inc Sedol 2046251 | 3.35% |
| 2: Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | 3.19% |
| 3: Alphabet Inc-Cl A Sedol Byvy8g0 | 3.00% |
| 4: Amazon.Com Inc Sedol 2000019 | 2.51% |
| 5: Microsoft Corp Sedol 2588173 | 1.85% |
| 6: Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | 1.63% |
| 7: Jpmorgan Chase & Co Sedol 2190385 | 1.62% |
| 8: Fnma Fn15 Tba Umbs 02.5000 06/01/2036 | 1.61% |
| 9: Nvidia Corp Sedol 2379504 | 1.56% |
| 10: S&P Gsci Light Energy Er | 1.48% |
| Holdings represent 21.80% of portfolio | |
| E-MINI RUSS 2000 SEP21 RTYU1 | 4.09% | GSGLPWDL R US0001M P 12/15/25 GS | 3.97% | APPLE INC SEDOL 2046251 | 3.77% | ALPHABET INC-CL A SEDOL BYVY8G0 | 3.29% | AMAZON.COM INC SEDOL 2000019 | 2.50% | US ULTRA BOND CBT DEC21 WNZ1 | 2.37% | MICROSOFT CORP SEDOL 2588173 | 2.18% | US 10YR NOTE (CBT)DEC21 TYZ1 | 1.80% | NVIDIA CORP SEDOL 2379504 | 1.67% | FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 1.59% | FNMA FN15 TBA UMBS 02.5000 09/01/2036 | 1.57% | GNMA GII30 TBA 03.0000 09/01/2051 | 1.57% | JPMORGAN CHASE & CO SEDOL 2190385 | 1.46% | US 2YR NOTE (CBT) DEC21 TUZ1 | 1.32% | RU10VATR R US0001M P 02/05/22 JP | 1.25% | ADOBE INC SEDOL 2008154 | 1.24% | INTUIT INC SEDOL 2459020 | 1.13% | US LONG BOND(CBT) DEC21 USZ1 | 1.10% | QUALCOMM INC SEDOL 2714923 | 1.08% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 1.04% | ACCENTURE PLC-CL A SEDOL B4BNMY3 | 1.02% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.97% | CITIGROUP INC SEDOL 2297907 | 0.94% | VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.86% | FNMA FN30 TBA UMBS 06.0000 09/01/2051 | 0.84% | FNMA FN30 TBA UMBS 04.5000 09/01/2051 | 0.81% | FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.78% | FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.78% | LOCKHEED MARTIN CORP SEDOL 2522096 | 0.73% | FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.72% | TJX COMPANIES INC SEDOL 2989301 | 0.69% | MERCK & CO. INC. SEDOL 2778844 | 0.68% | TREASURY BILL 00.0000 10/14/2021 | 0.68% | CISCO SYSTEMS INC SEDOL 2198163 | 0.66% | ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.65% | MODERNA INC SEDOL BGSXTS3 | 0.63% | FORTINET INC SEDOL B5B2106 | 0.63% | GNMA GII30 MA6932 03.0000 10/20/2050 | 0.60% | PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.60% | FORD MOTOR CO SEDOL 2615468 | 0.59% | METLIFE INC SEDOL 2573209 | 0.59% | ANTHEM INC SEDOL BSPHGL4 | 0.58% | PEPSICO INC SEDOL 2681511 | 0.57% | PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.57% | MSCI EAFE SEP21 MFSU1 | 0.53% | COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.52% | WALMART INC SEDOL 2936921 | 0.52% | EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.52% | DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.52% | GNMA GII30 MA6766 03.0000 07/20/2050 | 0.50% | ABBOTT LABORATORIES SEDOL 2002305 | 0.50% | MCDONALD'S CORP SEDOL 2550707 | 0.49% | VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.49% | CSX CORP SEDOL 2160753 | 0.47% | NASDAQ 100 E-MINI SEP21 NQU1 | 0.47% | ROKU INC SEDOL BZ1LFG7 | 0.46% | MEDTRONIC PLC SEDOL BTN1Y11 | 0.44% | MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.42% | SOUTHERN CO/THE SEDOL 2829601 | 0.42% | MCKESSON CORP SEDOL 2378534 | 0.40% | CADENCE DESIGN SYS INC SEDOL 2302232 | 0.40% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.39% | SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.38% | TREASURY BILL 00.0000 09/21/2021 | 0.38% | WEYERHAEUSER CO SEDOL 2958936 | 0.38% | GARTNER INC SEDOL 2372763 | 0.36% | CUMMINS INC SEDOL 2240202 | 0.35% | BEST BUY CO INC SEDOL 2094670 | 0.35% | COMCAST CORP-CLASS A SEDOL 2044545 | 0.35% | DEERE & CO SEDOL 2261203 | 0.35% | PARKER HANNIFIN CORP SEDOL 2671501 | 0.35% | AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.34% | HALLIBURTON CO SEDOL 2405302 | 0.34% | DOCUSIGN INC SEDOL BFYT7B7 | 0.33% | PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.33% | VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.33% | O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.33% | FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.32% | EXELON CORP SEDOL 2670519 | 0.31% | UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.31% | ALLY FINANCIAL INC SEDOL B72XK05 | 0.31% | LOWES COMPANIES INC | 0.30% | FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.28% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.28% | MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.27% | AUTODESK INC SEDOL 2065159 | 0.27% | SYNOPSYS INC SEDOL 2867719 | 0.27% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.27% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.27% | AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.26% | CBRE GROUP INC - A SEDOL B6WVMH3 | 0.25% | ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.25% | ABBVIE INC SEDOL B92SR70 | 0.24% | MSCI EMGMKT SEP21 MESU1 | 0.24% | CHEVRON CORP | 0.24% | JOHNSON & JOHNSON SEDOL 2475833 | 0.24% | WASTE MANAGEMENT INC SEDOL 2937667 | 0.24% | NOVARTIS AG-REG SEDOL 7103065 | 0.23% | ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.23% | SYSCO CORP SEDOL 2868165 | 0.22% | 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.22% | MORGAN STANLEY | 0.22% | NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.22% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.20% | MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.20% | GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.20% | NESTLE SA-REG SEDOL 7123870 | 0.20% | DARDEN RESTAURANTS INC SEDOL 2289874 | 0.19% | ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.19% | UNION PACIFIC CORP SEDOL 2914734 | 0.19% | BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.18% | L OREAL SEDOL 4057808 | 0.18% | ALLSTATE CORP SEDOL 2019952 | 0.18% | AMETEK INC SEDOL 2089212 | 0.18% | AGCO CORP SEDOL 2010278 | 0.17% | ALLEGION PLC SEDOL BFRT3W7 | 0.17% | EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.17% | CITIGROUP INC 03.6680 07/24/2028 | 0.17% | AMERISOURCEBERGEN CORP | 0.17% | REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.17% | CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.16% | APPLIED MATERIALS INC SEDOL 2046552 | 0.16% | HOYA CORP SEDOL 6441506 | 0.16% | KINDER MORGAN INC SEDOL B3NQ4P8 | 0.16% | DEUTSCHE POST AG-REG SEDOL 4617859 | 0.16% | MORGAN STANLEY 03.7720 01/24/2029 | 0.16% | SONY GROUP CORP SEDOL 6821506 | 0.16% | EDISON INTERNATIONAL SEDOL 2829515 | 0.15% | ALLIANZ SE-REG SEDOL 5231485 | 0.15% | TREASURY BILL 00.0000 09/02/2021 | 0.15% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.15% | AFLAC INC SEDOL 2026361 | 0.15% | LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.15% | PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.15% | DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.14% | PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.14% | AT&T INC SEDOL 2831811 | 0.14% | MORGAN STANLEY 03.1250 01/23/2023 | 0.14% | AT&T INC P/P 144A 02.5500 12/01/2033 | 0.14% | MERCK KGAA SEDOL 4741844 | 0.14% | FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.14% | HERMES INTERNATIONAL SEDOL 5253973 | 0.14% | MOLINA HEALTHCARE INC SEDOL 2212706 | 0.14% | COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.14% | STELLANTIS NV SEDOL BMD8F98 | 0.14% | ABBVIE INC 03.2000 11/21/2029 | 0.14% | RIO TINTO PLC SEDOL 0718875 | 0.14% | CROWN HOLDINGS INC | 0.14% | WESFARMERS LTD SEDOL 6948836 | 0.13% | FERGUSON PLC SEDOL BJVNSS4 | 0.13% | GOODMAN GROUP SEDOL B03FYZ4 | 0.13% | COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.13% | DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.13% | JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.13% | MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.13% | TARGA RESOURCES CORP SEDOL B55PZY3 | 0.13% | LEGRAND SA SEDOL B11ZRK9 | 0.12% | KDDI CORP SEDOL 6248990 | 0.12% | TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.12% | BRUNSWICK CORP SEDOL 2149309 | 0.12% | JONES LANG LASALLE INC SEDOL 2040640 | 0.12% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.12% | BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.12% | NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.12% | SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.12% | ENTERGY CORP SEDOL 2317087 | 0.12% | INCYTE CORP | 0.12% | ITOCHU CORP SEDOL 6467803 | 0.12% | WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.12% | ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.12% | SLM CORP | 0.12% | ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.11% | ORACLE CORP 03.6250 07/15/2023 | 0.11% | CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.11% | DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.11% | NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.11% | NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.11% | REPUBLIC SERVICES INC SEDOL 2262530 | 0.11% | GARMIN LTD SEDOL B3Z5T14 | 0.11% | EQUINOR ASA SEDOL 7133608 | 0.11% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.11% | AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.11% | IMPERIAL BRANDS PLC SEDOL 0454492 | 0.11% | SANDVIK AB SEDOL B1VQ252 | 0.11% | JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.11% | NINTENDO CO LTD SEDOL 6639550 | 0.11% | CAPGEMINI SE SEDOL 4163437 | 0.11% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.11% | IBM CORP 01.8750 08/01/2022 | 0.11% | SONOVA HOLDING AG-REG SEDOL 7156036 | 0.11% | UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.11% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.11% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.10% | VOLVO AB-B SHS SEDOL B1QH830 | 0.10% | CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.10% | COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.10% | FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.10% | FORTUM OYJ SEDOL 5579550 | 0.10% | FUJITSU LTD SEDOL 6356945 | 0.10% | MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.10% | PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.10% | TOKYO ELECTRON LTD SEDOL 6895675 | 0.10% | BP PLC SEDOL 0798059 | 0.09% | CAS 2016-C04 1M2 04.3344 01/25/2029 | 0.09% | COVESTRO AG SEDOL BYTBWY9 | 0.09% | LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.09% | KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.09% | NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.09% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.09% | NOMURA HOLDINGS INC SEDOL 6643108 | 0.09% | AVIVA PLC SEDOL 0216238 | 0.09% | VISIO 2020-1 A3 03.5210 08/25/2055 | 0.09% | CAS 2017-C01 1M2 03.6344 07/25/2029 | 0.09% | CLP HOLDINGS LTD SEDOL 6097017 | 0.09% | RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.09% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% | CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.09% | MANPOWERGROUP INC SEDOL 2562490 | 0.09% | STACR 2016-DNA2 M3 04.7344 10/25/2028 | 0.09% | SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.08% | POLARIS INC SEDOL 2692933 | 0.08% | STACR 2018-HRP2 M3 02.4844 02/25/2047 | 0.08% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.08% | CRH PLC SEDOL 4182249 | 0.08% | SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.08% | DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.08% | COMCAST CORP 03.9690 11/01/2047 | 0.08% | WAT US R US0001M P 12/15/25 GS | 0.08% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.08% | HOLCIM LTD SEDOL 7110753 | 0.08% | VERIZON COMM 04.3290 09/21/2028 | 0.08% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.08% | EVOLUTION AB SEDOL BJXSCH4 | 0.08% | APPLE INC 04.3750 05/13/2045 | 0.08% | ASML HOLDING NV SEDOL B929F46 | 0.08% | CARLSBERG AS-B SEDOL 4169219 | 0.08% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.08% | AMAZON.COM INC 03.1500 08/22/2027 | 0.08% | CASH MGMT BILL 00.0000 11/09/2021 | 0.08% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.08% | IVORY COAST REGS 05.7500 12/31/2032 | 0.08% | PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.08% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.08% | TREASURY BILL 00.0000 02/17/2022 | 0.08% | TREASURY BILL 00.0000 09/07/2021 | 0.08% | TREASURY BILL 00.0000 09/28/2021 | 0.08% | TREASURY BILL 00.0000 10/05/2021 | 0.08% | VENTR 2017-28A A2 144A 01.2443 07/20/2030 | 0.08% | AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.07% | NITTO DENKO CORP SEDOL 6641801 | 0.07% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.07% | OSHKOSH CORP SEDOL 2663520 | 0.07% | SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.07% | BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.07% | MRK GR R US0001M P 12/15/25 GS | 0.07% | BIOGEN INC SEDOL 2455965 | 0.07% | FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.07% | GENTEX CORP SEDOL 2366799 | 0.07% | PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.07% | ROSS STORES INC SEDOL 2746711 | 0.07% | A US R US0001M P 12/15/25 GS | 0.07% | AT&T INC 04.7500 05/15/2046 | 0.07% | COCA-COLA CO/THE SEDOL 2206657 | 0.07% | DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.07% | 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.07% | ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.07% | MTD US R US0001M P 12/15/25 GS | 0.07% | UNUM GROUP SEDOL 2433842 | 0.07% | 3I GROUP PLC SEDOL B1YW440 | 0.07% | BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.07% | UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.07% | BHP GROUP PLC SEDOL BH0P3Z9 | 0.07% | CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.07% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.07% | FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.07% | JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.07% | SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.07% | SONIC HEALTHCARE LTD SEDOL 6821120 | 0.07% | TORO CO SEDOL 2897040 | 0.07% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% | IQV US R US0001M P 12/15/25 GS | 0.07% | PKI US R US0001M P 12/15/25 GS | 0.07% | WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.07% | CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.07% | DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.07% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.07% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.07% | ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.07% | TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.07% | ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.06% | LINCOLN NATIONAL CORP SEDOL 2516378 | 0.06% | ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.06% | PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.06% | TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.06% | EQUINIX INC. 02.9000 11/18/2026 | 0.06% | EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.06% | FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.06% | KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.06% | RYDER SYSTEM INC SEDOL 2760669 | 0.06% | TYSON FOODS INC-CL A SEDOL 2909730 | 0.06% | ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | GENPACT LTD SEDOL B23DBK6 | 0.06% | OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.06% | WH GROUP LTD SEDOL BLLHKZ1 | 0.06% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.06% | CIRRUS LOGIC INC SEDOL 2197308 | 0.06% | COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.06% | CSX CORP 04.1000 03/15/2044 | 0.06% | DUKE REALTY CORP SEDOL 2284084 | 0.06% | FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.06% | NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% | SEAGEN INC SEDOL BLPK4D2 | 0.06% | STACR 2019-HRP1 M2 01.4844 02/25/2049 | 0.06% | AVERY DENNISON CORP SEDOL 2066408 | 0.06% | CSAIL 2020-C19 XA IO 01.2377 03/15/2053 | 0.06% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% | ELECTRONIC ARTS INC SEDOL 2310194 | 0.06% | EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.06% | IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.06% | ORACLE CORP 02.5000 10/15/2022 | 0.06% | PUBLIC STORAGE SEDOL 2852533 | 0.06% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.06% | WESTROCK CO SEDOL BYR0914 | 0.06% | AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.06% | BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.06% | BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.06% | BROADCOM INC 04.1500 11/15/2030 | 0.06% | CD 2017-CD6 AM 03.7090 11/13/2050 | 0.06% | CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.06% | COMM 2014-UBS2 B 04.7010 03/10/2047 | 0.06% | CORTEVA INC SEDOL BK73B42 | 0.06% | DOVER CORP SEDOL 2278407 | 0.06% | GSMS 2015-GC32 B 04.5986 07/10/2048 | 0.06% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.06% | INTERNATIONAL PAPER CO SEDOL 2465254 | 0.06% | INVITATION HOMES INC SEDOL BD81GW9 | 0.06% | LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.06% | MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.06% | MSBAM 2013-C13 AS 04.2660 11/15/2046 | 0.06% | STRYKER CORP SEDOL 2853688 | 0.06% | TESLA INC SEDOL B616C79 | 0.06% | TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.06% | TRANSUNION SEDOL BYMWL86 | 0.06% | VERUS 2020-5 A2 01.5780 05/25/2065 | 0.06% | WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.06% | ADVANCED MICRO DEVICES SEDOL 2007849 | 0.06% | CATERPILLAR INC SEDOL 2180201 | 0.06% | COMM 2012-CR2 AM 03.7910 08/15/2045 | 0.06% | COMM 2015-DC1 AM 03.7240 02/10/2048 | 0.06% | ELI LILLY & CO SEDOL 2516152 | 0.06% | FIRSTENERGY CORP SEDOL 2100920 | 0.06% | GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.06% | INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.06% | KNORR-BREMSE AG SEDOL BD2P9X9 | 0.06% | NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.06% | OMNICOM GROUP SEDOL 2279303 | 0.06% | ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.06% | TEXTRON INC SEDOL 2885937 | 0.06% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.06% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.06% | AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% | BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.06% | CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.06% | ECOLAB INC 03.2500 12/01/2027 | 0.06% | EDF SEDOL B0NJJ17 | 0.06% | FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.06% | INTEL CORP SEDOL 2463247 | 0.06% | OWENS CORNING SEDOL B1FW7Q2 | 0.06% | STARBUCKS CORP SEDOL 2842255 | 0.06% | UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.06% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.06% | AES CORP SEDOL 2002479 | 0.06% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.06% | CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.06% | DOW INC SEDOL BHXCF84 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | ITT INC SEDOL BZBY209 | 0.06% | KONINKLIJKE KPN NV SEDOL 5956078 | 0.06% | NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.06% | NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.06% | OMRON CORP SEDOL 6659428 | 0.06% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.06% | WHIRLPOOL CORP SEDOL 2960384 | 0.06% | 3M CO | 0.06% | AMAZON.COM INC 03.3000 12/05/2021 | 0.06% | NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.06% | PANDORA A/S SEDOL B44XTX8 | 0.06% | TMO US R US0001M P 12/15/25 GS | 0.06% | WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.06% | ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.06% | CAS 2017-C06 1M2 02.7344 02/25/2030 | 0.06% | CWALT 2006-OA10 4A1 00.4644 08/25/2046 | 0.06% | EFMT 2020-2 A2 01.4860 10/25/2065 | 0.06% | ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.06% | PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.06% | SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.06% | SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.06% | TARGET CORP SEDOL 2259101 | 0.06% | WILLIAMS COS INC SEDOL 2967181 | 0.06% | YUM BRANDS INC SEDOL 2098876 | 0.06% | ALTICE USA INC- A SEDOL BDRY7P9 | 0.05% | AMGEN INC SEDOL 2023607 | 0.05% | GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% | KRAFT HEINZ CO/THE SEDOL BYRY499 | 0.05% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.05% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.05% | BRAMBLES LTD SEDOL B1FJ0C0 | 0.05% | CIGNA CORP SEDOL BHJ0775 | 0.05% | FHMS K118 X1 IO 01.0541 09/25/2030 | 0.05% | MSC 2018-H3 XA 00.9855 07/15/2051 | 0.05% | NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.05% | PULTEGROUP INC SEDOL 2708841 | 0.05% | SERVICENOW INC SEDOL B80NXX8 | 0.05% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.05% | ZTS US R US0001M P 12/15/25 GS | 0.05% | BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% | CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.05% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% | UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.05% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.05% | DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.05% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.05% | CLEAN HARBORS INC SEDOL 2202473 | 0.05% | HONEYWELL INTL 03.8120 11/21/2047 | 0.05% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.05% | PFE US R US0001M P 12/15/25 GS | 0.05% | ADECCO GROUP AG-REG SEDOL 7110720 | 0.05% | COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.05% | HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.05% | LASERTEC CORP SEDOL 6506267 | 0.05% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% | AIR LEASE CORP 02.1000 09/01/2028 | 0.05% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% | COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.05% | EIFFAGE SEDOL B13X013 | 0.05% | FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.05% | SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.05% | AT&T INC P/P 144A 03.5500 09/15/2055 | 0.05% | FISERV INC 04.2000 10/01/2028 | 0.05% | LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.05% | CAS 2016-C01 1M2 06.8344 08/25/2028 | 0.05% | CSMC 2016-NXSR C 04.5023 12/15/2049 | 0.05% | GNMA GII30 4246 06.5000 09/20/2038 | 0.05% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.05% | D.R. HORTON INC 01.3000 10/15/2026 | 0.04% | DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.04% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% | ILMN US R US0001M P 12/15/25 GS | 0.04% | T-MOBILE USA INC 02.2500 11/15/2031 | 0.04% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.04% | GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% | MERCK & CO INC 03.7000 02/10/2045 | 0.04% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.04% | SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% | AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.04% | CITIGROUP INC 04.4500 09/29/2027 | 0.04% | CWALT 2006-OA7 1A2 01.0379 06/25/2046 | 0.04% | IPN FP R US0001M P 12/15/25 GS | 0.04% | BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% | BOEING CO 05.9300 05/01/2060 | 0.04% | BRISTOL-MYERS 02.9000 07/26/2024 | 0.04% | CITIGROUP INC 03.8870 01/10/2028 | 0.04% | LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.04% | PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% | SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% | ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.04% | INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.04% | EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.04% | HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.04% | CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% | GS MORT SEC CORP II P/P 144A 03.6820 02/10/2046 | 0.04% | MORGAN STANLEY 04.3750 01/22/2047 | 0.04% | THE AES CORPORATION 02.4500 01/15/2031 | 0.04% | ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% | BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.04% | CAS 2015-C04 2M2 05.6344 04/25/2028 | 0.04% | JNJ US R US0001M P 12/15/25 GS | 0.04% | MICHELIN (CGDE) SEDOL 4588364 | 0.04% | MOODY'S CORPORATION 02.0000 08/19/2031 | 0.04% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.04% | MRK US R US0001M P 12/15/25 GS | 0.04% | PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.04% | WFRBS 2013-C11 C 04.3252 03/15/2045 | 0.04% | ABBV US R US0001M P 12/15/25 GS | 0.04% | BANK 2019-BN22 C 03.5766 11/15/2062 | 0.04% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.04% | DIM FP R US0001M P 12/15/25 GS | 0.04% | GNMA GII30 4581 06.5000 11/20/2039 | 0.04% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.04% | M3 INC SEDOL B02K2M3 | 0.04% | BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% | GSK LN R US0001M P 12/15/25 GS | 0.03% | HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.03% | JPMBB 2013-C15 C 05.3665 11/15/2045 | 0.03% | ORACLE CORP 05.3750 07/15/2040 | 0.03% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.03% | SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.03% | SPST 2021-10 A 00.8543 08/08/2022 | 0.03% | SPST 2021-6 A 00.8859 04/25/2022 | 0.03% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.03% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.03% | LENNAR CORP 04.7500 11/29/2027 | 0.03% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.03% | PFIZER INC 03.0000 12/15/2026 | 0.03% | PUBLICIS GROUPE SEDOL 4380429 | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.03% | BT GROUP PLC SEDOL 3091357 | 0.03% | CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.03% | COLES GROUP LTD SEDOL BYWR0T5 | 0.03% | HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% | NCHET 2003-4 M1 01.2094 10/25/2033 | 0.03% | SAN FP R US0001M P 12/15/25 GS | 0.03% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% | SPRINT CORP 07.8750 09/15/2023 | 0.03% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% | YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.03% | AZN US US0001M 12/15/25 GS | 0.03% | BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.03% | HCA INC 03.5000 07/15/2051 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | PERSIMMON PLC SEDOL 0682538 | 0.03% | PROLOGIS INC SEDOL B44WZD7 | 0.03% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% | 4506 JP R US0001M P 12/15/25 GS | 0.03% | BIIB US R US0001M P 12/15/25 GS | 0.03% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.03% | COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% | EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.03% | KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% | RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.03% | SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.03% | TOKYO GAS CO LTD SEDOL 6895448 | 0.03% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% | VTRS US R US0001M P 12/15/25 GS | 0.03% | ZOETIS INC 03.9000 08/20/2028 | 0.03% | AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.03% | BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% | CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.03% | ORACLE CORP 04.0000 11/15/2047 | 0.03% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.03% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% | ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.03% | ALPHABET INC 01.9980 08/15/2026 | 0.03% | CASH MGMT BILL 00.0000 11/16/2021 | 0.03% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% | GNMA GII30 4269 06.5000 10/20/2038 | 0.03% | SCHLUMBERGER LTD SEDOL 2779201 | 0.03% | SCSK CORP SEDOL 6858474 | 0.03% | WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.03% | AIR LEASE CORP 03.2500 10/01/2029 | 0.03% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.03% | CITIGROUP INC 03.8750 02/18/2051 | 0.03% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% | POSTE ITALIANE SPA SEDOL BYYN701 | 0.03% | RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.03% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.03% | TABCORP HOLDINGS LTD SEDOL 6873262 | 0.03% | TOTALENERGIES SE SEDOL B15C557 | 0.03% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.03% | BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.03% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.03% | E.ON SE SEDOL 4942904 | 0.03% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | NH FOODS LTD SEDOL 6640767 | 0.03% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.03% | PRGO US R US0001M P 12/15/25 GS | 0.03% | PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% | TERRIER MEDIA BUYER IN L+350 03.5846 12/17/2026 | 0.03% | VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% | AT&T INC 02.2500 02/01/2032 | 0.02% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.02% | BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.02% | BMY US R US0001M P 12/15/25 GS | 0.02% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.02% | CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.02% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% | TPAT 2018-SL1 A 144A 00.6844 01/25/2046 | 0.02% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% | APPLE INC 03.8500 05/04/2043 | 0.02% | AZN LN R US0001M P 12/15/25 GS | 0.02% | BAYN GR R US0001M P 12/15/25 GS | 0.02% | BOLLORE SEDOL 4572709 | 0.02% | CIT GROUP INC. 05.2500 03/07/2025 | 0.02% | CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.02% | ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.02% | GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% | IPSEN SEDOL B0R7JF1 | 0.02% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.02% | UNILEVER PLC SEDOL B10RZP7 | 0.02% | VMWARE INC 02.2000 08/15/2031 | 0.02% | WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% | 4581 JP R US0001M P 12/15/25 GS | 0.02% | CAS 2016-C06 1M2 04.3344 04/25/2029 | 0.02% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.02% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% | CSL AU R US0001M P 12/15/25 GS | 0.02% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.02% | GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% | NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% | SALESFORCE.COM INC 02.9000 07/15/2051 | 0.02% | SALESFORCE.COM INC 03.0500 07/15/2061 | 0.02% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.02% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% | COMM 2013-CR13 C 05.0449 11/10/2046 | 0.02% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.02% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% | MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% | NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% | ORTHO-CLINICAL DIAGNOS L+300 03.0905 06/30/2025 | 0.02% | PPSI 2004-WCW2 M3 01.1344 10/25/2034 | 0.02% | SPST 2021-WL1 A 00.7393 01/26/2054 | 0.02% | SPST 2021-WL2 A 00.7844 03/25/2054 | 0.02% | VERTIV TLB L+275 02.8325 03/02/2027 | 0.02% | AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% | ANALOG DEVICES INC 03.9000 12/15/2025 | 0.02% | ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% | CAS 2016-C07 2M2 04.4344 05/25/2029 | 0.02% | CAS 2017-C05 1M2A 02.2844 01/25/2030 | 0.02% | CENTENE CORP 04.6250 12/15/2029 | 0.02% | CIGNA CORP 03.7500 07/15/2023 | 0.02% | COMM 2014-CR17 C 04.9458 05/10/2047 | 0.02% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% | DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.02% | ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.02% | GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.02% | LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% | MWST 2021-2 A 00.8344 04/25/2055 | 0.02% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% | SERVICENOW INC 01.4000 09/01/2030 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | ALPHABET INC 02.2500 08/15/2060 | 0.02% | APPLE INC 02.8500 05/11/2024 | 0.02% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% | COMM 2012-LC4 C 05.7382 12/10/2044 | 0.02% | EQUINIX INC 03.2000 11/18/2029 | 0.02% | GILD US R US0001M P 12/15/25 GS | 0.02% | HCA INC. 05.5000 06/15/2047 | 0.02% | ICL GROUP LTD SEDOL 6455530 | 0.02% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% | LLY US R US0001M P 12/15/25 GS | 0.02% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.02% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | PULTEGROUP INC 05.5000 03/01/2026 | 0.02% | SEB SA SEDOL 4792132 | 0.02% | T-MOBILE USA INC. 04.7500 02/01/2028 | 0.02% | BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.02% | CAS 2015-C04 1M2 05.7844 04/25/2028 | 0.02% | FISHER PAYKEL SEDOL 6340250 | 0.02% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% | GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.02% | HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.02% | KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% | KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.02% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.02% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% | MICROSOFT CORP 02.5250 06/01/2050 | 0.02% | MWST 2020-1 A 00.9844 10/25/2053 | 0.02% | MWST 2020-2 A 00.8844 11/25/2053 | 0.02% | NETFLIX INC. 05.8750 11/15/2028 | 0.02% | NEWZ 2021-1 A 00.8344 05/25/2055 | 0.02% | PFWST 2021-1 A 00.7844 02/25/2055 | 0.02% | RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.02% | RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.02% | VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.02% | 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.02% | AMGN US R US0001M P 12/15/25 GS | 0.02% | CAS 2016-C02 1M2 06.0844 09/25/2028 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.02% | NZD/USD 10/20/2021 SSBT | 0.02% | TEVA US R US0001M P 12/15/25 GS | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 0.02% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% | WFRBS 2013-C15 D 144A 04.6451 08/15/2046 | 0.02% | FHR 3065 DC 19.5735 03/15/2035 | 0.02% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% | GSMS 2012-GCJ9 B 144A 03.7470 11/10/2045 | 0.02% | HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% | NRG P/P 144A 03.7500 06/15/2024 | 0.02% | SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% | AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.02% | ARCELORMITTAL USD 07.0000 10/15/2039 | 0.02% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% | COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.02% | COMCAST CORP 03.4500 02/01/2050 | 0.02% | COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% | DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.02% | GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.02% | HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.02% | IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% | LBMLT 2004-1 A2 00.8844 02/25/2034 | 0.02% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.02% | PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% | TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% | VIFN SW R US0001M P 12/15/25 GS | 0.02% | WAMU 2005-AR9 A1C3 01.0444 07/25/2045 | 0.02% | WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.02% | WFCM 2013-LC12 C 04.4431 07/15/2046 | 0.02% | APPLE INC 02.8000 02/08/2061 | 0.02% | BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.02% | BHP GROUP LTD SEDOL 6144690 | 0.02% | BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.02% | CAS 2016-C05 2M2 04.5344 01/25/2029 | 0.02% | CLUB CAR TL L+400 04.5000 06/01/2028 | 0.02% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.02% | DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.02% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% | INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% | POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% | SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.02% | SOLENIS 1STL L+400 04.0846 06/26/2025 | 0.02% | USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.02% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% | COMM 2014-UBS6 XA IO 01.0257 12/10/2047 | 0.01% | COMM 2015-LC19 B 03.8290 02/10/2048 | 0.01% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% | HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.01% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% | WFCM 2013-LC12 AS 04.4431 07/15/2046 | 0.01% | ZOETIS INC 02.0000 05/15/2030 | 0.01% | 4502 JP R US0001M P 12/15/25 GS | 0.01% | 4523 JP R US0001M P 12/15/25 GS | 0.01% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% | BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% | COMM 2014-CR19 B 04.7030 08/10/2047 | 0.01% | COMM 2014-UBS6 C 04.5923 12/10/2047 | 0.01% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% | DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% | DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% | FNR 2006-8 HP 24.2573 03/25/2036 | 0.01% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.01% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.01% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% | MSBAM 2015-C26 XA IO 01.1338 10/15/2048 | 0.01% | NETFLIX INC 04.3750 11/15/2026 | 0.01% | NZD/USD 10/20/2021 JPMCB | 0.01% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% | QUORUM HEALTH EXT TL L+650 07.5000 04/29/2025 | 0.01% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% | SPRINT CORP 07.2500 09/15/2021 | 0.01% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% | WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.01% | WFCM 2020-C57 C 04.1578 08/15/2053 | 0.01% | 4507 JP R US0001M P 12/15/25 GS | 0.01% | ABBVIE INC P/P 03.8000 03/15/2025 | 0.01% | ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% | BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.01% | BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% | CAS 2018-C02 2M2 02.2844 08/25/2030 | 0.01% | CD 2017-CD6 B 03.9110 11/13/2050 | 0.01% | COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.01% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% | EMBARQ CORPORATION 07.9950 06/01/2036 | 0.01% | ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% | FHMS K740 X1 00.8450 09/25/2027 | 0.01% | FISERV INC 03.5000 07/01/2029 | 0.01% | FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% | FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% | GNR 2015-H26 DI IO 01.9360 10/20/2065 | 0.01% | HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.01% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% | ISTAR INC 04.7500 10/01/2024 | 0.01% | ISTAR INC. 04.2500 08/01/2025 | 0.01% | JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.01% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% | NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% | OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% | T-MOBILE USA INC 02.5500 02/15/2031 | 0.01% | TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% | TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% | TRANSDIGM INC 05.5000 11/15/2027 | 0.01% | VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% | 4530 JP R US0001M P 12/15/25 GS | 0.01% | AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% | ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% | BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% | BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% | CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% | CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.01% | CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% | CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% | CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.01% | CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% | FHR 3072 SM 04.2533 11/15/2035 | 0.01% | FNR 2007-53 SP 23.8906 06/25/2037 | 0.01% | GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.01% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% | INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.01% | ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% | LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% | MSBAM 2012-C5 E 144A 04.8177 08/15/2045 | 0.01% | NN GROUP NV SEDOL BNG8PQ9 | 0.01% | OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% | PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% | PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% | PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% | REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% | ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% | SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% | TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% | THALES SA SEDOL 4162791 | 0.01% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% | WFRBS 2011-C3 D 144A 05.5133 03/15/2044 | 0.01% | ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% | AUTONATION INC 02.4000 08/01/2031 | 0.01% | BANK 2017-BNK8 B 04.0617 11/15/2050 | 0.01% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% | CITIGROUP INC 04.7500 05/18/2046 | 0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.01% | EUR/USD 09/15/2021 BCAP-FX | 0.01% | GSMS 2013-GCJ14 B P/P 144A 04.8969 08/10/2046 | 0.01% | HIK LN R US0001M P 12/15/25 GS | 0.01% | INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% | JPMBB 2014-C22 C 04.7047 09/15/2047 | 0.01% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% | OVINTIV INC 07.3750 11/01/2031 | 0.01% | SEK/USD 09/15/2021 SSBT | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | CAD/USD 10/20/2021 SSBT | 0.01% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% | CGCMT 2013-GC17 C 05.2598 11/10/2046 | 0.01% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% | CMLTI 2005-2 1A2A 02.7641 05/25/2035 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% | COMM 2014-CR17 XA IO 01.1226 05/10/2047 | 0.01% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% | DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.01% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.01% | FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% | HCA INC. 05.3750 09/01/2026 | 0.01% | JPMBB 2013-C12 B 04.2353 07/15/2045 | 0.01% | LINK REIT SEDOL B0PB4M7 | 0.01% | NABORS IND CV 00.7500 01/15/2024 | 0.01% | NETFLIX INC 04.8750 04/15/2028 | 0.01% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% | SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% | SPRINT CORP 07.6250 03/01/2026 | 0.01% | WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% | 4503 JP R US0001M P 12/15/25 GS | 0.01% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% | AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% | ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.01% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% | APACHE CORP 04.3750 10/15/2028 | 0.01% | APACHE CORP 05.1000 09/01/2040 | 0.01% | BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% | BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% | BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% | BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% | BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% | BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% | CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% | CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% | CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% | CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% | CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% | CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.01% | CLARIV SCI HLD CORP P/P 144A 04.8750 07/01/2029 | 0.01% | CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% | CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.01% | COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% | COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% | COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% | CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% | CONTINENTAL RES 04.5000 04/15/2023 | 0.01% | DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% | DISH DBS CORP 05.8750 11/15/2024 | 0.01% | ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% | FHR 3408 EK 25.4088 04/15/2037 | 0.01% | FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.01% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% | FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% | GBP/USD 09/15/2021 CSI-FX | 0.01% | GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% | GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% | GNMA GII30 4018 06.5000 08/20/2037 | 0.01% | GNMA GII30 4171 06.5000 06/20/2038 | 0.01% | GNR 2016-H16 EI IO 02.1935 06/20/2066 | 0.01% | GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% | GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% | GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% | GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% | GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.01% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | ISTAR INC 05.5000 02/15/2026 | 0.01% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.01% | JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% | KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% | LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% | LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% | LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% | MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.01% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% | MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% | MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.01% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% | MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% | MEREDITH CORP 06.8750 02/01/2026 | 0.01% | MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% | MSBAM 2014-C14 C 05.2179 02/15/2047 | 0.01% | MSBAM 2015-C24 B 04.4883 05/15/2048 | 0.01% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% | NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% | NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.01% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% | ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% | OSHKOSH CORP 04.6000 05/15/2028 | 0.01% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% | PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% | PROLOGIS LP 02.2500 04/15/2030 | 0.01% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.01% | RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% | REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% | SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% | SM ENERGY CO 06.5000 07/15/2028 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% | SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.01% | TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% | TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% | TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% | TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% | TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.01% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% | TWILIO INC 03.6250 03/15/2029 | 0.01% | UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% | UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% | URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% | VISTRA OPERATION P/P 144A 05.6250 02/15/2027 | 0.01% | VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% | WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% | WOLVERINE WORLD WIDE P/P 144A 04.0000 08/15/2029 | 0.01% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% | WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 0.01% | ADIENT TLB L+350 03.5846 04/01/2028 | 0.01% | ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% | AMC ENT INC TLB L+300 03.0893 04/22/2026 | 0.01% | ASURION CORPORATION 2N L+525 05.3346 01/30/2029 | 0.01% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% | BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% | BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% | CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% | CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% | DIRECTV FINANCING TL L+500 05.1214 07/22/2027 | 0.01% | DISH DBS CORP 05.1250 06/01/2029 | 0.01% | ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.01% | ERF FP R US0001M P 12/15/25 GS | 0.01% | GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% | GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.01% | GLPG NA R US0001M P 12/15/25 GS | 0.01% | GNMA GII30 3987 06.5000 05/20/2037 | 0.01% | IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.01% | INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% | JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.01% | KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% | LUN DC R US0001M P 12/15/25 GS | 0.01% | MAV ACQUISITION CORP P/P 144A 05.7500 08/01/2028 | 0.01% | MAV ACQUISITION CORP P/P 144A 08.0000 08/01/2029 | 0.01% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% | SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% | SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% | TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.01% | TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.01% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% | UCB BB R US0001M P 12/15/25 GS | 0.01% | UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.01% | VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.01% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% | AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 0.01% | AT&T INC 04.3500 03/01/2029 | 0.01% | BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% | CAD/USD 10/20/2021 GSFX | 0.01% | CAS 2013-C01 M2 05.3344 10/25/2023 | 0.01% | CAS 2014-C02 1M2 02.6844 05/25/2024 | 0.01% | CAS 2016-C01 2M2 07.0344 08/25/2028 | 0.01% | CHF/USD 09/15/2021 SSBT | 0.01% | COMCAST CORP 03.9990 11/01/2049 | 0.01% | COMM 2014-LC17 XA IO 00.8809 10/10/2047 | 0.01% | DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% | ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% | GBP/USD PUT 1.3645 20210930 BANKAM | 0.01% | GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.01% | GSMS 2015-GC30 XA IO 00.8754 05/10/2050 | 0.01% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.01% | MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% | RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% | ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.01% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% | STORA ENSO OYJ-R SHS SEDOL 5072673 | 0.01% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% | AUD/USD 10/20/2021 WPAC | 0.00% | BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.00% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% | CAS 2015-C01 1M2 04.3844 02/25/2025 | 0.00% | CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.00% | CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.00% | COMM 2014-CR20 XA IO 01.1515 11/10/2047 | 0.00% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.00% | DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.00% | EQT CORP 07.5000 02/01/2030 | 0.00% | EUR/USD 09/15/2021 CSI-FX | 0.00% | EUR/USD 09/15/2021 RBSF | 0.00% | FHR 2990 LB 16.7016 06/15/2034 | 0.00% | FNR 2018-86 DS IO 06.0156 12/25/2048 | 0.00% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.00% | GBP/USD 09/15/2021 TDBK | 0.00% | INCY US R US0001M P 12/15/25 GS | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.00% | OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% | OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.00% | OVINTIV INC 06.5000 08/15/2034 | 0.00% | OVINTIV INC 06.6250 08/15/2037 | 0.00% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 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% | AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% | ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% | ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% | AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% | AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% | ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.00% | ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% | ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.00% | APACHE CORP 04.6250 11/15/2025 | 0.00% | APACHE CORPORATION 04.8750 11/15/2027 | 0.00% | ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% | ASURION LLC TLB9 L+325 03.3391 07/31/2027 | 0.00% | ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.00% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.00% | BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% | BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% | BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% | BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.00% | BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.00% | BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.00% | BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% | BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% | BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.00% | BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.00% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% | BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% | BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% | CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.00% | CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% | CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.00% | CAS 2014-C03 2M2 02.9844 07/25/2024 | 0.00% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% | CENTENE CORP 03.0000 10/15/2030 | 0.00% | CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.00% | CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% | CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% | CHF/USD 09/15/2021 JPMCB | 0.00% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% | CIT GROUP INC 05.0000 08/01/2023 | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% | COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.00% | COMCAST CORP 06.5000 11/15/2035 | 0.00% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% | CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.00% | CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.00% | CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.00% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% | DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.00% | DISH NETWORK CV 03.3750 08/15/2026 | 0.00% | DIVERSEY TL L+300 03.0846 09/06/2024 | 0.00% | DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% | DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.00% | EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% | ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% | EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% | EUR/USD 09/15/2021 TDBK | 0.00% | FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.00% | FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.00% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.00% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% | FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.00% | GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.00% | GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% | GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% | GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.00% | GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% | GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.00% | GRF SM R US0001M P 12/15/25 GS | 0.00% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% | HCA INC 03.5000 09/01/2030 | 0.00% | HCA INC 04.1250 06/15/2029 | 0.00% | HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% | HILCORP ENERGY I P/P 144A 05.7500 02/01/2029 | 0.00% | HILCORP ENERGY I P/P 144A 06.0000 02/01/2031 | 0.00% | HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.00% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% | ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% | ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% | INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.00% | INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.00% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.00% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.00% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% | LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% | LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% | MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% | MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 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% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% | NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% | NEXSTAR MEDIA INC P/P 144A 04.7500 11/01/2028 | 0.00% | NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.00% | NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.00% | NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% | NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 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 04.0000 09/15/2030 | 0.00% | ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% | P/P 144A 06.6250 10/01/2030 | 0.00% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% | PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% | PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% | RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.00% | REGN US R US0001M P 12/15/25 GS | 0.00% | RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% | RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% | ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.00% | SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% | SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% | SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.00% | SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.00% | SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.00% | SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% | SOLENIS 2NDL L+850 08.5846 06/26/2026 | 0.00% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% | T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% | TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% | TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% | TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 0.00% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% | TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% | TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% | THYSSENKRUPP ELEVATOR L+350 04.0000 07/31/2027 | 0.00% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% | TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% | TWILIO INC 03.8750 03/15/2031 | 0.00% | UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.00% | UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.00% | UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% | USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% | VICTORS MERGER CORP P/P 144A 06.3750 05/15/2029 | 0.00% | VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.00% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% | VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 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% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% | ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% | AUD/USD PUT 0.70 20211008 CITI | 0.00% | CAS 2014-C04 1M2 04.9844 11/25/2024 | 0.00% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.00% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% | EUR/USD PUT 1.16 20211008 GSFX | 0.00% | HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% | MSBAM 2013-C12 XA IO 00.7432 10/15/2046 | 0.00% | MSBAM 2014-C17 XA IO 01.2171 08/15/2047 | 0.00% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% | NOVN SW R US0001M P 12/15/25 GS | 0.00% | NRG ENERGY INC 06.6250 01/15/2027 | 0.00% | PROLOGIS L.P. 02.1250 04/15/2027 | 0.00% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% | ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% | WFRBS 2012-C10 XA IO 144A 01.6362 12/15/2045 | 0.00% | 4568 JP R US0001M P 12/15/25 GS | 0.00% | CAS 2015-C02 1M2 04.0844 05/25/2025 | 0.00% | CAS 2015-C03 2M2 05.0844 07/25/2025 | 0.00% | CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.00% | CHF/USD 09/15/2021 MSCIL | 0.00% | CIT GROUP INC. 05.0000 08/15/2022 | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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 CG | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | CNH/USD 11/17/2021 GSFX | 0.00% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% | CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% | DKK/USD 09/15/2021 CITI | 0.00% | EUR/USD 09/15/2021 CITI | 0.00% | FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% | JPY/USD 11/17/2021 TDBK | 0.00% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.00% | KRW/USD 11/17/2021 JPMCB | 0.00% | NZD/USD 10/20/2021 TDBK | 0.00% | OGN US R US0001M P 12/15/25 GS | 0.00% | ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% | OSHKOSH CORP 03.1000 03/01/2030 | 0.00% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% | REC IM R US0001M P 12/15/25 GS | 0.00% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% 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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.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.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 GS | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 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 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.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 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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 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-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | 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% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% | CSMC 2007-C2 AX IO 144A 00.0484 01/15/2049 | 0.00% | EUR/USD 09/15/2021 MSCIL | 0.00% | GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% | GSMS 2006-GG8 X IO 144A 01.2699 11/10/2039 | 0.00% | HKD/USD 11/17/2021 BANKAM | 0.00% | HKD/USD 11/17/2021 CITI | 0.00% | HKD/USD 11/17/2021 HSBCB | 0.00% | HKD/USD 11/17/2021 SSBT | 0.00% | HKD/USD 11/17/2021 UBS | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% | JPMCC 2006-LDP8 X IO 00.2300 05/15/2045 | 0.00% | JPY/USD 11/17/2021 BCAP-FX | 0.00% | JPY/USD 11/17/2021 CITI | 0.00% | JPY/USD 11/17/2021 HSBCB | 0.00% | JPY/USD 11/17/2021 MSCIL | 0.00% | JPY/USD 11/17/2021 RBSF | 0.00% | JPY/USD 11/17/2021 UBS | 0.00% | LBUBS 2006-C6 XCL IO 144A 00.7753 09/15/2039 | 0.00% | MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% | MWO HOLDINGS LLC | 0.00% | NZD/USD 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2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% | GBP/USD 09/15/2021 BCAP-FX | -0.00% | GBP/USD 09/15/2021 SSBT | -0.00% | IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% | JPY/USD 11/17/2021 BANKAM | -0.00% | JPY/USD 11/17/2021 JPMCB | -0.00% | NZD/USD 10/20/2021 HSBCB | -0.00% | NZD/USD 10/20/2021 WPAC | -0.00% | 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.00% | AUD/USD 10/20/2021 BCAP-FX | -0.00% | AUD/USD 10/20/2021 JPMCB | -0.00% | AUD/USD 10/20/2021 UBS | -0.00% | CHF/USD 09/15/2021 CITI | -0.00% | CHF/USD 09/15/2021 RBSF | -0.00% | CHF/USD 09/15/2021 UBS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% | CNH/USD 11/17/2021 TDBK | -0.00% | GBP/USD 09/15/2021 CITI | -0.00% | JPY/USD 11/17/2021 GSFX | -0.00% | NZD/USD 10/20/2021 GSFX | -0.00% | NZD/USD 10/20/2021 RBSF | -0.00% | NZD/USD 10/20/2021 UBS | -0.00% | SEK/USD 09/15/2021 RBSF | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% | GBP/USD 09/15/2021 BANKAM | -0.00% | AUD/USD 10/20/2021 CITI | -0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/USD CALL 1.195 20211008 GSFX | -0.00% | GBP/USD 09/15/2021 RBSF | -0.00% | GBP/USD 09/15/2021 UBS | -0.00% | SEK/USD 09/15/2021 BCAP-FX | -0.00% | AUD/USD 10/20/2021 GSFX | -0.01% | EUR/USD 09/15/2021 HSBCB | -0.01% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.01% | NOK/USD 09/15/2021 SSBT | -0.01% | SEK/USD 09/15/2021 UBS | -0.01% | NOK/USD 09/15/2021 JPMCB | -0.01% | JPY/USD 11/17/2021 SSBT | -0.01% | AUD/USD 10/20/2021 SSBT | -0.01% | AUD/USD 10/20/2021 MSCIL | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% | AUD/USD 10/20/2021 BANKAM | -0.02% | CPURNSA P 2.686 R 04/01/31 | -0.02% | NOK/USD 09/15/2021 GSFX | -0.02% | GBP/USD 09/15/2021 JPMCB | -0.02% | EUR/USD 09/15/2021 GSFX | -0.02% | EUR/USD 09/15/2021 SSBT | -0.02% | NOK/USD 09/15/2021 UBS | -0.02% | AUD/USD CALL 0.7335 20211008 CITI | -0.02% | GBP/USD 09/15/2021 MSCIL | -0.02% | EUR/USD 09/15/2021 UBS | -0.02% | EUR/USD 09/15/2021 BANKAM | -0.03% | SEK/USD 09/15/2021 GSFX | -0.03% | SEK/USD 09/15/2021 MSCIL | -0.03% | GBP/USD 09/15/2021 GSFX | -0.04% | 1.57 R ISWP US0003M P 04/20/2031 | -0.06% | CPURNSA P 2.79 R 04/15/26 | -0.10% | FNMA FN30 TBA UMBS 02.0000 09/01/2051 | -0.76% | FNMA FN30 TBA UMBS 03.0000 09/01/2051 | -0.78% | US 10YR ULTRA FUT DEC21 UXYZ1 | -2.88% | US 5YR NOTE (CBT) DEC21 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| E-MINI RUSS 2000 SEP21 RTYU1 | 4.46% | GSGLPWDL R US0001M P 12/15/25 GS | 3.94% | APPLE INC SEDOL 2046251 | 3.65% | ALPHABET INC-CL A SEDOL BYVY8G0 | 3.16% | US ULTRA BOND CBT SEP21 WNU1 | 2.42% | AMAZON.COM INC SEDOL 2000019 | 2.42% | RU10VATR R US0001M P 02/05/22 JP | 2.31% | MICROSOFT CORP SEDOL 2588173 | 2.03% | US 2YR NOTE (CBT) SEP21 TUU1 | 1.84% | US 10YR NOTE (CBT)SEP21 TYU1 | 1.83% | FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 1.60% | FNMA FN15 TBA UMBS 02.5000 08/01/2036 | 1.59% | S&P GSCI LIGHT ENERGY ER | 1.50% | NVIDIA CORP SEDOL 2379504 | 1.47% | JPMORGAN CHASE & CO SEDOL 2190385 | 1.40% | MSCI EMGMKT SEP21 MESU1 | 1.30% | ADOBE INC SEDOL 2008154 | 1.17% | US LONG BOND(CBT) SEP21 USU1 | 1.12% | QUALCOMM INC SEDOL 2714923 | 1.11% | INTUIT INC SEDOL 2459020 | 1.11% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 1.07% | ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.97% | NASDAQ 100 E-MINI SEP21 NQU1 | 0.90% | CITIGROUP INC SEDOL 2297907 | 0.90% | VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.89% | FNMA FN30 TBA UMBS 06.0000 08/01/2051 | 0.85% | FNMA FN30 TBA UMBS 04.5000 08/01/2051 | 0.82% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.80% | FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.79% | GNMA GII30 TBA 03.0000 08/01/2051 | 0.79% | FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.79% | FNMA FN30 TBA UMBS 02.5000 08/01/2051 | 0.79% | MODERNA INC SEDOL BGSXTS3 | 0.79% | LOCKHEED MARTIN CORP SEDOL 2522096 | 0.76% | FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.76% | TREASURY BILL 00.0000 10/14/2021 | 0.68% | TJX COMPANIES INC SEDOL 2989301 | 0.66% | GNMA GII30 MA6932 03.0000 10/20/2050 | 0.65% | ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.64% | PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.64% | FORD MOTOR CO SEDOL 2615468 | 0.63% | CISCO SYSTEMS INC SEDOL 2198163 | 0.63% | MERCK & CO. INC. SEDOL 2778844 | 0.63% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.61% | MSCI EAFE SEP21 MFSU1 | 0.61% | ANTHEM INC SEDOL BSPHGL4 | 0.60% | AUTODESK INC SEDOL 2065159 | 0.60% | ROKU INC SEDOL BZ1LFG7 | 0.59% | PEPSICO INC SEDOL 2681511 | 0.58% | PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.57% | FORTINET INC SEDOL B5B2106 | 0.57% | METLIFE INC SEDOL 2573209 | 0.55% | GNMA GII30 MA6766 03.0000 07/20/2050 | 0.53% | DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.53% | MCDONALD'S CORP SEDOL 2550707 | 0.51% | WALMART INC SEDOL 2936921 | 0.51% | EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.50% | VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.50% | COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.49% | ABBOTT LABORATORIES SEDOL 2002305 | 0.48% | CSX CORP SEDOL 2160753 | 0.47% | MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.46% | MEDTRONIC PLC SEDOL BTN1Y11 | 0.45% | ALTRIA GROUP INC | 0.41% | SOUTHERN CO/THE SEDOL 2829601 | 0.41% | MCKESSON CORP SEDOL 2378534 | 0.40% | FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.38% | TREASURY BILL 00.0000 09/21/2021 | 0.38% | PARKER HANNIFIN CORP SEDOL 2671501 | 0.37% | CADENCE DESIGN SYS INC SEDOL 2302232 | 0.36% | SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.36% | OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.36% | WEYERHAEUSER CO SEDOL 2958936 | 0.35% | HALLIBURTON CO SEDOL 2405302 | 0.35% | BEST BUY CO INC SEDOL 2094670 | 0.35% | CUMMINS INC SEDOL 2240202 | 0.35% | COMCAST CORP-CLASS A SEDOL 2044545 | 0.34% | DOCUSIGN INC SEDOL BFYT7B7 | 0.34% | DEERE & CO SEDOL 2261203 | 0.34% | O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.33% | VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.33% | AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.33% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.32% | PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.32% | GARTNER INC SEDOL 2372763 | 0.31% | UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.31% | EXELON CORP SEDOL 2670519 | 0.30% | ALLY FINANCIAL INC SEDOL B72XK05 | 0.30% | FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.30% | LOWES COMPANIES INC | 0.28% | MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.28% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.27% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.27% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.27% | AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.26% | CBRE GROUP INC - A SEDOL B6WVMH3 | 0.26% | CHEVRON CORP | 0.25% | MORGAN STANLEY | 0.24% | ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.24% | JOHNSON & JOHNSON SEDOL 2475833 | 0.24% | ABBVIE INC SEDOL B92SR70 | 0.24% | SYNOPSYS INC SEDOL 2867719 | 0.24% | 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.23% | NOVARTIS AG-REG SEDOL 7103065 | 0.23% | WASTE MANAGEMENT INC SEDOL 2937667 | 0.23% | GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.23% | COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.22% | ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.22% | SYSCO CORP SEDOL 2868165 | 0.21% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.20% | NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.20% | LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.20% | NESTLE SA-REG SEDOL 7123870 | 0.20% | AFLAC INC SEDOL 2026361 | 0.20% | ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.20% | UNION PACIFIC CORP SEDOL 2914734 | 0.19% | DARDEN RESTAURANTS INC SEDOL 2289874 | 0.19% | BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.19% | MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.19% | AMETEK INC SEDOL 2089212 | 0.18% | L OREAL SEDOL 4057808 | 0.18% | ALLSTATE CORP SEDOL 2019952 | 0.17% | EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.17% | CITIGROUP INC 03.6680 07/24/2028 | 0.17% | REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.17% | AGCO CORP SEDOL 2010278 | 0.17% | AMERISOURCEBERGEN CORP | 0.17% | KINDER MORGAN INC SEDOL B3NQ4P8 | 0.17% | ALLEGION PLC SEDOL BFRT3W7 | 0.17% | APPLIED MATERIALS INC SEDOL 2046552 | 0.17% | PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.16% | ALLIANZ SE-REG SEDOL 5231485 | 0.16% | LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.16% | POLARIS INC SEDOL 2692933 | 0.16% | RIO TINTO PLC SEDOL 0718875 | 0.16% | SONY GROUP CORP SEDOL 6821506 | 0.16% | MORGAN STANLEY 03.7720 01/24/2029 | 0.16% | DEUTSCHE POST AG-REG SEDOL 4617859 | 0.15% | TREASURY BILL 00.0000 09/02/2021 | 0.15% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.15% | FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.15% | HERMES INTERNATIONAL SEDOL 5253973 | 0.15% | EDISON INTERNATIONAL SEDOL 2829515 | 0.15% | MORGAN STANLEY 03.1250 01/23/2023 | 0.14% | PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.14% | AT&T INC P/P 144A 02.5500 12/01/2033 | 0.14% | DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.14% | MOLINA HEALTHCARE INC SEDOL 2212706 | 0.14% | ABBVIE INC 03.2000 11/21/2029 | 0.14% | HOYA CORP SEDOL 6441506 | 0.14% | WESFARMERS LTD SEDOL 6948836 | 0.14% | PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.14% | MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.14% | STELLANTIS NV SEDOL BMD8F98 | 0.13% | BRUNSWICK CORP SEDOL 2149309 | 0.13% | DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.13% | CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.13% | JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.13% | AT&T INC SEDOL 2831811 | 0.13% | COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.13% | GOODMAN GROUP SEDOL B03FYZ4 | 0.13% | FERGUSON PLC SEDOL BJVNSS4 | 0.13% | CROWN HOLDINGS INC | 0.12% | KDDI CORP SEDOL 6248990 | 0.12% | TARGA RESOURCES CORP SEDOL B55PZY3 | 0.12% | LEGRAND SA SEDOL B11ZRK9 | 0.12% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.12% | INCYTE CORP | 0.12% | MERCK KGAA SEDOL 4741844 | 0.12% | TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.12% | ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.12% | JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.12% | BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.12% | SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.12% | ITOCHU CORP SEDOL 6467803 | 0.12% | REPUBLIC SERVICES INC SEDOL 2262530 | 0.12% | AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.12% | NINTENDO CO LTD SEDOL 6639550 | 0.12% | SLM CORP | 0.12% | ORACLE CORP 03.6250 07/15/2023 | 0.12% | ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.12% | NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.12% | JONES LANG LASALLE INC SEDOL 2040640 | 0.11% | NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.11% | ENTERGY CORP SEDOL 2317087 | 0.11% | SANDVIK AB SEDOL B1VQ252 | 0.11% | WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.11% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.11% | IMPERIAL BRANDS PLC SEDOL 0454492 | 0.11% | CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.11% | SONOVA HOLDING AG-REG SEDOL 7156036 | 0.11% | AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.11% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.11% | IBM CORP 01.8750 08/01/2022 | 0.11% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.11% | UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.11% | VOLVO AB-B SHS SEDOL B1QH830 | 0.11% | CAPGEMINI SE SEDOL 4163437 | 0.10% | FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.10% | EQUINOR ASA SEDOL 7133608 | 0.10% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.10% | GARMIN LTD SEDOL B3Z5T14 | 0.10% | CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.10% | COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.10% | CAS 2016-C04 1M2 04.3393 01/25/2029 | 0.10% | NOMURA HOLDINGS INC SEDOL 6643108 | 0.10% | MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.10% | CLP HOLDINGS LTD SEDOL 6097017 | 0.09% | COVESTRO AG SEDOL BYTBWY9 | 0.09% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.09% | DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.09% | TOKYO ELECTRON LTD SEDOL 6895675 | 0.09% | BP PLC SEDOL 0798059 | 0.09% | CAS 2017-C01 1M2 03.6393 07/25/2029 | 0.09% | VISIO 2020-1 A3 03.5210 08/25/2055 | 0.09% | RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.09% | ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.09% | FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.09% | FUJITSU LTD SEDOL 6356945 | 0.09% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% | AVIVA PLC SEDOL 0216238 | 0.09% | FORTUM OYJ SEDOL 5579550 | 0.09% | LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.09% | STACR 2016-DNA2 M3 04.7393 10/25/2028 | 0.09% | KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.09% | 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.09% | MANPOWERGROUP INC SEDOL 2562490 | 0.09% | SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.09% | EVOLUTION AB SEDOL BJXSCH4 | 0.08% | STACR 2018-HRP2 M3 02.4893 02/25/2047 | 0.08% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.08% | COMCAST CORP 03.9690 11/01/2047 | 0.08% | DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.08% | TORO CO SEDOL 2897040 | 0.08% | FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.08% | HOLCIM LTD SEDOL 7110753 | 0.08% | NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.08% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.08% | CARLSBERG AS-B SEDOL 4169219 | 0.08% | GENTEX CORP SEDOL 2366799 | 0.08% | NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.08% | VERIZON COMM 04.3290 09/21/2028 | 0.08% | CRH PLC SEDOL 4182249 | 0.08% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.08% | SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.08% | OSHKOSH CORP SEDOL 2663520 | 0.08% | PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.08% | APPLE INC 04.3750 05/13/2045 | 0.08% | FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.08% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.08% | AMAZON.COM INC 03.1500 08/22/2027 | 0.08% | CASH MGMT BILL 00.0000 11/09/2021 | 0.08% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.08% | IVORY COAST REGS 05.7500 12/31/2032 | 0.08% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.08% | PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.08% | RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.08% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.08% | TREASURY BILL 00.0000 09/07/2021 | 0.08% | TREASURY BILL 00.0000 09/28/2021 | 0.08% | TREASURY BILL 00.0000 10/05/2021 | 0.08% | VENTR 2017-28A A2 144A 01.2443 07/20/2030 | 0.08% | WAT US R US0001M P 12/15/25 GS | 0.08% | AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.08% | BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.08% | ROSS STORES INC SEDOL 2746711 | 0.08% | SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.07% | COCA-COLA CO/THE SEDOL 2206657 | 0.07% | NITTO DENKO CORP SEDOL 6641801 | 0.07% | SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.07% | AT&T INC 04.7500 05/15/2046 | 0.07% | BHP GROUP PLC SEDOL BH0P3Z9 | 0.07% | UNUM GROUP SEDOL 2433842 | 0.07% | ASML HOLDING NV SEDOL B929F46 | 0.07% | BIOGEN INC SEDOL 2455965 | 0.07% | DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.07% | HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.07% | UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.07% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.07% | JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.07% | SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.07% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.07% | 3I GROUP PLC SEDOL B1YW440 | 0.07% | DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.07% | EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.07% | MTD US R US0001M P 12/15/25 GS | 0.07% | ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.07% | PKI US R US0001M P 12/15/25 GS | 0.07% | ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.07% | DUKE REALTY CORP SEDOL 2284084 | 0.07% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.07% | INVITATION HOMES INC SEDOL BD81GW9 | 0.07% | TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.07% | ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.06% | BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% | CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.06% | EQUINIX INC. 02.9000 11/18/2026 | 0.06% | ITT INC SEDOL BZBY209 | 0.06% | KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.06% | DOVER CORP SEDOL 2278407 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | IQV US R US0001M P 12/15/25 GS | 0.06% | MRK GR R US0001M P 12/15/25 GS | 0.06% | SONIC HEALTHCARE LTD SEDOL 6821120 | 0.06% | VERUS 2020-5 A2 01.5780 05/25/2065 | 0.06% | COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.06% | CSX CORP 04.1000 03/15/2044 | 0.06% | A US R US0001M P 12/15/25 GS | 0.06% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.06% | CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.06% | CSAIL 2020-C19 XA IO 01.1177 03/15/2053 | 0.06% | ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.06% | ORACLE CORP 02.5000 10/15/2022 | 0.06% | PANDORA A/S SEDOL B44XTX8 | 0.06% | RYDER SYSTEM INC SEDOL 2760669 | 0.06% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.06% | ALTICE USA INC- A SEDOL BDRY7P9 | 0.06% | BROADCOM INC 04.1500 11/15/2030 | 0.06% | CD 2017-CD6 AM 03.7090 11/13/2050 | 0.06% | CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.06% | COMM 2014-UBS2 B 04.7010 03/10/2047 | 0.06% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% | NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.06% | PULTEGROUP INC SEDOL 2708841 | 0.06% | WH GROUP LTD SEDOL BLLHKZ1 | 0.06% | BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.06% | COMM 2015-DC1 AM 03.7240 02/10/2048 | 0.06% | GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.06% | GSMS 2015-GC32 B 04.4119 07/10/2048 | 0.06% | MSBAM 2013-C13 AS 04.2660 11/15/2046 | 0.06% | NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% | ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.06% | TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.06% | UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.06% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.06% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.06% | COMM 2012-CR2 AM 03.7910 08/15/2045 | 0.06% | ECOLAB INC 03.2500 12/01/2027 | 0.06% | KONINKLIJKE KPN NV SEDOL 5956078 | 0.06% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.06% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.06% | CGCMT 2018-C6 XA IO 00.7779 11/10/2051 | 0.06% | EFMT 2020-2 A2 01.4860 10/25/2065 | 0.06% | NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.06% | RAYONIER INC SEDOL 2473138 | 0.06% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.06% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.06% | ADVANCED MICRO DEVICES SEDOL 2007849 | 0.06% | AMAZON.COM INC 03.3000 12/05/2021 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.06% | CAS 2017-C06 1M2 02.7393 02/25/2030 | 0.06% | CWALT 2006-OA10 4A1 00.4693 08/25/2046 | 0.06% | KNORR-BREMSE AG SEDOL BD2P9X9 | 0.06% | WILLIAMS COS INC SEDOL 2967181 | 0.06% | YUM BRANDS INC SEDOL 2098876 | 0.06% | EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.06% | FHMS K118 X1 IO 00.9611 09/25/2030 | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | TMO US R US0001M P 12/15/25 GS | 0.06% | GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% | INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.05% | MSC 2018-H3 XA 00.8246 07/15/2051 | 0.05% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.05% | ADECCO GROUP AG-REG SEDOL 7110720 | 0.05% | BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% | EDF SEDOL B0NJJ17 | 0.05% | FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.05% | SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.05% | ZTS US R US0001M P 12/15/25 GS | 0.05% | BRAMBLES LTD SEDOL B1FJ0C0 | 0.05% | CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.05% | COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.05% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.05% | DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.05% | HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.05% | OMRON CORP SEDOL 6659428 | 0.05% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.05% | DOW INC SEDOL BHXCF84 | 0.05% | HONEYWELL INTL 03.8120 11/21/2047 | 0.05% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.05% | LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.05% | TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.05% | FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.05% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% | COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.05% | ILMN US R US0001M P 12/15/25 GS | 0.05% | SERVICENOW INC SEDOL B80NXX8 | 0.05% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% | AT&T INC P/P 144A 03.5500 09/15/2055 | 0.05% | FISERV INC 04.2000 10/01/2028 | 0.05% | GNMA GII30 4246 06.5000 09/20/2038 | 0.05% | CSMC 2016-NXSR C 04.3599 12/15/2049 | 0.05% | EIFFAGE SEDOL B13X013 | 0.05% | PFE US R US0001M P 12/15/25 GS | 0.05% | SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.05% | CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.05% | CLEAN HARBORS INC SEDOL 2202473 | 0.05% | FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.05% | IPN FP R US0001M P 12/15/25 GS | 0.05% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.05% | LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.05% | T-MOBILE USA INC 02.2500 11/15/2031 | 0.05% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.04% | BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% | CWALT 2006-OA7 1A2 01.0471 06/25/2046 | 0.04% | D.R. HORTON INC 01.3000 10/15/2026 | 0.04% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% | MERCK & CO INC 03.7000 02/10/2045 | 0.04% | SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% | CITIGROUP INC 04.4500 09/29/2027 | 0.04% | DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.04% | GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.04% | LASERTEC CORP SEDOL 6506267 | 0.04% | PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% | SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% | AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.04% | BOEING CO 05.9300 05/01/2060 | 0.04% | BRISTOL-MYERS 02.9000 07/26/2024 | 0.04% | CITIGROUP INC 03.8870 01/10/2028 | 0.04% | FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.04% | LINCOLN NATIONAL CORP SEDOL 2516378 | 0.04% | HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% | INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.04% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.04% | UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.04% | CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% | EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.04% | MORGAN STANLEY 04.3750 01/22/2047 | 0.04% | RAYTHEON TECH CORP 02.5000 12/15/2022 | 0.04% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% | BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.04% | GS MORT SEC CORP II P/P 144A 03.6820 02/10/2046 | 0.04% | ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% | MICHELIN (CGDE) SEDOL 4588364 | 0.04% | THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.04% | JNJ US R US0001M P 12/15/25 GS | 0.04% | PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.04% | TRANSUNION SEDOL BYMWL86 | 0.04% | WFRBS 2013-C11 C 04.1840 03/15/2045 | 0.04% | YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.04% | BANK 2019-BN22 C 03.4612 11/15/2062 | 0.04% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.04% | GNMA GII30 4581 06.5000 11/20/2039 | 0.04% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.04% | MRK US R US0001M P 12/15/25 GS | 0.04% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.04% | CAS 2015-C04 2M2 05.6393 04/25/2028 | 0.04% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.04% | JPMBB 2013-C15 C 05.1791 11/15/2045 | 0.04% | M3 INC SEDOL B02K2M3 | 0.04% | ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.04% | ORACLE CORP 05.3750 07/15/2040 | 0.04% | SPST 2021-10 A 00.8543 08/08/2022 | 0.04% | SPST 2021-6 A 00.8893 04/25/2022 | 0.04% | ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% | ABBV US R US0001M P 12/15/25 GS | 0.03% | BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% | DIM FP R US0001M P 12/15/25 GS | 0.03% | GSK LN R US0001M P 12/15/25 GS | 0.03% | HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% | LENNAR CORP 04.7500 11/29/2027 | 0.03% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | BT GROUP PLC SEDOL 3091357 | 0.03% | CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.03% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.03% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.03% | NCHET 2003-4 M1 01.2143 10/25/2033 | 0.03% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.03% | PFIZER INC 03.0000 12/15/2026 | 0.03% | SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.03% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% | SPRINT CORP 07.8750 09/15/2023 | 0.03% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.03% | HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% | MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% | PUBLICIS GROUPE SEDOL 4380429 | 0.03% | SAN FP R US0001M P 12/15/25 GS | 0.03% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% | AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.03% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.03% | BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.03% | COLES GROUP LTD SEDOL BYWR0T5 | 0.03% | COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% | GENPACT LTD SEDOL B23DBK6 | 0.03% | HCA INC 03.5000 07/15/2051 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | PERSIMMON PLC SEDOL 0682538 | 0.03% | PRGO US R US0001M P 12/15/25 GS | 0.03% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% | AZN US US0001M 12/15/25 GS | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.03% | EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.03% | GNMA GII30 4269 06.5000 10/20/2038 | 0.03% | KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% | PROLOGIS INC SEDOL B44WZD7 | 0.03% | SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.03% | TOKYO GAS CO LTD SEDOL 6895448 | 0.03% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% | ZOETIS INC 03.9000 08/20/2028 | 0.03% | 4506 JP R US0001M P 12/15/25 GS | 0.03% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.03% | BIIB US R US0001M P 12/15/25 GS | 0.03% | BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% | CASH MGMT BILL 00.0000 11/16/2021 | 0.03% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% | CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% | ORACLE CORP 04.0000 11/15/2047 | 0.03% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.03% | VTRS US R US0001M P 12/15/25 GS | 0.03% | WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.03% | AES CORP SEDOL 2002479 | 0.03% | AIR LEASE CORP 03.2500 10/01/2029 | 0.03% | ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.03% | ALPHABET INC 01.9980 08/15/2026 | 0.03% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% | NH FOODS LTD SEDOL 6640767 | 0.03% | RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.03% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.03% | TABCORP HOLDINGS LTD SEDOL 6873262 | 0.03% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.03% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.03% | CITIGROUP INC 03.8750 02/18/2051 | 0.03% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.03% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.03% | POSTE ITALIANE SPA SEDOL BYYN701 | 0.03% | SCSK CORP SEDOL 6858474 | 0.03% | TOTALENERGIES SE SEDOL B15C557 | 0.03% | TPAT 2018-SL1 A 144A 00.6893 01/25/2046 | 0.03% | VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% | BAYN GR R US0001M P 12/15/25 GS | 0.03% | BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.03% | BMY US R US0001M P 12/15/25 GS | 0.03% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% | IPSEN SEDOL B0R7JF1 | 0.03% | PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% | TERRIER MEDIA BUYER IN L+350 03.5920 12/17/2026 | 0.03% | APPLE INC 03.8500 05/04/2043 | 0.02% | AT&T INC 02.2500 02/01/2032 | 0.02% | BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.02% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.02% | CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.02% | E.ON SE SEDOL 4942904 | 0.02% | ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.02% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% | UNILEVER PLC SEDOL B10RZP7 | 0.02% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% | AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% | AZN LN R US0001M P 12/15/25 GS | 0.02% | CAS 2017-C05 1M2A 02.2893 01/25/2030 | 0.02% | CIT GROUP INC. 05.2500 03/07/2025 | 0.02% | CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.02% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.02% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.02% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.02% | SALESFORCE.COM INC 03.0500 07/15/2061 | 0.02% | VMWARE INC 02.2000 08/15/2031 | 0.02% | WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% | CAS 2016-C01 1M2 06.8393 08/25/2028 | 0.02% | CAS 2016-C06 1M2 04.3393 04/25/2029 | 0.02% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% | GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% | GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.02% | NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% | PPSI 2004-WCW2 M3 01.1393 10/25/2034 | 0.02% | SALESFORCE.COM INC 02.9000 07/15/2051 | 0.02% | SCHLUMBERGER LTD SEDOL 2779201 | 0.02% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.02% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% | TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.02% | 4581 JP R US0001M P 12/15/25 GS | 0.02% | BOLLORE SEDOL 4572709 | 0.02% | CAS 2016-C07 2M2 04.4393 05/25/2029 | 0.02% | CD 2017-CD6 B 03.9110 11/13/2050 | 0.02% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% | CIGNA CORP 03.7500 07/15/2023 | 0.02% | COMM 2013-CR13 C 04.8825 11/10/2046 | 0.02% | CSL AU R US0001M P 12/15/25 GS | 0.02% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% | GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.02% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% | LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% | MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.02% | NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% | ORTHO-CLINICAL DIAGNOS L+300 03.0905 06/30/2025 | 0.02% | SEB SA SEDOL 4792132 | 0.02% | SERVICENOW INC 01.4000 09/01/2030 | 0.02% | SPST 2021-WL1 A 00.7393 01/26/2054 | 0.02% | SPST 2021-WL2 A 00.7893 03/25/2054 | 0.02% | VERTIV TLB L+275 02.8458 03/02/2027 | 0.02% | VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.02% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% | ALPHABET INC 02.2500 08/15/2060 | 0.02% | ANALOG DEVICES INC 03.9000 12/15/2025 | 0.02% | ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% | CENTENE CORP 04.6250 12/15/2029 | 0.02% | COMM 2012-LC4 C 05.5534 12/10/2044 | 0.02% | COMM 2014-CR17 C 04.7843 05/10/2047 | 0.02% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% | DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.02% | EQUINIX INC 03.2000 11/18/2029 | 0.02% | ICL GROUP LTD SEDOL 6455530 | 0.02% | MWST 2021-2 A 00.8393 04/25/2055 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% | 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | AMGN US R US0001M P 12/15/25 GS | 0.02% | APPLE INC 02.8500 05/11/2024 | 0.02% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% | CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.02% | HCA INC. 05.5000 06/15/2047 | 0.02% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% | KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.02% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | PULTEGROUP INC 05.5000 03/01/2026 | 0.02% | RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.02% | T-MOBILE USA INC. 04.7500 02/01/2028 | 0.02% | BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.02% | COMCAST CORP 06.5000 11/15/2035 | 0.02% | ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.02% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% | GILD US R US0001M P 12/15/25 GS | 0.02% | GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.02% | HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% | KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.02% | KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.02% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.02% | LLY US R US0001M P 12/15/25 GS | 0.02% | MICROSOFT CORP 02.5250 06/01/2050 | 0.02% | MWST 2020-1 A 00.9893 10/25/2053 | 0.02% | MWST 2020-2 A 00.8893 11/25/2053 | 0.02% | NETFLIX INC. 05.8750 11/15/2028 | 0.02% | NEWZ 2021-1 A 00.8393 05/25/2055 | 0.02% | PFWST 2021-1 A 00.7893 02/25/2055 | 0.02% | RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% | SPST 2020-15 A 01.4593 12/10/2021 | 0.02% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% | TEVA US R US0001M P 12/15/25 GS | 0.02% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.02% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% | BHP GROUP LTD SEDOL 6144690 | 0.02% | CAS 2016-C02 1M2 06.0893 09/25/2028 | 0.02% | COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.02% | DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% | FHR 3065 DC 19.5806 03/15/2035 | 0.02% | FISHER PAYKEL SEDOL 6340250 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 0.02% | WFRBS 2013-C15 D 144A 04.4955 08/15/2046 | 0.02% | ARCELORMITTAL USD 07.2500 10/15/2039 | 0.02% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% | GSMS 2012-GCJ9 B 144A 03.7470 11/10/2045 | 0.02% | NRG P/P 144A 03.7500 06/15/2024 | 0.02% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% | SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% | AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.02% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% | COMCAST CORP 03.4500 02/01/2050 | 0.02% | COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.02% | GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.02% | HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.02% | IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% | INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.02% | LBMLT 2004-1 A2 00.8893 02/25/2034 | 0.02% | PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% | POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% | SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.02% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% | TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% | VIFN SW R US0001M P 12/15/25 GS | 0.02% | WAMU 2005-AR9 A1C3 01.0493 07/25/2045 | 0.02% | WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.02% | WFCM 2013-LC12 C 04.3081 07/15/2046 | 0.02% | APPLE INC 02.8000 02/08/2061 | 0.02% | BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.02% | BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.02% | CAS 2016-C05 2M2 04.5393 01/25/2029 | 0.02% | CLUB CAR TL L+400 04.5000 05/12/2028 | 0.02% | COMM 2015-LC19 B 03.8290 02/10/2048 | 0.02% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.02% | DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.02% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% | SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.02% | USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.02% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% | WFCM 2013-LC12 AS 04.3081 07/15/2046 | 0.02% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% | COMM 2014-UBS6 XA IO 00.8781 12/10/2047 | 0.01% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% | HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.01% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% | MSBAM 2015-C26 XA IO 01.0151 10/15/2048 | 0.01% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% | WFCM 2020-C57 C 04.0238 08/15/2053 | 0.01% | ZOETIS INC 02.0000 05/15/2030 | 0.01% | 4502 JP R US0001M P 12/15/25 GS | 0.01% | 4523 JP R US0001M P 12/15/25 GS | 0.01% | BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% | BMARK 2018-B1 B 04.0590 01/15/2051 | 0.01% | COMM 2014-CR19 B 04.7030 08/10/2047 | 0.01% | COMM 2014-UBS6 C 04.4443 12/10/2047 | 0.01% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% | DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% | DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% | FISERV INC 03.5000 07/01/2029 | 0.01% | FNR 2006-8 HP 24.2394 03/25/2036 | 0.01% | GNR 2015-H26 DI IO 01.9188 10/20/2065 | 0.01% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.01% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.01% | NETFLIX INC 04.3750 11/15/2026 | 0.01% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% | QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.01% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% | SPRINT CORP 07.2500 09/15/2021 | 0.01% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% | WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.01% | 4530 JP R US0001M P 12/15/25 GS | 0.01% | ABBVIE INC P/P 03.8000 03/15/2025 | 0.01% | ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% | BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.01% | BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.01% | BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% | CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% | CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% | CGCMT 2018-C6 AS 04.6420 11/10/2051 | 0.01% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% | ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% | FHMS K740 X1 00.7591 09/25/2027 | 0.01% | FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% | GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% | HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.01% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% | ISTAR INC 04.7500 10/01/2024 | 0.01% | ISTAR INC. 04.2500 08/01/2025 | 0.01% | JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.01% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% | LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% | NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% | OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% | OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% | PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% | T-MOBILE USA INC 02.5500 02/15/2031 | 0.01% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% | TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% | TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% | TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% | TRANSDIGM INC 05.5000 11/15/2027 | 0.01% | VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% | AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% | ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% | AUTONATION INC 02.4000 08/01/2031 | 0.01% | BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% | BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% | CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% | CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.01% | CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% | CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% | FHR 3072 SM 04.2533 11/15/2035 | 0.01% | FNR 2007-53 SP 23.8728 06/25/2037 | 0.01% | FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% | GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.01% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% | INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% | INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.01% | ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% | MSBAM 2012-C5 E 144A 04.6625 08/15/2045 | 0.01% | NN GROUP NV SEDOL BNG8PQ9 | 0.01% | PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% | REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% | ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% | SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% | THALES SA SEDOL 4162791 | 0.01% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% | WFRBS 2011-C3 D 144A 05.4246 03/15/2044 | 0.01% | ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% | 4507 JP R US0001M P 12/15/25 GS | 0.01% | BANK 2017-BNK8 B 03.9262 11/15/2050 | 0.01% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% | CITIGROUP INC 04.7500 05/18/2046 | 0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.01% | GSMS 2013-GCJ14 B P/P 144A 04.7413 08/10/2046 | 0.01% | GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.01% | HIK LN R US0001M P 12/15/25 GS | 0.01% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% | NABORS IND CV 00.7500 01/15/2024 | 0.01% | OVINTIV INC 07.3750 11/01/2031 | 0.01% | PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% | CGCMT 2013-GC17 C 05.1086 11/10/2046 | 0.01% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% | CHF/USD 09/15/2021 GSFX | 0.01% | CMLTI 2005-2 1A2A 02.7917 05/25/2035 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% | COMM 2014-CR17 XA IO 00.9617 05/10/2047 | 0.01% | CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% | DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.01% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.01% | FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% | GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% | HCA INC. 05.3750 09/01/2026 | 0.01% | JPMBB 2013-C12 B 04.0988 07/15/2045 | 0.01% | JPMBB 2014-C22 C 04.5529 09/15/2047 | 0.01% | LINK REIT SEDOL B0PB4M7 | 0.01% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% | NETFLIX INC 04.8750 04/15/2028 | 0.01% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% | SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% | SEK/USD 09/15/2021 SSBT | 0.01% | SPRINT CORP 07.6250 03/01/2026 | 0.01% | WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% | ADIENT TLB L+350 03.5920 04/08/2028 | 0.01% | ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% | AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% | ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.01% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% | APACHE CORP 04.3750 10/15/2028 | 0.01% | APACHE CORP 05.1000 09/01/2040 | 0.01% | ASURION LLC 2L TLB4 L+525 05.3391 01/14/2029 | 0.01% | BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% | BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% | BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% | BOMBARDIER INC P/P 144A 07.5000 03/15/2025 | 0.01% | BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% | BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% | BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% | BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% | CALRIV SCI HLD CORP P/P 144A 04.8750 06/30/2029 | 0.01% | CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% | CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% | CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% | CHF/USD 09/15/2021 SSBT | 0.01% | CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% | CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% | CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.01% | CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% | CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.01% | COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% | COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% | COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% | CONTINENTAL RES 04.5000 04/15/2023 | 0.01% | DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% | DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.01% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% | DISH DBS CORP 05.8750 11/15/2024 | 0.01% | DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.01% | ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% | EUR/USD 09/15/2021 BCAP-FX | 0.01% | FHR 3408 EK 25.4184 04/15/2037 | 0.01% | FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.01% | FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.01% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% | FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% | GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% | GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% | GLPG NA R US0001M P 12/15/25 GS | 0.01% | GNMA GII30 4018 06.5000 08/20/2037 | 0.01% | GNMA GII30 4171 06.5000 06/20/2038 | 0.01% | GNR 2016-H16 EI IO 01.8121 06/20/2066 | 0.01% | GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% | GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% | GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% | GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% | GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.01% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% | ISTAR INC 05.5000 02/15/2026 | 0.01% | JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.01% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.01% | JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% | KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% | KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% | LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% | LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% | LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% | MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.01% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% | MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% | MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.01% | MAV ACQUISITION CORP P/P 144A 05.7500 08/01/2028 | 0.01% | MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% | MEREDITH CORP 06.8750 02/01/2026 | 0.01% | MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% | MSBAM 2014-C14 C 05.0496 02/15/2047 | 0.01% | MSBAM 2015-C24 B 04.3438 05/15/2048 | 0.01% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% | NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% | NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% | ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% | OSHKOSH CORP 04.6000 05/15/2028 | 0.01% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% | PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% | PROLOGIS LP 02.2500 04/15/2030 | 0.01% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.01% | RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% | REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% | SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% | SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% | SM ENERGY CO 06.5000 07/15/2028 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% | SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.01% | TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% | TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% | TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.01% | TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.01% | TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% | TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% | TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.01% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% | TWILIO INC 03.6250 03/15/2029 | 0.01% | UNITED CONTINENTAL HOL L+375 04.5000 04/14/2028 | 0.01% | UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% | UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% | URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% | VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.01% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.01% | VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% | WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% | 4503 JP R US0001M P 12/15/25 GS | 0.01% | AMC ENT INC TLB L+300 03.0893 04/22/2026 | 0.01% | AUD/USD 10/20/2021 SSBT | 0.01% | BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% | BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% | CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% | CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% | ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.01% | GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% | GNMA GII30 3987 06.5000 05/20/2037 | 0.01% | GSMS 2015-GC30 XA IO 00.7402 05/10/2050 | 0.01% | IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.01% | LUN DC R US0001M P 12/15/25 GS | 0.01% | MAV ACQUISITION CORP P/P 144A 08.0000 08/01/2029 | 0.01% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% | ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.01% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% | SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% | UCB BB R US0001M P 12/15/25 GS | 0.01% | AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 0.01% | AT&T INC 04.3500 03/01/2029 | 0.01% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% | CAS 2014-C02 1M2 02.6893 05/25/2024 | 0.01% | CAS 2016-C01 2M2 07.0393 08/25/2028 | 0.01% | CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% | COMCAST CORP 03.9990 11/01/2049 | 0.01% | COMM 2014-LC17 XA IO 00.7291 10/10/2047 | 0.01% | DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% | ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% | ERF FP R US0001M P 12/15/25 GS | 0.01% | FNR 2018-86 DS IO 06.0108 12/25/2048 | 0.01% | GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.01% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.01% | JPY/USD 08/18/2021 SSBT | 0.01% | MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% | RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% | STORA ENSO OYJ-R SHS SEDOL 5072673 | 0.01% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% | BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.00% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% | CAS 2015-C01 1M2 04.3893 02/25/2025 | 0.00% | COMM 2014-CR20 XA IO 01.0019 11/10/2047 | 0.00% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.00% | DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.00% | EQT CORP 07.5000 02/01/2030 | 0.00% | EUR/USD PUT 1.18 20210823 GSFX | 0.00% | FHR 2990 LB 16.7077 06/15/2034 | 0.00% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.00% | GRF SM R US0001M P 12/15/25 GS | 0.00% | INCY US R US0001M P 12/15/25 GS | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.00% | KRW/USD 08/18/2021 JPMCB | 0.00% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% | OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.00% | OVINTIV INC 06.5000 08/15/2034 | 0.00% | OVINTIV INC 06.6250 08/15/2037 | 0.00% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 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% | AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% | ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% | ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% | AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% | AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% | ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.00% | ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% | ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.00% | APACHE CORP 04.6250 11/15/2025 | 0.00% | APACHE CORPORATION 04.8750 11/15/2027 | 0.00% | ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% | ASURION LLC TLB9 L+325 03.3391 07/31/2027 | 0.00% | ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.00% | AUD/USD 10/20/2021 WPAC | 0.00% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.00% | BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% | BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% | BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% | BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.00% | BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.00% | BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% | BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% | BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.00% | BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.00% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% | BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% | BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% | CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.00% | CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% | CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.00% | CAS 2014-C03 2M2 02.9893 07/25/2024 | 0.00% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% | CENTENE CORP 03.0000 10/15/2030 | 0.00% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% | CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.00% | CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% | CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% | CHF/USD 09/15/2021 JPMCB | 0.00% | CHF/USD 09/15/2021 MSCIL | 0.00% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% | CIT GROUP INC 05.0000 08/01/2023 | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% | COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.00% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% | CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.00% | CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.00% | CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.00% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% | DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.00% | DISH NETWORK CV 03.3750 08/15/2026 | 0.00% | DIVERSEY TL L+300 03.0920 09/06/2024 | 0.00% | DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% | DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.00% | EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% | ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% | EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% | EUR/USD 09/15/2021 CSI-FX | 0.00% | EUR/USD 09/15/2021 TDBK | 0.00% | FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.00% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.00% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% | GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.00% | GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% | GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% | GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.00% | GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% | GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.00% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% | HCA INC 03.5000 09/01/2030 | 0.00% | HCA INC 04.1250 06/15/2029 | 0.00% | HILCORP ENERGY I P/P 144A 05.7500 02/01/2029 | 0.00% | HILCORP ENERGY I P/P 144A 06.0000 02/01/2031 | 0.00% | HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.00% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% | ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% | ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% | INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.00% | INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.00% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.00% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.00% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% | LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% | LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% | MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% | MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 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% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% | NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% | NEXSTAR MEDIA INC P/P 144A 04.7500 11/01/2028 | 0.00% | NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.00% | NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.00% | NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% | NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% | NRG ENERGY INC 06.6250 01/15/2027 | 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% | OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% | ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% | ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% | P/P 144A 06.6250 10/01/2030 | 0.00% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% | PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% | PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% | RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.00% | RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% | RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% | ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.00% | SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% | SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% | SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.00% | SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.00% | SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% | SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.00% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% | STACR 2020-DNA5 M1 01.3500 10/25/2050 | 0.00% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% | T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% | TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% | TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% | TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 0.00% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% | TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% | TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% | TK ELEVATOR TLB L+350 04.0000 07/31/2027 | 0.00% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% | TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% | TWILIO INC 03.8750 03/15/2031 | 0.00% | UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.00% | UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.00% | UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% | USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% | VICTORS MERGER CORP P/P 144A 06.3750 05/15/2029 | 0.00% | VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.00% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% | VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 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% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% | ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% | AUD/USD 10/20/2021 GSFX | 0.00% | CAS 2014-C04 1M2 04.9893 11/25/2024 | 0.00% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.00% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% | FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.00% | GBP/USD 09/15/2021 TDBK | 0.00% | HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% | JPY/USD 08/18/2021 GSFX | 0.00% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.00% | MSBAM 2013-C12 XA IO 00.5818 10/15/2046 | 0.00% | MSBAM 2014-C17 XA IO 01.0647 08/15/2047 | 0.00% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% | NOVN SW R US0001M P 12/15/25 GS | 0.00% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% | PROLOGIS L.P. 02.1250 04/15/2027 | 0.00% | REGN US R US0001M P 12/15/25 GS | 0.00% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% | ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% | WFRBS 2012-C10 XA IO 144A 01.5128 12/15/2045 | 0.00% | 4568 JP R US0001M P 12/15/25 GS | 0.00% | AUD/USD 10/20/2021 RBSF | 0.00% | CAS 2015-C02 1M2 04.0893 05/25/2025 | 0.00% | CAS 2015-C03 2M2 05.0893 07/25/2025 | 0.00% | CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.00% | CIT GROUP INC. 05.0000 08/15/2022 | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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 CG | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | COMM 2014-CR18 XA IO 01.0075 07/15/2047 | 0.00% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% | CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% | DKK/USD 09/15/2021 CITI | 0.00% | EUR/USD 09/15/2021 CITI | 0.00% | EUR/USD 09/15/2021 RBSF | 0.00% | FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% | GBP/USD 09/15/2021 CSI-FX | 0.00% | GBP/USD PUT 1.37 20210823 MSCIL | 0.00% | ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% | OSHKOSH CORP 03.1000 03/01/2030 | 0.00% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% | REC IM R US0001M P 12/15/25 GS | 0.00% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% | TXU TCEH RIGHTS | 0.00% | UBSBB 2012-C4 XA IO 144A 01.5816 12/10/2045 | 0.00% | AUD/USD 10/20/2021 CSI-FX | 0.00% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% | CAS 2014-C04 2M2 05.0893 11/25/2024 | 0.00% | CHF/USD 09/15/2021 HSBCB | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% | EUR/USD 09/15/2021 WPAC | 0.00% | GMAC CAPITAL TRUST I PCT 05.9408 | 0.00% | GNMA GII30 4401 06.5000 03/20/2039 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% | MERCK & CO INC 02.9000 03/07/2024 | 0.00% | OGN US R US0001M P 12/15/25 GS | 0.00% | ORNBV FH R US0001M P 12/15/25 GS | 0.00% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% | SGD/USD 08/18/2021 JPMCB | 0.00% | THUNGELA RESOURCES LTD-DI SEDOL BMV3M27 | 0.00% | VRTX US R US0001M P 12/15/25 GS | 0.00% | 0.30 R ISWP FWD US0003M P 09/15/2023 | 0.00% | AUD/USD 10/20/2021 HSBCB | 0.00% | AUD/USD 10/20/2021 JPMCB | 0.00% | AUD/USD 10/20/2021 TDBK | 0.00% | BACM 2007-1 XW IO 00.4228 01/15/2049 | 0.00% | BSCMS 06-PW14 X1 IO P/P 144A 00.5632 12/11/2038 | 0.00% | CAD/USD 10/20/2021 BCAP-FX | 0.00% | CAD/USD 10/20/2021 CSI-FX | 0.00% | CAD/USD 10/20/2021 HSBCB | 0.00% | CAD/USD 10/20/2021 JPMCB | 0.00% | CAD/USD 10/20/2021 MSCIL | 0.00% | CAD/USD 10/20/2021 RBSF | 0.00% | CAD/USD 10/20/2021 TDBK | 0.00% | CAD/USD 10/20/2021 UBS | 0.00% | CAD/USD 10/20/2021 WPAC | 0.00% | CGCMT 2006-C5 XC IO 144A 00.4090 10/15/2049 | 0.00% | CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 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.7 2047-01-17 200.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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 GS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 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.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 GS | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 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 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.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 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 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 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-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | 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% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% | CSMC 2007-C2 AX IO 144A 00.0155 01/15/2049 | 0.00% | GBP/USD 09/15/2021 WPAC | 0.00% | GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% | GSMS 2006-GG8 X IO 144A 01.0461 11/10/2039 | 0.00% | HKD/USD 08/18/2021 BANKAM | 0.00% | HKD/USD 08/18/2021 CITI | 0.00% | HKD/USD 08/18/2021 HSBCB | 0.00% | HKD/USD 08/18/2021 SSBT | 0.00% | HKD/USD 08/18/2021 UBS | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% | JPMCC 2006-LDP8 X IO 00.2958 05/15/2045 | 0.00% | JPY/USD 08/18/2021 JPMCB | 0.00% | JPY/USD 08/18/2021 RBSF | 0.00% | LBUBS 2006-C6 XCL IO 144A 00.6869 09/15/2039 | 0.00% | MEZZ 2006-C4 X IO P/P 144A 05.6942 07/15/2045 | 0.00% | MWO HOLDINGS LLC | 0.00% | NZD/USD 10/20/2021 CITI | 0.00% | NZD/USD 10/20/2021 HSBCB | 0.00% | NZD/USD 10/20/2021 MSCIL | 0.00% | NZD/USD 10/20/2021 RBSF | 0.00% | NZD/USD 10/20/2021 WPAC | 0.00% | SEK/USD 09/15/2021 BANKAM | 0.00% | SEK/USD 09/15/2021 JPMCB | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% | WFRBS 2011-C5 XA IO 144A 01.5172 11/15/2044 | 0.00% | 1.3305 R ISWP US0003M P 07/13/2031 | -0.00% | AUD/USD 10/20/2021 BANKAM | -0.00% | CAD/USD 10/20/2021 BANKAM | -0.00% | CAD/USD 10/20/2021 SSBT | -0.00% | CHF/USD 09/15/2021 BANKAM | -0.00% | CHF/USD 09/15/2021 BCAP-FX | -0.00% | CHF/USD 09/15/2021 CITI | -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.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/USD 09/15/2021 JPMCB | -0.00% | EUR/USD 09/15/2021 MSCIL | -0.00% | GBP/USD 09/15/2021 HSBCB | -0.00% | JPY/USD 08/18/2021 BCAP-FX | -0.00% | JPY/USD 08/18/2021 CITI | -0.00% | JPY/USD 08/18/2021 HSBCB | -0.00% | JPY/USD 08/18/2021 TDBK | -0.00% | JPY/USD 08/18/2021 WPAC | -0.00% | NZD/USD 10/20/2021 TDBK | -0.00% | NZD/USD 10/20/2021 UBS | -0.00% | SEK/USD 09/15/2021 TDBK | -0.00% | AUD/USD 10/20/2021 CITI | -0.00% | CAD/USD 10/20/2021 CITI | -0.00% | CAD/USD 10/20/2021 GSFX | -0.00% | CHF/USD 09/15/2021 UBS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% | GBP/USD 09/15/2021 BANKAM | -0.00% | GBP/USD 09/15/2021 BCAP-FX | -0.00% | GBP/USD 09/15/2021 CITI | -0.00% | IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% | JPY/USD 08/18/2021 MSCIL | -0.00% | NZD/USD 10/20/2021 SSBT | -0.00% | AUD/USD 10/20/2021 BCAP-FX | -0.00% | AUD/USD 10/20/2021 MSCIL | -0.00% | AUD/USD 10/20/2021 UBS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% | GBP/USD 09/15/2021 RBSF | -0.00% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% | NOK/USD 09/15/2021 JPMCB | -0.00% | NZD/USD 10/20/2021 GSFX | -0.00% | NZD/USD 10/20/2021 JPMCB | -0.00% | SEK/USD 09/15/2021 RBSF | -0.00% | 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.00% | CNH/USD 08/18/2021 TDBK | -0.00% | CHF/USD 09/15/2021 RBSF | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | GBP/USD 09/15/2021 SSBT | -0.00% | JPY/USD 08/18/2021 BANKAM | -0.00% | SEK/USD 09/15/2021 BCAP-FX | -0.00% | SEK/USD 09/15/2021 UBS | -0.00% | EUR/USD 09/15/2021 HSBCB | -0.01% | GBP/USD 09/15/2021 UBS | -0.01% | JPY/USD 08/18/2021 UBS | -0.01% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.01% | NOK/USD 09/15/2021 SSBT | -0.01% | NOK/USD 09/15/2021 MSCIL | -0.01% | EUR/USD 09/15/2021 GSFX | -0.01% | NOK/USD 09/15/2021 GSFX | -0.01% | GBP/USD 09/15/2021 JPMCB | -0.01% | CPURNSA P 2.686 R 04/01/31 | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% | GBP/USD 09/15/2021 MSCIL | -0.01% | NOK/USD 09/15/2021 UBS | -0.01% | EUR/USD 09/15/2021 SSBT | -0.02% | EUR/USD 09/15/2021 UBS | -0.02% | NOK/USD 09/15/2021 TDBK | -0.02% | EUR/USD 09/15/2021 BANKAM | -0.03% | SEK/USD 09/15/2021 GSFX | -0.03% | GBP/USD 09/15/2021 GSFX | -0.03% | SEK/USD 09/15/2021 MSCIL | -0.03% | 1.57 R ISWP US0003M P 04/20/2031 | -0.07% | CPURNSA P 2.79 R 04/15/26 | -0.10% | FNMA FN30 TBA UMBS 02.0000 09/01/2051 | -0.77% | FNMA FN30 TBA UMBS 02.5000 09/01/2051 | -0.79% | FNMA FN30 TBA UMBS 03.0000 09/01/2051 | -0.79% | US 10YR ULTRA FUT SEP21 UXYU1 | -2.96% | US 5YR NOTE (CBT) SEP21 FVU1 | -3.77% | GSGLPWDS P US0001M R 12/15/25 GS | -3.83% | S&P500 EMINI FUT SEP21 ESU1 | -12.96% |
| E-MINI RUSS 2000 SEP21 RTYU1 | 4.65% | GSGLPWDL R US0001M P 12/15/25 GS | 3.90% | APPLE INC SEDOL 2046251 | 3.45% | ALPHABET INC-CL A SEDOL BYVY8G0 | 2.91% | AMAZON.COM INC SEDOL 2000019 | 2.51% | US ULTRA BOND CBT SEP21 WNU1 | 2.34% | RU10VATR R US0001M P 02/05/22 JP | 2.30% | US 2YR NOTE (CBT) SEP21 TUU1 | 2.18% | MICROSOFT CORP SEDOL 2588173 | 1.92% | US 10YR NOTE (CBT)SEP21 TYU1 | 1.81% | NVIDIA CORP SEDOL 2379504 | 1.61% | FNMA FN30 TBA UMBS 03.5000 07/01/2051 | 1.60% | FNMA FN15 TBA UMBS 02.5000 07/01/2036 | 1.59% | S&P GSCI LIGHT ENERGY ER | 1.48% | JPMORGAN CHASE & CO SEDOL 2190385 | 1.44% | MSCI EMGMKT SEP21 MESU1 | 1.40% | GSGLPHCL R US0001M P 12/15/25 GS | 1.32% | QUALCOMM INC SEDOL 2714923 | 1.11% | ADOBE INC SEDOL 2008154 | 1.11% | INTUIT INC SEDOL 2459020 | 1.07% | BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 1.05% | PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.99% | US LONG BOND(CBT) SEP21 USU1 | 0.98% | MERCK & CO. INC. SEDOL 2778844 | 0.95% | PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.95% | CITIGROUP INC SEDOL 2297907 | 0.94% | ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.90% | VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.89% | NASDAQ 100 E-MINI SEP21 NQU1 | 0.88% | FNMA FN30 TBA UMBS 06.0000 07/01/2051 | 0.85% | FNMA FN30 TBA UMBS 04.5000 07/01/2051 | 0.82% | FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.79% | GNMA GII30 TBA 03.0000 07/01/2051 | 0.79% | FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.79% | FNMA FN30 TBA UMBS 02.5000 07/01/2051 | 0.79% | LOCKHEED MARTIN CORP SEDOL 2522096 | 0.78% | GNMA GII30 MA6932 03.0000 10/20/2050 | 0.71% | TREASURY BILL 00.0000 10/14/2021 | 0.68% | TJX COMPANIES INC SEDOL 2989301 | 0.65% | GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.64% | ROKU INC SEDOL BZ1LFG7 | 0.64% | MSCI EAFE SEP21 MFSU1 | 0.61% | CISCO SYSTEMS INC SEDOL 2198163 | 0.61% | HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.58% | METLIFE INC SEDOL 2573209 | 0.58% | FORD MOTOR CO SEDOL 2615468 | 0.58% | ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.57% | GNMA GII30 MA6766 03.0000 07/20/2050 | 0.57% | PEPSICO INC SEDOL 2681511 | 0.55% | DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.55% | AUTODESK INC SEDOL 2065159 | 0.54% | WALMART INC SEDOL 2936921 | 0.50% | VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.50% | COMCAST CORP-CLASS A SEDOL 2044545 | 0.50% | FORTINET INC SEDOL B5B2106 | 0.50% | MCDONALD'S CORP SEDOL 2550707 | 0.49% | CSX CORP SEDOL 2160753 | 0.47% | EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.47% | ABBOTT LABORATORIES SEDOL 2002305 | 0.46% | MEDTRONIC PLC SEDOL BTN1Y11 | 0.44% | MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.42% | ALTRIA GROUP INC | 0.41% | HALLIBURTON CO SEDOL 2405302 | 0.40% | SOUTHERN CO/THE SEDOL 2829601 | 0.39% | CASH MGMT BILL 00.0000 09/21/2021 | 0.38% | SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.38% | CUMMINS INC SEDOL 2240202 | 0.37% | FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.36% | PARKER HANNIFIN CORP SEDOL 2671501 | 0.36% | WEYERHAEUSER CO SEDOL 2958936 | 0.36% | BEST BUY CO INC SEDOL 2094670 | 0.36% | PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.35% | JOHNSON & JOHNSON SEDOL 2475833 | 0.35% | OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.34% | CADENCE DESIGN SYS INC SEDOL 2302232 | 0.34% | HUMANA INC SEDOL 2445063 | 0.34% | DEERE & CO SEDOL 2261203 | 0.33% | AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.32% | O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.32% | UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.31% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.31% | HP INC SEDOL BYX4D52 | 0.31% | FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.31% | ALLY FINANCIAL INC SEDOL B72XK05 | 0.29% | MCKESSON CORP SEDOL 2378534 | 0.29% | EXELON CORP SEDOL 2670519 | 0.29% | LOWES COMPANIES INC | 0.28% | MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.28% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.27% | VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.27% | CHEVRON CORP | 0.26% | AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.25% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.25% | 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.25% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.25% | GARTNER INC SEDOL 2372763 | 0.24% | GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.24% | ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.24% | ABBVIE INC SEDOL B92SR70 | 0.23% | MORGAN STANLEY | 0.23% | CBRE GROUP INC - A SEDOL B6WVMH3 | 0.23% | SYNOPSYS INC SEDOL 2867719 | 0.23% | NOVARTIS AG-REG SEDOL 7103065 | 0.23% | SYSCO CORP SEDOL 2868165 | 0.22% | WASTE MANAGEMENT INC SEDOL 2937667 | 0.22% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.21% | COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.21% | MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.21% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.20% | DOCUSIGN INC SEDOL BFYT7B7 | 0.20% | NESTLE SA-REG SEDOL 7123870 | 0.20% | UNION PACIFIC CORP SEDOL 2914734 | 0.20% | BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.20% | AFLAC INC SEDOL 2026361 | 0.19% | ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.19% | LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.19% | NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.18% | NRG ENERGY INC SEDOL 2212922 | 0.18% | KINDER MORGAN INC SEDOL B3NQ4P8 | 0.18% | ALLSTATE CORP SEDOL 2019952 | 0.17% | L OREAL SEDOL 4057808 | 0.17% | REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.17% | ALLEGION PLC SEDOL BFRT3W7 | 0.17% | CITIGROUP INC 03.6680 07/24/2028 | 0.17% | EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.17% | APPLIED MATERIALS INC SEDOL 2046552 | 0.17% | POLARIS INC SEDOL 2692933 | 0.17% | AMETEK INC SEDOL 2089212 | 0.17% | AGCO CORP SEDOL 2010278 | 0.17% | ABIOMED INC SEDOL 2003698 | 0.16% | ALLIANZ SE-REG SEDOL 5231485 | 0.16% | FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.16% | AMERISOURCEBERGEN CORP | 0.16% | MORGAN STANLEY 03.7720 01/24/2029 | 0.16% | PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.16% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.16% | EDISON INTERNATIONAL SEDOL 2829515 | 0.16% | CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.16% | RIO TINTO PLC SEDOL 0718875 | 0.16% | LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.15% | DEUTSCHE POST AG-REG SEDOL 4617859 | 0.15% | TREASURY BILL 00.0000 09/02/2021 | 0.15% | SONY GROUP CORP SEDOL 6821506 | 0.15% | DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.15% | MORGAN STANLEY 03.1250 01/23/2023 | 0.14% | AT&T INC P/P 144A 02.5500 12/01/2033 | 0.14% | HERMES INTERNATIONAL SEDOL 5253973 | 0.14% | PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.14% | ABBVIE INC 03.2000 11/21/2029 | 0.14% | STELLANTIS NV SEDOL BMD8F98 | 0.14% | WESFARMERS LTD SEDOL 6948836 | 0.14% | AT&T INC SEDOL 2831811 | 0.14% | INCYTE CORP | 0.13% | NINTENDO CO LTD SEDOL 6639550 | 0.13% | DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.13% | JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.13% | HOYA CORP SEDOL 6441506 | 0.13% | SLM CORP | 0.13% | MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.13% | CROWN HOLDINGS INC | 0.13% | FERGUSON PLC SEDOL BJVNSS4 | 0.13% | BRUNSWICK CORP SEDOL 2149309 | 0.13% | KDDI CORP SEDOL 6248990 | 0.13% | PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.13% | MOLINA HEALTHCARE INC SEDOL 2212706 | 0.13% | TARGA RESOURCES CORP SEDOL B55PZY3 | 0.13% | GOODMAN GROUP SEDOL B03FYZ4 | 0.12% | JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.12% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.12% | SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.12% | MICROSOFT CORP 01.5500 08/08/2021 | 0.12% | COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.12% | LEGRAND SA SEDOL B11ZRK9 | 0.12% | BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.12% | ITOCHU CORP SEDOL 6467803 | 0.12% | ORACLE CORP 03.6250 07/15/2023 | 0.12% | UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.12% | CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.12% | MERCK KGAA SEDOL 4741844 | 0.12% | NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.11% | IMPERIAL BRANDS PLC SEDOL 0454492 | 0.11% | WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.11% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.11% | AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.11% | EQUINOR ASA SEDOL 7133608 | 0.11% | REPUBLIC SERVICES INC SEDOL 2262530 | 0.11% | SANDVIK AB SEDOL B1VQ252 | 0.11% | TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.11% | ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.11% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.11% | ENTERGY CORP SEDOL 2317087 | 0.11% | VOLVO AB-B SHS SEDOL B1QH830 | 0.11% | IBM CORP 01.8750 08/01/2022 | 0.11% | NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.11% | AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.11% | FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.11% | SONOVA HOLDING AG-REG SEDOL 7156036 | 0.11% | BP PLC SEDOL 0798059 | 0.10% | ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.10% | CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.10% | COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.10% | FUJITSU LTD SEDOL 6356945 | 0.10% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.10% | JONES LANG LASALLE INC SEDOL 2040640 | 0.10% | NOMURA HOLDINGS INC SEDOL 6643108 | 0.10% | TOKYO ELECTRON LTD SEDOL 6895675 | 0.10% | CAS 2016-C04 1M2 04.3415 01/25/2029 | 0.10% | COVESTRO AG SEDOL BYTBWY9 | 0.10% | AVIVA PLC SEDOL 0216238 | 0.09% | CAPGEMINI SE SEDOL 4163437 | 0.09% | CAS 2017-C01 1M2 03.6415 07/25/2029 | 0.09% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.09% | GARMIN LTD SEDOL B3Z5T14 | 0.09% | VISIO 2020-1 A3 03.5210 08/25/2055 | 0.09% | RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.09% | CLP HOLDINGS LTD SEDOL 6097017 | 0.09% | FORTUM OYJ SEDOL 5579550 | 0.09% | STACR 2016-DNA2 M3 04.7415 10/25/2028 | 0.09% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% | LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.09% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.09% | COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.09% | FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.09% | MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.09% | MANPOWERGROUP INC SEDOL 2562490 | 0.09% | DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% | HOLCIM LTD SEDOL 7110753 | 0.08% | STACR 2018-HRP2 M3 02.4915 02/25/2047 | 0.08% | KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.08% | SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.08% | BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.08% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.08% | DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.08% | NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.08% | CARLSBERG AS-B SEDOL 4169219 | 0.08% | COMCAST CORP 03.9690 11/01/2047 | 0.08% | OSHKOSH CORP SEDOL 2663520 | 0.08% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.08% | CRH PLC SEDOL 4182249 | 0.08% | TORO CO SEDOL 2897040 | 0.08% | VERIZON COMM 04.3290 09/21/2028 | 0.08% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.08% | FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.08% | FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.08% | APPLE INC 04.3750 05/13/2045 | 0.08% | EVOLUTION AB SEDOL BJXSCH4 | 0.08% | GENTEX CORP SEDOL 2366799 | 0.08% | IVORY COAST REGS 05.7500 12/31/2032 | 0.08% | PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.08% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.08% | NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.08% | AMAZON.COM INC 03.1500 08/22/2027 | 0.08% | CASH MGMT BILL 00.0000 09/07/2021 | 0.08% | CASH MGMT BILL 00.0000 09/28/2021 | 0.08% | CASH MGMT BILL 00.0000 10/05/2021 | 0.08% | PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.08% | SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.08% | TREASURY BILL 00.0000 07/13/2021 | 0.08% | VENTR 2017-28A A2 144A 01.2983 07/20/2030 | 0.08% | AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.08% | BIOGEN INC SEDOL 2455965 | 0.08% | BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.08% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.08% | UNUM GROUP SEDOL 2433842 | 0.08% | NITTO DENKO CORP SEDOL 6641801 | 0.07% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.07% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.07% | RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.07% | AT&T INC 04.7500 05/15/2046 | 0.07% | UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.07% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.07% | COCA-COLA CO/THE SEDOL 2206657 | 0.07% | ALTICE USA INC- A SEDOL BDRY7P9 | 0.07% | ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.07% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.07% | DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.07% | JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.07% | SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.07% | VERUS 2020-5 A2 01.5780 05/25/2065 | 0.07% | ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.07% | BHP GROUP PLC SEDOL BH0P3Z9 | 0.07% | DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.07% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.07% | KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.07% | ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.07% | TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.07% | WH GROUP LTD SEDOL BLLHKZ1 | 0.07% | BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% | CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.06% | EQUINIX INC. 02.9000 11/18/2026 | 0.06% | SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.06% | ASML HOLDING NV SEDOL B929F46 | 0.06% | NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.06% | PANDORA A/S SEDOL B44XTX8 | 0.06% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.06% | CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.06% | CSAIL 2020-C19 XA IO 01.2386 03/15/2053 | 0.06% | CSX CORP 04.1000 03/15/2044 | 0.06% | EFMT 2020-2 A2 01.4860 10/25/2065 | 0.06% | SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.06% | SONIC HEALTHCARE LTD SEDOL 6821120 | 0.06% | 3I GROUP PLC SEDOL B1YW440 | 0.06% | CELANESE CORP SEDOL B05MZT4 | 0.06% | COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.06% | DUKE REALTY CORP SEDOL 2284084 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | ORACLE CORP 02.5000 10/15/2022 | 0.06% | ADECCO GROUP AG-REG SEDOL 7110720 | 0.06% | BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.06% | BROADCOM INC 04.1500 11/15/2030 | 0.06% | CD 2017-CD6 AM 03.7090 11/13/2050 | 0.06% | CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.06% | COMM 2014-UBS2 B 04.7010 03/10/2047 | 0.06% | GSMS 2015-GC32 B 04.5593 07/10/2048 | 0.06% | INVITATION HOMES INC SEDOL BD81GW9 | 0.06% | MSBAM 2013-C13 AS 04.2660 11/15/2046 | 0.06% | NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.06% | ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.06% | PULTEGROUP INC SEDOL 2708841 | 0.06% | ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.06% | RYDER SYSTEM INC SEDOL 2760669 | 0.06% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.06% | TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.06% | COMM 2012-CR2 AM 03.7910 08/15/2045 | 0.06% | COMM 2015-DC1 AM 03.7240 02/10/2048 | 0.06% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% | EDF SEDOL B0NJJ17 | 0.06% | GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.06% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.06% | UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.06% | WILLIAMS COS INC SEDOL 2967181 | 0.06% | ECOLAB INC 03.2500 12/01/2027 | 0.06% | EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.06% | HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.06% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.06% | AMAZON.COM INC 03.3000 12/05/2021 | 0.06% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.06% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.06% | CGCMT 2018-C6 XA IO 00.9472 11/10/2051 | 0.06% | DOVER CORP SEDOL 2278407 | 0.06% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.06% | NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.06% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.06% | CWALT 2006-OA10 4A1 00.4715 08/25/2046 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | KNORR-BREMSE AG SEDOL BD2P9X9 | 0.06% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.06% | CAS 2017-C06 1M2 02.7415 02/25/2030 | 0.06% | INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.06% | KONINKLIJKE KPN NV SEDOL 5956078 | 0.06% | LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.06% | RAYONIER INC SEDOL 2473138 | 0.06% | FHMS K118 X1 IO 01.0543 09/25/2030 | 0.06% | ITT INC SEDOL BZBY209 | 0.06% | MSC 2018-H3 XA 00.9868 07/15/2051 | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.05% | GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.05% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.05% | BRAMBLES LTD SEDOL B1FJ0C0 | 0.05% | BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% | CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.05% | DARDEN RESTAURANTS INC SEDOL 2289874 | 0.05% | DOW INC SEDOL BHXCF84 | 0.05% | NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.05% | PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.05% | ALKERMES PLC SEDOL B3P6D26 | 0.05% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.05% | DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.05% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.05% | EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.05% | FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.05% | SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.05% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% | ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.05% | ADVANCED MICRO DEVICES SEDOL 2007849 | 0.05% | COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.05% | HONEYWELL INTL 03.8120 11/21/2047 | 0.05% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% | COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.05% | GNMA GII30 4246 06.5000 09/20/2038 | 0.05% | YUM BRANDS INC SEDOL 2098876 | 0.05% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% | BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.05% | FISERV INC 04.2000 10/01/2028 | 0.05% | HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.05% | OMRON CORP SEDOL 6659428 | 0.05% | SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.05% | AT&T INC P/P 144A 03.5500 09/15/2055 | 0.05% | EIFFAGE SEDOL B13X013 | 0.05% | PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.05% | CSMC 2016-NXSR C 04.5272 12/15/2049 | 0.05% | CWALT 2006-OA7 1A2 01.0563 06/25/2046 | 0.05% | FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.05% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.05% | SERVICENOW INC SEDOL B80NXX8 | 0.05% | UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.05% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.04% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% | LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.04% | SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% | T-MOBILE USA INC 02.2500 11/15/2031 | 0.04% | 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.04% | AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.04% | FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% | GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% | LASERTEC CORP SEDOL 6506267 | 0.04% | MERCK & CO INC 03.7000 02/10/2045 | 0.04% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.04% | CITIGROUP INC 04.4500 09/29/2027 | 0.04% | CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.04% | SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% | BOEING CO 05.9300 05/01/2060 | 0.04% | BRISTOL-MYERS 02.9000 07/26/2024 | 0.04% | CITIGROUP INC 03.8870 01/10/2028 | 0.04% | DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.04% | INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.04% | LINCOLN NATIONAL CORP SEDOL 2516378 | 0.04% | PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.04% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.04% | HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.04% | EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% | M3 INC SEDOL B02K2M3 | 0.04% | RAYTHEON TECH CORP 02.5000 12/15/2022 | 0.04% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% | GS MORT SEC CORP II P/P 144A 03.6820 02/10/2046 | 0.04% | ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.04% | MORGAN STANLEY 04.3750 01/22/2047 | 0.04% | THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.04% | BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.04% | BT GROUP PLC SEDOL 3091357 | 0.04% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.04% | MICHELIN (CGDE) SEDOL 4588364 | 0.04% | PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.04% | WFRBS 2013-C11 C 04.3268 03/15/2045 | 0.04% | YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.04% | BANK 2019-BN22 C 03.5766 11/15/2062 | 0.04% | GNMA GII30 4581 06.5000 11/20/2039 | 0.04% | HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.04% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.04% | CAS 2015-C04 2M2 05.6415 04/25/2028 | 0.04% | HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.04% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.04% | JPMBB 2013-C15 C 05.3688 11/15/2045 | 0.04% | ORACLE CORP 05.3750 07/15/2040 | 0.04% | SPST 2021-6 A 00.8908 04/25/2022 | 0.04% | ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.04% | CLEAN HARBORS INC SEDOL 2202473 | 0.03% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.03% | SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.03% | TRANSUNION SEDOL BYMWL86 | 0.03% | BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.03% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.03% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.03% | LENNAR CORP 04.7500 11/29/2027 | 0.03% | NCHET 2003-4 M1 01.2165 10/25/2033 | 0.03% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.03% | PFIZER INC 03.0000 12/15/2026 | 0.03% | PUBLICIS GROUPE SEDOL 4380429 | 0.03% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% | SPRINT CORP 07.8750 09/15/2023 | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.03% | HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% | MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% | PERSIMMON PLC SEDOL 0682538 | 0.03% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% | AES CORP SEDOL 2002479 | 0.03% | ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.03% | COLES GROUP LTD SEDOL BYWR0T5 | 0.03% | GNMA GII30 4269 06.5000 10/20/2038 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% | AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.03% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.03% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.03% | BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.03% | CABOT CORP SEDOL 2162500 | 0.03% | CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.03% | COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.03% | EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.03% | HCA INC 03.5000 07/15/2051 | 0.03% | KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% | TABCORP HOLDINGS LTD SEDOL 6873262 | 0.03% | TOKYO GAS CO LTD SEDOL 6895448 | 0.03% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% | WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.03% | ZOETIS INC 03.9000 08/20/2028 | 0.03% | BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% | CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% | ORACLE CORP 04.0000 11/15/2047 | 0.03% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.03% | SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.03% | AGL ENERGY LTD SEDOL BSS7GP5 | 0.03% | AIR LEASE CORP 03.2500 10/01/2029 | 0.03% | ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.03% | ALPHABET INC 01.9980 08/15/2026 | 0.03% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% | RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.03% | TOTALENERGIES SE SEDOL B15C557 | 0.03% | TPAT 2018-SL1 A 144A 00.6916 01/25/2046 | 0.03% | VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% | CAD/USD 07/21/2021 GSFX | 0.03% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.03% | CITIGROUP INC 03.8750 02/18/2051 | 0.03% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.03% | FMC CORP SEDOL 2328603 | 0.03% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.03% | NH FOODS LTD SEDOL 6640767 | 0.03% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.03% | POSTE ITALIANE SPA SEDOL BYYN701 | 0.03% | SCSK CORP SEDOL 6858474 | 0.03% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.03% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.03% | CAMPBELL SOUP CO SEDOL 2162845 | 0.03% | CAS 2016-C02 1M2 06.0915 09/25/2028 | 0.03% | CAS 2017-C05 1M2A 02.2915 01/25/2030 | 0.03% | CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.03% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% | FEDEX CORP SEDOL 2142784 | 0.03% | JPY/USD 08/18/2021 SSBT | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% | SCHLUMBERGER LTD SEDOL 2779201 | 0.03% | TERRIER MEDIA BUYER IN L+350 03.6043 12/17/2026 | 0.03% | UNILEVER PLC SEDOL B10RZP7 | 0.03% | WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% | AT&T INC 02.2500 02/01/2032 | 0.02% | BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.02% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.02% | CPURNSA P 2.686 R 04/01/31 | 0.02% | ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.02% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% | IPSEN SEDOL B0R7JF1 | 0.02% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% | APPLE INC 03.8500 05/04/2043 | 0.02% | CAS 2016-C01 1M2 06.8415 08/25/2028 | 0.02% | CIT GROUP INC. 05.2500 03/07/2025 | 0.02% | CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.02% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.02% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.02% | LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.02% | SEB SA SEDOL 4792132 | 0.02% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% | WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% | CAS 2016-C06 1M2 04.3415 04/25/2029 | 0.02% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% | E.ON SE SEDOL 4942904 | 0.02% | GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% | GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% | GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.02% | MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% | NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% | PPSI 2004-WCW2 M3 01.1415 10/25/2034 | 0.02% | SALESFORCE.COM INC 02.9000 07/15/2051 | 0.02% | SALESFORCE.COM INC 03.0500 07/15/2061 | 0.02% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.02% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% | TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.02% | BOLLORE SEDOL 4572709 | 0.02% | CAS 2016-C07 2M2 04.4415 05/25/2029 | 0.02% | CD 2017-CD6 B 03.9110 11/13/2050 | 0.02% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% | CIGNA CORP 03.7500 07/15/2023 | 0.02% | COMM 2013-CR13 C 05.0456 11/10/2046 | 0.02% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.02% | NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% | ORTHO-CLINICAL DIAGNOS L+300 03.0888 06/30/2025 | 0.02% | SPST 2021-WL1 A 00.7416 01/26/2054 | 0.02% | SPST 2021-WL2 A 00.7915 03/25/2054 | 0.02% | VERTIV TLB L+275 02.8505 03/02/2027 | 0.02% | VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.02% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% | ANALOG DEVICES INC 03.9000 12/15/2025 | 0.02% | CENTENE CORP 04.6250 12/15/2029 | 0.02% | COMM 2014-CR17 C 04.9460 05/10/2047 | 0.02% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% | DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.02% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.02% | MWST 2021-2 A 00.8415 04/25/2055 | 0.02% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% | SERVICENOW INC 01.4000 09/01/2030 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | ALPHABET INC 02.2500 08/15/2060 | 0.02% | APPLE INC 02.8500 05/11/2024 | 0.02% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% | CAS 2015-C04 1M2 05.7915 04/25/2028 | 0.02% | COMM 2012-LC4 C 05.7184 12/10/2044 | 0.02% | EQUINIX INC 03.2000 11/18/2029 | 0.02% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% | HCA INC. 05.5000 06/15/2047 | 0.02% | ICL GROUP LTD SEDOL 6455530 | 0.02% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% | KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.02% | NAVISTAR INTERNATIONAL L+350 03.6000 11/06/2024 | 0.02% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | PULTEGROUP INC 05.5000 03/01/2026 | 0.02% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% | T-MOBILE USA INC. 04.7500 02/01/2028 | 0.02% | ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% | BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.02% | COMCAST CORP 06.5000 11/15/2035 | 0.02% | ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.02% | GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.02% | HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% | JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.02% | KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.02% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.02% | MICROSOFT CORP 02.5250 06/01/2050 | 0.02% | MWST 2020-1 A 00.9915 10/25/2053 | 0.02% | MWST 2020-2 A 00.8915 11/25/2053 | 0.02% | NETFLIX INC. 05.8750 11/15/2028 | 0.02% | NEWZ 2021-1 A 00.8415 05/25/2055 | 0.02% | PFWST 2021-1 A 00.7916 02/25/2055 | 0.02% | RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.02% | RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% | SPST 2020-15 A 01.4608 12/10/2021 | 0.02% | SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.02% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.02% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.02% | 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.02% | FHR 3065 DC 19.6414 03/15/2035 | 0.02% | FISHER PAYKEL SEDOL 6340250 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 0.02% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% | BHP GROUP LTD SEDOL 6144690 | 0.02% | CAD/USD 07/21/2021 SSBT | 0.02% | COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.02% | DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% | GSMS 2012-GCJ9 B 144A 03.7470 11/10/2045 | 0.02% | LBMLT 2004-1 A2 00.8915 02/25/2034 | 0.02% | NRG P/P 144A 03.7500 06/15/2024 | 0.02% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% | WAMU 2005-AR9 A1C3 01.0515 07/25/2045 | 0.02% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% | AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.02% | ARCELORMITTAL USD 07.2500 10/15/2039 | 0.02% | BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.02% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% | COMCAST CORP 03.4500 02/01/2050 | 0.02% | COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% | DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.02% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.02% | HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.02% | INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.02% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.02% | MEREDITH CORP 06.8750 02/01/2026 | 0.02% | MSBAM 2015-C26 XA IO 01.1619 10/15/2048 | 0.02% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% | PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% | POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% | SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.02% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% | TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% | VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.02% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% | WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.02% | WFCM 2013-LC12 C 04.4350 07/15/2046 | 0.02% | WFRBS 2013-C15 D 144A 04.6455 08/15/2046 | 0.02% | APPLE INC 02.8000 02/08/2061 | 0.02% | BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.02% | CAS 2016-C05 2M2 04.5415 01/25/2029 | 0.02% | CLUB CAR TL L+400 04.5000 05/12/2028 | 0.02% | COMM 2014-UBS6 XA IO 01.0326 12/10/2047 | 0.02% | COMM 2015-LC19 B 03.8290 02/10/2048 | 0.02% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.02% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% | SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.02% | USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.02% | WFCM 2013-LC12 AS 04.4350 07/15/2046 | 0.02% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% | FNR 2006-8 HP 24.2312 03/25/2036 | 0.01% | HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.01% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% | ZOETIS INC 02.0000 05/15/2030 | 0.01% | BMARK 2018-B1 B 04.0590 01/15/2051 | 0.01% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% | COMM 2014-CR19 B 04.7030 08/10/2047 | 0.01% | COMM 2014-UBS6 C 04.5932 12/10/2047 | 0.01% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% | DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% | DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% | FISERV INC 03.5000 07/01/2029 | 0.01% | GNR 2015-H26 DI IO 01.9199 10/20/2065 | 0.01% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.01% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.01% | L BRANDS INC 07.5000 06/15/2029 | 0.01% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% | NETFLIX INC 04.3750 11/15/2026 | 0.01% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% | SPRINT CORP 07.2500 09/15/2021 | 0.01% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% | WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.01% | WFCM 2020-C57 C 04.1580 08/15/2053 | 0.01% | ABBVIE INC P/P 03.8000 03/15/2025 | 0.01% | ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% | BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% | BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.01% | BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.01% | BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% | CAD/USD 07/21/2021 MSCIL | 0.01% | CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% | CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% | CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% | CWALT 2005-27 1A1 01.4939 08/25/2035 | 0.01% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% | ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% | FHMS K740 X1 00.8452 09/25/2027 | 0.01% | FHR 3072 SM 04.2533 11/15/2035 | 0.01% | FNR 2007-53 SP 23.8645 06/25/2037 | 0.01% | FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% | FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% | GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% | HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.01% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% | ISTAR INC 04.7500 10/01/2024 | 0.01% | ISTAR INC. 04.2500 08/01/2025 | 0.01% | ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% | JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.01% | LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% | MSBAM 2012-C5 E 144A 04.8182 08/15/2045 | 0.01% | NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% | OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% | OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.01% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% | PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% | REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% | TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% | TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% | TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% | TRANSDIGM INC 05.5000 11/15/2027 | 0.01% | VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% | AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% | ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% | BLACKSTONE CQP HOLDCO L+375 04.2500 05/27/2028 | 0.01% | CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% | CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% | EUR/USD PUT 1.18 20210823 GSFX | 0.01% | FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% | GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.01% | GSMS 2013-GCJ14 B P/P 144A 04.8996 08/10/2046 | 0.01% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% | INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% | INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.01% | JPY/USD 08/18/2021 GSFX | 0.01% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% | PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% | PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% | ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% | SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% | SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% | THALES SA SEDOL 4162791 | 0.01% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% | WFRBS 2011-C3 D 144A 05.5199 03/15/2044 | 0.01% | ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% | BANK 2017-BNK8 B 04.0620 11/15/2050 | 0.01% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% | CITIGROUP INC 04.7500 05/18/2046 | 0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% | CMLTI 2005-2 1A2A 02.8005 05/25/2035 | 0.01% | COMM 2014-CR17 XA IO 01.1239 05/10/2047 | 0.01% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.01% | GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.01% | LINK REIT SEDOL B0PB4M7 | 0.01% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% | NABORS IND CV 00.7500 01/15/2024 | 0.01% | NN GROUP NV SEDOL BNG8PQ9 | 0.01% | OVINTIV INC 07.3750 11/01/2031 | 0.01% | QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% | CGCMT 2013-GC17 C 05.2602 11/10/2046 | 0.01% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% | CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% | CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% | DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.01% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% | FHR 3408 EK 25.4998 04/15/2037 | 0.01% | FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.01% | GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% | GNMA GII30 4018 06.5000 08/20/2037 | 0.01% | GNR 2016-H16 EI IO 02.2774 06/20/2066 | 0.01% | HCA INC. 05.3750 09/01/2026 | 0.01% | JPMBB 2013-C12 B 04.2355 07/15/2045 | 0.01% | JPMBB 2014-C22 C 04.7047 09/15/2047 | 0.01% | NETFLIX INC 04.8750 04/15/2028 | 0.01% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% | SPRINT CORP 07.6250 03/01/2026 | 0.01% | WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% | AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% | ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.01% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% | APACHE CORP 04.3750 10/15/2028 | 0.01% | APACHE CORP 05.1000 09/01/2040 | 0.01% | BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% | BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% | BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% | BOMBARDIER INC P/P 144A 07.5000 03/15/2025 | 0.01% | BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% | BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% | BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% | BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% | CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% | CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% | CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% | CHF/USD 09/15/2021 SSBT | 0.01% | CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% | CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% | CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% | CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% | CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% | COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.01% | COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% | COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% | COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% | CONTINENTAL RES 04.5000 04/15/2023 | 0.01% | DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% | DISH DBS CORP 05.8750 11/15/2024 | 0.01% | DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.01% | ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% | EUR/USD 09/15/2021 BCAP-FX | 0.01% | FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.01% | FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.01% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% | FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% | GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% | GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% | GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% | GNMA GII30 4171 06.5000 06/20/2038 | 0.01% | GNR 2013-99 AS IO 05.9566 06/20/2043 | 0.01% | GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% | GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% | GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% | GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.01% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% | IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.01% | INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% | ISTAR INC 05.5000 02/15/2026 | 0.01% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.01% | JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% | KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% | KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% | LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% | LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% | LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% | MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.01% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% | MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.01% | MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.01% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% | MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% | MSBAM 2014-C14 C 05.2181 02/15/2047 | 0.01% | MSBAM 2015-C24 B 04.4888 05/15/2048 | 0.01% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% | NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% | NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% | NZD/USD 07/21/2021 GSFX | 0.01% | ONE CALL TLB L+550 06.2500 04/07/2027 | 0.01% | OSHKOSH CORP 04.6000 05/15/2028 | 0.01% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% | PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% | PROLOGIS LP 02.2500 04/15/2030 | 0.01% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.01% | RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% | REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% | SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% | SEK/USD 09/15/2021 SSBT | 0.01% | SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% | SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% | SM ENERGY CO 06.5000 07/15/2028 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.01% | TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% | TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% | TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.01% | TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.01% | TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% | TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.01% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% | TWILIO INC 03.6250 03/15/2029 | 0.01% | UNITED CONTINENTAL HOL L+375 04.5000 04/14/2028 | 0.01% | UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% | UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% | URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.01% | VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% | WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% | WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% | AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 0.01% | AMC ENT INC TLB L+300 03.0855 04/22/2026 | 0.01% | BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% | BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% | CAS 2014-C02 1M2 02.6915 05/25/2024 | 0.01% | CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% | ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.01% | GNMA GII30 3987 06.5000 05/20/2037 | 0.01% | GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.01% | GSMS 2015-GC30 XA IO 00.8764 05/10/2050 | 0.01% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% | ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.01% | SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% | STACR 2020-DNA5 M1 01.3180 10/25/2050 | 0.01% | AT&T INC 04.3500 03/01/2029 | 0.01% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% | CAS 2016-C01 2M2 07.0415 08/25/2028 | 0.01% | CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.01% | COMCAST CORP 03.9990 11/01/2049 | 0.01% | COMM 2014-CR20 XA IO 01.1542 11/10/2047 | 0.01% | COMM 2014-LC17 XA IO 00.8885 10/10/2047 | 0.01% | DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% | ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% | FHR 2990 LB 16.7594 06/15/2034 | 0.01% | FNR 2018-86 DS IO 06.0085 12/25/2048 | 0.01% | GBP/USD PUT 1.37 20210823 MSCIL | 0.01% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.01% | MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% | RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% | CAS 2015-C01 1M2 04.3915 02/25/2025 | 0.00% | CHF/USD 09/15/2021 GSFX | 0.00% | CHF/USD 09/15/2021 JPMCB | 0.00% | CHF/USD 09/15/2021 MSCIL | 0.00% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.00% | DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.00% | EQT CORP 08.5000 02/01/2030 | 0.00% | FHR 3829 AS IO 06.8771 03/15/2041 | 0.00% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.00% | GBP/USD 09/15/2021 CSI-FX | 0.00% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.00% | L BRANDS INC 06.7500 07/01/2036 | 0.00% | NETFLIX INC. 06.3750 05/15/2029 | 0.00% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% | OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.00% | OVINTIV INC 06.5000 08/15/2034 | 0.00% | OVINTIV INC 06.6250 08/15/2037 | 0.00% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.00% | STORA ENSO OYJ-R SHS SEDOL 5072673 | 0.00% | 0.95 R ISWP FWD US0003M P 09/15/2026 | 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% | AADVANTAGE 1L TL L+475 05.5000 03/24/2028 | 0.00% | ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% | ADIENT TLB L+350 03.6043 04/01/2028 | 0.00% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% | ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% | AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% | ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.00% | ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% | ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.00% | ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% | APACHE CORPORATION 04.8750 11/15/2027 | 0.00% | ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% | ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.00% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.00% | BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% | BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% | BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% | BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.00% | BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.00% | BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% | BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% | BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.00% | BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.00% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% | BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% | CAD/USD 07/21/2021 TDBK | 0.00% | CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.00% | CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% | CALRIV SCI HLD CORP P/P 144A 04.8750 06/30/2029 | 0.00% | CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.00% | CAS 2014-C03 2M2 02.9915 07/25/2024 | 0.00% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% | CENTENE CORP 03.0000 10/15/2030 | 0.00% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% | CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% | CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% | CIT GROUP INC 05.0000 08/01/2023 | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% | CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.00% | CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.00% | CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.00% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.00% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% | DISH NETWORK CV 03.3750 08/15/2026 | 0.00% | DIVERSEY TL L+300 03.1855 09/06/2024 | 0.00% | DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% | DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.00% | EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% | ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% | EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% | EUR/USD 09/15/2021 CSI-FX | 0.00% | EUR/USD 09/15/2021 TDBK | 0.00% | FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.00% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.00% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% | FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.00% | GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% | GBP/USD 09/15/2021 TDBK | 0.00% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.00% | GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% | GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% | GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.00% | GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% | GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.00% | GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.00% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% | HCA INC 03.5000 09/01/2030 | 0.00% | HCA INC 04.1250 06/15/2029 | 0.00% | HILCORP ENERGY I P/P 144A 05.7500 02/01/2029 | 0.00% | HILCORP ENERGY I P/P 144A 06.0000 02/01/2031 | 0.00% | HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% | HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.00% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% | ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% | ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.00% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% | INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.00% | INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.00% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.00% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.00% | L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% | LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% | LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% | MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 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% | MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.00% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% | NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% | NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% | NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.00% | NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.00% | NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% | NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% | NRG ENERGY INC 06.6250 01/15/2027 | 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% | OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% | ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% | ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% | PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% | PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% | RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.00% | RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% | RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% | ROCKET SOFTWARE TL L+425 04.7500 11/28/2025 | 0.00% | SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% | SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% | SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.00% | SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.00% | SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% | SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.00% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.00% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% | T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% | TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% | TARGA RES PRTNRS 05.5000 03/01/2030 | 0.00% | TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% | TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% | TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% | TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.00% | TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% | TWILIO INC 03.8750 03/15/2031 | 0.00% | UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.00% | UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.00% | UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% | USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% | VICTORS MERGER CORP P/P 144A 06.3750 05/15/2029 | 0.00% | VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.00% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% | VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 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% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% | CAD/USD 07/21/2021 CSI-FX | 0.00% | CAD/USD 07/21/2021 UBS | 0.00% | CAS 2014-C04 1M2 04.9915 11/25/2024 | 0.00% | CAS 2015-C03 2M2 05.0915 07/25/2025 | 0.00% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% | JPY/USD 08/18/2021 JPMCB | 0.00% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.00% | MSBAM 2013-C12 XA IO 00.7416 10/15/2046 | 0.00% | MSBAM 2014-C17 XA IO 01.2284 08/15/2047 | 0.00% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% | NZD/USD 07/21/2021 MSCIL | 0.00% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% | PROLOGIS L.P. 02.1250 04/15/2027 | 0.00% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% | ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% | WFRBS 2012-C10 XA IO 144A 01.6618 12/15/2045 | 0.00% | BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% | CAD/USD 07/21/2021 CITI | 0.00% | CAS 2015-C02 1M2 04.0915 05/25/2025 | 0.00% | CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.00% | CHF/USD 09/15/2021 RBSF | 0.00% | CIT GROUP INC. 05.0000 08/15/2022 | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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 CG | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | COMM 2014-CR18 XA IO 01.1668 07/15/2047 | 0.00% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% | CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% | EUR/USD 09/15/2021 RBSF | 0.00% | FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% | NZD/USD 07/21/2021 SSBT | 0.00% | ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% | OSHKOSH CORP 03.1000 03/01/2030 | 0.00% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% | TXU TCEH RIGHTS | 0.00% | UBSBB 2012-C4 XA IO 144A 01.7424 12/10/2045 | 0.00% | AUD/USD 07/21/2021 WPAC | 0.00% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% | CAD/USD 07/21/2021 BANKAM | 0.00% | CAS 2014-C04 2M2 05.0915 11/25/2024 | 0.00% | CHF/USD 09/15/2021 HSBCB | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% | DKK/USD 09/15/2021 CITI | 0.00% | EUR/USD 09/15/2021 CITI | 0.00% | EUR/USD 09/15/2021 WPAC | 0.00% | GBP/USD 09/15/2021 WPAC | 0.00% | GMAC CAPITAL TRUST I PCT 05.9408 | 0.00% | GNMA GII30 4401 06.5000 03/20/2039 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% | JPY/USD 08/18/2021 BANKAM | 0.00% | KRW/USD 08/18/2021 JPMCB | 0.00% | MERCK & CO INC 02.9000 03/07/2024 | 0.00% | NZD/USD 07/21/2021 JPMCB | 0.00% | NZD/USD 07/21/2021 UBS | 0.00% | NZD/USD 07/21/2021 WPAC | 0.00% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% | THUNGELA RESOURCES LTD-DI SEDOL BMV3M27 | 0.00% | TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% | AUD/USD 07/21/2021 BANKAM | 0.00% | AUD/USD 07/21/2021 CSI-FX | 0.00% | AUD/USD 07/21/2021 RBSF | 0.00% | BACM 2007-1 XW IO 00.6213 01/15/2049 | 0.00% | BSCMS 06-PW14 X1 IO P/P 144A 00.7620 12/11/2038 | 0.00% | CAD/USD 07/21/2021 HSBCB | 0.00% | CAD/USD 07/21/2021 WPAC | 0.00% | CGCMT 2006-C5 XC IO 144A 00.6518 10/15/2049 | 0.00% | CHF/USD 09/15/2021 BANKAM | 0.00% | CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% 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SEDOL 2778844 | 0.45% | SOUTHERN CO/THE SEDOL 2829601 | 0.44% | ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.43% | TARGET CORP SEDOL 2259101 | 0.43% | BIOGEN INC SEDOL 2455965 | 0.42% | CUMMINS INC SEDOL 2240202 | 0.41% | HALLIBURTON CO SEDOL 2405302 | 0.41% | SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.40% | BEST BUY CO INC SEDOL 2094670 | 0.39% | COCA-COLA CO/THE SEDOL 2206657 | 0.39% | TREASURY BILL 00.0000 06/03/2021 | 0.38% | OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.38% | JOHNSON & JOHNSON SEDOL 2475833 | 0.38% | MEDTRONIC PLC SEDOL BTN1Y11 | 0.38% | HUMANA INC SEDOL 2445063 | 0.36% | AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.35% | DEERE & CO SEDOL 2261203 | 0.35% | ALLY FINANCIAL INC SEDOL B72XK05 | 0.34% | PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.33% | FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.33% | AFLAC INC SEDOL 2026361 | 0.32% | CADENCE DESIGN SYS INC SEDOL 2302232 | 0.32% | O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.32% | JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.32% | UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.32% | FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.32% | EXELON CORP SEDOL 2670519 | 0.31% | MCKESSON CORP SEDOL 2378534 | 0.31% | LOWES COMPANIES INC | 0.31% | MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.30% | SCHLUMBERGER LTD SEDOL 2779201 | 0.29% | HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.28% | CHEVRON CORP | 0.28% | AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.27% | WEYERHAEUSER CO SEDOL 2958936 | 0.27% | VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.27% | EQUINIX INC SEDOL BVLZX12 | 0.26% | JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.26% | COSTCO WHOLESALE CORP SEDOL 2701271 | 0.25% | ABBVIE INC SEDOL B92SR70 | 0.25% | 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.24% | GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.24% | WASTE MANAGEMENT INC SEDOL 2937667 | 0.23% | COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.23% | EBAY INC SEDOL 2293819 | 0.23% | SYNOPSYS INC SEDOL 2867719 | 0.22% | CBRE GROUP INC - A SEDOL B6WVMH3 | 0.22% | GARTNER INC SEDOL 2372763 | 0.22% | UNION PACIFIC CORP SEDOL 2914734 | 0.21% | BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.21% | ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.20% | BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.20% | LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.20% | ALLSTATE CORP SEDOL 2019952 | 0.20% | KINDER MORGAN INC SEDOL B3NQ4P8 | 0.19% | CARDINAL HEALTH INC SEDOL 2175672 | 0.18% | ALLEGION PLC SEDOL BFRT3W7 | 0.18% | AMETEK INC SEDOL 2089212 | 0.18% | EASTMAN CHEMICAL CO SEDOL 2298386 | 0.18% | VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.18% | APPLIED MATERIALS INC SEDOL 2046552 | 0.18% | PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.18% | POLARIS INC SEDOL 2692933 | 0.18% | CITIGROUP INC 03.6680 07/24/2028 | 0.17% | FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.17% | NOVARTIS AG-REG SEDOL 7103065 | 0.17% | REPUBLIC OF INDONESIA REGS 05.8750 01/15/2024 | 0.17% | ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.17% | AMERISOURCEBERGEN CORP | 0.17% | LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.17% | ABIOMED INC SEDOL 2003698 | 0.16% | MORGAN STANLEY 03.7720 01/24/2029 | 0.16% | EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.15% | PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.15% | TREASURY BILL 00.0000 09/02/2021 | 0.15% | NESTLE SA-REG SEDOL 7123870 | 0.15% | NRG ENERGY INC SEDOL 2212922 | 0.15% | CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.15% | AGCO CORP SEDOL 2010278 | 0.15% | MORGAN STANLEY 03.1250 01/23/2023 | 0.15% | NINTENDO CO LTD SEDOL 6639550 | 0.14% | ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.14% | AT&T INC P/P 144A 02.5500 12/01/2033 | 0.14% | L OREAL SEDOL 4057808 | 0.14% | ABBVIE INC 03.2000 11/21/2029 | 0.14% | NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.14% | ALLIANZ SE-REG SEDOL 5231485 | 0.14% | SLM CORP | 0.14% | BRUNSWICK CORP SEDOL 2149309 | 0.13% | JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.13% | WALMART INC SEDOL 2936921 | 0.13% | RIO TINTO PLC SEDOL 0718875 | 0.13% | UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.13% | AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.13% | JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.13% | ENTERGY CORP SEDOL 2317087 | 0.12% | JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.12% | MICROSOFT CORP 01.5500 08/08/2021 | 0.12% | SONY GROUP CORP SEDOL 6821506 | 0.12% | DEUTSCHE POST AG-REG SEDOL 4617859 | 0.12% | STELLANTIS NV SEDOL BMD8F98 | 0.12% | ORACLE CORP 03.6250 07/15/2023 | 0.12% | REPUBLIC SERVICES INC SEDOL 2262530 | 0.12% | TARGA RESOURCES CORP SEDOL B55PZY3 | 0.12% | TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.12% | DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.12% | NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.12% | AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.11% | FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.11% | FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.11% | DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.11% | DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.11% | DOMINICAN REPUBLIC REGS 05.5000 01/27/2025 | 0.11% | IBM CORP 01.8750 08/01/2022 | 0.11% | KDDI CORP SEDOL 6248990 | 0.11% | HERMES INTERNATIONAL SEDOL 5253973 | 0.11% | GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.11% | PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.11% | SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.10% | WESFARMERS LTD SEDOL 6948836 | 0.10% | CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.10% | FERGUSON PLC SEDOL BJVNSS4 | 0.10% | HOYA CORP SEDOL 6441506 | 0.10% | WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.10% | ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.10% | MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.10% | CAS 2016-C04 1M2 04.3416 01/25/2029 | 0.10% | COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.10% | GARMIN LTD SEDOL B3Z5T14 | 0.10% | IMPERIAL BRANDS PLC SEDOL 0454492 | 0.10% | ITOCHU CORP SEDOL 6467803 | 0.10% | CIMAREX ENERGY CO SEDOL 2987521 | 0.10% | BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.10% | LEGRAND SA SEDOL B11ZRK9 | 0.10% | VOLVO AB-B SHS SEDOL B1QH830 | 0.10% | CROWN HOLDINGS INC | 0.10% | AMDOCS LTD SEDOL 2256908 | 0.09% | CAS 2017-C01 1M2 03.6416 07/25/2029 | 0.09% | COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.09% | GOODMAN GROUP SEDOL B03FYZ4 | 0.09% | LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.09% | MANPOWERGROUP INC SEDOL 2562490 | 0.09% | VISIO 2020-1 A3 03.5210 08/25/2055 | 0.09% | BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.09% | RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.09% | OSHKOSH CORP SEDOL 2663520 | 0.09% | SANDVIK AB SEDOL B1VQ252 | 0.09% | STACR 2016-DNA2 M3 04.7416 10/25/2028 | 0.09% | CVS HEALTH CORP 04.7800 03/25/2038 | 0.09% | EQUINOR ASA SEDOL 7133608 | 0.09% | FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.09% | GENTEX CORP SEDOL 2366799 | 0.09% | UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% | TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.09% | SALESFORCE.COM INC 03.7000 04/11/2028 | 0.09% | UNUM GROUP SEDOL 2433842 | 0.09% | MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.09% | RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.09% | MERCK KGAA SEDOL 4741844 | 0.09% | STACR 2018-HRP2 M3 02.4916 02/25/2047 | 0.09% | NOMURA HOLDINGS INC SEDOL 6643108 | 0.08% | NORDSON CORP SEDOL 2641838 | 0.08% | COVESTRO AG SEDOL BYTBWY9 | 0.08% | CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.08% | COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.08% | DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.08% | FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.08% | SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.08% | AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.08% | BP PLC SEDOL 0798059 | 0.08% | AT&T INC SEDOL 2831811 | 0.08% | CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.08% | NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.08% | SONOVA HOLDING AG-REG SEDOL 7156036 | 0.08% | VERIZON COMM 04.3290 09/21/2028 | 0.08% | CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.08% | COMCAST CORP 03.9690 11/01/2047 | 0.08% | IVORY COAST REGS 05.7500 12/31/2032 | 0.08% | AVIVA PLC SEDOL 0216238 | 0.08% | AMAZON.COM INC 03.1500 08/22/2027 | 0.08% | AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.08% | CASH MGMT BILL 00.0000 09/07/2021 | 0.08% | DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.08% | INTERPUBLIC GRP 04.6500 10/01/2028 | 0.08% | PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.08% | TREASURY BILL 00.0000 06/10/2021 | 0.08% | TREASURY BILL 00.0000 07/13/2021 | 0.08% | VENTR 2017-28A A2 144A 01.2983 07/20/2030 | 0.08% | ALTICE USA INC- A SEDOL BDRY7P9 | 0.08% | CLP HOLDINGS LTD SEDOL 6097017 | 0.08% | ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.08% | FUJITSU LTD SEDOL 6356945 | 0.08% | GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.08% | ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.08% | APPLE INC 04.3750 05/13/2045 | 0.08% | BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.08% | CAPGEMINI SE SEDOL 4163437 | 0.08% | DEVON ENERGY CORP SEDOL 2480677 | 0.08% | EVOLUTION AB SEDOL BJXSCH4 | 0.08% | FORTUM OYJ SEDOL 5579550 | 0.08% | JONES LANG LASALLE INC SEDOL 2040640 | 0.08% | ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.07% | CELANESE CORP SEDOL B05MZT4 | 0.07% | CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.07% | NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.07% | UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.07% | VERUS 2020-5 A2 01.5780 05/25/2065 | 0.07% | COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.07% | DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.07% | RYDER SYSTEM INC SEDOL 2760669 | 0.07% | CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.07% | AT&T INC 04.7500 05/15/2046 | 0.07% | CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% | PULTEGROUP INC SEDOL 2708841 | 0.07% | BOSTON PROPERTIES INC SEDOL 2019479 | 0.07% | CRH PLC SEDOL 4182249 | 0.07% | ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.07% | HOLCIM LTD SEDOL 7110753 | 0.07% | TOKYO ELECTRON LTD SEDOL 6895675 | 0.07% | GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.07% | KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.07% | EFMT 2020-2 A2 01.4860 10/25/2065 | 0.07% | EQUINIX INC. 02.9000 11/18/2026 | 0.07% | NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.07% | PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.07% | TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.07% | CARLSBERG AS-B SEDOL 4169219 | 0.06% | CSAIL 2020-C19 XA IO 01.1187 03/15/2053 | 0.06% | DUKE REALTY CORP SEDOL 2284084 | 0.06% | HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.06% | BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.06% | ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% | WILLIAMS COS INC SEDOL 2967181 | 0.06% | COMM 2014-UBS2 B 04.7010 03/10/2047 | 0.06% | COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.06% | FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.06% | INVITATION HOMES INC SEDOL BD81GW9 | 0.06% | JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.06% | ORACLE CORP 02.5000 10/15/2022 | 0.06% | SYSCO CORP SEDOL 2868165 | 0.06% | ARROW ELECTRONICS INC SEDOL 2051404 | 0.06% | BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.06% | CD 2017-CD6 AM 03.7090 11/13/2050 | 0.06% | CGCMT 2013-GC11 B 03.7320 04/10/2046 | 0.06% | DOVER CORP SEDOL 2278407 | 0.06% | ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.06% | GSMS 2015-GC32 B 04.4119 07/10/2048 | 0.06% | MSBAM 2013-C13 AS 04.2660 11/15/2046 | 0.06% | ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.06% | T-MOBILE USA INC 03.7500 04/15/2027 | 0.06% | TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.06% | COMM 2012-CR2 AM 03.7910 08/15/2045 | 0.06% | COMM 2015-DC1 AM 03.7240 02/10/2048 | 0.06% | CSX CORP 04.1000 03/15/2044 | 0.06% | DOW INC SEDOL BHXCF84 | 0.06% | GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.06% | IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.06% | NITTO DENKO CORP SEDOL 6641801 | 0.06% | BROADCOM INC 04.1500 11/15/2030 | 0.06% | CGCMT 2018-C6 XA IO 00.7789 11/10/2051 | 0.06% | CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.06% | ECOLAB INC 03.2500 12/01/2027 | 0.06% | EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.06% | FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.06% | MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.06% | NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.06% | SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.06% | BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.06% | DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% | INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.06% | NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.06% | RSA INSURANCE GROUP LTD SEDOL BKKMKR2 | 0.06% | SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.06% | AMAZON.COM INC 03.3000 12/05/2021 | 0.06% | AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.06% | CWALT 2006-OA10 4A1 00.4716 08/25/2046 | 0.06% | VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.06% | ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.06% | CAS 2017-C06 1M2 02.7416 02/25/2030 | 0.06% | CSX CORP SEDOL 2160753 | 0.06% | FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.06% | MSC 2018-H3 XA 00.8258 07/15/2051 | 0.06% | 3I GROUP PLC SEDOL B1YW440 | 0.06% | ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.06% | FHMS K118 X1 IO 00.9613 09/25/2030 | 0.06% | FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.06% | KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.06% | NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.06% | OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% | DARDEN RESTAURANTS INC SEDOL 2289874 | 0.06% | PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.06% | VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.06% | BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% | BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% | CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.05% | SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.05% | SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.05% | YUM BRANDS INC SEDOL 2098876 | 0.05% | APA CORP SEDOL BNNF1C1 | 0.05% | ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.05% | BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.05% | CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.05% | DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.05% | SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.05% | TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.05% | DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.05% | DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.05% | FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.05% | NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.05% | WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.05% | ALKERMES PLC SEDOL B3P6D26 | 0.05% | GNMA GII30 4246 06.5000 09/20/2038 | 0.05% | ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.05% | UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.05% | ASML HOLDING NV SEDOL B929F46 | 0.05% | COMM 2015-CR27 AM 03.9840 10/10/2048 | 0.05% | LINCOLN NATIONAL CORP SEDOL 2516378 | 0.05% | NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% | PANDORA A/S SEDOL B44XTX8 | 0.05% | UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.05% | WH GROUP LTD SEDOL BLLHKZ1 | 0.05% | KNORR-BREMSE AG SEDOL BD2P9X9 | 0.05% | ADECCO GROUP AG-REG SEDOL 7110720 | 0.05% | AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% | EDF SEDOL B0NJJ17 | 0.05% | FISERV INC 04.2000 10/01/2028 | 0.05% | HONEYWELL INTL 03.8120 11/21/2047 | 0.05% | KONINKLIJKE KPN NV SEDOL 5956078 | 0.05% | PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.05% | CSMC 2016-NXSR C 04.3557 12/15/2049 | 0.05% | CWALT 2006-OA7 1A2 01.0666 06/25/2046 | 0.05% | NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.05% | SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.05% | ADVANCED MICRO DEVICES SEDOL 2007849 | 0.05% | DUKE ENERGY CORP 03.1500 08/15/2027 | 0.05% | FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.05% | KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.05% | SONIC HEALTHCARE LTD SEDOL 6821120 | 0.05% | AT&T INC P/P 144A 03.5500 09/15/2055 | 0.04% | GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% | LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.04% | T-MOBILE USA INC 02.2500 11/15/2031 | 0.04% | CITIGROUP INC 04.4500 09/29/2027 | 0.04% | ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.04% | BRISTOL-MYERS 02.9000 07/26/2024 | 0.04% | CITIGROUP INC 03.8870 01/10/2028 | 0.04% | COMM 2012-LC4 C 05.5341 12/10/2044 | 0.04% | MERCK & CO INC 03.7000 02/10/2045 | 0.04% | PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.04% | SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.04% | WEYERHAEUSER CO 07.3750 03/15/2032 | 0.04% | SERVICENOW INC SEDOL B80NXX8 | 0.04% | BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.04% | GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.04% | HYATT HOTELS CORP 04.8500 03/15/2026 | 0.04% | TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.04% | BOEING CO 05.9300 05/01/2060 | 0.04% | BRAMBLES LTD SEDOL B1FJ0C0 | 0.04% | CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.04% | EIFFAGE SEDOL B13X013 | 0.04% | EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% | EQUINOR ASA USD 05.1000 08/17/2040 | 0.04% | GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% | HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.04% | RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.04% | ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% | SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.04% | COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.04% | CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.04% | GS MORT SEC CORP II P/P 144A 03.6820 02/10/2046 | 0.04% | HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.04% | EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.04% | PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.04% | SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.04% | BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.04% | ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.04% | GNMA GII30 4581 06.5000 11/20/2039 | 0.04% | MORGAN STANLEY 04.3750 01/22/2047 | 0.04% | OMRON CORP SEDOL 6659428 | 0.04% | THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.04% | WFRBS 2013-C11 C 04.1856 03/15/2045 | 0.04% | CABOT CORP SEDOL 2162500 | 0.04% | CAS 2015-C04 2M2 05.6416 04/25/2028 | 0.04% | DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.04% | INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.04% | JPMBB 2013-C15 C 05.1958 11/15/2045 | 0.04% | LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.04% | MGIC INVESTMENT CORP SEDOL 2548616 | 0.04% | SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.04% | BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.04% | HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.04% | INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.04% | PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.04% | SPST 2021-6 A 00.8925 04/25/2022 | 0.04% | TRANSUNION SEDOL BYMWL86 | 0.04% | CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.03% | IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.03% | LENNAR CORP 04.7500 11/29/2027 | 0.03% | NCHET 2003-4 M1 01.2166 10/25/2033 | 0.03% | ORACLE CORP 05.3750 07/15/2040 | 0.03% | PFIZER INC 03.0000 12/15/2026 | 0.03% | HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% | PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.03% | SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% | SPRINT CORP 07.8750 09/15/2023 | 0.03% | VIACOMCBS INC 04.2000 06/01/2029 | 0.03% | AES CORP SEDOL 2002479 | 0.03% | ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.03% | AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.03% | GNMA GII30 4269 06.5000 10/20/2038 | 0.03% | ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% | WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% | ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.03% | BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.03% | CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% | EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.03% | FMC CORP SEDOL 2328603 | 0.03% | ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.03% | AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% | BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.03% | BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% | COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% | CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% | ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.03% | SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.03% | SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.03% | TORO CO SEDOL 2897040 | 0.03% | WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% | ZOETIS INC 03.9000 08/20/2028 | 0.03% | CAMPBELL SOUP CO SEDOL 2162845 | 0.03% | CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% | CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% | FEDEX CORP SEDOL 2142784 | 0.03% | KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% | TPAT 2018-SL1 A P/P 144A 00.6916 01/25/2046 | 0.03% | VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% | VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% | ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.03% | ALPHABET INC 01.9980 08/15/2026 | 0.03% | CAS 2017-C05 1M2A 02.2916 01/25/2030 | 0.03% | DISCOVERY INC - A SEDOL B3D7K31 | 0.03% | JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.03% | KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% | MICHELIN (CGDE) SEDOL 4588364 | 0.03% | ORACLE CORP 04.0000 11/15/2047 | 0.03% | ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.03% | AIR LEASE CORP 03.2500 10/01/2029 | 0.03% | BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.03% | CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.03% | CAS 2016-C02 1M2 06.0916 09/25/2028 | 0.03% | CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.03% | CITIGROUP INC 03.8750 02/18/2051 | 0.03% | CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.03% | LASERTEC CORP SEDOL 6506267 | 0.03% | PERSIMMON PLC SEDOL 0682538 | 0.03% | PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.03% | PUBLICIS GROUPE SEDOL 4380429 | 0.03% | SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.03% | TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.03% | TERRIER MEDIA BUYER IN L+350 03.5942 12/17/2026 | 0.03% | VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.03% | WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.03% | YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.03% | CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.03% | ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% | GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.03% | HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.03% | JOHNSON CONTROLS POWER L+325 03.3425 04/30/2026 | 0.03% | M3 INC SEDOL B02K2M3 | 0.03% | NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% | PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% | SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.03% | AT&T INC 04.3000 02/15/2030 | 0.02% | BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.02% | BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% | BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% | BT GROUP PLC SEDOL 3091357 | 0.02% | CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.02% | ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.02% | FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% | LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.02% | WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% | AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% | APPLE INC 03.8500 05/04/2043 | 0.02% | CAS 2016-C01 1M2 06.8416 08/25/2028 | 0.02% | CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.02% | CIT GROUP INC. 05.2500 03/07/2025 | 0.02% | COLES GROUP LTD SEDOL BYWR0T5 | 0.02% | COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.02% | FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.02% | GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% | LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.02% | LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.02% | S&P GLOBAL INC 02.5000 12/01/2029 | 0.02% | TABCORP HOLDINGS LTD SEDOL 6873262 | 0.02% | TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% | TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% | TOKYO GAS CO LTD SEDOL 6895448 | 0.02% | VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% | WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% | CAS 2016-C06 1M2 04.3416 04/25/2029 | 0.02% | COMM 2013-CR13 C 04.8832 11/10/2046 | 0.02% | COMM 2015-CR24 B 04.3792 08/10/2048 | 0.02% | DOCUSIGN INC SEDOL BFYT7B7 | 0.02% | KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.02% | MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% | NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.02% | ORTHO-CLINICAL DIAGNOS L+300 03.1084 06/30/2025 | 0.02% | PPSI 2004-WCW2 M3 01.1416 10/25/2034 | 0.02% | SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.02% | TOTAL SE SEDOL B15C557 | 0.02% | TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.02% | VERTIV TLB L+275 02.8359 03/02/2027 | 0.02% | CAS 2016-C07 2M2 04.4416 05/25/2029 | 0.02% | CD 2017-CD6 B 03.9110 11/13/2050 | 0.02% | CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% | CIGNA CORP 03.7500 07/15/2023 | 0.02% | COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% | DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% | L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% | MICROCHIP TECH INC 04.3330 06/01/2023 | 0.02% | MWST 2021-2 A 00.8416 04/25/2055 | 0.02% | NH FOODS LTD SEDOL 6640767 | 0.02% | NUTRIEN LTD USD 04.1250 03/15/2035 | 0.02% | POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% | PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% | SPST 2021-WL1 A 00.7416 01/26/2054 | 0.02% | SPST 2021-WL2 A 00.7916 03/25/2054 | 0.02% | VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.02% | ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% | ANALOG DEVICES INC 03.9000 12/15/2025 | 0.02% | APPLE INC 02.8500 05/11/2024 | 0.02% | ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% | AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% | CAD/USD 07/21/2021 GSFX | 0.02% | CENTENE CORP 04.6250 12/15/2029 | 0.02% | COMM 2014-CR17 C 04.7844 05/10/2047 | 0.02% | COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% | CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% | IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.02% | L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% | NAVISTAR INTERNATIONAL L+350 03.5925 11/06/2024 | 0.02% | NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% | PULTEGROUP INC 05.5000 03/01/2026 | 0.02% | SERVICENOW INC 01.4000 09/01/2030 | 0.02% | T-MOBILE USA INC. 04.7500 02/01/2028 | 0.02% | UNILEVER PLC SEDOL B10RZP7 | 0.02% | WPX ENERGY INC 05.2500 10/15/2027 | 0.02% | AIR LEASE CORP 04.6250 10/01/2028 | 0.02% | EQUINIX INC 03.2000 11/18/2029 | 0.02% | GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% | INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% | IPSEN SEDOL B0R7JF1 | 0.02% | KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% | MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% | MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.02% | NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.02% | NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% | NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% | SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.02% | STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% | ALPHABET INC 02.2500 08/15/2060 | 0.02% | BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.02% | COMCAST CORP 06.5000 11/15/2035 | 0.02% | CPURNSA P 2.686 R 04/01/31 | 0.02% | E.ON SE SEDOL 4942904 | 0.02% | GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% | GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% | GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.02% | HCA INC. 05.5000 06/15/2047 | 0.02% | JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.02% | KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.02% | MWST 2020-1 A 00.9916 10/25/2053 | 0.02% | MWST 2020-2 A 00.8916 11/25/2053 | 0.02% | NETFLIX INC. 05.8750 11/15/2028 | 0.02% | NEWZ 2021-1 A 00.8416 05/25/2055 | 0.02% | PFWST 2021-1 A 00.7916 02/25/2055 | 0.02% | RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.02% | SEB SA SEDOL 4792132 | 0.02% | SPST 2020-13 A 01.5925 10/10/2021 | 0.02% | SPST 2020-15 A 01.4625 12/10/2021 | 0.02% | SPST 2020-6 A 01.8425 09/07/2021 | 0.02% | T-MOBILE USA INC 03.8750 04/15/2030 | 0.02% | UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.02% | VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% | EUR/USD 06/16/2021 BANKAM | 0.02% | FHR 3065 DC 19.5574 03/15/2035 | 0.02% | GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% | LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% | MICROSOFT CORP 02.5250 06/01/2050 | 0.02% | SCSK CORP SEDOL 6858474 | 0.02% | SEK/USD 06/16/2021 MSCIL | 0.02% | VIACOMCBS INC 02.9000 01/15/2027 | 0.02% | WAMU 2005-AR9 A1C3 01.0516 07/25/2045 | 0.02% | COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% | DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% | DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% | GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% | LBMLT 2004-1 A2 00.8916 02/25/2034 | 0.02% | MSBAM 2015-C26 XA IO 01.0157 10/15/2048 | 0.02% | NRG P/P 144A 03.7500 06/15/2024 | 0.02% | PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% | VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% | WFRBS 2013-C15 D 144A 04.4790 08/15/2046 | 0.02% | ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% | AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.02% | ARCELORMITTAL USD 07.2500 10/15/2039 | 0.02% | BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.02% | BOLLORE SEDOL 4572709 | 0.02% | BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% | CAS 2016-C05 2M2 04.5416 01/25/2029 | 0.02% | CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.02% | DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.02% | EUR/USD 06/16/2021 UBS | 0.02% | GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% | GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.02% | HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.02% | HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.02% | ICL GROUP LTD SEDOL 6455530 | 0.02% | IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.02% | MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.02% | MEREDITH CORP 06.8750 02/01/2026 | 0.02% | NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.02% | POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% | PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% | STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% | TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% | TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% | USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.02% | VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.02% | WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% | WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.02% | WFCM 2013-LC12 C 04.3086 07/15/2046 | 0.02% | ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% | BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.02% | CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.02% | CINEMARK USA INC 04.8750 06/01/2023 | 0.02% | CLUB CAR TL L+400 04.5000 05/12/2028 | 0.02% | COMCAST CORP 03.4500 02/01/2050 | 0.02% | COMM 2014-UBS6 XA IO 00.8850 12/10/2047 | 0.02% | COMM 2015-LC19 B 03.8290 02/10/2048 | 0.02% | HUSKY INJECTION MOLDIN L+300 03.2666 03/28/2025 | 0.02% | INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% | RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.02% | SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.02% | WFCM 2013-LC12 AS 04.3086 07/15/2046 | 0.02% | ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.01% | APPLE INC 02.8000 02/08/2061 | 0.01% | BHP GROUP LTD SEDOL 6144690 | 0.01% | CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% | FHMS K114 XAM IO 01.3417 06/25/2030 | 0.01% | FISHER PAYKEL SEDOL 6340250 | 0.01% | FNR 2006-8 HP 24.2307 03/25/2036 | 0.01% | IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.01% | JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% | KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% | MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% | NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% | SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% | WFCM 2018-C46 B 04.6330 08/15/2051 | 0.01% | ZOETIS INC 02.0000 05/15/2030 | 0.01% | ABBVIE INC P/P 03.8000 03/15/2025 | 0.01% | ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.01% | BMARK 2018-B1 B 04.0590 01/15/2051 | 0.01% | CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% | COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.01% | COMM 2014-CR19 B 04.7030 08/10/2047 | 0.01% | COMM 2014-UBS6 C 04.4452 12/10/2047 | 0.01% | CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% | DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% | DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% | DISH DBS CORP 07.7500 07/01/2026 | 0.01% | ENBRIDGE INC USD 04.5000 06/10/2044 | 0.01% | FHMS K740 X1 00.7594 09/25/2027 | 0.01% | FISERV INC 03.5000 07/01/2029 | 0.01% | GNR 2015-H26 DI IO 01.9220 10/20/2065 | 0.01% | GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.01% | HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% | INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% | JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.01% | JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.01% | L BRANDS INC 07.5000 06/15/2029 | 0.01% | MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% | NETFLIX INC 04.3750 11/15/2026 | 0.01% | OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% | OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% | PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% | PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% | SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.01% | SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% | SPRINT CORP 07.2500 09/15/2021 | 0.01% | SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% | TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% | WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.01% | WFRBS 2011-C3 D 144A 05.5978 03/15/2044 | 0.01% | ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% | BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% | BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% | BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.01% | CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% | CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% | COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% | CPURNSA P 2.79 R 04/15/26 | 0.01% | CQP HOLDCO TLB L+375 04.2500 05/27/2028 | 0.01% | CWALT 2005-27 1A1 01.4690 08/25/2035 | 0.01% | DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% | DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.01% | ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% | FHR 3072 SM 04.2533 11/15/2035 | 0.01% | FNR 2007-53 SP 23.8640 06/25/2037 | 0.01% | FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% | FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% | GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.01% | HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% | HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.01% | ISTAR INC 04.7500 10/01/2024 | 0.01% | ISTAR INC. 04.2500 08/01/2025 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% | LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% | MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% | MSBAM 2012-C5 E 144A 04.6629 08/15/2045 | 0.01% | NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% | ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% | OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% | OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% | PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.01% | PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% | PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% | PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% | PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% | PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% | QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.01% | RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% | REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.01% | SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% | SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% | SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% | SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.01% | STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% | TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% | TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% | TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% | TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% | TRANSDIGM INC 05.5000 11/15/2027 | 0.01% | VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% | WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% | WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% | WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% | AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% | ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% | ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% | BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% | CAD/USD 07/21/2021 MSCIL | 0.01% | CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% | CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% | FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% | GBP/USD 06/16/2021 GSFX | 0.01% | GSMS 2013-GCJ14 B P/P 144A 04.7418 08/10/2046 | 0.01% | GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% | INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% | INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.01% | KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% | MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% | PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% | ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% | WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% | ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% | BANK 2017-BNK8 B 03.9265 11/15/2050 | 0.01% | CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% | CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.01% | CMLTI 2005-2 1A2A 02.7961 05/25/2035 | 0.01% | COMM 2014-CR17 XA IO 00.9629 05/10/2047 | 0.01% | ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.01% | GNR 2016-H16 EI IO 02.4729 06/20/2066 | 0.01% | GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.01% | JPMBB 2013-C12 B 04.0989 07/15/2045 | 0.01% | MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% | OVINTIV INC 07.3750 11/01/2031 | 0.01% | STACR 2020-DNA5 M1 01.3100 10/25/2050 | 0.01% | VIACOMCBS INC 04.0000 01/15/2026 | 0.01% | WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.01% | BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% | CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.01% | CGCMT 2013-GC17 C 05.1088 11/10/2046 | 0.01% | CITIGROUP INC 04.7500 05/18/2046 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% | CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% | CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% | CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% | DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% | ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% | FHR 3408 EK 25.3872 04/15/2037 | 0.01% | FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% | GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% | GNMA GII30 4018 06.5000 08/20/2037 | 0.01% | GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% | HCA INC. 05.3750 09/01/2026 | 0.01% | JPMBB 2014-C22 C 04.5531 09/15/2047 | 0.01% | NABORS IND CV 00.7500 01/15/2024 | 0.01% | NETFLIX INC 04.8750 04/15/2028 | 0.01% | NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% | NN GROUP NV SEDOL BNG8PQ9 | 0.01% | ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% | PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.01% | SPRINT CORP 07.6250 03/01/2026 | 0.01% | THALES SA SEDOL 4162791 | 0.01% | WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% | 02.2500 03/01/2031 | 0.01% | 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.01% | 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% | AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% | AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% | AKZO NOBEL CHEMICALS T L+275 02.8475 10/01/2025 | 0.01% | ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% | ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% | ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% | AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% | AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.01% | AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% | APACHE CORP 04.3750 10/15/2028 | 0.01% | APACHE CORP 05.1000 09/01/2040 | 0.01% | BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% | BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% | BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% | BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% | BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% | BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% | BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% | BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.01% | BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% | BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% | BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% | BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% | BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% | BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% | CAD/USD 07/21/2021 SSBT | 0.01% | CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% | CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% | CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% | CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% | CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.01% | CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% | CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% | CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% | CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% | CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% | CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% | COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% | COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.01% | COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% | COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% | COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.01% | CONTINENTAL RES 04.5000 04/15/2023 | 0.01% | DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% | DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% | DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% | DISH DBS CORP 05.8750 11/15/2024 | 0.01% | DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.01% | ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% | ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% | ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% | ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% | FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.01% | FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% | FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% | GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% | GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% | GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% | GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% | GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% | GNMA GII30 3987 06.5000 05/20/2037 | 0.01% | GNMA GII30 4171 06.5000 06/20/2038 | 0.01% | GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.01% | GNR 2013-99 AS IO 05.9508 06/20/2043 | 0.01% | GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% | GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.01% | GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.01% | HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% | HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% | HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% | ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% | ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% | IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% | IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.01% | INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% | ISTAR INC 05.5000 02/15/2026 | 0.01% | JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.01% | JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.01% | KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% | KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% | KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% | LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% | LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% | LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% | LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% | LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% | LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% | LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% | MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% | MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.01% | MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.01% | MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% | MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% | MSBAM 2014-C14 C 05.0498 02/15/2047 | 0.01% | MSBAM 2015-C24 B 04.3442 05/15/2048 | 0.01% | NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.01% | NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% | NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% | NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% | NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% | NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% | NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% | NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% | OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% | ONE CALL TLB L+550 06.2500 04/07/2027 | 0.01% | OSHKOSH CORP 04.6000 05/15/2028 | 0.01% | PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% | PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% | PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% | PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% | PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% | PROLOGIS LP 02.2500 04/15/2030 | 0.01% | QORVO INC P/P 144A 03.3750 04/01/2031 | 0.01% | RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% | REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% | SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% | SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% | SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% | SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% | SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% | SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% | SM ENERGY CO 06.7500 09/15/2026 | 0.01% | SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% | STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% | STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% | SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% | T-MOBILE USA INC 05.3750 04/15/2027 | 0.01% | TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% | TARGA RESOURCES PART 05.0000 01/15/2028 | 0.01% | TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% | TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% | TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% | TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.01% | TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.01% | TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% | TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% | TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.01% | TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% | TWILIO INC 03.6250 03/15/2029 | 0.01% | UNITED CONTINENTAL HOL L+375 04.5000 04/14/2028 | 0.01% | UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% | UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% | UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% | URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% | USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% | VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.01% | VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% | WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% | WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% | WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% | WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% | WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% | WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% | AMC ENT INC TLB L+300 03.1073 04/22/2026 | 0.01% | BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.01% | BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% | BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% | CAS 2014-C02 1M2 02.6916 05/25/2024 | 0.01% | CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% | CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% | COMM 2014-LC17 XA IO 00.7204 10/10/2047 | 0.01% | ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.01% | FNR 2018-86 DS IO 06.0084 12/25/2048 | 0.01% | FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.01% | GSMS 2015-GC30 XA IO 00.7411 05/10/2050 | 0.01% | LINK REIT SEDOL B0PB4M7 | 0.01% | MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% | PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% | ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.01% | SM ENERGY CO 05.0000 01/15/2024 | 0.01% | SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% | T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% | TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% | AT&T INC 04.3500 03/01/2029 | 0.01% | BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% | CAD/USD 07/21/2021 CITI | 0.01% | CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% | CAS 2015-C01 1M2 04.3916 02/25/2025 | 0.01% | CAS 2016-C01 2M2 07.0416 08/25/2028 | 0.01% | COMCAST CORP 03.9990 11/01/2049 | 0.01% | COMM 2014-CR20 XA IO 01.0046 11/10/2047 | 0.01% | DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% | ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% | EUR/USD 06/16/2021 HSBCB | 0.01% | FHR 2990 LB 16.6878 06/15/2034 | 0.01% | GMAC CAPITAL TRUST I PCT 05.9408 | 0.01% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.01% | JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% | JPMCC 2006-LDP9 AMS 05.3370 05/15/2047 | 0.01% | JPY/USD 08/18/2021 SSBT | 0.01% | NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.01% | NOK/USD 06/16/2021 TDBK | 0.01% | RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% | S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% | SEK/USD 06/16/2021 GSFX | 0.01% | CAD/USD 07/21/2021 TDBK | 0.00% | CAS 2014-C03 2M2 02.9916 07/25/2024 | 0.00% | CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.00% | CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% | DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% | DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.00% | DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.00% | EQT CORP 08.5000 02/01/2030 | 0.00% | FHR 3829 AS IO 06.8491 03/15/2041 | 0.00% | FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.00% | GBP/USD 06/16/2021 MSCIL | 0.00% | GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.00% | GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% | GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.00% | IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% | JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.00% | L BRANDS INC 06.7500 07/01/2036 | 0.00% | NETFLIX INC. 06.3750 05/15/2029 | 0.00% | NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% | OVINTIV INC 06.5000 08/15/2034 | 0.00% | OVINTIV INC 06.6250 08/15/2037 | 0.00% | SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.00% | STORA ENSO OYJ-R SHS SEDOL 5072673 | 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% | AADVANTAGE 1L TL L+475 05.5000 03/24/2028 | 0.00% | ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% | ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% | ADIENT TLB L+350 03.5925 04/01/2028 | 0.00% | ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% | ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% | AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% | AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.00% | ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.00% | ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% | ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.00% | ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% | APACHE CORPORATION 04.8750 11/15/2027 | 0.00% | ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% | ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% | ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.00% | BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.00% | BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% | BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% | BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% | BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% | BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.00% | BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% | BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% | BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% | BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.00% | BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.00% | BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% | BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% | BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% | CAD/USD 07/21/2021 HSBCB | 0.00% | CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% | CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.00% | CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% | CENTENE CORP 03.0000 10/15/2030 | 0.00% | CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.00% | CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% | CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% | CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% | CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% | CIT GROUP INC 05.0000 08/01/2023 | 0.00% | CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% | COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% | COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% | CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.00% | CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% | CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.00% | CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.00% | DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% | DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% | DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.00% | DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% | DISH NETWORK CV 03.3750 08/15/2026 | 0.00% | DIVERSEY TL L+300 03.1854 09/06/2024 | 0.00% | DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% | DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.00% | EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% | ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% | EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% | EQUINIX INC 05.3750 05/15/2027 | 0.00% | FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.00% | FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% | FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% | GENERAL MOTORS CO 05.9500 04/01/2049 | 0.00% | GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% | GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% | GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% | GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% | GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% | GRAFTECH FINANCE INC P/P 144A 04.6250 12/15/2028 | 0.00% | GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.00% | GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.00% | HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% | HCA INC 03.5000 09/01/2030 | 0.00% | HCA INC 04.1250 06/15/2029 | 0.00% | HILCORP ENERGY I P/P 144A 05.7500 02/01/2029 | 0.00% | HILCORP ENERGY I P/P 144A 06.0000 02/01/2031 | 0.00% | HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% | HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.00% | HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% | ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% | ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.00% | IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% | IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% | IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% | INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.00% | INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.00% | INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.00% | IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.00% | IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% | IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% | JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% | KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.00% | L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% | L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% | LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% | LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% | LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% | LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 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% | MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.00% | MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% | MSBAM 2013-C12 XA IO 00.5840 10/15/2046 | 0.00% | MSBAM 2014-C17 XA IO 01.0717 08/15/2047 | 0.00% | NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% | NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% | NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% | NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% | NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.00% | NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.00% | NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% | NOK/USD 06/16/2021 UBS | 0.00% | NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% | NRG ENERGY INC 06.6250 01/15/2027 | 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% | OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% | OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.00% | ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% | ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% | ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% | PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% | PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% | PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% | PRECISION DRILL USD 05.2500 11/15/2024 | 0.00% | PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% | RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.00% | RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% | RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% | ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% | ROCKET SOFTWARE TL L+425 04.7500 11/28/2025 | 0.00% | SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% | SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% | SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.00% | SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% | SERVICE CORP INTL 03.3750 08/15/2030 | 0.00% | SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% | SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% | SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% | SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% | SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% | SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.00% | SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% | SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.00% | STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% | T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% | T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% | TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% | TARGA RES PRTNRS 05.5000 03/01/2030 | 0.00% | TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% | TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% | TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% | TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% | TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% | TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% | TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% | TENNECO INC P/P 144A 05.1250 04/15/2029 | 0.00% | TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% | TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.00% | TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% | TWILIO INC 03.8750 03/15/2031 | 0.00% | UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.00% | UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.00% | UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% | UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% | USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% | VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% | VICTORS MERGER CORP P/P 144A 06.3750 05/15/2029 | 0.00% | VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% | VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.00% | WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% | WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% | WFRBS 2012-C10 XA IO 144A 01.5158 12/15/2045 | 0.00% | WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 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% | YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% | 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.00% | AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% | CAS 2014-C04 1M2 04.9916 11/25/2024 | 0.00% | CAS 2015-C03 2M2 05.0916 07/25/2025 | 0.00% | CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.00% | CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% | ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.00% | KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.00% | NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% | PROLOGIS L.P. 02.1250 04/15/2027 | 0.00% | REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% | SM ENERGY CO 06.1250 11/15/2022 | 0.00% | TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% | WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% | ZAYO GROUP HLDG INC L+300 03.0925 03/09/2027 | 0.00% | 1.5911 R ISWP US0003M P 05/13/2031 | 0.00% | AUD/USD 07/21/2021 MSCIL | 0.00% | BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% | CAD/USD 07/21/2021 UBS | 0.00% | CAS 2014-C04 2M2 05.0916 11/25/2024 | 0.00% | CAS 2015-C02 1M2 04.0916 05/25/2025 | 0.00% | CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% | CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.00% | CIT GROUP INC. 05.0000 08/15/2022 | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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 CG | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% | COMM 2014-CR18 XA IO 01.0090 07/15/2047 | 0.00% | COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% | CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% | CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% | EUR/USD 06/16/2021 RBSF | 0.00% | FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% | GBP/USD 06/16/2021 JPMCB | 0.00% | GBP/USD 06/16/2021 RBSF | 0.00% | MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% | ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% | OSHKOSH CORP 03.1000 03/01/2030 | 0.00% | PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% | QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% | REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% | SEK/USD 06/16/2021 BCAP-FX | 0.00% | TXU TCEH RIGHTS | 0.00% | UBSBB 2012-C4 XA IO 144A 01.5948 12/10/2045 | 0.00% | 2.00 R ISWP FWD US0003M P 06/16/2051 | 0.00% | ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% | BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 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 MS | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% | GNMA GII30 4401 06.5000 03/20/2039 | 0.00% | GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% | IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% | IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% | JPY/USD 08/18/2021 GSFX | 0.00% | MERCK & CO INC 02.9000 03/07/2024 | 0.00% | NOK/USD 06/16/2021 JPMCB | 0.00% | PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% | SEK/USD 06/16/2021 RBSF | 0.00% | SGD/USD 08/18/2021 JPMCB | 0.00% | 0.254 R ISWP US0003M P 05/13/2023 | 0.00% | AUD/USD 07/21/2021 GSFX | 0.00% | AUD/USD 07/21/2021 JPMCB | 0.00% | AUD/USD 07/21/2021 TDBK | 0.00% | BACM 2007-1 XW IO 00.4234 01/15/2049 | 0.00% | BSCMS 06-PW14 X1 IO P/P 144A 00.5617 12/11/2038 | 0.00% | CAD/USD 07/21/2021 CSI-FX | 0.00% | CAD/USD 07/21/2021 WPAC | 0.00% | CGCMT 2006-C5 XC IO 144A 00.5135 10/15/2049 | 0.00% | CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 GS | 0.00% | CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 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.7 2047-01-17 200.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% | CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 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 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.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.11 2054-11-18 500.0 11/18/2054 GS | 0.00% | CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% | CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% | CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% | CMB CMBX.NA.BBB-.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 JP | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% | CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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 JP | 0.00% | CMB CMBX.NA.BBB-.13 2072-12-16 300.0 12/16/2072 MS | 0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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-.7 2047-01-17 300.0 01/17/2047 CS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% | 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% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% | CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% | CSMC 2007-C2 AX IO 144A 00.0157 01/15/2049 | 0.00% | GBP/USD 06/16/2021 BANKAM | 0.00% | GBP/USD 06/16/2021 BCAP-FX | 0.00% | GBP/USD 06/16/2021 HSBCB | 0.00% | GBP/USD 06/16/2021 UBS | 0.00% | GSMS 2006-GG8 X IO 144A 01.0461 11/10/2039 | 0.00% | HKD/USD 08/18/2021 BANKAM | 0.00% | HKD/USD 08/18/2021 CITI | 0.00% | HKD/USD 08/18/2021 HSBCB | 0.00% | HKD/USD 08/18/2021 SSBT | 0.00% | HKD/USD 08/18/2021 UBS | 0.00% | JPMCC 2006-LDP8 X IO 00.2972 05/15/2045 | 0.00% | JPMCC 2007-LDPX X IO 00.4021 01/15/2049 | 0.00% | JPY/USD 08/18/2021 BANKAM | 0.00% | JPY/USD 08/18/2021 HSBCB | 0.00% | JPY/USD 08/18/2021 JPMCB | 0.00% | LBUBS 2006-C6 XCL IO 144A 00.6874 09/15/2039 | 0.00% | MEZZ 2006-C4 X IO P/P 144A 05.6942 07/15/2045 | 0.00% | MWO HOLDINGS LLC | 0.00% | NZD/USD 07/21/2021 HSBCB | 0.00% | SEK/USD 06/16/2021 JPMCB | 0.00% | TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% | WFRBS 2011-C5 XA IO 144A 01.6334 11/15/2044 | 0.00% | AUD/USD 07/21/2021 BCAP-FX | -0.00% | AUD/USD 07/21/2021 CITI | -0.00% | AUD/USD 07/21/2021 HSBCB | -0.00% | AUD/USD 07/21/2021 UBS | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 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.7 2047-01-17 500.0 01/17/2047 CS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | DKK/USD 06/16/2021 CITI | -0.00% | JPY/USD 08/18/2021 BCAP-FX | -0.00% | JPY/USD 08/18/2021 CITI | -0.00% | JPY/USD 08/18/2021 RBSF | -0.00% | JPY/USD 08/18/2021 WPAC | -0.00% | KRW/USD 08/18/2021 JPMCB | -0.00% | NOK/USD 06/16/2021 GSFX | -0.00% | NOK/USD 06/16/2021 MSCIL | -0.00% | NZD/USD 07/21/2021 CITI | -0.00% | SEK/USD 06/16/2021 TDBK | -0.00% | SEK/USD 06/16/2021 UBS | -0.00% | CHF/USD 06/16/2021 GSFX | -0.00% | CHF/USD 06/16/2021 HSBCB | -0.00% | CHF/USD 06/16/2021 SSBT | -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.BB.6 2063-05-11 500.0 05/11/2063 JP | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% | EUR/USD 06/16/2021 GSFX | -0.00% | EUR/USD 06/16/2021 JPMCB | -0.00% | GBP/USD 06/16/2021 CITI | -0.00% | GBP/USD 06/16/2021 TDBK | -0.00% | GBP/USD 06/16/2021 WPAC | -0.00% | IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% | IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% | JPY/USD 08/18/2021 MSCIL | -0.00% | NZD/USD 07/21/2021 MSCIL | -0.00% | AUD/USD 07/21/2021 SSBT | -0.00% | CAD/USD 07/21/2021 BANKAM | -0.00% | CHF/USD 06/16/2021 JPMCB | -0.00% | CHF/USD 06/16/2021 MSCIL | -0.00% | CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% | CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% | EUR/USD 06/16/2021 CSI-FX | -0.00% | EUR/USD 06/16/2021 WPAC | -0.00% | IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% | JPY/USD 08/18/2021 TDBK | -0.00% | CAD/USD 07/21/2021 RBSF | -0.00% | EUR/USD 06/16/2021 MSCIL | -0.00% | GBP/USD 06/16/2021 CSI-FX | -0.00% | NZD/USD 07/21/2021 JPMCB | -0.00% | 0.95 R ISWP FWD US0003M P 06/16/2026 | -0.00% | CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% | CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.00% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% | EUR/USD 06/16/2021 CITI | -0.00% | NZD/USD 07/21/2021 WPAC | -0.00% | 1.57 R ISWP US0003M P 04/20/2031 | -0.01% | CAD/USD 07/21/2021 BCAP-FX | -0.01% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% | EUR/USD 06/16/2021 BCAP-FX | -0.01% | GBP/USD 06/16/2021 SSBT | -0.01% | JPY/USD 08/18/2021 UBS | -0.01% | NZD/USD 07/21/2021 SSBT | -0.01% | CAD/USD 07/21/2021 JPMCB | -0.01% | IOS.FN30.400.10 P USL1M R 01/12/41 CS | -0.01% | EUR/USD 06/16/2021 SSBT | -0.01% | NZD/USD 07/21/2021 UBS | -0.01% | CNH/USD 08/18/2021 TDBK | -0.01% | EUR/USD 06/16/2021 TDBK | -0.01% | NZD/USD 07/21/2021 RBSF | -0.01% | MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% | SEK/USD 06/16/2021 SSBT | -0.01% | NZD/USD 07/21/2021 GSFX | -0.02% | CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.02% | FNMA FN30 TBA UMBS 02.0000 06/01/2051 | -0.78% | FNMA FN30 TBA UMBS 03.0000 06/01/2051 | -0.80% | US 10YR ULTRA FUT SEP21 UXYU1 | -2.90% | US 5YR NOTE (CBT) SEP21 FVU1 | -3.91% | GSGLPWDS P US0001M R 12/15/25 GS | -4.07% | S&P500 EMINI FUT JUN21 ESM1 | -14.41% |
Portfolio Composition as of 08/31/21
| U.S. large-cap equity | 42.04% |
| U.S. Investment-grade bonds | 31.79% |
| International equity | 12.12% |
| U.S. small- and mid-cap equity | 6.79% |
| U.S. High-yield bonds | 4.39% |
| U.S. money markets | 2.63% |
| Emerging-markets equity | 0.24% |
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political, or financial market conditions; investor sentiment and market perceptions; government actions; geopolitical events or changes; and factors related to a specific issuer, asset class, geography, industry, or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund’s other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund. Variable annuities are long-term investments designed for retirement purposes. Withdrawals prior to age 59 1/2 may be subject to a 10% IRS penalty.
Expenses
Sales Charges/Fees
| Breakpoint | Sales Charge | Dealer Allowance | CDSC Liab |
|---|---|---|---|
| $0 - $0 | 0.00% | 0.00% | N |
CDSC
| Year | Percent |
|---|---|
| 1 | 2.00% |
| 2 | 1.00% |
| 3+ | 0.00% |