Current performance may be lower or higher than the quoted past performance, which cannot guarantee future results. Share price, principal value, and return will vary, and you may have a gain or loss when you sell your shares. Performance assumes reinvestment of distributions and does not account for taxes. The "before sales charge" performance does not reflect the current maximum sales charges, which we explain below. If performance did reflect the charges, it would be lower. The "after sales charge" performance (or returns at public offering price) varies by share class and fund. For class A and class M shares, the current maximum initial sales charges are 5.75% and 3.50% for equity funds and 4.00% and 3.25% for income funds, respectively (with these exceptions: 2.25% for class A of Putnam Floating Rate Income Fund, Short-Term Municipal Income, Short Duration Bond Fund, and Fixed Income Absolute Return Fund). Class B share performance reflects the applicable contingent deferred sales charge (CDSC), which is 5% in the first year, declines to 1% in the sixth year, and is eliminated thereafter (except for Putnam Floating Rate Income Fund, Putnam Short Duration Bond Fund, and Putnam Fixed Income Absolute Return Fund; for these funds, the CDSC is 1% in the first year, declines to 0.5% in the second year, and is eliminated thereafter). Class C share performance reflects a 1% CDSC the first year that is eliminated thereafter. Performance for class B, C, M, N, R, and Y shares prior to their inception is derived from the historical performance of class A shares by adjusting for the applicable sales charge (or CDSC) and, except for class Y shares, the higher operating expenses for such shares (note, for two funds — Putnam Tax-Free High Yield Fund and Putnam Strategic Intermediate Municipal Fund performance prior to inception is based on the historical performance of class B shares). Performance for class A, C, R6, and Y shares of Putnam Mortgage Opportunities Fund before their inception is derived from the historical performance of class I shares, which has been adjusted for the applicable sales charge (or CDSC) and the higher operating expenses for such shares. The "after sales charge" performance (at public offering price) for class N shares reflects the current maximum initial sales charge of 1.50%. Class R, R3, R4, R5, and R6 shares, which are available to qualified employee-benefit plans only, are sold without an initial sales charge and have no CDSC. Class Y shares are generally only available for corporate and institutional clients and have no initial sales charge. Performance for class R3 and R4 shares prior to their inception is derived from the historical performance of class Y shares by adjusting for the higher operating expenses for such shares. Performance for class R5 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower expenses; had it been adjusted, performance would be higher (with the exception of the RetirementReady Maturity, 2025, 2030, 2035, and 2040 Funds, for which performance is derived from the historical performance of class R6 shares and has been adjusted for the higher operating expenses for such shares; and the RetirementReady 2045, 2050, 2055, and 2060 Funds, for which performance is derived from the historical performance of class R6 shares and has not been adjusted for the lower expenses; had it been adjusted, performance would be higher). Performance for class R6 shares before their inception is derived from the historical performance of class Y shares, which has not been adjusted for the lower operating expenses; had it been adjusted, performance would be higher. For a portion of the period, some funds had expenses limitations or had been sold on a limited basis with limited assets and expenses. Had these limits not been in place, performance would be lower.
Active Allocation
Dynamic Asset Allocation Balanced Fund (Class Y) (PABYX)
A globally diversified fund pursuing a balance of growth and income
Skip to
Q4 2021 allocations
- Neutral on equities
- Reducing high yield to neutral
- Commodities back to neutral
Highlights
Objective
The fund seeks total return.
Strategy and process
- Global benchmarkThe fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 60/40 benchmark.
- Tactical flexibilityThe managers have the ability to tilt overall equity and fixed-income allocations +/-15% and shift exposures within each asset class.
- Active implementationManagers proactively research and determine the most efficient implementation for each asset class.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$16.60
-0.18% | $-0.03 |
$18.82
11/08/21 |
$16.42
12/20/21 |
Fund facts as of 12/31/21
Total net assets
$2,776.96M
$2,776.96M
Turnover (fiscal year end)
253%
253%
Dividend frequency (view rate)
Quarterly
Quarterly
Number of holdings
2368
2368
Fiscal year-end
September
September
CUSIP / Fund code
746444884 / 1841
746444884 / 1841
Inception date
07/05/94
07/05/94
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PABYX
PABYX
Management team
Co-Chief Investment Officer, Global Asset Allocation
Co-Chief Investment Officer, Global Asset Allocation
Portfolio Manager
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Bottom-up views drive multi-asset strategy
Jason Vaillancourt, CFA, Co-Head of Global Asset Allocation, discusses reasons to reduce equity, credit, and commodity allocations as year-end approaches.
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Brochure (PDF) |
| Quarterly commentary (PDF) |
Revisiting the rates conundrum
Bond bears expecting bad news in 2022 should think about the stubbornly low yields of the past two decades.Performance
Consistency of positive performance over five years
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
17.79%
Best 5-year annualized return
(for period ending 12/31/99)
-3.21%
Worst 5-year annualized return
(for period ending 03/31/09)
6.93%
Average 5-year annualized return
Total return (%) as of 12/31/21
Annual performance as of 12/31/21
Annualized Total return (%) as of 12/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 13.69% | 14.64% | 10.11% | 10.06% |
| After sales charge | N/A | N/A | N/A | N/A |
| Russell 3000 Index | 25.66% | 25.79% | 17.97% | 16.30% |
| Putnam Balanced Blended Benchmark | 13.22% | 16.41% | 11.64% | 10.41% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/21 | 2.31% | - | |
| YTD as of 01/14/22 | -1.60% | - | |
Yield
| Distribution rate before sales charge as of 01/14/22 |
1.30% |
|---|---|
| Distribution rate after sales charge as of 01/14/22 |
1.30% |
| 30-day SEC yield as of 12/31/21 | 1.09% |
Risk-adjusted performance as of 11/30/21
| Sharpe ratio (3 yrs.) | 0.91 |
|---|
Volatility as of 11/30/21
| Standard deviation (3 yrs.) | 11.81% |
|---|
Fixed income statistics as of 11/30/21
| Average effective duration | 1.74 yrs. |
|---|
Lipper rankings as of 11/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 80/591 | 14% |
| 3 yrs. | 152/551 | 28% |
| 5 yrs. | 106/495 | 22% |
| 10 yrs. | 31/369 | 9% |
Morningstar Ratings™ as of 11/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 668 | |
| 3 yrs. | 668 | |
| 5 yrs. | 603 | |
| 10 yrs. | 431 |
Distributions
| Record/Ex dividend date | 12/16/21 |
|---|---|
| Payable date | 12/20/21 |
| Income | $0.054 |
| Extra income | -- |
| Short-term cap. gain | $0.827 |
| Long-term cap. gain | $0.937 |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Apple Inc Sedol 2046251 | 3.42% |
|---|---|
| Microsoft Corp Sedol 2588173 | 3.40% |
| Amazon.Com Inc Sedol 2000019 | 2.24% |
| Fnma Fn15 Tba Umbs 02.5000 12/01/2036 | 1.78% |
| Nvidia Corp Sedol 2379504 | 1.76% |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2051 | 1.72% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.70% |
| Fnma Fn30 Tba Umbs 02.5000 12/01/2051 | 1.53% |
| Jpmorgan Chase & Co Sedol 2190385 | 1.26% |
| Gnma Gii30 Tba 03.0000 12/01/2051 | 1.13% |
| Top 10 holdings, percent of portfolio | 19.94% |
| Top 10 holdings as of 11/30/21 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn15 Tba Umbs 02.5000 12/01/2036 | |
| Nvidia Corp Sedol 2379504 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2051 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 02.5000 12/01/2051 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Gnma Gii30 Tba 03.0000 12/01/2051 | |
| Holdings represent 19.94% of portfolio | |
| Top 10 holdings as of 10/31/21 | |
|---|---|
| Microsoft Corp Sedol 2588173 | |
| Apple Inc Sedol 2046251 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn15 Tba Umbs 02.5000 11/01/2036 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2051 | |
| Nvidia Corp Sedol 2379504 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Fnma Fn30 Tba Umbs 02.5000 11/01/2051 | |
| Adobe Inc Sedol 2008154 | |
| Holdings represent 18.59% of portfolio | |
| Top 10 holdings as of 09/30/21 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | |
| Fnma Fn15 Tba Umbs 02.5000 10/01/2036 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Nvidia Corp Sedol 2379504 | |
| Gnma Gii30 Tba 03.0000 10/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 11/01/2051 | |
| Holdings represent 18.11% of portfolio | |
| Top 10 holdings as of 08/31/21 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn15 Tba Umbs 02.5000 09/01/2036 | |
| Nvidia Corp Sedol 2379504 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Adobe Inc Sedol 2008154 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | |
| Gnma Gii30 Tba 03.0000 09/01/2051 | |
| Holdings represent 17.56% of portfolio | |
| GSGLPWDL R SOFRRATE P 12/15/25 GS | 4.08% |
|---|---|
| APPLE INC SEDOL 2046251 | 3.24% |
| MICROSOFT CORP SEDOL 2588173 | 2.91% |
| US ULTRA BOND CBT MAR22 WNH2 | 2.49% |
| AMAZON.COM INC SEDOL 2000019 | 1.88% |
| US 10YR NOTE (CBT)MAR22 TYH2 | 1.83% |
| FNMA FN15 TBA UMBS 02.5000 01/01/2037 | 1.75% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.71% |
| FNMA FN30 TBA UMBS 02.5000 02/01/2052 | 1.50% |
| NVIDIA CORP SEDOL 2379504 | 1.44% |
| US 2YR NOTE (CBT) MAR22 TUH2 | 1.30% |
| US LONG BOND(CBT) MAR22 USH2 | 1.17% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.12% |
| GNMA GII30 TBA 03.0000 01/01/2052 | 1.12% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.96% |
| FNMA FN30 TBA UMBS 03.5000 02/01/2052 | 0.83% |
| QUALCOMM INC SEDOL 2714923 | 0.82% |
| INTUIT INC SEDOL 2459020 | 0.81% |
| WALMART INC SEDOL 2936921 | 0.80% |
| CITIGROUP INC SEDOL 2297907 | 0.75% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.74% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2052 | 0.72% |
| ADOBE INC SEDOL 2008154 | 0.66% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.62% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.61% |
| META PLATFORMS INC-CLASS A SEDOL B7TL820 | 0.59% |
| TARGET CORP SEDOL 2259101 | 0.57% |
| TESLA INC SEDOL B616C79 | 0.55% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.54% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.54% |
| MERCK & CO. INC. SEDOL 2778844 | 0.52% |
| E-MINI RUSS 2000 MAR22 RTYH2 | 0.50% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.50% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.48% |
| FORD MOTOR CO SEDOL 2615468 | 0.46% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.46% |
| EXELON CORP SEDOL 2670519 | 0.46% |
| MCKESSON CORP SEDOL 2378534 | 0.45% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.43% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.43% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.42% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.42% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.42% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.41% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.39% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.38% |
| FORTINET INC SEDOL B5B2106 | 0.37% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.36% |
| TREASURY BILL 00.0000 03/10/2022 | 0.36% |
| ABBVIE INC SEDOL B92SR70 | 0.35% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.35% |
| TJX COMPANIES INC SEDOL 2989301 | 0.34% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.33% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.33% |
| METLIFE INC SEDOL 2573209 | 0.32% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.32% |
| TREASURY BILL 00.0000 04/21/2022 | 0.32% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.32% |
| DEERE & CO SEDOL 2261203 | 0.31% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.30% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.30% |
| MCDONALD'S CORP SEDOL 2550707 | 0.30% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.30% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.30% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.30% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.29% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.29% |
| CSX CORP SEDOL 2160753 | 0.28% |
| TREASURY BILL 00.0000 03/03/2022 | 0.28% |
| DANAHER CORP SEDOL 2250870 | 0.28% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.28% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.27% |
| MASTERCARD INC - A SEDOL B121557 | 0.27% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 0.27% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.26% |
| SYNOPSYS INC SEDOL 2867719 | 0.26% |
| SONY GROUP CORP SEDOL 6821506 | 0.26% |
| CRH PLC SEDOL 4182249 | 0.25% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.25% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.24% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.24% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.23% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.23% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.23% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.23% |
| DIAGEO PLC SEDOL 0237400 | 0.22% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.22% |
| ANTHEM INC SEDOL BSPHGL4 | 0.21% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.21% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.21% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.21% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.21% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.21% |
| TREASURY BILL 00.0000 05/19/2022 | 0.21% |
| GARTNER INC SEDOL 2372763 | 0.21% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.20% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.20% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.20% |
| FNMA FN30 TBA UMBS 06.0000 01/01/2052 | 0.20% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.20% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.19% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.19% |
| PEPSICO INC SEDOL 2681511 | 0.19% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.19% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.19% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.19% |
| NIKE INC -CL B SEDOL 2640147 | 0.19% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.19% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.18% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.18% |
| TREASURY BILL 00.0000 03/17/2022 | 0.18% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.18% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.18% |
| CONOCOPHILLIPS | 0.18% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.18% |
| ROKU INC SEDOL BZ1LFG7 | 0.18% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.18% |
| HOYA CORP SEDOL 6441506 | 0.18% |
| MERCK KGAA SEDOL 4741844 | 0.17% |
| MODERNA INC SEDOL BGSXTS3 | 0.17% |
| CUMMINS INC SEDOL 2240202 | 0.17% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.17% |
| FNMA FN30 BT7180 UMBS 02.5000 08/01/2051 | 0.17% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.17% |
| PULTEGROUP INC SEDOL 2708841 | 0.17% |
| AXA SA SEDOL 7088429 | 0.17% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.17% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.16% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.16% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.16% |
| NRG ENERGY INC SEDOL 2212922 | 0.16% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.16% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.16% |
| UNIVERSAL MUSIC GROUP NV SEDOL BNZGVV1 | 0.16% |
| CORTEVA INC SEDOL BK73B42 | 0.16% |
| BIOGEN INC SEDOL 2455965 | 0.16% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.16% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.15% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.15% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.15% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.15% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.15% |
| CHEVRON CORP | 0.15% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.15% |
| BRENNTAG SE SEDOL B4YVF56 | 0.15% |
| MARVELL TECHNOLOGY INC SEDOL BNKJSM5 | 0.15% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.15% |
| TAPESTRY INC SEDOL BF09HX3 | 0.15% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.14% |
| COPART INC SEDOL 2208073 | 0.14% |
| INCYTE CORP | 0.14% |
| CAPGEMINI SE SEDOL 4163437 | 0.14% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.14% |
| ABBVIE INC 03.2000 11/21/2029 | 0.14% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.14% |
| HOME DEPOT INC SEDOL 2434209 | 0.14% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.14% |
| SERVICENOW INC SEDOL B80NXX8 | 0.14% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.13% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.13% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.13% |
| ELI LILLY & CO SEDOL 2516152 | 0.13% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.13% |
| AES CORP SEDOL 2002479 | 0.13% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.13% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.13% |
| AMETEK INC SEDOL 2089212 | 0.13% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.13% |
| STARBUCKS CORP SEDOL 2842255 | 0.12% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.12% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.12% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.12% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.12% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.12% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.12% |
| GARMIN LTD SEDOL B3Z5T14 | 0.12% |
| ASML HOLDING NV SEDOL B929F46 | 0.12% |
| EATON CORP PLC SEDOL B8KQN82 | 0.12% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.12% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.12% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.12% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.12% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.12% |
| SNOWFLAKE INC-CLASS A SEDOL BN134B7 | 0.12% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.12% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.12% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.12% |
| ORACLE CORP SEDOL 2661568 | 0.12% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.12% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.12% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.11% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.11% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.11% |
| CUBESMART SEDOL B6SW913 | 0.11% |
| L OREAL SEDOL 4057808 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| AT&T INC 02.5500 12/01/2033 | 0.10% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.10% |
| CDX CDX.NA.IG.37 100.0 12/20/2026 | 0.10% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.10% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.10% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.10% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.10% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.10% |
| LINDE PLC SEDOL BYWD9S5 | 0.10% |
| AT&T INC 03.5500 09/15/2055 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.10% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.10% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.10% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.10% |
| DEXCOM INC SEDOL B0796X4 | 0.10% |
| AMERISOURCEBERGEN CORP | 0.10% |
| BANK OF AMERICA CORP 01.7340 07/22/2027 | 0.10% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.10% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.10% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| RIO TINTO PLC SEDOL 0718875 | 0.10% |
| VERIZON COMM 04.3290 09/21/2028 | 0.10% |
| UNITED RENTALS INC SEDOL 2134781 | 0.09% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| SANOFI SEDOL 5671735 | 0.09% |
| ARAMARK SEDOL BH3XG17 | 0.09% |
| STACR 2016-DNA2 M3 04.7528 10/25/2028 | 0.09% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.09% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.09% |
| TEXTRON INC SEDOL 2885937 | 0.09% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.09% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.09% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.09% |
| STACR 2018-HRP2 M3AS 01.1028 02/25/2047 | 0.08% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.08% |
| ALLSTATE CORP SEDOL 2019952 | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| WESFARMERS LTD SEDOL 6948836 | 0.08% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.08% |
| AFLAC INC SEDOL 2026361 | 0.08% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.08% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.08% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.08% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.08% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.08% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.08% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.08% |
| MORGAN STANLEY | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.08% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.08% |
| MINEBEA CO LTD SEDOL 6642406 | 0.08% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.08% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.08% |
| THALES SA SEDOL 4162791 | 0.08% |
| AGCO CORP SEDOL 2010278 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.08% |
| KDDI CORP SEDOL 6248990 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.08% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.08% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.08% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.08% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.08% |
| SSE PLC SEDOL 0790873 | 0.08% |
| STELLANTIS NV SEDOL BMD8F98 | 0.08% |
| BNP PARIBAS SEDOL 7309681 | 0.08% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| SANDVIK AB SEDOL B1VQ252 | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.08% |
| APPLE INC 04.2500 02/09/2047 | 0.08% |
| AT&T INC SEDOL 2831811 | 0.08% |
| EQUINOR ASA SEDOL 7133608 | 0.08% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.08% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.07% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.07% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.07% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.07% |
| CROWN HOLDINGS INC | 0.07% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.07% |
| FORTUM OYJ SEDOL 5579550 | 0.07% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.07% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.07% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.07% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.07% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.07% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.07% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.07% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.07% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.07% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.07% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.07% |
| ENTAIN PLC SEDOL B5VQMV6 | 0.07% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.07% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.07% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.07% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.07% |
| VONTIER CORP SEDOL BH4GV32 | 0.07% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.07% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.07% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.07% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.07% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.07% |
| ICON PLC SEDOL B94G471 | 0.07% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.07% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.07% |
| AMEREN CORPORATION SEDOL 2050832 | 0.07% |
| BP PLC SEDOL 0798059 | 0.07% |
| BRUNSWICK CORP SEDOL 2149309 | 0.07% |
| DBUBS 2011-LC3A D 144A 05.3652 08/10/2044 | 0.07% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.07% |
| JERONIMO MARTINS SEDOL B1Y1SQ7 | 0.07% |
| NETFLIX INC SEDOL 2857817 | 0.07% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.07% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.06% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.06% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.06% |
| SLM CORP | 0.06% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.06% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.06% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| HALLIBURTON CO SEDOL 2405302 | 0.06% |
| ORACLE CORP 04.0000 11/15/2047 | 0.06% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.06% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.06% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.06% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.06% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.06% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.06% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| FNR 2021-67 DI IO 04.0000 10/25/2051 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| CAS 2016-C04 1M2 04.3528 01/25/2029 | 0.06% |
| EAST WEST BANCORP INC SEDOL 2487407 | 0.06% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.06% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| CFMT 2021-HB7 M2 02.6791 10/27/2031 | 0.06% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.06% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.06% |
| ORACLE CORP 02.5000 10/15/2022 | 0.06% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.06% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.06% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.06% |
| AXON ENTERPRISE INC SEDOL BDT5S35 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.06% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.06% |
| PETROLEOS MEXICANOS P/P 144A 06.7000 02/16/2032 | 0.06% |
| SVB FINANCIAL GROUP SEDOL 2808053 | 0.06% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.06% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.06% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.06% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.06% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.06% |
| COVESTRO AG SEDOL BYTBWY9 | 0.06% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.06% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.06% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.06% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.06% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.06% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.05% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.05% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.05% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.05% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.05% |
| WR BERKLEY CORP SEDOL 2093644 | 0.05% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.05% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| EMERSON ELECTRIC CO SEDOL 2313405 | 0.05% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.05% |
| PANDORA A/S SEDOL B44XTX8 | 0.05% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.05% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.05% |
| FHR 5162 HI IO 04.0000 11/25/2051 | 0.05% |
| SGS SA-REG SEDOL 4824778 | 0.05% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.05% |
| ABB LTD-REG SEDOL 7108899 | 0.05% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.05% |
| FHR 5094 AI IO 03.0000 04/25/2041 | 0.05% |
| FHR 5127 AI IO 03.0000 06/25/2051 | 0.05% |
| INGERSOLL-RAND INC SEDOL BL5GZ82 | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| AVIVA PLC SEDOL 0216238 | 0.05% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.05% |
| UNICREDIT SPA SEDOL BYMXPS7 | 0.05% |
| BMARK 2018-B7 AM 04.7410 05/15/2053 | 0.05% |
| CANADIAN PACIFIC RAILWAY USD 01.7500 12/02/2026 | 0.05% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.05% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.05% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.05% |
| OPAP SA SEDOL 7107250 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| US BANCORP 02.4910 11/03/2036 | 0.05% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.05% |
| CAS 2015-C04 1M2 05.8028 04/25/2028 | 0.05% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.05% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.1657 04/20/2048 | 0.05% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.05% |
| ZOZO INC SEDOL B292RC1 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.04% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.04% |
| CAS 2016-C01 1M2 06.8528 08/25/2028 | 0.04% |
| CSAIL 2015-C1 C 04.2612 04/15/2050 | 0.04% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.04% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| SHIMADZU CORP SEDOL 6804369 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.04% |
| AMADEUS IT GROUP SA SEDOL B3MSM28 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| FHR 5152 IE IO 03.5000 10/25/2051 | 0.04% |
| FHR 5167 IO IO 03.0000 11/25/2051 | 0.04% |
| FNR 2021-28 GI IO 04.0000 05/25/2051 | 0.04% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.04% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.04% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.04% |
| FNR 2017-69 SG IO 06.0481 09/25/2047 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| GNR 2016-H16 LI IO 02.1356 07/20/2066 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.04% |
| FHR 4326 GS IO 05.9403 04/15/2044 | 0.04% |
| FHR 5134 IB IO 04.0000 08/25/2051 | 0.04% |
| FHR 5170 CI IO 05.5000 05/25/2044 | 0.04% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.04% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.04% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.04% |
| MONCLER SPA SEDOL BGLP232 | 0.04% |
| WFRBS 2013-C11 C 04.1830 03/15/2045 | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.04% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.04% |
| APID 2015-23A AR 144A 01.3438 04/15/2033 | 0.04% |
| CAS 2015-C04 2M2 05.6528 04/25/2028 | 0.04% |
| NORDSON CORP SEDOL 2641838 | 0.04% |
| ORACLE CORP 02.5000 05/15/2022 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| SQUARE ENIX HOLDINGS CO LTD SEDOL 6309262 | 0.04% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.04% |
| BOEING CO 05.9300 05/01/2060 | 0.04% |
| CSMC 2016-NXSR C 04.4551 12/15/2049 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.04% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.04% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.04% |
| FHR 5174 NI IO 03.5000 12/25/2051 | 0.04% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2052 | 0.04% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.04% |
| MSBAM 2014-C17 C 04.4799 08/15/2047 | 0.04% |
| PUBLIC STORAGE SEDOL 2852533 | 0.04% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.04% |
| SPST 2021-16 A1 00.7124 11/07/2022 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.04% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.04% |
| FNR 2019-43 SC IO 05.9981 08/25/2049 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.04% |
| MRAIT 2021-EBO1 A2X 01.8493 04/15/2022 | 0.04% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.04% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.04% |
| SK TELECOM SEDOL 6224871 | 0.04% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.04% |
| BIO-TECHNE CORP SEDOL BSHZ3Q0 | 0.04% |
| CAE INC SEDOL 2162760 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.04% |
| HLSY 2019-1A A1A1 144A 01.4815 01/20/2033 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| MSC 2007-IQ15 C 144A 06.1865 06/11/2049 | 0.04% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.04% |
| NIAPK 2019-1A AR P/P 144A 01.1223 07/17/2032 | 0.04% |
| OMRON CORP SEDOL 6659428 | 0.04% |
| ROSS STORES INC SEDOL 2746711 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| CIRRUS LOGIC INC SEDOL 2197308 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.04% |
| MRAIT 2021-11 A1X 01.2598 01/25/2022 | 0.04% |
| MRAIT 2021-EBO4 A1X 01.8493 02/16/2022 | 0.04% |
| NATIONAL INSTRUMENTS CORP SEDOL 2645078 | 0.04% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SPST 2021-10 A 00.8519 08/08/2022 | 0.04% |
| SPST 2021-6 A 00.9019 04/25/2022 | 0.04% |
| STACR 2017-DNA3 M2AS 01.2028 03/25/2030 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.04% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.04% |
| CAS 2016-C05 2M2 04.5528 01/25/2029 | 0.04% |
| CECLO 2020-29A AR 144A 01.3244 10/20/2034 | 0.04% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.04% |
| FNR 2021-28 NI IO 03.0000 05/25/2041 | 0.04% |
| FNR 2021-45 MI IO 02.5000 02/25/2049 | 0.04% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.04% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.04% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.04% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.04% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.03% |
| CAS 2016-C02 1M2 06.1028 09/25/2028 | 0.03% |
| COMM 2013-CR13 C 04.8808 11/10/2046 | 0.03% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.03% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.03% |
| GSMS 2014-GC22 C 04.6889 06/10/2047 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| NETFLIX INC 04.3750 11/15/2026 | 0.03% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.03% |
| UNUM GROUP SEDOL 2433842 | 0.03% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.03% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.03% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.03% |
| CAS 2016-C01 2M2 07.0528 08/25/2028 | 0.03% |
| COMCAST CORP 02.3500 01/15/2027 | 0.03% |
| COMM 2010-C1 D 144A 05.9867 07/10/2046 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.03% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.03% |
| GETINGE AB-B SHS SEDOL 7698356 | 0.03% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.03% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.03% |
| STACR 2016-DNA1 M3 05.6528 07/25/2028 | 0.03% |
| ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.03% |
| ATHENE GLOBAL FU P/P 144A 01.9850 08/19/2028 | 0.03% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.03% |
| COMM 2015-LC19 C 04.2311 02/10/2048 | 0.03% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.03% |
| HCA INC 03.5000 07/15/2051 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| LENNAR CORP 04.7500 11/29/2027 | 0.03% |
| MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.03% |
| MRAIT 2020-11 A1X 01.8098 04/22/2022 | 0.03% |
| MRAIT 2021-NA1 A1X 01.5993 03/08/2022 | 0.03% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.03% |
| TORO CO SEDOL 2897040 | 0.03% |
| ZAIS 2019-13A A1A 144A 01.6138 07/15/2032 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.03% |
| CWALT 2006-OA10 4A1 00.4819 08/25/2046 | 0.03% |
| EDF SEDOL B0NJJ17 | 0.03% |
| FHR 5142 AI IO 03.5000 09/25/2051 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.03% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.03% |
| TRNTS 2021-16A A1 144A 01.3115 07/20/2034 | 0.03% |
| ABBSL 2021-2A A 144A 01.2238 04/15/2034 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| BXMT 2021-FL4 A P/P 144A 01.1598 05/15/2038 | 0.03% |
| DONALDSON CO INC SEDOL 2276467 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| INTEL CORP SEDOL 2463247 | 0.03% |
| NEW YORK TIMES CO-A SEDOL 2632003 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.03% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.03% |
| SWEDISH MATCH AB SEDOL BP09MR2 | 0.03% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.03% |
| 3M CO | 0.03% |
| ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.03% |
| ARKEMA SEDOL B0Z5YZ2 | 0.03% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.03% |
| BROADCOM INC 04.1500 11/15/2030 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.03% |
| GEA GROUP AG SEDOL 4557104 | 0.03% |
| GWOLF 2015-1A A1R 144A 01.2839 01/27/2031 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.03% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.03% |
| ITOCHU CORP SEDOL 6467803 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| MSC 2016-BNK2 C 03.8924 11/15/2049 | 0.03% |
| OXFORD NANOPORE TECHNOLOGIES SEDOL BP6S8Z3 | 0.03% |
| STACR 2018-DNA3 M2 02.2028 09/25/2048 | 0.03% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.03% |
| AMGEN INC SEDOL 2023607 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| CSAIL 2020-C19 XA IO 01.1153 03/15/2053 | 0.03% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.03% |
| DOW INC SEDOL BHXCF84 | 0.03% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.03% |
| JPMBB 2013-C12 C 04.0984 07/15/2045 | 0.03% |
| MITSUBISHI ELECTRIC CORP SEDOL 6597045 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.03% |
| MWST 2021-2 A 00.8519 04/25/2055 | 0.03% |
| STACR 2016-DNA3 M3 05.1028 12/25/2028 | 0.03% |
| WESTROCK CO SEDOL BYR0914 | 0.03% |
| AHM 2007-1 GA1C 00.2919 05/25/2047 | 0.03% |
| ARES 2016-41A AR2 144A 01.1938 04/15/2034 | 0.03% |
| AWPT 2014-2A A1R 144A 01.3538 10/15/2029 | 0.03% |
| BLACK 2021-1A A1A 144A 01.4515 11/22/2034 | 0.03% |
| CAS 2016-C07 2M2 04.4528 05/25/2029 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| EASTGROUP PROPERTIES INC SEDOL 2455761 | 0.03% |
| FHR 5010 IA IO 03.5000 09/25/2050 | 0.03% |
| FNR 2021-65 LI IO 03.5000 10/25/2051 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| HUNTINGTON BANCSHARE P/P 144A 02.4870 08/15/2036 | 0.03% |
| JD SPORTS FASHION PLC SEDOL BM8Q5M0 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| OZLM 2015-11A A1R 144A 01.3816 10/30/2030 | 0.03% |
| SAIA INC SEDOL 2982399 | 0.03% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.03% |
| TENET HEALTHCARE CORP SEDOL B8DMK08 | 0.03% |
| UBSCM 2012-C1 C 144A 05.5168 05/10/2045 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.03% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.03% |
| ORION OFFICE REIT INC SEDOL BLCY4W6 | 0.03% |
| OVINTIV INC SEDOL BJ01KB6 | 0.03% |
| PFIZER INC. 03.0000 12/15/2026 | 0.03% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.03% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.03% |
| ABBVIE INC 03.8000 03/15/2025 | 0.02% |
| ALPHABET INC 01.9980 08/15/2026 | 0.02% |
| AMGEN INC 04.6630 06/15/2051 | 0.02% |
| APPLE INC. 03.8500 05/04/2043 | 0.02% |
| CDX CDX.NA.HY.37 500.0 12/20/2026 | 0.02% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| ELMW4 2020-1A A 144A 01.3638 04/15/2033 | 0.02% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.02% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.02% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.02% |
| MACY'S INC SEDOL 2345022 | 0.02% |
| RAD 2021-10A A P/P 144A 01.3300 04/23/2034 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.02% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| STACR 2021-DNA2 M2 02.3497 08/25/2033 | 0.02% |
| TMIR 2021-2 M1A P/P 144A 02.1519 10/25/2033 | 0.02% |
| VIBR 2018-8A A1A 144A 01.2715 01/20/2031 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WFCM 2016-LC25 AS 03.8718 12/15/2059 | 0.02% |
| AMN HEALTHCARE SERVICES INC | 0.02% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.02% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.02% |
| CALIX INC SEDOL B3S4L67 | 0.02% |
| CARLSBERG AS-B SEDOL 4169219 | 0.02% |
| CAS 2017-C01 1M2 03.6528 07/25/2029 | 0.02% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.02% |
| FHMS K131 X1 IO 00.7294 07/25/2031 | 0.02% |
| INSPIRE MEDICAL SYSTEMS INC SEDOL BDT5KT5 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.02% |
| MAXLINEAR INC SEDOL B3RDWC8 | 0.02% |
| OCP 2020-19A AR 144A 01.2815 10/20/2034 | 0.02% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.02% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.02% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| ANTERO RESOURCES CORP SEDOL BFD2WR8 | 0.02% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.02% |
| ARROWHEAD PHARMACEUTICALS IN SEDOL BYQBFJ8 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| COMCAST CORP 03.4500 02/01/2050 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.02% |
| VIATRIS INC 02.3000 06/22/2027 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| ARCBEST CORP SEDOL BLTFST7 | 0.02% |
| AREIT 2020-CRE4 C 144A 03.2725 04/15/2037 | 0.02% |
| ATKORE INC SEDOL BDHF495 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| CEDF 2013-1A ARR 144A 01.2115 04/20/2034 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FULGENT GENETICS INC SEDOL BYQBFQ5 | 0.02% |
| GOODYEAR TIRE & RUBBER CO SEDOL 2378200 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| MIMECAST LTD SEDOL BYT5JK6 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| NATIONAL STORAGE AFFILIATES SEDOL BWWCK85 | 0.02% |
| NVENT ELECTRIC PLC SEDOL BDVJJQ5 | 0.02% |
| PSTAT 2021-3A A1 144A 00.9710 07/20/2029 | 0.02% |
| RED ROCK RESORTS INC-CLASS A SEDOL BYY9947 | 0.02% |
| REG18 2021-1A A1 144A 01.2238 01/15/2034 | 0.02% |
| SEMTECH CORP SEDOL 2795542 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SPST 2021-WL2 A 00.8019 03/25/2054 | 0.02% |
| SYNAPTICS INC SEDOL 2839268 | 0.02% |
| TPAT 2018-SL1 A 144A 00.7028 01/25/2046 | 0.02% |
| VISTA OUTDOOR INC SEDOL BVGC697 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| AREIT 2021-CRE5 A 144A 01.1898 07/17/2026 | 0.02% |
| AXCELIS TECHNOLOGIES INC SEDOL BD420Q8 | 0.02% |
| CAS 2016-C06 1M2 04.3528 04/25/2029 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| DEXUS/AU SEDOL B033YN6 | 0.02% |
| DRSLF 2020-78A A 144A 01.3023 04/17/2033 | 0.02% |
| ENCORE WIRE CORP SEDOL 2273446 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| ESSENT GROUP LTD SEDOL BFWGXR8 | 0.02% |
| FACTSET RESEARCH SYSTEMS INC SEDOL 2329770 | 0.02% |
| GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.02% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.02% |
| INTERNATIONAL GAME TECHNOLOG SEDOL BVG7F06 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| ITRON INC SEDOL 2471949 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| MACOM TECHNOLOGY SOLUTIONS H SEDOL B5B15Y5 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| PSTAT 2021-4A A1 144A 00.9279 10/15/2029 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SIGNET JEWELERS LTD SEDOL B3CTNK6 | 0.02% |
| SNDPT 2021-1A A 144A 01.1939 04/25/2034 | 0.02% |
| STAAR SURGICAL CO SEDOL 2836292 | 0.02% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.02% |
| ALPHA & OMEGA SEMICONDUCTOR SEDOL B5Q3KZ2 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| EVRAZ PLC SEDOL B71N6K8 | 0.02% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.02% |
| MCLO 2019-1A AANR 144A 01.4438 04/15/2032 | 0.02% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.02% |
| PNM RESOURCES INC SEDOL 2707826 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| RRAM 2020-12A AAR2 144A 01.4838 01/15/2036 | 0.02% |
| SKYLINE CHAMPION CORP SEDOL 2814005 | 0.02% |
| SM ENERGY CO SEDOL 2764188 | 0.02% |
| SONOS INC SEDOL BYWPZW7 | 0.02% |
| SPROUT SOCIAL INC - CLASS A SEDOL BKTNTS0 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRI POINTE HOMES INC SEDOL B92CQF3 | 0.02% |
| TRONOX HOLDINGS PLC- A SEDOL BJT16S6 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| VIR BIOTECHNOLOGY INC SEDOL BK4PZ38 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.02% |
| WFRBS 2012-C9 D 144A 04.8087 11/15/2045 | 0.02% |
| 1.60 R ISWP FWD SOFRRATE P 03/16/2052 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BANK 2017-BNK8 B 03.9254 11/15/2050 | 0.02% |
| BLOCK INC SEDOL BYNZGK1 | 0.02% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.02% |
| CALIFORNIA RESOURCES CORP SEDOL BMBK002 | 0.02% |
| CHOCOLADEFABRIKEN LINDT-REG SEDOL 5962309 | 0.02% |
| CUSTOMERS BANCORP INC SEDOL B6XHXY4 | 0.02% |
| CWALT 2006-OA7 1A2 01.0220 06/25/2046 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| EXTREME NETWORKS INC SEDOL 2407052 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.02% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.02% |
| JPMCC 2012-C6 E 144A 05.1223 05/15/2045 | 0.02% |
| JPMCC 2012-C8 D 144A 04.6716 10/15/2045 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% |
| LBMLT 2004-1 A2 00.9019 02/25/2034 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MR COOPER GROUP INC SEDOL BGHKHS1 | 0.02% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 0.02% |
| PENNYMAC FINANCIAL SERVICES SEDOL BGYTGH3 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.02% |
| STACR 2016-HQA2 M3 05.2528 11/25/2028 | 0.02% |
| SUNSTONE HOTEL INVESTORS INC SEDOL B034LG1 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| TRINET GROUP INC SEDOL 2693914 | 0.02% |
| VISTEON CORP SEDOL B4N0JJ6 | 0.02% |
| WOODS 2018-17A A 144A 01.1883 04/22/2031 | 0.02% |
| ABERCROMBIE & FITCH CO-CL A SEDOL 2004185 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.02% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.02% |
| BMIR 2019-4A M1C 144A 02.6019 10/25/2029 | 0.02% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.02% |
| CARGURUS INC SEDOL BF5D6S8 | 0.02% |
| CIT GROUP INC SEDOL B4Z73G0 | 0.02% |
| CODEXIS INC SEDOL B5LL2C2 | 0.02% |
| COMM 2014-UBS6 C 04.4393 12/10/2047 | 0.02% |
| COMM 2015-DC1 AM 03.7240 02/10/2048 | 0.02% |
| COMM 2015-LC21 B 04.3338 07/10/2048 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CUSHMAN & WAKEFIELD PLC SEDOL BFZ4N46 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DILLARDS INC-CL A SEDOL 2269768 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| FIRST BANCORP PUERTO RICO SEDOL 2296926 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.02% |
| GNMA GII30 MA6153 03.0000 09/20/2049 | 0.02% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.02% |
| GUGG4 2016-1A A1S1 144A 01.3538 10/15/2031 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MATSON INC SEDOL B8GNC91 | 0.02% |
| MSBAM 2012-C6 D 144A 04.5976 11/15/2045 | 0.02% |
| MSBAM 2014-C14 C 05.0494 02/15/2047 | 0.02% |
| OAKCL 2021-1A A1 144A 01.2838 07/15/2034 | 0.02% |
| PAIA 2018-1A A1AR 144A 01.1315 10/20/2031 | 0.02% |
| RSRVA 2016-3A ARR 144A 01.1823 01/18/2034 | 0.02% |
| SHACK 2017-11A AR 144A 01.2460 08/15/2030 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| SNDPT 2020-1A AR 144A 01.3015 07/20/2034 | 0.02% |
| STACR 2015-DNA3 M3 04.8028 04/25/2028 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TEREX CORP SEDOL 2884224 | 0.02% |
| WAMU 2005-AR12 1A8 02.8328 10/25/2035 | 0.02% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CSAIL 2015-C2 AS 03.8490 06/15/2057 | 0.02% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| GSMS 2010-C1 D 144A 05.9889 08/10/2043 | 0.02% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.02% |
| IIDA GROUP HOLDINGS CO LTD SEDOL BFDTBS3 | 0.02% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.02% |
| PECF USS INTERMEDIAT P/P 144A 08.0000 11/15/2029 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PFP 2021-8 AS 144A 01.3586 08/09/2037 | 0.02% |
| PPSI 2004-WCW2 M3 01.1519 10/25/2034 | 0.02% |
| SALLY BEAUTY HOLDINGS INC SEDOL B1GZ005 | 0.02% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.02% |
| SUEZ SEDOL B3B8D04 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| UNITED NATURAL FOODS INC SEDOL 2895163 | 0.02% |
| WFRBS 2011-C3 D 144A 05.4246 03/15/2044 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| ZENTALIS PHARMACEUTICALS INC SEDOL BMQ5T49 | 0.02% |
| AIGIM 2021-1A A P/P 144A 01.2283 04/22/2034 | 0.02% |
| AIMCO 2021-14A A 144A 01.1215 04/20/2034 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BOISE CASCADE CO SEDOL B9BP4R1 | 0.02% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% |
| CAS 2020-R01 1M2 02.1528 01/25/2040 | 0.02% |
| CHARTER COMM OPT LLC/CAP 02.2500 01/15/2029 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMMVAULT SYSTEMS INC SEDOL B142B38 | 0.02% |
| COSTAR GROUP INC SEDOL 2262864 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DEN17 2018-1A AR 144A 01.1838 10/15/2031 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| DOMO INC - CLASS B SEDOL BFZNZC5 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| ESSENTIAL PROPERTIES REALTY SEDOL BFFK0X2 | 0.02% |
| GNMA GII30 MA7313 03.0000 04/20/2051 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7379 08/10/2046 | 0.02% |
| JPMBB 2013-C12 B 04.0984 07/15/2045 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/15/2049 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| LENDINGCLUB CORP SEDOL BK95GR4 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| OPTION CARE HEALTH INC SEDOL BKM5C62 | 0.02% |
| ORACLE CORP 03.6500 03/25/2041 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SAMI 2007-AR7 1A1 00.9519 05/25/2047 | 0.02% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFCM 2013-LC12 C 04.3055 07/15/2046 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.02% |
| CGCMT 2014-GC19 D 144A 05.0907 03/10/2047 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| CNO FINANCIAL GROUP INC SEDOL 2657750 | 0.02% |
| CSAIL 2016-C7 AS 03.9579 11/15/2049 | 0.02% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.02% |
| CWALT 2006-OA19 A1 00.2839 02/20/2047 | 0.02% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| ELMW5 2020-2A AR 144A 01.2815 10/20/2034 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| HPA 2021-2 C 144A 02.4020 12/17/2026 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| KORN FERRY SEDOL 2386849 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| MSBAM 2013-C9 D 144A 04.1086 05/15/2046 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| PFWST 2021-1 A 00.8019 02/25/2055 | 0.02% |
| PORTLAND GENERAL ELECTRIC CO SEDOL B125XQ6 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SELECT MEDICAL HOLDINGS CORP SEDOL B4MF0Q6 | 0.02% |
| SHOCKWAVE MEDICAL INC SEDOL BHLNZ89 | 0.02% |
| SMITH & WESSON BRANDS INC SEDOL BMYGG87 | 0.02% |
| STACR 2017-DNA2 M2 03.5528 10/25/2029 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| UNITED SITE PECF TLB L+425 05.0000 11/04/2028 | 0.02% |
| VMWARE INC 02.2000 08/15/2031 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| AEROJET ROCKETDYNE HOLDINGS SEDOL BWD7PX9 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| BBCMS 2021-C11 D 144A 02.0000 09/15/2054 | 0.01% |
| BLACK HILLS CORP SEDOL 2101741 | 0.01% |
| BLUEBIRD BIO INC SEDOL BBFL7S1 | 0.01% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.01% |
| BOTTOMLINE TECHNOLOGIES (DE) SEDOL 2389558 | 0.01% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% |
| CGMS 2017-3A A1AR 144A 01.0315 07/20/2029 | 0.01% |
| CGMS C17A A1AR 144A 01.1616 04/30/2031 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CS DISCO INC SEDOL BNLYJ93 | 0.01% |
| CSAIL 2015-C1 D 144A 03.7612 04/15/2050 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| DENBURY INC SEDOL BMZQZL2 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| ELMW2 2019-2A AR 144A 01.2815 04/20/2034 | 0.01% |
| ENANTA PHARMACEUTICALS INC SEDOL B9L5200 | 0.01% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.01% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.01% |
| HANCOCK WHITNEY CORP SEDOL 2415497 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LANXESS AG SEDOL B05M8B7 | 0.01% |
| LIVERAMP HOLDINGS INC SEDOL BGLN838 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| MSBAM 2015-C24 B 04.3427 05/15/2048 | 0.01% |
| MUELLER INDUSTRIES INC SEDOL 2609717 | 0.01% |
| MWST 2020-1 A 01.0019 10/25/2053 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| REALOGY HOLDINGS CORP SEDOL B5T0CW1 | 0.01% |
| RELAY THERAPEUTICS INC SEDOL BN2R582 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| RETAIL OPPORTUNITY INVESTMEN SEDOL B28YD08 | 0.01% |
| SPST 2021-14 A1 00.7924 12/08/2022 | 0.01% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 05.1250 05/09/2029 | 0.01% |
| TREASURY BILL 00.0000 03/24/2022 | 0.01% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.01% |
| UMB FINANCIAL CORP SEDOL 2918510 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| VERTIV TLB L+275 02.8519 03/02/2027 | 0.01% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.01% |
| WFRBS 2014-C22 XA IO 00.7914 09/15/2057 | 0.01% |
| WINDR 2013-1A A1RR 144A 01.1115 07/20/2030 | 0.01% |
| A10 NETWORKS INC SEDOL BKQVBN6 | 0.01% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% |
| ALKERMES PLC SEDOL B3P6D26 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| AMMST 2020-MF1 XA IO 144A 00.9657 05/15/2053 | 0.01% |
| ARES 2021-60A A 144A 01.2423 07/18/2034 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMM 2014-CR18 C 04.7493 07/15/2047 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| DCC PLC SEDOL 0242493 | 0.01% |
| EMIR 2018-1 M1 01.8019 11/25/2028 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.01% |
| GSM 2021-4A A1 144A 01.3238 07/15/2034 | 0.01% |
| HILLENBRAND INC SEDOL B2QGDP1 | 0.01% |
| HOUGHTON MIFFLIN HARCOURT CO SEDOL BGCBBK9 | 0.01% |
| IPSEN SEDOL B0R7JF1 | 0.01% |
| ITEOS THERAPEUTICS INC SEDOL BMWXFT4 | 0.01% |
| IVERIC BIO INC SEDOL BK8Y8K9 | 0.01% |
| JPMBB 2014-C22 C 04.5526 09/15/2047 | 0.01% |
| JPMCC 2013-C16 C 05.0056 12/15/2046 | 0.01% |
| KNOWLES CORP SEDOL BJTD9L6 | 0.01% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.01% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NITTO DENKO CORP SEDOL 6641801 | 0.01% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% |
| RADIAN GROUP INC SEDOL 2173911 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TMIR 2019-1 M2 144A 03.0019 11/26/2029 | 0.01% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% |
| UFP INDUSTRIES INC SEDOL BMQ60Q1 | 0.01% |
| WAMU 2007-HY2 1A1 02.9908 12/25/2036 | 0.01% |
| WFRBS 2013-C15 D 144A 04.5032 08/15/2046 | 0.01% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% |
| AGENUS INC SEDOL B58J3K4 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| ALLETE INC SEDOL B02R1L6 | 0.01% |
| AMERICAN EQUITY INVT LIFE HL SEDOL 2191300 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.01% |
| CALIFORNIA WATER SERVICE GRP SEDOL 2165383 | 0.01% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.01% |
| CSMC 2021-RPL7 A1 01.9260 07/27/2061 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| FIBROGEN INC SEDOL BSDRYR8 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.3544 03/28/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
| LOGN1 2021-1A A 144A 01.3125 07/20/2034 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MCAS 2019-01 M7 144A 01.8019 10/15/2049 | 0.01% |
| MORGN 2021-7A A 144A 01.1939 04/23/2034 | 0.01% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.01% |
| MSC 2011-C3 D 144A 05.0861 07/15/2049 | 0.01% |
| NEWZ 2021-1 A 00.8519 05/25/2055 | 0.01% |
| NOW INC SEDOL BMH0MV1 | 0.01% |
| NRZT 2018-4A A1M 01.0028 01/25/2048 | 0.01% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.01% |
| OT MERGER CORP P/P 144A 07.8750 10/15/2029 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.01% |
| POTLATCHDELTIC CORP SEDOL B0XXJN1 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PRIMO WATER CORP SEDOL BLKNZP5 | 0.01% |
| PS BUSINESS PARKS INC/MD SEDOL 2707956 | 0.01% |
| QUALYS INC SEDOL B7XJTN8 | 0.01% |
| QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.01% |
| REG20 2021-2A A P/P 144A 01.2438 10/15/2034 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SCSK CORP SEDOL 6858474 | 0.01% |
| SERES THERAPEUTICS INC SEDOL BYNQNP8 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SIMPLY GOOD FOODS CO/THE SEDOL BF27XF9 | 0.01% |
| VERITIV CORP SEDOL BNBKSP0 | 0.01% |
| VIRTUS INVESTMENT PARTNERS SEDOL B3KKGQ8 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| AIGIM 2019-2A AR P/P 144A 10/25/2033 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| AUTONATION INC 02.4000 08/01/2031 | 0.01% |
| CAS 2017-C01 1EB1 01.3528 07/25/2029 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| DONNELLEY FINANCIAL SOLUTION SEDOL BYND5T7 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GMS INC SEDOL BYY9FS3 | 0.01% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.01% |
| GSMS 2014-GC18 C 04.9751 01/10/2047 | 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% |
| HUB GROUP INC-CL A SEDOL 2407632 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| IMMUNOGEN INC SEDOL 2457864 | 0.01% |
| INDUSTRIAL LOGISTICS PROPERT SEDOL BFFK7S6 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 0.01% |
| MCGRAW-HILL ED P/P 144A 08.0000 08/01/2029 | 0.01% |
| MFA FINANCIAL INC SEDOL 2418162 | 0.01% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| ORTHO CLINICAL DIAGNOSTICS H SEDOL BMDNH97 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.01% |
| PIEDMONT OFFICE REALTY TRU-A SEDOL B3M3278 | 0.01% |
| PITNEY BOWES INC SEDOL 2690506 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2016-HQA1 M3 06.4528 09/25/2028 | 0.01% |
| STACR 2018-HQA1 M2 02.4028 09/25/2030 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TRAVERE THERAPEUTICS INC SEDOL BLFGJD5 | 0.01% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 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% |
| 1.40 R ISWP FWD SOFRRATE P 03/16/2032 | 0.01% |
| ABM INDUSTRIES INC SEDOL 2024901 | 0.01% |
| AIR LEASE CORP 02.1000 09/01/2028 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| AVID TECHNOLOGY INC SEDOL 2065870 | 0.01% |
| AVISTA CORP SEDOL 2942605 | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.01% |
| BGC PARTNERS INC-CL A SEDOL 2528168 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| CAD/USD 01/19/2022 UBS | 0.01% |
| CALERES INC SEDOL BWX4MD9 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CAS 2019-R06 2M2 02.2019 09/25/2039 | 0.01% |
| CATHAY GENERAL BANCORP SEDOL 2264235 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CLUB CAR TL L+400 04.5000 06/01/2028 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| ECHOSTAR CORP-A SEDOL B2NC471 | 0.01% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.01% |
| ENPRO INDUSTRIES INC SEDOL 2951292 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 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% |
| FULTON FINANCIAL CORP SEDOL 2356585 | 0.01% |
| GALXY 2017-23A AR 144A 00.9939 04/24/2029 | 0.01% |
| GENWORTH FINANCIAL INC-CL A SEDOL B011WL6 | 0.01% |
| GNMA GII30 MA6089 03.0000 08/20/2049 | 0.01% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.01% |
| HILLTOP HOLDINGS INC SEDOL 2365428 | 0.01% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.01% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.01% |
| LAUREATE EDUCATION INC-A SEDOL BYMYT66 | 0.01% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| META FINANCIAL GROUP INC SEDOL 2420316 | 0.01% |
| NISSIN FOOD PRODUCTS CO LTD SEDOL 6641760 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| O-I GLASS INC SEDOL BKLKXD2 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.01% |
| PIPER SANDLER COS SEDOL 2227089 | 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% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.01% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| STEWART INFORMATION SERVICES SEDOL 2848736 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| SVENSKA HNDLSBKN P/P 144A 00.6250 06/30/2023 | 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% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| VMC 2021-FL4 A P/P 144A 01.2039 06/16/2036 | 0.01% |
| WFCM 2016-LC25 XA IO 00.8359 12/15/2059 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| ADVANSIX INC SEDOL BYMMZL7 | 0.01% |
| ALECTOR INC SEDOL BJ4LDC4 | 0.01% |
| AMAZON.COM INC 01.5000 06/03/2030 | 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% |
| APID 2021-35A A 144A 01.1815 04/20/2034 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| BSABS 2005-HE8 M3 02.0519 08/25/2035 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CFCRE 2011-C2 D 144A 05.1863 12/15/2047 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CLARIV SCI HLD CORP P/P 144A 04.8750 07/01/2029 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| CONSTELLIUM SE SEDOL BKPR6S5 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| ENOVA INTERNATIONAL INC SEDOL BRYQ4L1 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNMA GII30 MA6710 03.0000 06/20/2050 | 0.01% |
| GNMA GII30 MA7053 03.0000 12/20/2050 | 0.01% |
| GNR 2015-H25 BI IO 01.7418 10/20/2065 | 0.01% |
| HOSTESS BRANDS INC SEDOL BZ8VJD5 | 0.01% |
| INNOSPEC INC SEDOL 2245597 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.01% |
| KONTOOR BRANDS INC P/P 144A 04.1250 11/15/2029 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.01% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.01% |
| MAGNE 2020-26A A1R 144A 01.2102 07/25/2034 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| OCEANEERING INTL INC SEDOL 2655583 | 0.01% |
| OCT48 2020-3A AR 144A 01.2769 10/20/2034 | 0.01% |
| OCT54 2021-1A A1 144A 01.2531 07/15/2034 | 0.01% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| REDWOOD TRUST INC SEDOL 2730877 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SNDPT 2019-2A AR 144A 01.2938 07/15/2034 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| STURM RUGER & CO INC SEDOL 2856289 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VECTOR GROUP LTD SEDOL 2515803 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 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% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AMERICAN AXLE & MFG HOLDINGS SEDOL 2382416 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BLUELINX HOLDINGS INC SEDOL BYQLZ65 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CANPACK SA/CANPACK U P/P 144A 03.8750 11/15/2029 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CARRIAGE SERVICES INC SEDOL 2177786 | 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% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMLTI 2005-2 1A2A 02.7632 05/25/2035 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMFORT SYSTEMS USA INC SEDOL 2036047 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| CVB FINANCIAL CORP SEDOL 2160645 | 0.01% |
| CWALT 2005-59 1A1 00.7625 11/20/2035 | 0.01% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.01% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.01% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| GENCO SHIPPING & TRADING LTD SEDOL BD08758 | 0.01% |
| GENERAL ELECTRIC CO 03.5328 12/29/2049 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HOPE BANCORP INC SEDOL BYN87K7 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| JPMCC 2010-C2 C 144A 05.6942 11/15/2043 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MINERALS TECHNOLOGIES INC SEDOL 2595612 | 0.01% |
| MWST 2020-2 A 00.9019 11/25/2053 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NMSG3 2021-1 A 00.8416 06/25/2054 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2018-HRP2 M3 02.5028 02/25/2047 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TK ELEV HOLDCO P/P 144A 07.6250 07/15/2028 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WORLD FUEL SERVICES CORP SEDOL 2469450 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.01% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| AGL 2020-6A AR 144A 01.3315 07/20/2034 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.1250 07/15/2029 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| ALTRA INDUSTRIAL MOTION CORP SEDOL B1L82T2 | 0.01% |
| AMC ENT INC TLB L+300 03.1031 04/22/2026 | 0.01% |
| AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.01% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BEAZER HOMES USA INC SEDOL B8KHZT0 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| BENEFIT ONE INC SEDOL B02JV67 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| CARA THERAPEUTICS INC SEDOL BJ4YJ92 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.01% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CORECIVIC INC SEDOL BZ8VC58 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.01% |
| CSG SYSTEMS INTL INC SEDOL 2210885 | 0.01% |
| CWALT 2006-24CB A19 00.6019 08/25/2036 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| EMIR 2018-1 M2 03.1019 11/25/2028 | 0.01% |
| ENSTAR GROUP LTD SEDOL B1Q76J2 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.5440 12/01/2027 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| HOMESTREET INC SEDOL B4WHS46 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| INTER PARFUMS INC SEDOL 2473150 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| KENNEDY-WILSON HOLDINGS INC SEDOL B298495 | 0.01% |
| KFORCE INC SEDOL 2746982 | 0.01% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 05/15/2028 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MOOG INC-CLASS A SEDOL 2601218 | 0.01% |
| MOZART DEBT MERGER S P/P 144A 05.2500 10/01/2029 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NORTHWEST NATURAL HOLDING CO SEDOL BFNR303 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+325 03.1026 06/30/2025 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 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% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SFL CORP LTD SEDOL BJXT857 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| SPST 2021-WL1 A 00.7519 01/26/2054 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0619 07/25/2045 | 0.01% |
| WASHINGTON FEDERAL INC SEDOL 2941981 | 0.01% |
| WESBANCO INC SEDOL 2953782 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0815 08/15/2050 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 0.01% |
| XENCOR INC SEDOL BGCYWN8 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ADIENT TLB L+350 03.6043 04/01/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| ARENA PHARMACEUTICALS INC SEDOL BF3N4P3 | 0.01% |
| ARGO GROUP INTERNATIONAL SEDOL 2499543 | 0.01% |
| ARRW 2019-1 A3 04.0100 01/25/2049 | 0.01% |
| ASCEND LEARNING LLC 2N L+575 06.2500 11/18/2029 | 0.01% |
| ASTEC INDUSTRIES INC SEDOL 2060370 | 0.01% |
| ATLANTIC UNION BANKSHARES CO SEDOL BFZ9DB8 | 0.01% |
| ATRICURE INC SEDOL B0C8KV2 | 0.01% |
| BAFC 2005-B 3M1 00.7789 04/20/2035 | 0.01% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.01% |
| CARS.COM INC SEDOL BYXHTC0 | 0.01% |
| CAS 2014-C02 1M2 02.7028 05/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0028 11/25/2024 | 0.01% |
| CAS 2017-C01 1M2C 03.6528 07/25/2029 | 0.01% |
| CAS 2017-C04 2ED1 00.7028 11/25/2029 | 0.01% |
| CAS 2021-R02 2M1 00.9500 11/25/2041 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 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% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| ENTERPRISE FINANCIAL SERVICES CORP | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| EUR/USD 03/16/2022 SSBT | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2016-H16 EI IO 02.1975 06/20/2066 | 0.01% |
| GOLDEN ENTERTAINMENT INC SEDOL BYNH8R8 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HEARTLAND FINANCIAL USA INC SEDOL 2828147 | 0.01% |
| HMIR 2018-1 M1 144A 01.7019 10/25/2028 | 0.01% |
| INGLES MARKETS INC-CLASS A SEDOL 2460550 | 0.01% |
| JPMBB 2015-C33 XA IO 00.9044 12/15/2048 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KLEOPATRA HOLDINGS 2 REGS 06.5000 09/01/2026 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| LIBERTY LATIN AMERIC-CL C SEDOL BD9Q3Q6 | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| MIZRAHI TEFAHOT BANK LTD SEDOL 6916703 | 0.01% |
| MSRR 2015-R4 CB1 00.9177 08/26/2047 | 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% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| OTTER TAIL CORP SEDOL 2664103 | 0.01% |
| PERDOCEO EDUCATION CORP SEDOL BKRQQR9 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| QUINSTREET INC SEDOL B3PGPB9 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| RAYTHEON TECH CORP 04.8750 10/15/2040 | 0.01% |
| RPT REALTY SEDOL BG0YLC2 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SJW GROUP SEDOL 2811932 | 0.01% |
| SPX CORP SEDOL 2787185 | 0.01% |
| STACR 2019-DNA1 M2 02.7528 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.4528 02/25/2049 | 0.01% |
| STANDARD IND INC P/P 144A 04.3750 07/15/2030 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| STEPAN CO SEDOL 2845005 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TOSHIBA CORP SEDOL 6897217 | 0.01% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WAMU 2005-AR11 A1B3 00.9019 08/25/2045 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| ADTRAN INC SEDOL 2052924 | 0.00% |
| ALEXANDER & BALDWIN INC SEDOL B827VB2 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASURION CORP 2N TLB4 L+525 05.3543 01/30/2029 | 0.00% |
| AT&T INC 02.2500 02/01/2032 | 0.00% |
| BANNER CORPORATION SEDOL 2346003 | 0.00% |
| BLACKSTONE MTGE TR P/P 144A 03.7500 01/15/2027 | 0.00% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.00% |
| BUMT 2005-1 1A1 00.7019 09/25/2045 | 0.00% |
| BWAY CORP TLB L+325 03.3543 04/03/2024 | 0.00% |
| CAS 2014-C03 2M2 03.0028 07/25/2024 | 0.00% |
| CEVA INC | 0.00% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CRINETICS PHARMACEUTICALS IN SEDOL BDD19F8 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.00% |
| ECOVYST INC SEDOL BM8NHT2 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| GRAPHIC PACKAGING IN P/P 144A 03.7500 02/01/2030 | 0.00% |
| GSMS 2014-GC24 XA IO 00.7128 09/10/2047 | 0.00% |
| HCA INC. 05.5000 06/15/2047 | 0.00% |
| HORACE MANN EDUCATORS SEDOL 2437112 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.00% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JPMBB 2014-C25 XA IO 00.8302 11/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.00% |
| JPY/USD 02/16/2022 UBS | 0.00% |
| KAMAN CORP SEDOL 2483223 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KINDER MORGAN INC. 07.7500 01/15/2032 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| LINK REIT SEDOL B0PB4M7 | 0.00% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONAL BANK HOLD-CL A SEDOL B888DV3 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NEXTGEN HEALTHCARE INC SEDOL BF5L3D6 | 0.00% |
| NOURYON USA TLB L+300 03.1019 10/01/2025 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.00% |
| OFG BANCORP SEDOL B87LKR8 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| RAPT THERAPEUTICS INC SEDOL BK5T6R0 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 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% |
| STACR 2020-HQA1 M2 02.0028 01/25/2050 | 0.00% |
| STACR 2021-HQA3 M1 00.8997 09/25/2041 | 0.00% |
| STANDEX INTERNATIONAL CORP SEDOL 2840174 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TITAN MACHINERY INC SEDOL B29H3T5 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| ULTIMATE SOFTWARE GROU L+525 05.7500 05/03/2027 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| VENTURE GLOBAL CALCA P/P 144A 03.8750 11/01/2033 | 0.00% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.00% |
| VISTRA OPERATION P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFCM 2013-LC12 D 144A 04.3055 07/15/2046 | 0.00% |
| XPERI HOLDING CORP SEDOL BMWP0C8 | 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% |
| ACCURAY INC SEDOL B1R2HW6 | 0.00% |
| ALBANY INTL CORP-CL A SEDOL 2012757 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ALLSCRIPTS HEALTHCARE SOLUTI SEDOL 2710039 | 0.00% |
| ALTAIR ENGINEERING INC - A SEDOL BD6D4Y5 | 0.00% |
| AMBARELLA INC SEDOL B7KH3G6 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.0000 06/15/2026 | 0.00% |
| AMERICAN SOFTWARE INC-CL A SEDOL 2029575 | 0.00% |
| ANAPTYSBIO INC SEDOL BDRW1L7 | 0.00% |
| ANDERSONS INC/THE SEDOL 2274922 | 0.00% |
| ANGIODYNAMICS INC SEDOL B00CR04 | 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% |
| ARBUTUS BIOPHARMA CORP SEDOL BZ0QMB7 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| ARLO TECHNOLOGIES INC SEDOL BYWPZY9 | 0.00% |
| AVANOS MEDICAL INC SEDOL BFFVV54 | 0.00% |
| BANK OF AMERICA CORP 00.9628 09/15/2026 | 0.00% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.00% |
| BIOCRYST PHARMACEUTICALS INC SEDOL 2100362 | 0.00% |
| BLACKBAUD INC SEDOL 2458878 | 0.00% |
| BLOOMIN' BRANDS INC SEDOL B847RJ0 | 0.00% |
| BLUCORA INC SEDOL B8L2DV2 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CAMBIUM NETWORKS CORP SEDOL BKC9Q28 | 0.00% |
| CAS 2018-C05 1ED1 00.7528 01/25/2031 | 0.00% |
| CAS 2019-HRP1 M2 02.2528 11/25/2039 | 0.00% |
| CAS 2021-R01 1M1 00.7997 10/25/2041 | 0.00% |
| CBIZ INC SEDOL 2730781 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CEREVEL THERAPEUTICS HOLDING SEDOL BMVMJ12 | 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% |
| CHIMERIX INC SEDOL B8RLM49 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CITY OFFICE REIT INC SEDOL BL25F37 | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.00% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.00% |
| COMM 2014-CR19 XA IO 00.9531 08/10/2047 | 0.00% |
| COMM 2014-UBS6 XA IO 00.8622 12/10/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| CONSOL ENERGY INC SEDOL BF4L070 | 0.00% |
| CORNERSTONE BUILDING BRANDS SEDOL BJXSDX7 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 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 DBS CORP P/P 144A 05.2500 12/01/2026 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DORIAN LPG LTD SEDOL BM4QJF5 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.00% |
| EDGEWELL PERSONAL CARE CO SEDOL BX8ZSB4 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.00% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.00% |
| ENTRAVISION COMMUNICATIONS-A SEDOL 2615112 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| ETHAN ALLEN INTERIORS INC SEDOL 2320825 | 0.00% |
| EUR/USD 03/16/2022 JPMCB | 0.00% |
| FIRST BUSEY CORP SEDOL BZ1LBM5 | 0.00% |
| FIRST COMMONWEALTH FINL CORP SEDOL 2351546 | 0.00% |
| FOUR CORNERS PROPERTY TRUST SEDOL BZ16HK0 | 0.00% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.00% |
| GBP/USD 03/16/2022 JPMCB | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GLAUKOS CORP SEDOL BYMWL19 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GNR 2015-H26 EI IO 01.7362 10/20/2065 | 0.00% |
| GOLAR LNG LTD SEDOL 2367963 | 0.00% |
| GRITSTONE BIO INC SEDOL BF12XF5 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HEIDRICK & STRUGGLES INTL SEDOL 2413071 | 0.00% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| IMMUNITYBIO INC SEDOL BNSP0B8 | 0.00% |
| INARI MEDICAL INC SEDOL BLDRF10 | 0.00% |
| INOGEN INC SEDOL BJSVLL5 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| INTREPID POTASH INC SEDOL BMDNMT2 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LIVANOVA PLC SEDOL BYMT0J1 | 0.00% |
| MACROGENICS INC SEDOL BFDV8K0 | 0.00% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% |
| MARINEMAX INC SEDOL 2250353 | 0.00% |
| MASONITE INTERNATIONAL CORP SEDOL BCZM468 | 0.00% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.00% |
| MATERION CORP SEDOL 2149622 | 0.00% |
| MEDPACE HOLDINGS INC SEDOL BDCBC61 | 0.00% |
| MERIDIAN BIOSCIENCE INC SEDOL 2580265 | 0.00% |
| MLMI 2005-A2 A2 02.8339 02/25/2035 | 0.00% |
| MODIVCARE INC SEDOL BNDL420 | 0.00% |
| NETSCOUT SYSTEMS INC SEDOL 2447285 | 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% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| OCEANFIRST FINANCIAL CORP SEDOL 2125901 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PENNYMAC FIN SVCS IN P/P 144A 05.7500 09/15/2031 | 0.00% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.00% |
| PREFERRED BANK/LOS ANGELES SEDOL 2763602 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROASSURANCE CORP SEDOL 2612737 | 0.00% |
| PROG HOLDINGS INC SEDOL BLFGN66 | 0.00% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.00% |
| PROTAGONIST THERAPEUTICS INC SEDOL BDCBCD8 | 0.00% |
| PROTHENA CORP PLC SEDOL B91XRN2 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SAFETY INSURANCE GROUP INC SEDOL 2958538 | 0.00% |
| SANMINA-SCI CORP | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.00% |
| SCRIPPS ESCROW INC P/P 144A 05.8750 07/15/2027 | 0.00% |
| SCULPTOR CAPITAL MANAGEMENT SEDOL BJXP1K1 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SHENANDOAH TELECOMMUNICATION SEDOL 2676692 | 0.00% |
| SIMPSON MANUFACTURING CO INC SEDOL 2809250 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2018-DNA3 M2B 02.2028 09/25/2048 | 0.00% |
| STACR 2018-HQA2 M2 02.4028 10/25/2048 | 0.00% |
| STERLING CONSTRUCTION CO | 0.00% |
| SUNCOKE ENERGY INC SEDOL B3R0638 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TENABLE HOLDINGS INC SEDOL BF7J7N6 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| TERRENO REALTY CORP SEDOL B3N4753 | 0.00% |
| THYSSENKRUPP ELEVATOR L+350 04.0000 07/31/2027 | 0.00% |
| TIMKENSTEEL CORP SEDOL BNBPMX1 | 0.00% |
| TIVITY HEALTH INC SEDOL BD8Q1B8 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNIVERSAL CORP/VA SEDOL 2923804 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| URBAN EDGE PROPERTIES SEDOL BTPSGQ9 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VANDA PHARMACEUTICALS INC SEDOL B12W3P6 | 0.00% |
| VERINT SYSTEMS INC SEDOL 2849193 | 0.00% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.00% |
| VIAVI SOLUTIONS INC SEDOL BYXB201 | 0.00% |
| VISHAY INTERTECHNOLOGY INC SEDOL 2930149 | 0.00% |
| VISTRA CORP P/P 144A 07.0000 12/10/2051 | 0.00% |
| WARRIOR MET COAL INC SEDOL BF2X272 | 0.00% |
| WFRBS 2011-C4 E 144A 04.8872 06/15/2044 | 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% |
| 2SEVENTY BIO INC SEDOL BMTXV88 | 0.00% |
| ACCO BRANDS CORP SEDOL B0G7SZ5 | 0.00% |
| AGILYSYS INC SEDOL 2689162 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| AMERIS BANCORP SEDOL 2038849 | 0.00% |
| AMERISAFE INC SEDOL B0PPHS6 | 0.00% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| ANAVEX LIFE SCIENCES CORP SEDOL BYTYP72 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| ARMADA HOFFLER PROPERTIES IN SEDOL B96FTB5 | 0.00% |
| ASSOCIATED BANC-CORP SEDOL 2055718 | 0.00% |
| ASURION CORP TLB9 L+325 03.3543 07/31/2027 | 0.00% |
| BALCHEM CORP SEDOL 2072074 | 0.00% |
| BARNES GROUP INC SEDOL 2080732 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 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% |
| BLUEGREEN VACATIONS HOLDING SEDOL BM9LQ98 | 0.00% |
| BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.00% |
| BRIGHTSPIRE CAPITAL INC SEDOL BN7VBP8 | 0.00% |
| BROOKDALE SENIOR LIVING INC SEDOL B0PZN33 | 0.00% |
| BROOKLINE BANCORP INC SEDOL 2967675 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAESARS ENTERTAIN IN P/P 144A 04.6250 10/15/2029 | 0.00% |
| CAS 2015-C01 1M2 04.4028 02/25/2025 | 0.00% |
| CASELLA WASTE SYSTEMS INC-A SEDOL 2120490 | 0.00% |
| CENTRAL PACIFIC FINANCIAL CO | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.00% |
| CHANNELADVISOR CORP SEDOL B986ZW9 | 0.00% |
| CHINOOK THERAPEUTICS INC SEDOL BMWXTQ9 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.00% |
| COMM 2013-CR11 XA IO 00.9092 08/10/2050 | 0.00% |
| COMM 2014-LC17 XA IO 00.7042 10/10/2047 | 0.00% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMPUTER PROGRAMS & SYSTEMS SEDOL 2872122 | 0.00% |
| CONNECTONE BANCORP INC SEDOL BNQ4YF9 | 0.00% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.00% |
| COVENANT LOGISTICS GROUP INC SEDOL 2200853 | 0.00% |
| COWEN INC - A SEDOL BZ1J497 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| CRA INTERNATIONAL INC SEDOL 2240622 | 0.00% |
| CROCS INC SEDOL B0T7Z62 | 0.00% |
| CTS CORP SEDOL 2239244 | 0.00% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| EAGLE BANCORP INC SEDOL 2648055 | 0.00% |
| EAGLE PHARMACEUTICALS INC SEDOL BJH7VB4 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| EMPLOYERS HOLDINGS INC SEDOL B1Q1RR9 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| ESCO TECHNOLOGIES INC SEDOL 2321583 | 0.00% |
| EXPONENT INC SEDOL 2330318 | 0.00% |
| FEDERAL SIGNAL CORP SEDOL 2333986 | 0.00% |
| FHR 3408 EK 25.3515 04/15/2037 | 0.00% |
| FIRST FOUNDATION INC SEDOL BMMVY68 | 0.00% |
| FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.00% |
| FORRESTER RESEARCH INC SEDOL 2398855 | 0.00% |
| FRANKLIN ELECTRIC CO INC SEDOL 2350383 | 0.00% |
| FRANKLIN STREET PROPERTIES C SEDOL B02T2D1 | 0.00% |
| G-III APPAREL GROUP LTD SEDOL 2369721 | 0.00% |
| GAN LTD SEDOL BLR8ZQ4 | 0.00% |
| GENTHERM INC SEDOL B8JFD24 | 0.00% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.4840 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6520 06/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 MA6409 03.0000 01/20/2050 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| GRAFTECH INTERNATIONAL LTD SEDOL BFZP4T1 | 0.00% |
| GRANITE POINT MORTGAGE TRUST SEDOL BF11FD4 | 0.00% |
| GROUP 1 AUTOMOTIVE INC SEDOL 2121352 | 0.00% |
| GSMS 2014-GC22 XA IO 00.9460 06/10/2047 | 0.00% |
| HANMI FINANCIAL CORPORATION SEDOL B6TPXR5 | 0.00% |
| HERC HOLDINGS INC SEDOL BZBZ020 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HUB INTL LTD P/P 144A 05.6250 12/01/2029 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.00% |
| ICF INTERNATIONAL INC SEDOL B1FP363 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.00% |
| INTAPP INC SEDOL BP7L594 | 0.00% |
| INTEGER HOLDINGS CORP SEDOL BD06LM7 | 0.00% |
| INTERCEPT PHARMACEUTICALS IN SEDOL B7N59F8 | 0.00% |
| INTERNATIONAL BANCSHARES CRP SEDOL 2243911 | 0.00% |
| JELD-WEN HOLDING INC SEDOL BYM4WL2 | 0.00% |
| JOUNCE THERAPEUTICS INC SEDOL BDRW1N9 | 0.00% |
| JPY/USD 02/16/2022 MSCIL | 0.00% |
| KONTOOR BRANDS INC SEDOL BJTJGC4 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MASTERCRAFT BOAT HOLDINGS IN SEDOL BDTYR13 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MEDIFAST INC SEDOL 2934033 | 0.00% |
| MERITOR INC SEDOL 2608349 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| MOELIS & CO - CLASS A SEDOL BLG38Q1 | 0.00% |
| MOVADO GROUP INC SEDOL 2643168 | 0.00% |
| MOZART DEBT MERGER S P/P 144A 03.8750 04/01/2029 | 0.00% |
| MRC GLOBAL INC SEDOL B7M66F1 | 0.00% |
| MYR GROUP INC/DELAWARE SEDOL B3CLS18 | 0.00% |
| N B T BANCORP INC SEDOL 2626459 | 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% |
| NATIONAL BEVERAGE CORP SEDOL 2638625 | 0.00% |
| NATL HEALTH INVESTORS INC SEDOL 2626125 | 0.00% |
| NEW YORK MORTGAGE TRUST INC SEDOL B01LWM7 | 0.00% |
| NGM BIOPHARMACEUTICALS INC SEDOL BJ1FD63 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OPTION CARE HLTH INC P/P 144A 04.3750 10/31/2029 | 0.00% |
| ORACLE CORP 03.9500 03/25/2051 | 0.00% |
| ORION ENGINEERED CARBONS SA SEDOL BP8FKJ0 | 0.00% |
| ORTHOFIX MEDICAL INC SEDOL BGGJFT6 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| OXFORD INDUSTRIES INC SEDOL 2665300 | 0.00% |
| PRECISION BIOSCIENCES INC SEDOL BJ0M2S0 | 0.00% |
| PROGRESS SOFTWARE CORP SEDOL 2705198 | 0.00% |
| QUOTIENT TECHNOLOGY INC SEDOL BYWCCM7 | 0.00% |
| RADIUS HEALTH INC SEDOL BM68KK1 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| RESIDEO TECHNOLOGIES INC SEDOL BFD1TJ6 | 0.00% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.00% |
| RYERSON HOLDING CORP SEDOL B3TPPZ6 | 0.00% |
| SABRA HEALTH CARE REIT INC SEDOL B5NLBP6 | 0.00% |
| SAFE BULKERS INC SEDOL B39GTS0 | 0.00% |
| SCHOLASTIC CORP SEDOL 2779234 | 0.00% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% |
| SELECTIVE INSURANCE GROUP SEDOL 2766173 | 0.00% |
| SENSIENT TECHNOLOGIES CORP SEDOL 2923741 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SHYFT GROUP INC/THE SEDOL BMYGGG5 | 0.00% |
| SITE CENTERS CORP SEDOL BGL0KF5 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| STANDARD MOTOR PRODS SEDOL 2838306 | 0.00% |
| STARWOOD PROPERTY TR P/P 144A 03.7500 12/31/2024 | 0.00% |
| STATION CASINOS LLC P/P 144A 04.6250 12/01/2031 | 0.00% |
| STEVEN MADDEN LTD SEDOL 2553911 | 0.00% |
| SUPER MICRO COMPUTER INC SEDOL B1VQR35 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TILLY'S INC-CLASS A SHRS SEDOL B7TN3D2 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 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% |
| USANA HEALTH SCIENCES INC SEDOL 2267698 | 0.00% |
| VALLEY NATIONAL BANCORP SEDOL 2935326 | 0.00% |
| VERU INC SEDOL BDFBQ66 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WATTS WATER TECHNOLOGIES-A SEDOL 2943620 | 0.00% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% |
| WFRBS 2013-C14 XA IO 00.6598 06/15/2046 | 0.00% |
| WILEY (JOHN) & SONS-CLASS A SEDOL 2965668 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| ZIFF DAVIS INC SEDOL B75DGJ3 | 0.00% |
| ZYMERGEN INC SEDOL BMF1M49 | 0.00% |
| ARGAN INC SEDOL 2804501 | 0.00% |
| ARVINAS INC SEDOL BDZ30Q0 | 0.00% |
| ASBURY AUTOMOTIVE GR P/P 144A 04.6250 11/15/2029 | 0.00% |
| AVIAT NETWORKS INC SEDOL BZ9NWS6 | 0.00% |
| BANCO LATINOAMERICANO COME-E SEDOL 2069485 | 0.00% |
| BENEFITFOCUS INC SEDOL BDFN1P6 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BRIGHTCOVE SEDOL B4XS3D2 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| BYLINE BANCORP INC SEDOL BD5G2C9 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CBTX INC SEDOL BF3CTC2 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 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.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 JP | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| COMM 2014-CR18 XA IO 00.9971 07/15/2047 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| DIGI INTERNATIONAL INC SEDOL 2269661 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| EUR/USD 03/16/2022 MSCIL | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FIRST FINANCIAL CORP/INDIANA SEDOL 2362515 | 0.00% |
| FLUSHING FINANCIAL CORP SEDOL 2360111 | 0.00% |
| FNR 2007-53 SP 23.8264 06/25/2037 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GBP/USD 03/16/2022 CSI-FX | 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% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 MA7137 03.0000 01/20/2051 | 0.00% |
| GNMA GII30 MA7194 03.0000 02/20/2051 | 0.00% |
| GSMS 2013-GC10 XA IO 01.4749 02/10/2046 | 0.00% |
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| JPMBB 2014-C19 XA IO 00.6555 04/15/2047 | 0.00% |
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| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
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| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% |
| QCR HOLDINGS INC. | 0.00% |
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| RMR GROUP INC/THE - A SEDOL BZ1N455 | 0.00% |
| S & T BANCORP INC SEDOL 2781109 | 0.00% |
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| STACR 2017-DNA2 M1 01.3028 10/25/2029 | 0.00% |
| SURMODICS INC SEDOL 2502678 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
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| TEEKAY CORP SEDOL 2933795 | 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% |
| TPG RE FINANCE TRUST INC SEDOL BF2F1Q0 | 0.00% |
| TRUECAR INC SEDOL BMH0MS8 | 0.00% |
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| VECTRUS INC SEDOL BQS2V17 | 0.00% |
| VERA BRADLEY INC SEDOL B4626P4 | 0.00% |
| AIR CANADA P/P 144A 03.8750 08/15/2026 | 0.00% |
| AMC ENTERTAINMENT HLDS-CL A SEDOL BH4HLL3 | 0.00% |
| ASBURY AUTOMOTIVE GR P/P 144A 05.0000 02/15/2032 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| CAD/USD 01/19/2022 BANKAM | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CAS 2014-C04 2M2 05.1028 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.1028 05/25/2025 | 0.00% |
| CAS 2015-C02 2M2 04.1028 05/25/2025 | 0.00% |
| CAS 2015-C03 2M2 05.1028 07/25/2025 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CGCMT 2012-GC8 XA IO 144A 01.7247 09/10/2045 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 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 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 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 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.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 03/16/2022 BCAP-FX | 0.00% |
| FHR 2990 LB 16.6652 06/15/2034 | 0.00% |
| FNR 2005-106 JC 19.8081 12/25/2035 | 0.00% |
| FNR 2006-62 PS 39.2887 07/25/2036 | 0.00% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GSMS 2013-GC12 XA IO 01.3926 06/10/2046 | 0.00% |
| HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.00% |
| KYNDRYL HOLDINGS INC SEDOL BP6JW21 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| STACR 2014-HQ3 M3 04.8528 10/25/2024 | 0.00% |
| STACR 2018-HQA2 M2AS 01.0028 10/25/2048 | 0.00% |
| STACR 2019-DNA2 M2 02.5528 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.5750 12/10/2045 | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.4829 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO 144A 01.8514 11/15/2045 | 0.00% |
| 0.90 R ISWP FWD SOFRRATE P 03/16/2024 | 0.00% |
| 1.331 R ISWP SOFRRATE P 12/31/2031 | 0.00% |
| AUD/USD 01/19/2022 RBSF | 0.00% |
| BACM 2007-1 XW IO 00.3133 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5165 12/11/2038 | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.4008 10/15/2049 | 0.00% |
| CHF/USD 03/16/2022 CITI | 0.00% |
| CHF/USD 03/16/2022 RBSF | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CG | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 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 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 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 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 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 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 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% |
| 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| 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 00.0151 01/15/2049 | 0.00% |
| DKK/USD 03/16/2022 CITI | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 03/16/2022 WPAC | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2019-78 SJ IO 05.9461 06/20/2049 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 02/16/2022 BCAP-FX | 0.00% |
| HKD/USD 02/16/2022 UBS | 0.00% |
| JPY/USD 02/16/2022 GSFX | 0.00% |
| JPY/USD 02/16/2022 RBSF | 0.00% |
| LBUBS 2007-C2 XW IO 00.0000 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.8170 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| SEK/USD 03/16/2022 JPMCB | 0.00% |
| SGD/USD 02/16/2022 JPMCB | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2385 11/15/2048 | 0.00% |
| 1.25 R ISWP FWD SOFRRATE P 03/16/2027 | -0.00% |
| 1.2695 R ISWP SOFRRATE P 12/30/2031 | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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.BB.9 2058-09-17 500.0 09/17/2058 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 BC | -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% |
| CNH/USD 02/16/2022 SSBT | -0.00% |
| EUR/USD 03/16/2022 WPAC | -0.00% |
| GBP/USD 03/16/2022 RBSF | -0.00% |
| KRW/USD 02/16/2022 JPMCB | -0.00% |
| NOK/USD 03/16/2022 JPMCB | -0.00% |
| 1.3265 R ISWP SOFRRATE P 01/03/2032 | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 03/16/2022 RBSF | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| EUR/USD 03/16/2022 BANKAM | -0.00% |
| JPY/USD 02/16/2022 WPAC | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| GBP/USD 03/16/2022 GSFX | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| GBP/USD 03/16/2022 BANKAM | -0.00% |
| GBP/USD 03/16/2022 HSBCB | -0.00% |
| JPY/USD 02/16/2022 SSBT | -0.00% |
| EUR/USD 03/16/2022 UBS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CAD/USD 01/19/2022 JPMCB | -0.02% |
| CPURNSA P 2.78 R 01/15/32 | -0.08% |
| GNMA GII30 TBA 04.5000 01/01/2052 | -0.08% |
| CPURNSA P 2.7375 R 09/13/26 | -0.16% |
| MSCI EAFE MAR22 MFSH2 | -0.67% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2052 | -1.10% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2052 | -1.58% |
| US 10YR ULTRA FUT MAR22 UXYH2 | -3.06% |
| US 5YR NOTE (CBT) MAR22 FVH2 | -3.65% |
| GSGLPWDS P SOFRRATE R 12/15/25 GS | -4.01% |
| S&P500 EMINI FUT MAR22 ESH2 | -5.77% |
| GSGLPWDL R US0001M P 12/15/25 GS | 3.97% |
|---|---|
| E-MINI RUSS 2000 DEC21 RTYZ1 | 3.80% |
| APPLE INC SEDOL 2046251 | 3.42% |
| MICROSOFT CORP SEDOL 2588173 | 3.40% |
| US ULTRA BOND CBT MAR22 WNH2 | 2.62% |
| AMAZON.COM INC SEDOL 2000019 | 2.24% |
| US 10YR NOTE (CBT)MAR22 TYH2 | 2.00% |
| FNMA FN15 TBA UMBS 02.5000 12/01/2036 | 1.78% |
| NVIDIA CORP SEDOL 2379504 | 1.76% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2051 | 1.72% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.70% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2051 | 1.53% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.26% |
| US LONG BOND(CBT) MAR22 USH2 | 1.24% |
| GNMA GII30 TBA 03.0000 12/01/2051 | 1.13% |
| QUALCOMM INC SEDOL 2714923 | 0.96% |
| INTUIT INC SEDOL 2459020 | 0.95% |
| US 2YR NOTE (CBT) MAR22 TUH2 | 0.92% |
| ADOBE INC SEDOL 2008154 | 0.92% |
| CITIGROUP INC SEDOL 2297907 | 0.90% |
| WALMART INC SEDOL 2936921 | 0.88% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.85% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.82% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.81% |
| TESLA INC SEDOL B616C79 | 0.68% |
| META PLATFORMS INC-CLASS A SEDOL B7TL820 | 0.67% |
| TARGET CORP SEDOL 2259101 | 0.66% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.58% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.57% |
| TJX COMPANIES INC SEDOL 2989301 | 0.57% |
| MERCK & CO. INC. SEDOL 2778844 | 0.57% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.54% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.53% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.50% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.50% |
| FORD MOTOR CO SEDOL 2615468 | 0.48% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.47% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.45% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.44% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.44% |
| FNMA FN30 TBA UMBS 06.0000 12/01/2051 | 0.44% |
| MCKESSON CORP SEDOL 2378534 | 0.44% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.44% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.43% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.42% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.41% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.40% |
| EXELON CORP SEDOL 2670519 | 0.40% |
| TREASURY BILL 00.0000 03/10/2022 | 0.39% |
| TREASURY BILL 00.0000 03/03/2022 | 0.38% |
| ABBVIE INC SEDOL B92SR70 | 0.37% |
| TREASURY BILL 00.0000 04/21/2022 | 0.37% |
| DANAHER CORP SEDOL 2250870 | 0.36% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.36% |
| FORTINET INC SEDOL B5B2106 | 0.35% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.35% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.34% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.34% |
| DEERE & CO SEDOL 2261203 | 0.34% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.33% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.33% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.32% |
| MASTERCARD INC - A SEDOL B121557 | 0.31% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.31% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.31% |
| METLIFE INC SEDOL 2573209 | 0.30% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.30% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.30% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.29% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.28% |
| MODERNA INC SEDOL BGSXTS3 | 0.28% |
| CRH PLC SEDOL 4182249 | 0.28% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.28% |
| MCDONALD'S CORP SEDOL 2550707 | 0.28% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.27% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.27% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.27% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.27% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.27% |
| NIKE INC -CL B SEDOL 2640147 | 0.27% |
| CSX CORP SEDOL 2160753 | 0.27% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.26% |
| ANTHEM INC SEDOL BSPHGL4 | 0.25% |
| SONY GROUP CORP SEDOL 6821506 | 0.25% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.25% |
| SYNOPSYS INC SEDOL 2867719 | 0.24% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.24% |
| CONOCOPHILLIPS | 0.24% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.24% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.23% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.23% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.23% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.22% |
| SERVICENOW INC SEDOL B80NXX8 | 0.22% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.22% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.22% |
| PEPSICO INC SEDOL 2681511 | 0.22% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.22% |
| TREASURY BILL 00.0000 05/19/2022 | 0.22% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.22% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.21% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.21% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.21% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.21% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.21% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.21% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.21% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.20% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.20% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.20% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.20% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.20% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.20% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.20% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.20% |
| CORTEVA INC SEDOL BK73B42 | 0.20% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.20% |
| GARTNER INC SEDOL 2372763 | 0.20% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 0.19% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.19% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.19% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.19% |
| HOYA CORP SEDOL 6441506 | 0.19% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.19% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.19% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.19% |
| ELI LILLY & CO SEDOL 2516152 | 0.19% |
| NRG ENERGY INC SEDOL 2212922 | 0.19% |
| TREASURY BILL 00.0000 03/17/2022 | 0.19% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.18% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.18% |
| ROKU INC SEDOL BZ1LFG7 | 0.18% |
| AXA SA SEDOL 7088429 | 0.18% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.18% |
| PULTEGROUP INC SEDOL 2708841 | 0.18% |
| FNMA FN30 BT7180 UMBS 02.5000 08/01/2051 | 0.18% |
| MERCK KGAA SEDOL 4741844 | 0.17% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.17% |
| HOME DEPOT INC SEDOL 2434209 | 0.17% |
| UNIVERSAL MUSIC GROUP NV SEDOL BNZGVV1 | 0.17% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.17% |
| CUMMINS INC SEDOL 2240202 | 0.17% |
| ORACLE CORP SEDOL 2661568 | 0.17% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.17% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.16% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.16% |
| MARVELL TECHNOLOGY INC SEDOL BNKJSM5 | 0.16% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.16% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.16% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.16% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.16% |
| EATON CORP PLC SEDOL B8KQN82 | 0.16% |
| BIOGEN INC SEDOL 2455965 | 0.16% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.15% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.15% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.15% |
| CHEVRON CORP | 0.15% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.15% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.14% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.14% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.14% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.14% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.14% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.14% |
| ABBVIE INC 03.2000 11/21/2029 | 0.14% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.14% |
| DEXCOM INC SEDOL B0796X4 | 0.14% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.14% |
| UNITED RENTALS INC SEDOL 2134781 | 0.13% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.13% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.13% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.13% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.13% |
| AES CORP SEDOL 2002479 | 0.13% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.13% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.12% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.12% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.12% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.12% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.12% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.12% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.12% |
| CAPGEMINI SE SEDOL 4163437 | 0.12% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.12% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| DIAGEO PLC SEDOL 0237400 | 0.12% |
| INCYTE CORP | 0.12% |
| ASML HOLDING NV SEDOL B929F46 | 0.12% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.12% |
| STARBUCKS CORP SEDOL 2842255 | 0.12% |
| SANOFI SEDOL 5671735 | 0.12% |
| GARMIN LTD SEDOL B3Z5T14 | 0.12% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.12% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.11% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.11% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.11% |
| ARAMARK SEDOL BH3XG17 | 0.11% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.11% |
| L OREAL SEDOL 4057808 | 0.11% |
| SQUARE INC - A SEDOL BYNZGK1 | 0.11% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| COSTAR GROUP INC SEDOL 2262864 | 0.11% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.11% |
| AT&T INC 02.5500 12/01/2033 | 0.10% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.10% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| DANAHER CORP 05.0000 CV PFD | 0.10% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.10% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.10% |
| AT&T INC 03.5500 09/15/2055 | 0.10% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.10% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.10% |
| STATE STREET CORP SEDOL 2842040 | 0.10% |
| VONTIER CORP SEDOL BH4GV32 | 0.10% |
| BANK OF AMERICA CORP 01.7340 07/22/2027 | 0.10% |
| CDX CDX.NA.IG.37 100.0 12/20/2026 | 0.10% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.10% |
| VERIZON COMM 04.3290 09/21/2028 | 0.10% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.10% |
| STACR 2016-DNA2 M3 04.7420 10/25/2028 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.09% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.09% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.09% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.09% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.09% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.09% |
| 3M CO | 0.09% |
| NESTLE SA-REG SEDOL 7123870 | 0.09% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.09% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.09% |
| ZOZO INC SEDOL B292RC1 | 0.09% |
| AMERISOURCEBERGEN CORP | 0.09% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| EQUINOR ASA SEDOL 7133608 | 0.08% |
| LINDE PLC SEDOL BYWD9S5 | 0.08% |
| RADIAN GROUP INC SEDOL 2173911 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.08% |
| BRENNTAG SE SEDOL B4YVF56 | 0.08% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.08% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.08% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.08% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.08% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.08% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.08% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| TEXTRON INC SEDOL 2885937 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.08% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.08% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.08% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.08% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.08% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.08% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.08% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.08% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.08% |
| MORGAN STANLEY | 0.08% |
| MRK GR R US0001M P 12/15/25 GS | 0.08% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| WESFARMERS LTD SEDOL 6948836 | 0.08% |
| ALLSTATE CORP SEDOL 2019952 | 0.08% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.08% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2051 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| OWENS CORNING SEDOL B1FW7Q2 | 0.08% |
| AFLAC INC SEDOL 2026361 | 0.08% |
| APPLE INC 04.2500 02/09/2047 | 0.08% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.08% |
| AGCO CORP SEDOL 2010278 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| DBUBS 2011-LC3A D 144A 05.5442 08/10/2044 | 0.08% |
| KDDI CORP SEDOL 6248990 | 0.08% |
| BNP PARIBAS SEDOL 7309681 | 0.07% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.07% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.07% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.07% |
| RIO TINTO PLC SEDOL 0718875 | 0.07% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.07% |
| THALES SA SEDOL 4162791 | 0.07% |
| ITOCHU CORP SEDOL 6467803 | 0.07% |
| SSE PLC SEDOL 0790873 | 0.07% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.07% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.07% |
| LEGRAND SA SEDOL B11ZRK9 | 0.07% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.07% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.07% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.07% |
| AT&T INC SEDOL 2831811 | 0.07% |
| CROWN HOLDINGS INC | 0.07% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.07% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.07% |
| STELLANTIS NV SEDOL BMD8F98 | 0.07% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.07% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.07% |
| MTD US R US0001M P 12/15/25 GS | 0.07% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.07% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.07% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.07% |
| KEYCORP SEDOL 2490911 | 0.07% |
| SANDVIK AB SEDOL B1VQ252 | 0.07% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.07% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.07% |
| IQV US R US0001M P 12/15/25 GS | 0.07% |
| PKI US R US0001M P 12/15/25 GS | 0.07% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.07% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.07% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.07% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.07% |
| MINEBEA CO LTD SEDOL 6642406 | 0.07% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.07% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.07% |
| ORACLE CORP 04.0000 11/15/2047 | 0.07% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.07% |
| CAS 2016-C04 1M2 04.3420 01/25/2029 | 0.07% |
| TMO US R US0001M P 12/15/25 GS | 0.07% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.06% |
| BP PLC SEDOL 0798059 | 0.06% |
| WAT US R US0001M P 12/15/25 GS | 0.06% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.06% |
| FNR 2021-67 DI IO 04.0000 10/25/2051 | 0.06% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.06% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.06% |
| A US R US0001M P 12/15/25 GS | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| CFMT 2021-HB7 M2 02.6791 10/27/2031 | 0.06% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.06% |
| HALLIBURTON CO SEDOL 2405302 | 0.06% |
| ICON PLC SEDOL B94G471 | 0.06% |
| ORACLE CORP 02.5000 10/15/2022 | 0.06% |
| PFE US R US0001M P 12/15/25 GS | 0.06% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.06% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.06% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.06% |
| SLM CORP | 0.06% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.06% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.06% |
| ZTS US R US0001M P 12/15/25 GS | 0.06% |
| AMADEUS IT GROUP SA SEDOL B3MSM28 | 0.06% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.06% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.06% |
| NETFLIX INC SEDOL 2857817 | 0.06% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.06% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.06% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.06% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.06% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.06% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.06% |
| AVIVA PLC SEDOL 0216238 | 0.06% |
| FUJITSU LTD SEDOL 6356945 | 0.06% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.06% |
| ABB LTD-REG SEDOL 7108899 | 0.05% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.05% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.05% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.05% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.05% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.05% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.05% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.05% |
| FHR 5162 HI IO 04.0000 11/25/2051 | 0.05% |
| FORTUM OYJ SEDOL 5579550 | 0.05% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.05% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.05% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.05% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.05% |
| FHR 5094 AI IO 03.0000 04/25/2041 | 0.05% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| CUBESMART SEDOL B6SW913 | 0.05% |
| FHR 5127 AI IO 03.0000 06/25/2051 | 0.05% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.05% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.05% |
| CAS 2016-C01 1M2 06.8420 08/25/2028 | 0.05% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.05% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.05% |
| HOLCIM LTD SEDOL 7110753 | 0.05% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.05% |
| MONCLER SPA SEDOL BGLP232 | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| TRNTS 2021-16A A1 144A 01.3115 07/20/2034 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| ABCAM PLC SEDOL B677469 | 0.05% |
| BMARK 2018-B7 AM 04.7410 05/15/2053 | 0.05% |
| CANADIAN PACIFIC RAILWAY USD 01.7500 12/02/2026 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.05% |
| CAS 2015-C04 1M2 05.7920 04/25/2028 | 0.05% |
| EOG RESOURCES INC SEDOL 2318024 | 0.05% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.3161 04/20/2048 | 0.05% |
| SGS SA-REG SEDOL 4824778 | 0.05% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.05% |
| US BANCORP 02.4910 11/03/2036 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| CSAIL 2015-C1 C 04.4035 04/15/2050 | 0.05% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.05% |
| GNR 2016-H16 LI IO 02.1270 07/20/2066 | 0.05% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.05% |
| NIAPK 2019-1A AR 144A 01.1223 07/17/2032 | 0.05% |
| OPAP SA SEDOL 7107250 | 0.05% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.05% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.05% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| FHR 5152 IE IO 03.5000 10/25/2051 | 0.04% |
| FNR 2021-28 GI IO 04.0000 05/25/2051 | 0.04% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.04% |
| JERONIMO MARTINS SEDOL B1Y1SQ7 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| STACR 2018-HRP2 M3AS 01.0920 02/25/2047 | 0.04% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.04% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.04% |
| FHR 4326 GS IO 05.9608 04/15/2044 | 0.04% |
| FHR 5134 IB IO 04.0000 08/25/2051 | 0.04% |
| FHR 5167 IO IO 03.0000 11/25/2051 | 0.04% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.04% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.04% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| ENTAIN PLC SEDOL B5VQMV6 | 0.04% |
| FHR 5170 CI IO 05.5000 05/25/2044 | 0.04% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.04% |
| FNR 2017-69 SG IO 06.0580 09/25/2047 | 0.04% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.04% |
| IPN FP R US0001M P 12/15/25 GS | 0.04% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.04% |
| PSTAT 2021-4A A1 144A 00.9280 10/15/2029 | 0.04% |
| WFRBS 2013-C11 C 04.3245 03/15/2045 | 0.04% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.04% |
| CAS 2015-C04 2M2 05.6420 04/25/2028 | 0.04% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.04% |
| APID 2015-23A AR 144A 01.3438 04/15/2033 | 0.04% |
| BOEING CO 05.9300 05/01/2060 | 0.04% |
| CSMC 2016-NXSR C 04.4985 12/15/2049 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.04% |
| FHR 5174 NI IO 03.5000 12/25/2051 | 0.04% |
| FNR 2019-43 SC IO 06.0080 08/25/2049 | 0.04% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.04% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.04% |
| MSBAM 2014-C17 C 04.6374 08/15/2047 | 0.04% |
| ORACLE CORP 02.5000 05/15/2022 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.04% |
| SPST 2021-16 A1 00.6979 11/07/2022 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.04% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2051 | 0.04% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.04% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| MRAIT 2021-EBO1 A2X 01.8364 04/15/2022 | 0.04% |
| MSC 2007-IQ15 C 144A 06.3889 06/11/2049 | 0.04% |
| PNC BANK NA 02.0280 12/09/2022 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| AUD/USD 01/19/2022 SSBT | 0.04% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.04% |
| CAS 2016-C02 1M2 06.0920 09/25/2028 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| EDF SEDOL B0NJJ17 | 0.04% |
| HLSY 2019-1A A1A1 144A 01.4815 01/20/2033 | 0.04% |
| ILMN US R US0001M P 12/15/25 GS | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| CAE INC SEDOL 2162760 | 0.04% |
| CAS 2016-C05 2M2 04.5420 01/25/2029 | 0.04% |
| CECLO 2020-29A AR 144A 01.3244 10/20/2034 | 0.04% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.04% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.04% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.04% |
| FNR 2021-28 NI IO 03.0000 05/25/2041 | 0.04% |
| FNR 2021-45 MI IO 02.5000 02/25/2049 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% |
| GSK LN R US0001M P 12/15/25 GS | 0.04% |
| MRAIT 2021-11 A1X 01.2395 01/25/2022 | 0.04% |
| MRAIT 2021-EBO4 A1X 01.8364 02/16/2022 | 0.04% |
| MRK US R US0001M P 12/15/25 GS | 0.04% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.04% |
| OMRON CORP SEDOL 6659428 | 0.04% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.04% |
| SK TELECOM SEDOL 6224871 | 0.04% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.04% |
| SPST 2021-6 A 00.8924 04/25/2022 | 0.04% |
| STACR 2016-DNA1 M3 05.6393 07/25/2028 | 0.04% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.04% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.04% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| DIM FP R US0001M P 12/15/25 GS | 0.04% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.04% |
| GSMS 2014-GC22 C 04.8453 06/10/2047 | 0.04% |
| JNJ US R US0001M P 12/15/25 GS | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.04% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.04% |
| PUBLIC STORAGE SEDOL 2852533 | 0.04% |
| ROSS STORES INC SEDOL 2746711 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.04% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| ABBV US R US0001M P 12/15/25 GS | 0.03% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.03% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.03% |
| BIO-TECHNE CORP SEDOL BSHZ3Q0 | 0.03% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% |
| COMM 2010-C1 D 144A 05.9420 07/10/2046 | 0.03% |
| COMM 2013-CR13 C 05.0438 11/10/2046 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.03% |
| NETFLIX INC 04.3750 11/15/2026 | 0.03% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.03% |
| OSHKOSH CORP SEDOL 2663520 | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.03% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.03% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.03% |
| COMCAST CORP 02.3500 01/15/2027 | 0.03% |
| COMM 2015-LC19 C 04.3723 02/10/2048 | 0.03% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.03% |
| FHR 5142 AI IO 03.5000 09/25/2051 | 0.03% |
| HCA INC 03.5000 07/15/2051 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| LENNAR CORP 04.7500 11/29/2027 | 0.03% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.03% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.03% |
| TORO CO SEDOL 2897040 | 0.03% |
| UNUM GROUP SEDOL 2433842 | 0.03% |
| ZAIS 2019-13A A1A 144A 01.6138 07/15/2032 | 0.03% |
| ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.03% |
| ATHENE GLOBAL FU P/P 144A 01.9850 08/19/2028 | 0.03% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.03% |
| BOBA 2020-1A A 144A 01.4815 01/20/2032 | 0.03% |
| CIRRUS LOGIC INC SEDOL 2197308 | 0.03% |
| CWALT 2006-OA10 4A1 00.4716 08/25/2046 | 0.03% |
| GENPACT LTD SEDOL B23DBK6 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.03% |
| MRAIT 2020-11 A1X 01.7895 04/22/2022 | 0.03% |
| MRAIT 2021-NA1 A1X 01.5864 03/08/2022 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.03% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.03% |
| ABBSL 2021-2A A P/P 144A 01.2238 04/15/2034 | 0.03% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.03% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.03% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.03% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| OXFORD NANOPORE TECHNOLOGIES SEDOL BP6S8Z3 | 0.03% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| AZN US US0001M 12/15/25 GS | 0.03% |
| BXMT 2021-FL4 A P/P 144A 01.1395 05/15/2038 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.03% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| MSC 2016-BNK2 C 04.0225 11/15/2049 | 0.03% |
| NEW YORK TIMES CO-A SEDOL 2632003 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.03% |
| S&P MID 400 EMINI DEC21 FAZ1 | 0.03% |
| SAN FP R US0001M P 12/15/25 GS | 0.03% |
| SHIMADZU CORP SEDOL 6804369 | 0.03% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.03% |
| STACR 2016-DNA3 M3 05.0920 12/25/2028 | 0.03% |
| STACR 2018-DNA3 M2 02.1920 09/25/2048 | 0.03% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.03% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.03% |
| WHIRLPOOL CORP SEDOL 2960384 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| BROADCOM INC 04.1500 11/15/2030 | 0.03% |
| CSAIL 2020-C19 XA IO 01.2362 03/15/2053 | 0.03% |
| GWOLF 2015-1A A1R 144A 01.2839 01/27/2031 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| INTEL CORP SEDOL 2463247 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| SK SQUARE CO LTD SEDOL BMG3GS6 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| CAS 2016-C07 2M2 04.4420 05/25/2029 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.03% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.03% |
| FHR 5010 IA IO 03.5000 09/25/2050 | 0.03% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| JPMBB 2013-C12 C 04.2351 07/15/2045 | 0.03% |
| MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.03% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.03% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.03% |
| SWEDISH MATCH AB SEDOL BP09MR2 | 0.03% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.03% |
| UBSCM 2012-C1 C 144A 05.7137 05/10/2045 | 0.03% |
| AHM 2007-1 GA1C 00.2816 05/25/2047 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| ARES 2016-41A AR2 144A 01.1938 04/15/2034 | 0.03% |
| ARKEMA SEDOL B0Z5YZ2 | 0.03% |
| AWPT 2014-2A A1R 144A 01.3538 10/15/2029 | 0.03% |
| BLACK 2021-1A A1A 144A 01.4515 11/22/2034 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| DOW INC SEDOL BHXCF84 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| FNR 2021-65 LI IO 03.5000 10/25/2051 | 0.03% |
| HUNTINGTON BANCSHARE P/P 144A 02.4870 08/15/2036 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| OZLM 2015-11A A1R 144A 01.3816 10/30/2030 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| WESTROCK CO SEDOL BYR0914 | 0.03% |
| AMGEN INC 04.6630 06/15/2051 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| APPLE INC 03.8500 05/04/2043 | 0.03% |
| ASPEED TECHNOLOGY INC SEDOL B80VKP3 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.03% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| ELMW4 2020-1A A 144A 01.3638 04/15/2033 | 0.03% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.03% |
| KAYNE 2021-10A A 144A 01.3300 04/23/2034 | 0.03% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.03% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.03% |
| OMNICOM GROUP SEDOL 2279303 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.03% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.03% |
| STACR 2021-DNA2 M2 02.3497 08/25/2033 | 0.03% |
| TMIR 2021-2 M1A P/P 144A 02.1416 10/25/2033 | 0.03% |
| TREASURY BILL 00.0000 02/17/2022 | 0.03% |
| VIBR 2018-8A A1A 144A 01.2715 01/20/2031 | 0.03% |
| VTRS US R US0001M P 12/15/25 GS | 0.03% |
| WFCM 2016-LC25 AS 04.0290 12/15/2059 | 0.03% |
| ABBVIE INC 03.8000 03/15/2025 | 0.02% |
| ALPHABET INC 01.9980 08/15/2026 | 0.02% |
| AMGEN INC SEDOL 2023607 | 0.02% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.02% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.02% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.02% |
| OCP 2020-19A AR 144A 01.2815 10/20/2034 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.02% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.02% |
| CAPCOM CO LTD SEDOL 6173694 | 0.02% |
| CAS 2017-C01 1M2 03.6420 07/25/2029 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FHMS K131 X1 IO 00.8310 07/25/2031 | 0.02% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.02% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.02% |
| INTERNATIONAL PAPER CO SEDOL 2465254 | 0.02% |
| PRGO US R US0001M P 12/15/25 GS | 0.02% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.02% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.02% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| AZN LN R US0001M P 12/15/25 GS | 0.02% |
| BAYN GR R US0001M P 12/15/25 GS | 0.02% |
| CAS 2016-C06 1M2 04.3420 04/25/2029 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| COMCAST CORP 03.4500 02/01/2050 | 0.02% |
| CSL AU R US0001M P 12/15/25 GS | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| REG18 2021-1A A1 144A 01.2238 01/15/2034 | 0.02% |
| SPST 2021-WL1 A 00.7420 01/26/2054 | 0.02% |
| SPST 2021-WL2 A 00.7916 03/25/2054 | 0.02% |
| TPAT 2018-SL1 A 144A 00.6893 01/25/2046 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| VIATRIS INC 02.3000 06/22/2027 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| AREIT 2020-CRE4 C 144A 03.2702 04/15/2037 | 0.02% |
| AREIT 2021-CRE5 A 144A 01.1695 07/17/2026 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| CAS 2016-C01 2M2 07.0420 08/25/2028 | 0.02% |
| CEDF 2013-1A ARR 144A 01.2115 04/20/2034 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| MWST 2021-2 A 00.8416 04/25/2055 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SNDPT 2021-1A A 144A 01.1939 04/25/2034 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| 4506 JP R US0001M P 12/15/25 GS | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.02% |
| BIIB US R US0001M P 12/15/25 GS | 0.02% |
| BMY US R US0001M P 12/15/25 GS | 0.02% |
| CDX CDX.NA.HY.37 500.0 12/20/2026 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| DEXUS/AU SEDOL B033YN6 | 0.02% |
| DRSLF 2020-78A A 144A 01.3023 04/17/2033 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| FACTSET RESEARCH SYSTEMS INC SEDOL 2329770 | 0.02% |
| GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.02% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| RRAM 2020-12A AAR2 144A 01.4838 01/15/2036 | 0.02% |
| STACR 2016-HQA2 M3 05.2420 11/25/2028 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| 4581 JP R US0001M P 12/15/25 GS | 0.02% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.02% |
| BANK 2017-BNK8 B 04.0612 11/15/2050 | 0.02% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| CWALT 2006-OA7 1A2 01.0232 06/25/2046 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| GILD US R US0001M P 12/15/25 GS | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| LBMLT 2004-1 A2 00.8916 02/25/2034 | 0.02% |
| LLY US R US0001M P 12/15/25 GS | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MCLO 2019-1A AANR 144A 01.4438 04/15/2032 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| NVENT ELECTRIC PLC SEDOL BDVJJQ5 | 0.02% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| STACR 2015-DNA3 M3 04.7920 04/25/2028 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| WFRBS 2012-C9 D 144A 04.9690 11/15/2045 | 0.02% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| COMM 2014-UBS6 C 04.5874 12/10/2047 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GNMA GII30 MA6153 03.0000 09/20/2049 | 0.02% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.02% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.02% |
| JPMCC 2012-C8 D 144A 04.8275 10/15/2045 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| OAKCL 2021-1A A1 144A 01.2838 07/15/2034 | 0.02% |
| PPSI 2004-WCW2 M3 01.1416 10/25/2034 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| RSRVA 2016-3A ARR 144A 01.1823 01/18/2034 | 0.02% |
| SNDPT 2020-1A AR 144A 01.3015 07/20/2034 | 0.02% |
| SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| WOODS 2018-17A A 144A 01.1883 04/22/2031 | 0.02% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| BMIR 2019-4A M1C 144A 02.5916 10/25/2029 | 0.02% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.02% |
| CAS 2020-R01 1M2 02.1420 01/25/2040 | 0.02% |
| CHOCOLADEFABRIKEN LINDT-REG SEDOL 5962309 | 0.02% |
| COMM 2015-DC1 AM 03.7240 02/10/2048 | 0.02% |
| COMM 2015-LC21 B 04.4782 07/10/2048 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/05/2025 | 0.02% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.02% |
| GUGG4 2016-1A A1S1 144A 01.3538 10/15/2031 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MSBAM 2012-C6 D 144A 04.7510 11/15/2045 | 0.02% |
| MSBAM 2014-C14 C 05.2178 02/15/2047 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| PAIA 2018-1A A1AR 144A 01.1315 10/20/2031 | 0.02% |
| SHACK 2017-11A AR 144A 01.2460 08/15/2030 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WAMU 2005-AR12 1A8 02.8217 10/25/2035 | 0.02% |
| AIMCO 2021-14A A 144A 01.1215 04/20/2034 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CSAIL 2015-C2 AS 03.8490 06/15/2057 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| GBP/USD 12/15/2021 HSBCB | 0.02% |
| GNMA GII30 MA7313 03.0000 04/20/2051 | 0.02% |
| GSMS 2010-C1 D 144A 06.1879 08/10/2043 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.8961 08/10/2046 | 0.02% |
| JPMCC 2012-C6 E 144A 05.3100 05/15/2045 | 0.02% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| ORACLE CORP 03.6500 03/25/2041 | 0.02% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.02% |
| PECF USS INTERMEDIAT P/P 144A 08.0000 11/15/2029 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| PFP 2021-8 AS 144A 01.3395 08/09/2037 | 0.02% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
| SAMI 2007-AR7 1A1 00.9416 05/25/2047 | 0.02% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| TEVA US R US0001M P 12/15/25 GS | 0.02% |
| VMWARE INC 02.2000 08/15/2031 | 0.02% |
| WFRBS 2011-C3 D 144A 05.5133 03/15/2044 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| AIGIM 2021-1A A 144A 01.2283 04/22/2034 | 0.02% |
| AMGN US R US0001M P 12/15/25 GS | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.02% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% |
| CHARTER COMM OPT LLC/CAP 02.2500 01/15/2029 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DEN17 2018-1A AR 144A 01.1838 10/15/2031 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| ELMW5 2020-2A AR 144A 01.2815 10/20/2034 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| HPA 2021-2 C 144A 02.4020 12/17/2026 | 0.02% |
| JPMBB 2013-C12 B 04.2351 07/15/2045 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/15/2049 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| STACR 2017-DNA2 M2 03.5420 10/25/2029 | 0.02% |
| TMIR 2019-1 M2 144A 02.9916 11/26/2029 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFCM 2013-LC12 C 04.4411 07/15/2046 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| BBCMS 2021-C11 D 144A 02.0000 09/15/2054 | 0.02% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.02% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.02% |
| CGCMT 2014-GC19 D 144A 05.2605 03/10/2047 | 0.02% |
| CGMS 2017-3A A1AR 144A 01.0315 07/20/2029 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.02% |
| CWALT 2006-OA19 A1 00.2711 02/20/2047 | 0.02% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| ELMW2 2019-2A AR 144A 01.2815 04/20/2034 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| GBP/USD 12/15/2021 UBS | 0.02% |
| GEA GROUP AG SEDOL 4557104 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| MSBAM 2013-C9 D 144A 04.2459 05/15/2046 | 0.02% |
| MSBAM 2015-C24 B 04.4876 05/15/2048 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% |
| PFWST 2021-1 A 00.7916 02/25/2055 | 0.02% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| TREASURY BILL 00.0000 03/24/2022 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| UNITED SITE PECF TLB L+425 05.0000 11/04/2028 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9395 09/15/2057 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| CAD/USD 01/19/2022 TDBK | 0.01% |
| CGMS C17A A1AR 144A 01.1616 04/30/2031 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| CSAIL 2015-C1 D 144A 03.9035 04/15/2050 | 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% |
| GBP/USD 12/15/2021 CSI-FX | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| MWST 2020-1 A 00.9916 10/25/2053 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| SPST 2021-14 A1 00.7804 12/08/2022 | 0.01% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 05.1250 05/09/2029 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| VERTIV TLB L+275 02.8440 03/02/2027 | 0.01% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.01% |
| WAMU 2007-HY2 1A1 02.9839 12/25/2036 | 0.01% |
| 4507 JP R US0001M P 12/15/25 GS | 0.01% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| AMMST 2020-MF1 XA IO 144A 01.0858 05/15/2053 | 0.01% |
| ARES 2021-60A A 144A 01.2423 07/18/2034 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 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% |
| COMM 2014-CR18 C 04.9078 07/15/2047 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| EMIR 2018-1 M1 01.7916 11/25/2028 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.01% |
| GSM 2021-4A A1 144A 01.3238 07/15/2034 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
| JPMBB 2014-C22 C 04.7045 09/15/2047 | 0.01% |
| JPMCC 2013-C16 C 05.1736 12/15/2046 | 0.01% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.01% |
| LANXESS AG SEDOL B05M8B7 | 0.01% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.01% |
| MCAS 2019-01 M7 144A 01.7916 10/15/2049 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NRZT 2018-4A A1M 00.9920 01/25/2048 | 0.01% |
| NZD/USD 01/19/2022 GSFX | 0.01% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SEB SA SEDOL 4792132 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% |
| VIFN SW R US0001M P 12/15/25 GS | 0.01% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.01% |
| WFRBS 2013-C15 D 144A 04.6520 08/15/2046 | 0.01% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 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% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| CAD/USD 01/19/2022 BCAP-FX | 0.01% |
| CAD/USD 01/19/2022 UBS | 0.01% |
| CAS 2019-R06 2M2 02.1916 09/25/2039 | 0.01% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.01% |
| CSMC 2021-RPL7 A1 01.9260 07/27/2061 | 0.01% |
| DCC PLC SEDOL 0242493 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.01% |
| EUR/USD 12/15/2021 JPMCB | 0.01% |
| EUR/USD 12/15/2021 RBSF | 0.01% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| LOGN1 2021-1A A 144A 01.3125 07/20/2034 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MORGN 2021-7A A 144A 01.1939 04/23/2034 | 0.01% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.01% |
| MSC 2011-C3 D 144A 05.2349 07/15/2049 | 0.01% |
| NEWZ 2021-1 A 00.8416 05/25/2055 | 0.01% |
| NITTO DENKO CORP SEDOL 6641801 | 0.01% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.01% |
| OT MERGER CORP P/P 144A 07.8750 10/15/2029 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.01% |
| REG20 2021-2A A 144A 01.2438 10/15/2034 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STACR 2016-HQA1 M3 06.4420 09/25/2028 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| 4502 JP R US0001M P 12/15/25 GS | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| AUD/USD 01/19/2022 JPMCB | 0.01% |
| AUTONATION INC 02.4000 08/01/2031 | 0.01% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.01% |
| CAD/USD 01/19/2022 CITI | 0.01% |
| CAS 2017-C01 1EB1 01.3420 07/25/2029 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.01% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.01% |
| GSMS 2014-GC18 C 05.1410 01/10/2047 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 0.01% |
| MCGRAW-HILL ED P/P 144A 08.0000 08/01/2029 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| SCSK CORP SEDOL 6858474 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2018-HQA1 M2 02.3920 09/25/2030 | 0.01% |
| SVENSKA HNDLSBKN P/P 144A 00.6250 06/30/2023 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.01% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| VMC 2021-FL4 A P/P 144A 01.1888 06/16/2036 | 0.01% |
| WFCM 2016-LC25 XA IO 01.0003 12/15/2059 | 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% |
| 0.497 R ISWP US0003M P 10/15/2023 | 0.01% |
| 4523 JP R US0001M P 12/15/25 GS | 0.01% |
| 4530 JP R US0001M P 12/15/25 GS | 0.01% |
| AIR LEASE CORP 02.1000 09/01/2028 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CLUB CAR TL L+400 04.5000 06/01/2028 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| EUR/USD 12/15/2021 BANKAM | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GNMA GII30 MA6089 03.0000 08/20/2049 | 0.01% |
| GNMA GII30 MA7053 03.0000 12/20/2050 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.01% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.01% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.01% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 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% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| AMAZON.COM INC 01.5000 06/03/2030 | 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% |
| APID 2021-35A A 144A 01.1815 04/20/2034 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| BSABS 2005-HE8 M3 02.0416 08/25/2035 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CFCRE 2011-C2 D 144A 05.3593 12/15/2047 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CLARIV SCI HLD CORP P/P 144A 04.8750 07/01/2029 | 0.01% |
| CMLTI 2005-2 1A2A 02.7561 05/25/2035 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNMA GII30 MA6710 03.0000 06/20/2050 | 0.01% |
| GNR 2015-H25 BI IO 01.7332 10/20/2065 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.01% |
| KAYNE 2019-6A A1 144A 01.5115 01/20/2033 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MAGNE 2020-26A A1R 144A 01.2102 07/25/2034 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% |
| MWST 2020-2 A 00.8916 11/25/2053 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| OCT54 2021-1A A1 144A 01.2531 07/15/2034 | 0.01% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 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 THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 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% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| CANPACK SA/CANPACK U P/P 144A 03.8750 11/15/2029 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| CWALT 2005-59 1A1 00.7511 11/20/2035 | 0.01% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.01% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.01% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| EUR/USD 12/15/2021 WPAC | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HIK LN R US0001M P 12/15/25 GS | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| JPMCC 2010-C2 C 144A 05.9035 11/15/2043 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 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% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NMSG3 2021-1 A 00.8360 06/25/2054 | 0.01% |
| NZD/USD 01/19/2022 RBSF | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2018-HRP2 M3 02.4920 02/25/2047 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TK ELEV HOLDCO P/P 144A 07.6250 07/15/2028 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2420 08/15/2050 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.01% |
| 4503 JP R US0001M P 12/15/25 GS | 0.01% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| AGL 2020-6A AR 144A 01.3315 07/20/2034 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.1250 07/15/2029 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT INC TLB L+300 03.0896 04/22/2026 | 0.01% |
| AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.01% |
| AUD/USD 01/19/2022 BANKAM | 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% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2014-C04 1M2 04.9920 11/25/2024 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.01% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.01% |
| CWALT 2006-24CB A19 00.5920 08/25/2036 | 0.01% |
| EMIR 2018-1 M2 03.0916 11/25/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.01% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MOZART DEBT MERGER S P/P 144A 05.2500 10/01/2029 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| NZD/USD 01/19/2022 CITI | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+325 03.0803 06/30/2025 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 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% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| UCB BB R US0001M P 12/15/25 GS | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0520 07/25/2045 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.01% |
| ADIENT TLB L+350 03.5904 04/01/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| ARRW 2019-1 A3 04.0174 01/25/2049 | 0.01% |
| ASCEND LEARNING TL 2L L+575 06.2500 11/18/2029 | 0.01% |
| AT&T INC 02.2500 02/01/2032 | 0.01% |
| AUD/USD 01/19/2022 UBS | 0.01% |
| BAFC 2005-B 3M1 00.7661 04/20/2035 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.01% |
| CAS 2014-C02 1M2 02.6920 05/25/2024 | 0.01% |
| CAS 2017-C01 1M2C 03.6420 07/25/2029 | 0.01% |
| CAS 2017-C04 2ED1 00.6920 11/25/2029 | 0.01% |
| CAS 2021-R02 2M1 00.9500 11/25/2041 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 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% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| ERF FP R US0001M P 12/15/25 GS | 0.01% |
| EUR/USD 12/15/2021 CSI-FX | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% |
| GLPG NA R US0001M P 12/15/25 GS | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2016-H16 EI IO 02.1971 06/20/2066 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HMIR 2018-1 M1 144A 01.6916 10/25/2028 | 0.01% |
| JPMBB 2015-C33 XA IO 01.0584 12/15/2048 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KINDER MORGAN INC. 07.7500 01/15/2032 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| LUN DC R US0001M P 12/15/25 GS | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| MSRR 2015-R4 CB1 00.9149 08/26/2047 | 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% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| RAYTHEON TECH CORP 04.8750 10/15/2040 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| STACR 2019-DNA1 M2 02.7420 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.4420 02/25/2049 | 0.01% |
| STACR 2020-HQA1 M2 01.9920 01/25/2050 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 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% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WAMU 2005-AR11 A1B3 00.8920 08/25/2045 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 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% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| ASURION CORP 2N TLB4 L+525 05.3404 01/30/2029 | 0.00% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.00% |
| BANK OF AMERICA CORP 00.8760 09/15/2026 | 0.00% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.00% |
| BLACKSTONE MTGE TR P/P 144A 03.7500 01/15/2027 | 0.00% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.00% |
| BUMT 2005-1 1A1 00.6916 09/25/2045 | 0.00% |
| BWAY CORP TLB L+325 03.3493 04/03/2024 | 0.00% |
| CAS 2014-C03 2M2 02.9920 07/25/2024 | 0.00% |
| CAS 2019-HRP1 M2 02.2420 11/25/2039 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.00% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| GRAPHIC PACKAGING IN P/P 144A 03.7500 02/01/2030 | 0.00% |
| GSMS 2014-GC24 XA IO 00.8510 09/10/2047 | 0.00% |
| HCA INC. 05.5000 06/15/2047 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.00% |
| INCY US R US0001M P 12/15/25 GS | 0.00% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JPMBB 2014-C25 XA IO 00.9787 11/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.00% |
| JPY/USD 02/16/2022 RBSF | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| LINK REIT SEDOL B0PB4M7 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NOURYON USA TLB L+300 03.0920 10/01/2025 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 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% |
| STACR 2017-DNA2 M1 01.2920 10/25/2029 | 0.00% |
| STACR 2021-HQA3 M1 00.8997 09/25/2041 | 0.00% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| VENTURE GLOBAL CALCA P/P 144A 03.8750 11/01/2033 | 0.00% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.00% |
| VISTRA OPERATION P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFCM 2013-LC12 D 144A 04.4411 07/15/2046 | 0.00% |
| WOLVERINE WORLD WIDE P/P 144A 04.0000 08/15/2029 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 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% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| AMC ENT HLDGS P/P 144A 12.0000 06/15/2026 | 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% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2018-C05 1ED1 00.7420 01/25/2031 | 0.00% |
| CAS 2021-R01 1M1 00.8000 10/25/2041 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 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 08.0000 03/15/2026 | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.00% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.00% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.00% |
| COMM 2014-CR19 XA IO 01.1105 08/10/2047 | 0.00% |
| COMM 2014-UBS6 XA IO 01.0107 12/10/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 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% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.00% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| EUR/USD 12/15/2021 TDBK | 0.00% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNR 2015-H26 EI IO 01.7308 10/20/2065 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JPY/USD 02/16/2022 UBS | 0.00% |
| KONTOOR BRANDS INC P/P 144A 04.1250 11/15/2029 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 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% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.00% |
| MEREDITH CORP 06.5000 07/01/2025 | 0.00% |
| MLMI 2005-A2 A2 02.8342 02/25/2035 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 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% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 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% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| NZD/USD 01/19/2022 TDBK | 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 07.1250 03/15/2026 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PENNYMAC FIN SVCS IN P/P 144A 05.7500 09/15/2031 | 0.00% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 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% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.00% |
| SCRIPPS ESCROW INC P/P 144A 05.8750 07/15/2027 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2018-DNA3 M2B 02.1920 09/25/2048 | 0.00% |
| STACR 2018-HQA2 M2 02.3920 10/25/2048 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 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% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.00% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% |
| WFRBS 2011-C4 E 144A 05.0241 06/15/2044 | 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% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| ASURION CORP TLB9 L+325 03.3404 07/31/2027 | 0.00% |
| AUD/USD 01/19/2022 BCAP-FX | 0.00% |
| AUD/USD 01/19/2022 HSBCB | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 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% |
| BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAESARS ENTERTAIN IN P/P 144A 04.6250 10/15/2029 | 0.00% |
| CAS 2015-C01 1M2 04.3920 02/25/2025 | 0.00% |
| CHF/USD 12/15/2021 RBSF | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| COMM 2013-CR11 XA IO 01.0757 08/10/2050 | 0.00% |
| COMM 2014-LC17 XA IO 00.8567 10/10/2047 | 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 HEALTH CORP 03.7000 03/09/2023 | 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% |
| FHR 3408 EK 25.4340 04/15/2037 | 0.00% |
| FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.00% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.4840 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 MA6409 03.0000 01/20/2050 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| GRF SM R US0001M P 12/15/25 GS | 0.00% |
| GSMS 2014-GC22 XA IO 01.1028 06/10/2047 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HUB INTL LTD P/P 144A 05.6250 12/01/2029 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.00% |
| JPY/USD 02/16/2022 TDBK | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| MOZART DEBT MERGER S P/P 144A 03.8750 04/01/2029 | 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% |
| NZD/USD 01/19/2022 BCAP-FX | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OPTION CARE HLTH INC P/P 144A 04.3750 10/31/2029 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.00% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% |
| SEK/USD 12/15/2021 CITI | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| STATION CASINOS LLC P/P 144A 04.6250 12/01/2031 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 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% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2013-C14 XA IO 00.7943 06/15/2046 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 1.5945 R ISWP US0003M P 10/15/2031 | 0.00% |
| 4568 JP R US0001M P 12/15/25 GS | 0.00% |
| ASBURY AUTOMOTIVE GR P/P 144A 04.6250 11/15/2029 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2015-C02 1M2 04.0920 05/25/2025 | 0.00% |
| CAS 2015-C03 2M2 05.0920 07/25/2025 | 0.00% |
| CHF/USD 12/15/2021 SSBT | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 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.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 JP | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| COMM 2014-CR18 XA IO 01.1562 07/15/2047 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| DIAMOND BC BV P/P 144A 04.6250 10/01/2029 | 0.00% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.00% |
| DKK/USD 12/15/2021 CITI | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FNR 2007-53 SP 23.8627 06/25/2037 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 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% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 MA7137 03.0000 01/20/2051 | 0.00% |
| GNMA GII30 MA7194 03.0000 02/20/2051 | 0.00% |
| GSMS 2013-GC10 XA IO 01.6228 02/10/2046 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| JPMBB 2014-C19 XA IO 00.8119 04/15/2047 | 0.00% |
| JPY/USD 02/16/2022 BANKAM | 0.00% |
| JPY/USD 02/16/2022 WPAC | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MSAC 2004-HE6 M1 00.9166 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2128 08/15/2047 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.00% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.00% |
| OMIR 2018-1A M1 01.6416 07/25/2028 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PACTIV EVERGREEN GRP P/P 144A 04.3750 10/15/2028 | 0.00% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% |
| REC IM R US0001M P 12/15/25 GS | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 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% |
| UKG INC TL 2L L+525 05.7500 05/03/2027 | 0.00% |
| 1.3545 R ISWP US0003M P 11/22/2026 | 0.00% |
| 1.468 R ISWP US0003M P 11/12/2031 | 0.00% |
| AIR CANADA P/P 144A 03.8750 08/15/2026 | 0.00% |
| ASBURY AUTOMOTIVE GR P/P 144A 05.0000 02/15/2032 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| CAD/USD 01/19/2022 BANKAM | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CAS 2014-C04 2M2 05.0920 11/25/2024 | 0.00% |
| CAS 2015-C02 2M2 04.0920 05/25/2025 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CGCMT 2012-GC8 XA IO 144A 01.8888 09/10/2045 | 0.00% |
| CHF/USD 12/15/2021 BANKAM | 0.00% |
| CHF/USD 12/15/2021 GSFX | 0.00% |
| CHF/USD 12/15/2021 HSBCB | 0.00% |
| CHF/USD 12/15/2021 JPMCB | 0.00% |
| CHF/USD 12/15/2021 UBS | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 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 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 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 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.6 2063-05-11 500.0 05/11/2063 GS | 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 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FHR 2990 LB 16.7176 06/15/2034 | 0.00% |
| FNR 2005-106 JC 19.8388 12/25/2035 | 0.00% |
| FNR 2006-62 PS 39.3480 07/25/2036 | 0.00% |
| GBP/USD 12/15/2021 RBSF | 0.00% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GSMS 2013-GC12 XA IO 01.5309 06/10/2046 | 0.00% |
| HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| JPY/USD 02/16/2022 BCAP-FX | 0.00% |
| KYNDRYL HOLDINGS INC SEDOL BP6JW21 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 01/19/2022 BANKAM | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 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% |
| STACR 2014-HQ3 M3 04.8420 10/25/2024 | 0.00% |
| STACR 2018-HQA2 M2AS 00.9920 10/25/2048 | 0.00% |
| STACR 2019-DNA2 M2 02.5420 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TOPBUILD CORP P/P 144A 04.1250 02/15/2032 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.7250 12/10/2045 | 0.00% |
| VRTX US R US0001M P 12/15/25 GS | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.6315 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO 144A 02.0136 11/15/2045 | 0.00% |
| 1.268 R ISWP US0003M P 11/01/2026 | 0.00% |
| 1.5515 R ISWP US0003M P 11/02/2031 | 0.00% |
| 1.6065 R ISWP US0003M P 10/14/2031 | 0.00% |
| AUD/USD 01/19/2022 CITI | 0.00% |
| AUD/USD 01/19/2022 CSI-FX | 0.00% |
| BACM 2007-1 XW IO 00.5078 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.6232 12/11/2038 | 0.00% |
| CAD/USD 01/19/2022 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.5990 10/15/2049 | 0.00% |
| CHF/USD 12/15/2021 CITI | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 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 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 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 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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-.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 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-.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 GS | 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% |
| 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| 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% |
| CNH/USD 02/16/2022 SSBT | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0482 01/15/2049 | 0.00% |
| EUR/USD 12/15/2021 SSBT | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 12/15/2021 BANKAM | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| GNR 2019-78 SJ IO 05.9589 06/20/2049 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 02/16/2022 BCAP-FX | 0.00% |
| JPY/USD 02/16/2022 CITI | 0.00% |
| JPY/USD 02/16/2022 GSFX | 0.00% |
| JPY/USD 02/16/2022 HSBCB | 0.00% |
| JPY/USD 02/16/2022 MSCIL | 0.00% |
| LBUBS 2007-C2 XW IO 00.1566 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4304 11/15/2048 | 0.00% |
| AUD/USD 01/19/2022 GSFX | -0.00% |
| CAD/USD 01/19/2022 CSI-FX | -0.00% |
| CAD/USD 01/19/2022 HSBCB | -0.00% |
| CAD/USD 01/19/2022 RBSF | -0.00% |
| CHF/USD 12/15/2021 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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.BB.9 2058-09-17 500.0 09/17/2058 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 BC | -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% |
| KRW/USD 02/16/2022 JPMCB | -0.00% |
| SGD/USD 02/16/2022 JPMCB | -0.00% |
| CHF/USD 12/15/2021 BCAP-FX | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 12/15/2021 WPAC | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| GBP/USD 12/15/2021 SSBT | -0.00% |
| JPY/USD 02/16/2022 JPMCB | -0.00% |
| NZD/USD 01/19/2022 CSI-FX | -0.00% |
| NZD/USD 01/19/2022 WPAC | -0.00% |
| AUD/USD 01/19/2022 RBSF | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| EUR/USD 12/15/2021 BCAP-FX | -0.00% |
| NZD/USD 01/19/2022 HSBCB | -0.00% |
| NZD/USD 01/19/2022 MSCIL | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| EUR/USD 12/15/2021 CITI | -0.00% |
| GBP/USD 12/15/2021 TDBK | -0.00% |
| CAD/USD 01/19/2022 GSFX | -0.01% |
| CAD/USD 01/19/2022 SSBT | -0.01% |
| GBP/USD 12/15/2021 BCAP-FX | -0.01% |
| JPY/USD 02/16/2022 SSBT | -0.01% |
| NZD/USD 01/19/2022 UBS | -0.01% |
| AUD/USD 01/19/2022 TDBK | -0.01% |
| CAD/USD 01/19/2022 MSCIL | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| NOK/USD 12/15/2021 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 12/15/2021 MSCIL | -0.01% |
| GBP/USD 12/15/2021 JPMCB | -0.01% |
| GBP/USD 12/15/2021 CITI | -0.01% |
| SEK/USD 12/15/2021 JPMCB | -0.01% |
| NOK/USD 12/15/2021 TDBK | -0.01% |
| GBP/USD 12/15/2021 MSCIL | -0.01% |
| EUR/USD 12/15/2021 GSFX | -0.01% |
| EUR/USD 12/15/2021 HSBCB | -0.01% |
| CAD/USD 01/19/2022 JPMCB | -0.02% |
| 1.57 R ISWP US0003M P 04/20/2031 | -0.02% |
| NZD/USD 01/19/2022 JPMCB | -0.02% |
| AUD/USD 01/19/2022 MSCIL | -0.02% |
| EUR/USD 12/15/2021 UBS | -0.02% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.03% |
| GBP/USD 12/15/2021 GSFX | -0.03% |
| NZD/USD 01/19/2022 SSBT | -0.03% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | -0.04% |
| SEK/USD 12/15/2021 MSCIL | -0.04% |
| CPURNSA P 2.78 R 01/15/32 | -0.04% |
| GNMA GII30 TBA 04.5000 12/01/2051 | -0.08% |
| CPURNSA P 2.7375 R 09/13/26 | -0.10% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2052 | -0.66% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2051 | -0.95% |
| MSCI EAFE DEC21 MFSZ1 | -0.99% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2052 | -1.12% |
| US 10YR ULTRA FUT MAR22 UXYH2 | -3.11% |
| US 5YR NOTE (CBT) MAR22 FVH2 | -3.69% |
| GSGLPWDS P US0001M R 12/15/25 GS | -3.82% |
| S&P500 EMINI FUT DEC21 ESZ1 | -13.23% |
| E-MINI RUSS 2000 DEC21 RTYZ1 | 4.15% |
|---|---|
| GSGLPWDL R US0001M P 12/15/25 GS | 4.06% |
| MICROSOFT CORP SEDOL 2588173 | 3.34% |
| APPLE INC SEDOL 2046251 | 3.05% |
| US ULTRA BOND CBT DEC21 WNZ1 | 2.43% |
| AMAZON.COM INC SEDOL 2000019 | 2.12% |
| US 10YR NOTE (CBT)DEC21 TYZ1 | 1.81% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.72% |
| FNMA FN15 TBA UMBS 02.5000 11/01/2036 | 1.72% |
| FNMA FN30 TBA UMBS 03.5000 11/01/2051 | 1.70% |
| NVIDIA CORP SEDOL 2379504 | 1.50% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.29% |
| RU10VATR R US0001M P 02/05/22 JP | 1.29% |
| US LONG BOND(CBT) DEC21 USZ1 | 1.11% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2051 | 1.10% |
| ADOBE INC SEDOL 2008154 | 1.02% |
| GNMA GII30 TBA 03.0000 11/01/2051 | 0.93% |
| INTUIT INC SEDOL 2459020 | 0.92% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | 0.91% |
| CITIGROUP INC SEDOL 2297907 | 0.90% |
| WALMART INC SEDOL 2936921 | 0.87% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.83% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.82% |
| QUALCOMM INC SEDOL 2714923 | 0.78% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.72% |
| META PLATFORMS INC SEDOL B7TL820 | 0.66% |
| MERCK & CO. INC. SEDOL 2778844 | 0.65% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.60% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.56% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.55% |
| TARGET CORP SEDOL 2259101 | 0.55% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.55% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.54% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.53% |
| TJX COMPANIES INC SEDOL 2989301 | 0.52% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.51% |
| FORD MOTOR CO SEDOL 2615468 | 0.49% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.48% |
| TESLA INC SEDOL B616C79 | 0.48% |
| NASDAQ 100 E-MINI DEC21 NQZ1 | 0.47% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.46% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.46% |
| PEPSICO INC SEDOL 2681511 | 0.46% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.45% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.45% |
| FNMA FN30 TBA UMBS 06.0000 11/01/2051 | 0.44% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.44% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.44% |
| MCKESSON CORP SEDOL 2378534 | 0.42% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.41% |
| EXELON CORP SEDOL 2670519 | 0.40% |
| TREASURY BILL 00.0000 03/10/2022 | 0.38% |
| TREASURY BILL 00.0000 03/03/2022 | 0.38% |
| DANAHER CORP SEDOL 2250870 | 0.37% |
| TREASURY BILL 00.0000 04/21/2022 | 0.36% |
| ABBVIE INC SEDOL B92SR70 | 0.36% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.36% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.36% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.36% |
| FORTINET INC SEDOL B5B2106 | 0.35% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.34% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.34% |
| DEERE & CO SEDOL 2261203 | 0.34% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.33% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.33% |
| MASTERCARD INC - A SEDOL B121557 | 0.33% |
| METLIFE INC SEDOL 2573209 | 0.32% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.31% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.31% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.31% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.30% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.28% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.28% |
| CSX CORP SEDOL 2160753 | 0.27% |
| MCDONALD'S CORP SEDOL 2550707 | 0.27% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.27% |
| FNMA FN30 TBA UMBS 04.0000 11/01/2051 | 0.27% |
| ANTHEM INC SEDOL BSPHGL4 | 0.27% |
| CRH PLC SEDOL 4182249 | 0.27% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.26% |
| NIKE INC -CL B SEDOL 2640147 | 0.26% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.26% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.26% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.25% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.25% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.25% |
| CONOCOPHILLIPS | 0.25% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.25% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.25% |
| SERVICENOW INC SEDOL B80NXX8 | 0.24% |
| SONY GROUP CORP SEDOL 6821506 | 0.24% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.24% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.24% |
| ROKU INC SEDOL BZ1LFG7 | 0.24% |
| SYNOPSYS INC SEDOL 2867719 | 0.24% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.23% |
| MODERNA INC SEDOL BGSXTS3 | 0.23% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.23% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.23% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.23% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.23% |
| ELI LILLY & CO SEDOL 2516152 | 0.22% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.22% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.22% |
| MSCI EMGMKT DEC21 MESZ1 | 0.22% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.22% |
| UNITED RENTALS INC SEDOL 2134781 | 0.22% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.22% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.22% |
| TREASURY BILL 00.0000 05/19/2022 | 0.21% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.21% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.21% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.21% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.21% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.21% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.21% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.20% |
| GARTNER INC SEDOL 2372763 | 0.20% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.20% |
| NRG ENERGY INC SEDOL 2212922 | 0.20% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.20% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.20% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.20% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.20% |
| AXA SA SEDOL 7088429 | 0.20% |
| CUMMINS INC SEDOL 2240202 | 0.19% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.19% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.19% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.19% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.19% |
| CORTEVA INC SEDOL BK73B42 | 0.18% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.18% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.18% |
| TREASURY BILL 00.0000 03/17/2022 | 0.18% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.18% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.18% |
| COSTAR GROUP INC SEDOL 2262864 | 0.18% |
| ORACLE CORP SEDOL 2661568 | 0.17% |
| FNMA FN30 BT7180 UMBS 02.5000 08/01/2051 | 0.17% |
| BIOGEN INC SEDOL 2455965 | 0.17% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.17% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.17% |
| MERCK KGAA SEDOL 4741844 | 0.17% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.17% |
| HOYA CORP SEDOL 6441506 | 0.17% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.16% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.16% |
| HALLIBURTON CO SEDOL 2405302 | 0.16% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.16% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.16% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.16% |
| EATON CORP PLC SEDOL B8KQN82 | 0.16% |
| HOME DEPOT INC SEDOL 2434209 | 0.16% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.16% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.15% |
| PULTEGROUP INC SEDOL 2708841 | 0.15% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.15% |
| DEXCOM INC SEDOL B0796X4 | 0.15% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.15% |
| CHEVRON CORP | 0.15% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.15% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.15% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.14% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.14% |
| KDDI CORP SEDOL 6248990 | 0.14% |
| MARVELL TECHNOLOGY INC SEDOL BNKJSM5 | 0.14% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.14% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.14% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.14% |
| UNIVERSAL MUSIC GROUP NV SEDOL BNZGVV1 | 0.14% |
| ABBVIE INC 03.2000 11/21/2029 | 0.14% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.14% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.14% |
| KOHLS CORP SEDOL 2496113 | 0.14% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.14% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.14% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.13% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.13% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.13% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.13% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.13% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.12% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.12% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.12% |
| ASML HOLDING NV SEDOL B929F46 | 0.12% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.12% |
| SANOFI SEDOL 5671735 | 0.12% |
| ARAMARK SEDOL BH3XG17 | 0.12% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.12% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.12% |
| RADIAN GROUP INC SEDOL 2173911 | 0.12% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.12% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.12% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.12% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.12% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.11% |
| STARBUCKS CORP SEDOL 2842255 | 0.11% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.11% |
| L OREAL SEDOL 4057808 | 0.11% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.11% |
| STATE STREET CORP SEDOL 2842040 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.11% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.11% |
| DIAGEO PLC SEDOL 0237400 | 0.11% |
| VONTIER CORP SEDOL BH4GV32 | 0.10% |
| AT&T INC 02.5500 12/01/2033 | 0.10% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.10% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.10% |
| BNP PARIBAS SEDOL 7309681 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| AT&T INC 03.5500 09/15/2055 | 0.10% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.10% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.10% |
| INCYTE CORP | 0.10% |
| STACR 2016-DNA2 M3 04.7393 10/25/2028 | 0.10% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.10% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.10% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.10% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.10% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.10% |
| DANAHER CORP 05.0000 CV PFD | 0.10% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.10% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.10% |
| ZOZO INC SEDOL B292RC1 | 0.10% |
| CDX CDX.NA.IG.37 100.0 12/20/2026 | 0.10% |
| VERIZON COMM 04.3290 09/21/2028 | 0.10% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.09% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.09% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.09% |
| 3M CO | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| SQUARE INC - A SEDOL BYNZGK1 | 0.09% |
| AMETEK INC SEDOL 2089212 | 0.09% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.09% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.09% |
| AMERISOURCEBERGEN CORP | 0.09% |
| NESTLE SA-REG SEDOL 7123870 | 0.09% |
| ALLSTATE CORP SEDOL 2019952 | 0.09% |
| AMEREN CORPORATION SEDOL 2050832 | 0.09% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.08% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.08% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.08% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.08% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.08% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.08% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.08% |
| MORGAN STANLEY | 0.08% |
| OWENS CORNING SEDOL B1FW7Q2 | 0.08% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| EQUINOR ASA SEDOL 7133608 | 0.08% |
| TEXTRON INC SEDOL 2885937 | 0.08% |
| WESFARMERS LTD SEDOL 6948836 | 0.08% |
| AGCO CORP SEDOL 2010278 | 0.08% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.08% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.08% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.08% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.08% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.08% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.08% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.08% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| STELLANTIS NV SEDOL BMD8F98 | 0.08% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.08% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.08% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.08% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.08% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.08% |
| BRENNTAG SE SEDOL B4YVF56 | 0.08% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.08% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.08% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.08% |
| APPLE INC 04.2500 02/09/2047 | 0.08% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| AFLAC INC SEDOL 2026361 | 0.08% |
| DBUBS 2011-LC3A D 144A 05.3656 08/10/2044 | 0.08% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.08% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.07% |
| LINDE PLC SEDOL BYWD9S5 | 0.07% |
| MRK GR R US0001M P 12/15/25 GS | 0.07% |
| RIO TINTO PLC SEDOL 0718875 | 0.07% |
| SSE PLC SEDOL 0790873 | 0.07% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.07% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.07% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.07% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.07% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.07% |
| THALES SA SEDOL 4162791 | 0.07% |
| WAT US R US0001M P 12/15/25 GS | 0.07% |
| AT&T INC SEDOL 2831811 | 0.07% |
| BP PLC SEDOL 0798059 | 0.07% |
| ITOCHU CORP SEDOL 6467803 | 0.07% |
| LEGRAND SA SEDOL B11ZRK9 | 0.07% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.07% |
| KEYCORP SEDOL 2490911 | 0.07% |
| SANDVIK AB SEDOL B1VQ252 | 0.07% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.07% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.07% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.07% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.07% |
| CROWN HOLDINGS INC | 0.07% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.07% |
| IQV US R US0001M P 12/15/25 GS | 0.07% |
| MTD US R US0001M P 12/15/25 GS | 0.07% |
| SK TELECOM SEDOL 6224871 | 0.07% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.07% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.07% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.07% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.07% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.07% |
| ORACLE CORP 04.0000 11/15/2047 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.06% |
| CAS 2016-C04 1M2 04.3393 01/25/2029 | 0.06% |
| PKI US R US0001M P 12/15/25 GS | 0.06% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% |
| TMO US R US0001M P 12/15/25 GS | 0.06% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.06% |
| A US R US0001M P 12/15/25 GS | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| FNR 2021-67 DI IO 04.0000 10/25/2051 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.06% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.06% |
| ICON PLC SEDOL B94G471 | 0.06% |
| MINEBEA CO LTD SEDOL 6642406 | 0.06% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.06% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.06% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.06% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.06% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.06% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.06% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.06% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.06% |
| NETFLIX INC SEDOL 2857817 | 0.06% |
| NEXI SPA SEDOL BJ1F880 | 0.06% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.06% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.06% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.06% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| CFMT 2021-HB7 M2 02.6791 10/27/2031 | 0.06% |
| ORACLE CORP 02.5000 10/15/2022 | 0.06% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.06% |
| SLM CORP | 0.06% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.06% |
| CAIXABANK SA SEDOL B283W97 | 0.06% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.06% |
| COVESTRO AG SEDOL BYTBWY9 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.06% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.06% |
| AVIVA PLC SEDOL 0216238 | 0.06% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.06% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.06% |
| FUJITSU LTD SEDOL 6356945 | 0.06% |
| ZTS US R US0001M P 12/15/25 GS | 0.06% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.06% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.06% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.06% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.06% |
| CAPGEMINI SE SEDOL 4163437 | 0.05% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.05% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.05% |
| ENTAIN PLC SEDOL B5VQMV6 | 0.05% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.05% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| FHR 5094 AI IO 03.0000 04/25/2041 | 0.05% |
| FHR 5162 HI IO 04.0000 11/25/2051 | 0.05% |
| FORTUM OYJ SEDOL 5579550 | 0.05% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.05% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.05% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.05% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.05% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.05% |
| ABB LTD-REG SEDOL 7108899 | 0.05% |
| CUBESMART SEDOL B6SW913 | 0.05% |
| FHR 5127 AI IO 03.0000 06/25/2051 | 0.05% |
| OPAP SA SEDOL 7107250 | 0.05% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.05% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.05% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.05% |
| HOLCIM LTD SEDOL 7110753 | 0.05% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.05% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.05% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.05% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| CAS 2016-C01 1M2 06.8393 08/25/2028 | 0.05% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.05% |
| EOG RESOURCES INC SEDOL 2318024 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.05% |
| PFE US R US0001M P 12/15/25 GS | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.05% |
| TRNTS 2021-16A A1 144A 01.3115 07/20/2034 | 0.05% |
| BMARK 2018-B7 AM 04.7410 05/15/2053 | 0.05% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.05% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.05% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.05% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| ABCAM PLC SEDOL B677469 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| FHR 5152 IE IO 03.5000 10/25/2051 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.05% |
| US BANCORP 02.4910 11/03/2036 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.05% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.05% |
| FHR 5134 IB IO 04.0000 08/25/2051 | 0.05% |
| FHR 5167 IO IO 03.0000 11/25/2051 | 0.05% |
| GNR 2016-H16 LI IO 02.1150 07/20/2066 | 0.05% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.05% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.1664 04/20/2048 | 0.05% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.05% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.05% |
| CSAIL 2015-C1 C 04.2617 04/15/2050 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| FHR 4326 GS IO 05.9598 04/15/2044 | 0.04% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.04% |
| FNR 2017-69 SG IO 06.0640 09/25/2047 | 0.04% |
| FNR 2021-28 GI IO 04.0000 05/25/2051 | 0.04% |
| IPN FP R US0001M P 12/15/25 GS | 0.04% |
| NIAPK 2019-1A AR 144A 01.1223 07/17/2032 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| SGS SA-REG SEDOL 4824778 | 0.04% |
| AMADEUS IT GROUP SA SEDOL B3MSM28 | 0.04% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| STACR 2018-HRP2 M3AS 01.0893 02/25/2047 | 0.04% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.04% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.04% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.04% |
| POLARIS INC SEDOL 2692933 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.04% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.04% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.04% |
| MRK US R US0001M P 12/15/25 GS | 0.04% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.04% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.04% |
| ILMN US R US0001M P 12/15/25 GS | 0.04% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.04% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| APID 2015-23A AR 144A 01.3438 04/15/2033 | 0.04% |
| BOEING CO 05.9300 05/01/2060 | 0.04% |
| CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.04% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.04% |
| FNR 2019-43 SC IO 06.0108 08/25/2049 | 0.04% |
| ORACLE CORP 02.5000 05/15/2022 | 0.04% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| S&P MID 400 EMINI DEC21 FAZ1 | 0.04% |
| CSMC 2016-NXSR C 04.3537 12/15/2049 | 0.04% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.04% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2051 | 0.04% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.04% |
| MONCLER SPA SEDOL BGLP232 | 0.04% |
| MSBAM 2014-C17 C 04.4799 08/15/2047 | 0.04% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| SPST 2021-16 A1 00.6979 11/07/2022 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| CAS 2015-C04 2M2 05.6393 04/25/2028 | 0.04% |
| EDF SEDOL B0NJJ17 | 0.04% |
| MSC 2007-IQ15 C 144A 06.1792 06/11/2049 | 0.04% |
| PANDORA A/S SEDOL B44XTX8 | 0.04% |
| PNC BANK NA 02.0280 12/09/2022 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.04% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.04% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.04% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.04% |
| FNR 2021-45 MI IO 02.5000 02/25/2049 | 0.04% |
| HLSY 2019-1A A1A1 144A 01.4815 01/20/2033 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| MRAIT 2021-EBO1 A2X 01.8379 04/15/2022 | 0.04% |
| STACR 2016-DNA1 M3 05.6360 07/25/2028 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.04% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.04% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| FNR 2021-28 NI IO 03.0000 05/25/2041 | 0.04% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.04% |
| GSK LN R US0001M P 12/15/25 GS | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.04% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.04% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.04% |
| ROSS STORES INC SEDOL 2746711 | 0.04% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.04% |
| SPST 2021-6 A 00.8893 04/25/2022 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| WFRBS 2013-C11 C 04.1834 03/15/2045 | 0.04% |
| ADYEN NV SEDOL BZ1HM42 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.04% |
| CAS 2016-C05 2M2 04.5393 01/25/2029 | 0.04% |
| CECLO 2020-29A AR P/P 144A 01.3059 10/20/2034 | 0.04% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.04% |
| JNJ US R US0001M P 12/15/25 GS | 0.04% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.04% |
| MRAIT 2021-11 A1X 01.2403 01/25/2022 | 0.04% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.04% |
| MRAIT 2021-EBO4 A1X 01.8324 02/16/2022 | 0.04% |
| OMRON CORP SEDOL 6659428 | 0.04% |
| PUBLIC STORAGE SEDOL 2852533 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.04% |
| ABBV US R US0001M P 12/15/25 GS | 0.03% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% |
| CAS 2016-C02 1M2 06.0893 09/25/2028 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.03% |
| GSMS 2014-GC22 C 04.6891 06/10/2047 | 0.03% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.03% |
| NETFLIX INC 04.3750 11/15/2026 | 0.03% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.03% |
| SEAGEN INC SEDOL BLPK4D2 | 0.03% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.03% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.03% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% |
| AZN US US0001M 12/15/25 GS | 0.03% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.03% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.03% |
| COMCAST CORP 02.3500 01/15/2027 | 0.03% |
| COMM 2010-C1 D 144A 05.6822 07/10/2046 | 0.03% |
| DIM FP R US0001M P 12/15/25 GS | 0.03% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.03% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.03% |
| KINGFISHER PLC SEDOL 3319521 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.03% |
| OSHKOSH CORP SEDOL 2663520 | 0.03% |
| ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.03% |
| ATHENE GLOBAL FU P/P 144A 01.9850 08/19/2028 | 0.03% |
| BOBA 2020-1A A 144A 01.4815 01/20/2032 | 0.03% |
| CIRRUS LOGIC INC SEDOL 2197308 | 0.03% |
| COMM 2015-LC19 C 04.2335 02/10/2048 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| GARMIN LTD SEDOL B3Z5T14 | 0.03% |
| GENPACT LTD SEDOL B23DBK6 | 0.03% |
| HCA INC 03.5000 07/15/2051 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| LENNAR CORP 04.7500 11/29/2027 | 0.03% |
| MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.03% |
| MRAIT 2020-11 A1X 01.7838 04/22/2022 | 0.03% |
| MRAIT 2021-NA1 A1X 01.5824 03/08/2022 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.03% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.03% |
| ZAIS 2019-13A A1A 144A 01.6138 07/15/2032 | 0.03% |
| AES CORP SEDOL 2002479 | 0.03% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| CWALT 2006-OA10 4A1 00.4693 08/25/2046 | 0.03% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.03% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| SAN FP R US0001M P 12/15/25 GS | 0.03% |
| STACR 2016-DNA3 M3 05.0893 12/25/2028 | 0.03% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.03% |
| TORO CO SEDOL 2897040 | 0.03% |
| ABBSL 2021-2A A 144A 01.2238 04/15/2034 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| BXMT 2021-FL4 A P/P 144A 01.1403 05/15/2038 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| COMM 2013-CR13 C 04.8815 11/10/2046 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.03% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.03% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.03% |
| WESTROCK CO SEDOL BYR0914 | 0.03% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.03% |
| CSAIL 2020-C19 XA IO 01.1163 03/15/2053 | 0.03% |
| FHR 5010 IA IO 03.5000 09/25/2050 | 0.03% |
| FNR 2021-65 LI IO 03.5000 10/25/2051 | 0.03% |
| GWOLF 2015-1A A1R 144A 01.2839 01/27/2031 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.03% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.03% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| MSC 2016-BNK2 C 03.8931 11/15/2049 | 0.03% |
| PRGO US R US0001M P 12/15/25 GS | 0.03% |
| SHIMADZU CORP SEDOL 6804369 | 0.03% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.03% |
| WHIRLPOOL CORP SEDOL 2960384 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.03% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.03% |
| ARKEMA SEDOL B0Z5YZ2 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| BROADCOM INC 04.1500 11/15/2030 | 0.03% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.03% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.03% |
| INTEL CORP SEDOL 2463247 | 0.03% |
| JPMBB 2013-C12 C 04.0985 07/15/2045 | 0.03% |
| JPY/USD 11/17/2021 SSBT | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.03% |
| NZD/USD 01/19/2022 JPMCB | 0.03% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| VTRS US R US0001M P 12/15/25 GS | 0.03% |
| ZALANDO SE SEDOL BQV0SV7 | 0.03% |
| AHM 2007-1 GA1C 00.2793 05/25/2047 | 0.03% |
| ARES 2016-41A AR2 144A 01.1938 04/15/2034 | 0.03% |
| AWPT 2014-2A A1R 144A 01.3538 10/15/2029 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.03% |
| DOW INC SEDOL BHXCF84 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| HUNTINGTON BANCSHARE P/P 144A 02.4870 08/15/2036 | 0.03% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.03% |
| OZLM 2015-11A A1R 144A 01.3816 10/30/2030 | 0.03% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.03% |
| UBSCM 2012-C1 C 144A 05.5358 05/10/2045 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| AMGEN INC 04.6630 06/15/2051 | 0.03% |
| AMGEN INC SEDOL 2023607 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| AUTO1 GROUP SE 144A SEDOL BL5C4C7 | 0.03% |
| AZN LN R US0001M P 12/15/25 GS | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| CAPCOM CO LTD SEDOL 6173694 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| INTERNATIONAL PAPER CO SEDOL 2465254 | 0.03% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.03% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.03% |
| OMNICOM GROUP SEDOL 2279303 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.03% |
| TMIR 2021-2 M1A P/P 144A 02.1393 10/25/2033 | 0.03% |
| WFCM 2016-LC25 AS 03.8833 12/15/2059 | 0.03% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.03% |
| ABBVIE INC 03.8000 03/15/2025 | 0.02% |
| ALPHABET INC 01.9980 08/15/2026 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| BAYN GR R US0001M P 12/15/25 GS | 0.02% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| ELMW4 2020-1A A 144A 01.3638 04/15/2033 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.02% |
| LG CHEM LTD SEDOL 6346913 | 0.02% |
| OXFORD NANOPORE TECHNOLOGIES SEDOL BP6S8Z3 | 0.02% |
| PSTAT 2021-4A A1 144A 00.9280 10/15/2029 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.02% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.02% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.02% |
| STACR 2021-DNA2 M2 02.3487 08/25/2033 | 0.02% |
| TREASURY BILL 00.0000 02/17/2022 | 0.02% |
| VIBR 2018-8A A1A 144A 01.2715 01/20/2031 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.02% |
| 4506 JP R US0001M P 12/15/25 GS | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BIIB US R US0001M P 12/15/25 GS | 0.02% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.02% |
| CAS 2017-C01 1M2 03.6393 07/25/2029 | 0.02% |
| CDX CDX.NA.HY.37 500.0 12/20/2026 | 0.02% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| FHMS K131 X1 IO 00.7295 07/25/2031 | 0.02% |
| OCP 2020-19A AR 144A 01.2815 10/20/2034 | 0.02% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.02% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| COMCAST CORP 03.4500 02/01/2050 | 0.02% |
| CSL AU R US0001M P 12/15/25 GS | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.02% |
| TPAT 2018-SL1 A 144A 00.6893 01/25/2046 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.02% |
| VIATRIS INC 02.3000 06/22/2027 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| 4581 JP R US0001M P 12/15/25 GS | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| AREIT 2020-CRE4 C 144A 03.2725 04/15/2037 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| BMY US R US0001M P 12/15/25 GS | 0.02% |
| CEDF 2013-1A ARR 144A 01.2115 04/20/2034 | 0.02% |
| DEXUS/AU SEDOL B033YN6 | 0.02% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.02% |
| REG18 2021-1A A1 144A 01.2238 01/15/2034 | 0.02% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SPST 2021-WL1 A 00.7393 01/26/2054 | 0.02% |
| SPST 2021-WL2 A 00.7893 03/25/2054 | 0.02% |
| STACR 2016-HQA2 M3 05.2393 11/25/2028 | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| AREIT 2021-CRE5 A 144A 01.1659 07/17/2026 | 0.02% |
| AUD/USD 01/19/2022 MSCIL | 0.02% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.02% |
| CAS 2016-C01 2M2 07.0393 08/25/2028 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| DRSLF 2020-78A A 144A 01.3023 04/17/2033 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.02% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| MWST 2021-2 A 00.8393 04/25/2055 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SNDPT 2021-1A A 144A 01.1939 04/25/2034 | 0.02% |
| STACR 2015-DNA3 M3 04.7893 04/25/2028 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.02% |
| CAS 2016-C03 2M2 05.9893 10/25/2028 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| GNMA GII30 MA6153 03.0000 09/20/2049 | 0.02% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.02% |
| JPMCC 2012-C6 E 144A 05.1388 05/15/2045 | 0.02% |
| LBMLT 2004-1 A2 00.8893 02/25/2034 | 0.02% |
| LLY US R US0001M P 12/15/25 GS | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| NVENT ELECTRIC PLC SEDOL BDVJJQ5 | 0.02% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| RRAM 2020-12A AAR2 144A 01.4838 01/15/2036 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.02% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BANK 2017-BNK8 B 03.9257 11/15/2050 | 0.02% |
| CAS 2020-R01 1M2 02.1393 01/25/2040 | 0.02% |
| COMM 2014-UBS6 C 04.4417 12/10/2047 | 0.02% |
| COMM 2015-LC21 B 04.3338 07/10/2048 | 0.02% |
| CWALT 2006-OA7 1A2 01.0274 06/25/2046 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| FACTSET RESEARCH SYSTEMS INC SEDOL 2329770 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.02% |
| JPMCC 2012-C8 D 144A 04.6718 10/15/2045 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MDPK 2018-30A A 144A 00.8738 04/15/2029 | 0.02% |
| PPSI 2004-WCW2 M3 01.1393 10/25/2034 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| WFRBS 2012-C9 D 144A 04.8087 11/15/2045 | 0.02% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.02% |
| BMIR 2019-4A M1C 144A 02.5893 10/25/2029 | 0.02% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| COMM 2015-DC1 AM 03.7240 02/10/2048 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| GILD US R US0001M P 12/15/25 GS | 0.02% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/05/2025 | 0.02% |
| GUGG4 2016-1A A1S1 144A 01.3538 10/15/2031 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MSBAM 2012-C6 D 144A 04.6012 11/15/2045 | 0.02% |
| MSBAM 2014-C14 C 05.0493 02/15/2047 | 0.02% |
| OAKCL 2021-1A A1 144A 01.2838 07/15/2034 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| PAIA 2018-1A A1AR 144A 01.1315 10/20/2031 | 0.02% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
| PROLOGIS INC SEDOL B44WZD7 | 0.02% |
| RSRVA 2016-3A ARR 144A 01.1823 01/18/2034 | 0.02% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.02% |
| SNDPT 2013-1A A1R 144A 01.1949 01/26/2031 | 0.02% |
| SNDPT 2020-1A AR 144A 01.2980 07/20/2034 | 0.02% |
| STACR 2018-DNA3 M2 02.1893 09/25/2048 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| VERTIV TLB L+275 02.8375 03/02/2027 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WAMU 2005-AR12 1A8 02.8194 10/25/2035 | 0.02% |
| AIMCO 2021-14A A 144A 01.1215 04/20/2034 | 0.02% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| AMGN US R US0001M P 12/15/25 GS | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CHOCOLADEFABRIKEN LINDT-REG SEDOL 5962309 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| GNMA GII30 MA7313 03.0000 04/20/2051 | 0.02% |
| GSMS 2010-C1 D 144A 05.9877 08/10/2043 | 0.02% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| MCAS 2019-01 M7 144A 01.7893 10/15/2049 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| ORACLE CORP 03.6500 03/25/2041 | 0.02% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| PFP 2021-8 AS 144A 01.3379 08/09/2037 | 0.02% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| SOUTHWESTERN ENERGY P/P 144A 05.3750 02/01/2029 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| TEVA US R US0001M P 12/15/25 GS | 0.02% |
| VMWARE INC 02.2000 08/15/2031 | 0.02% |
| WFRBS 2011-C3 D 144A 05.4246 03/15/2044 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| AIGIM 2021-1A A 144A 01.2283 04/22/2034 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.02% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% |
| CHARTER COMM OPT LLC/CAP 02.2500 01/15/2029 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DEN17 2018-1A AR 144A 01.1838 10/15/2031 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7384 08/10/2046 | 0.02% |
| HPA 2021-2 C 144A 02.4020 12/17/2026 | 0.02% |
| JPMBB 2013-C12 B 04.0985 07/15/2045 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/15/2049 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SAMI 2007-AR7 1A1 00.9393 05/25/2047 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFCM 2013-LC12 C 04.3061 07/15/2046 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.02% |
| CGCMT 2014-GC19 D 144A 05.0739 03/10/2047 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.02% |
| CWALT 2006-OA19 A1 00.2656 02/20/2047 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| ELMW5 2020-2A AR 144A 01.2815 10/20/2034 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| LANXESS AG SEDOL B05M8B7 | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% |
| PFWST 2021-1 A 00.7893 02/25/2055 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| STACR 2017-DNA2 M2 03.5393 10/25/2029 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| VIFN SW R US0001M P 12/15/25 GS | 0.02% |
| WFRBS 2014-C22 XA IO 00.7916 09/15/2057 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| BBCMS 2021-C11 D 144A 02.0000 09/15/2054 | 0.01% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.01% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.01% |
| CAD/USD 01/19/2022 GSFX | 0.01% |
| CANYC 2019-2A A 144A 01.4938 10/15/2032 | 0.01% |
| CAS 2019-R06 2M2 02.1893 09/25/2039 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% |
| CGMS 2017-3A A1AR 144A 01.0315 07/20/2029 | 0.01% |
| CGMS C17A A1AR P/P 144A 01.1616 04/30/2031 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 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% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.01% |
| ELMW2 2019-2A AR 144A 01.2815 04/20/2034 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GEA GROUP AG SEDOL 4557104 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.01% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| JPY/USD 11/17/2021 JPMCB | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| MSBAM 2013-C9 D 144A 04.1093 05/15/2046 | 0.01% |
| MSBAM 2015-C24 B 04.3431 05/15/2048 | 0.01% |
| MWST 2020-1 A 00.9893 10/25/2053 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| SOLENIS 1STL L+400 04.0870 06/26/2025 | 0.01% |
| SPST 2021-14 A1 00.7804 12/08/2022 | 0.01% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.01% |
| TREASURY BILL 00.0000 03/24/2022 | 0.01% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.01% |
| WAMU 2007-HY2 1A1 02.9851 12/25/2036 | 0.01% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| AMMST 2020-MF1 XA IO 144A 00.9660 05/15/2053 | 0.01% |
| ARES 2021-60A A 144A 01.2423 07/18/2034 | 0.01% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| AUD/USD 01/19/2022 RBSF | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAS 2016-C06 1M2 04.3393 04/25/2029 | 0.01% |
| CAS 2016-C07 2M2 04.4393 05/25/2029 | 0.01% |
| CAS 2018-C05 1M2 02.4393 01/25/2031 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMM 2014-CR18 C 04.7496 07/15/2047 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CSAIL 2015-C1 D 144A 03.7617 04/15/2050 | 0.01% |
| DCC PLC SEDOL 0242493 | 0.01% |
| EMIR 2018-1 M1 01.7893 11/25/2028 | 0.01% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.01% |
| GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.01% |
| GSM 2021-4A A1 144A 01.3238 07/15/2034 | 0.01% |
| JPMBB 2014-C22 C 04.5528 09/15/2047 | 0.01% |
| JPMCC 2013-C16 C 05.0067 12/15/2046 | 0.01% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.01% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NITTO DENKO CORP SEDOL 6641801 | 0.01% |
| NOK/USD 12/15/2021 MSCIL | 0.01% |
| NOK/USD 12/15/2021 TDBK | 0.01% |
| NRZT 2018-4A A1M 00.9893 01/25/2048 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SEB SA SEDOL 4792132 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 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% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 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% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.01% |
| CSMC 2021-RPL7 A1 01.9260 07/27/2061 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 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% |
| MORGN 2021-7A A 144A 01.1939 04/23/2034 | 0.01% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.01% |
| MSC 2011-C3 D 144A 05.0906 07/15/2049 | 0.01% |
| NEWZ 2021-1 A 00.8393 05/25/2055 | 0.01% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.01% |
| OT MERGER CORP P/P 144A 07.8750 10/15/2029 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.01% |
| REG20 2021-2A A 144A 01.2438 10/15/2034 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SCSK CORP SEDOL 6858474 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STACR 2016-HQA1 M3 06.4393 09/25/2028 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFRBS 2013-C15 D 144A 04.4994 08/15/2046 | 0.01% |
| 4502 JP R US0001M P 12/15/25 GS | 0.01% |
| 4523 JP R US0001M P 12/15/25 GS | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| AUD/USD 01/19/2022 JPMCB | 0.01% |
| AUD/USD 01/19/2022 UBS | 0.01% |
| AUTONATION INC 02.4000 08/01/2031 | 0.01% |
| CAS 2017-C01 1EB1 01.3393 07/25/2029 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| DWOLF 2017-1A AR 144A 01.0436 10/15/2030 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GNMA GII30 MA6089 03.0000 08/20/2049 | 0.01% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.01% |
| GSMS 2014-GC18 C 04.9752 01/10/2047 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 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% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2018-HQA1 M2 02.3893 09/25/2030 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| VMC 2021-FL4 A P/P 144A 01.1804 06/16/2036 | 0.01% |
| WFCM 2016-LC25 XA IO 00.8556 12/15/2059 | 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 LEASE CORP 02.1000 09/01/2028 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 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% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CLUB CAR TL L+400 04.5000 06/01/2028 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GNMA GII30 MA6710 03.0000 06/20/2050 | 0.01% |
| GNMA GII30 MA7053 03.0000 12/20/2050 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.01% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.01% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 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% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.01% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.01% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| SVENSKA HNDLSBKN P/P 144A 00.6250 06/30/2023 | 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% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| WOODS 2018-17A A 144A 01.1883 04/22/2031 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| 4530 JP R US0001M P 12/15/25 GS | 0.01% |
| AMAZON.COM INC 01.5000 06/03/2030 | 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% |
| APID 2021-35A A 144A 01.1815 04/20/2034 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| CAD/USD 01/19/2022 SSBT | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CFCRE 2011-C2 D 144A 05.4856 12/15/2047 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CLARIV SCI HLD CORP P/P 144A 04.8750 07/01/2029 | 0.01% |
| CMLTI 2005-2 1A2A 02.7534 05/25/2035 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| GNR 2015-H25 BI IO 01.7531 10/20/2065 | 0.01% |
| HIK LN R US0001M P 12/15/25 GS | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.01% |
| JPMCC 2010-C2 C 144A 05.7131 11/15/2043 | 0.01% |
| KAYNE 2019-6A A1 144A 01.5115 01/20/2033 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.01% |
| MAGNE 2020-26A A1R P/P 144A 01.2102 07/25/2034 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MDPK 2021-48A A 144A 01.2736 04/19/2033 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NOK/USD 12/15/2021 JPMCB | 0.01% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| OCT54 2021-1A A1 144A 01.2531 07/15/2034 | 0.01% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 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 THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 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% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.01% |
| CANPACK SA/CANPACK U P/P 144A 03.8750 11/15/2029 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CAS 2018-C04 2M2 02.6393 12/25/2030 | 0.01% |
| CECLO 2020-29A A1N 144A 01.8315 07/20/2031 | 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% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| CWALT 2005-59 1A1 00.7456 11/20/2035 | 0.01% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| KRW/USD 11/17/2021 JPMCB | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MWST 2020-2 A 00.8893 11/25/2053 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.01% |
| NMSG3 2021-1 A 00.8360 06/25/2054 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2018-HRP2 M3 02.4893 02/25/2047 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TK ELEV HOLDCO P/P 144A 07.6250 07/15/2028 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0828 08/15/2050 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.01% |
| 0.497 R ISWP US0003M P 10/15/2023 | 0.01% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| AGL 2020-6A AR 144A 01.3315 07/20/2034 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.1250 07/15/2029 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT INC TLB L+300 03.0858 04/22/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 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-C04 1M2 04.9893 11/25/2024 | 0.01% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.01% |
| CWALT 2006-24CB A19 00.5893 08/25/2036 | 0.01% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.01% |
| EMIR 2018-1 M2 03.0893 11/25/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/31/2027 | 0.01% |
| EUR/USD PUT 1.155 20211112 GSFX | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.01% |
| GLPG NA R US0001M P 12/15/25 GS | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.01% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LUN DC R US0001M P 12/15/25 GS | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MOZART DEBT MERGER S P/P 144A 05.2500 10/01/2029 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORGANON & CO SEDOL BLDC8J4 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+325 03.0803 06/30/2025 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 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% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| UCB BB R US0001M P 12/15/25 GS | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WAMU 2005-AR11 A1B3 00.8893 08/25/2045 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0493 07/25/2045 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WFCM 2013-LC12 D 144A 04.3061 07/15/2046 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.01% |
| ADIENT TLB L+350 03.5870 04/01/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| ARRW 2019-1 A3 04.0291 01/25/2049 | 0.01% |
| BAFC 2005-B 3M1 00.7606 04/20/2035 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.01% |
| CAS 2014-C02 1M2 02.6893 05/25/2024 | 0.01% |
| CAS 2014-C03 2M2 02.9893 07/25/2024 | 0.01% |
| CAS 2017-C01 1M2C 03.6393 07/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 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% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 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% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| ERF FP R US0001M P 12/15/25 GS | 0.01% |
| EUR/USD 12/15/2021 RBSF | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2016-H16 EI IO 02.1962 06/20/2066 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| GSMS 2014-GC24 XA IO 00.7186 09/10/2047 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HMIR 2018-1 M1 144A 01.6893 10/25/2028 | 0.01% |
| JPMBB 2015-C33 XA IO 00.9049 12/15/2048 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| MSRR 2015-R4 CB1 00.9117 08/26/2047 | 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% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| RAYTHEON TECH CORP 04.8750 10/15/2040 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.4393 02/25/2049 | 0.01% |
| STACR 2020-HQA1 M2 01.9893 01/25/2050 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 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% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 04.0000 08/15/2029 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.01% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| 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 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| ASURION CORP 2N TLB4 L+525 05.3370 01/30/2029 | 0.00% |
| AT&T INC 02.2500 02/01/2032 | 0.00% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.00% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.00% |
| BLACKSTONE MTGE TR P/P 144A 03.7500 01/15/2027 | 0.00% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.00% |
| BUMT 2005-1 1A1 00.6893 09/25/2045 | 0.00% |
| BWAY CORP TLB L+325 03.3370 04/03/2024 | 0.00% |
| CAS 2019-HRP1 M2 02.2393 11/25/2039 | 0.00% |
| CAS 2021-R01 1M1 00.8000 10/25/2041 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.00% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.00% |
| EUR/USD 12/15/2021 BANKAM | 0.00% |
| EUR/USD 12/15/2021 JPMCB | 0.00% |
| EUR/USD 12/15/2021 WPAC | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.00% |
| HCA INC. 05.5000 06/15/2047 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.00% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JPMBB 2014-C25 XA IO 00.8313 11/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.00% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KINDER MORGAN INC. 07.7500 01/15/2032 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| LINK REIT SEDOL B0PB4M7 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NOK/USD 12/15/2021 RBSF | 0.00% |
| NOURYON USA TLB L+300 02.8393 10/01/2025 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 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% |
| SOLENIS 2NDL L+850 08.5870 06/26/2026 | 0.00% |
| STACR 2017-DNA2 M1 01.2893 10/25/2029 | 0.00% |
| STACR 2021-HQA3 M1 00.8987 09/25/2041 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.00% |
| VISTRA OPERATION P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 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% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| AMC ENT HLDGS P/P 144A 12.0000 06/15/2026 | 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% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| AUD/USD 01/19/2022 TDBK | 0.00% |
| BANK OF AMERICA CORP 00.8760 09/15/2026 | 0.00% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 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% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.00% |
| CAS 2018-C05 1ED1 00.7393 01/25/2031 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 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 12/15/2021 SSBT | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.00% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.00% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.00% |
| COMM 2014-CR19 XA IO 00.9545 08/10/2047 | 0.00% |
| COMM 2014-UBS6 XA IO 00.8689 12/10/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.00% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| EUR/USD 12/15/2021 CSI-FX | 0.00% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.00% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.00% |
| GBP/USD 12/15/2021 CSI-FX | 0.00% |
| GBP/USD 12/15/2021 HSBCB | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNR 2015-H26 EI IO 01.7303 10/20/2065 | 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% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| INCY US R US0001M P 12/15/25 GS | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 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% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.00% |
| MEREDITH CORP 06.5000 07/01/2025 | 0.00% |
| MLMI 2005-A2 A2 02.8382 02/25/2035 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 04.7500 11/01/2028 | 0.00% |
| 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% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| NZD/USD 01/19/2022 CSI-FX | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PENNYMAC FIN SVCS IN P/P 144A 05.7500 09/15/2031 | 0.00% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 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% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.00% |
| SCRIPPS ESCROW INC P/P 144A 05.8750 07/15/2027 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2018-DNA3 M2B 02.1893 09/25/2048 | 0.00% |
| STACR 2018-HQA2 M2 02.3893 10/25/2048 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 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% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.00% |
| WFRBS 2011-C4 E 144A 04.8868 06/15/2044 | 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% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| ASURION CORP TLB9 L+325 03.3370 07/31/2027 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 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% |
| BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAESARS ENTERTAIN IN P/P 144A 04.6250 10/15/2029 | 0.00% |
| CAS 2015-C01 1M2 04.3893 02/25/2025 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMM 2013-CR11 XA IO 00.9110 08/10/2050 | 0.00% |
| COMM 2014-LC17 XA IO 00.7055 10/10/2047 | 0.00% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 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 DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| EUR/USD PUT 1.146 20211112 JPMCB | 0.00% |
| FHR 3408 EK 25.4299 04/15/2037 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.4700 03/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 MA6409 03.0000 01/20/2050 | 0.00% |
| GNMA GII30 MA7194 03.0000 02/20/2051 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| GSMS 2014-GC22 XA IO 00.9471 06/10/2047 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| MSAC 2004-HE6 M1 00.9143 08/25/2034 | 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% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NOK/USD 12/15/2021 CITI | 0.00% |
| NOVN SW R US0001M P 12/15/25 GS | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OPTION CARE HLTH INC P/P 144A 04.3750 10/31/2029 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.00% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 0.00% |
| TOPBUILD CORP P/P 144A 04.1250 02/15/2032 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 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% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% |
| WFRBS 2013-C14 XA IO 00.6726 06/15/2046 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 4568 JP R US0001M P 12/15/25 GS | 0.00% |
| AUD/USD PUT 0.731 20211118 GSFX | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 01/19/2022 JPMCB | 0.00% |
| CAD/USD 01/19/2022 RBSF | 0.00% |
| CAD/USD 01/19/2022 UBS | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2015-C02 1M2 04.0893 05/25/2025 | 0.00% |
| CAS 2015-C02 2M2 04.0893 05/25/2025 | 0.00% |
| CAS 2015-C03 2M2 05.0893 07/25/2025 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 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.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 JP | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| COMM 2014-CR18 XA IO 00.9987 07/15/2047 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| DIAMOND BC BV P/P 144A 04.6250 10/01/2029 | 0.00% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FNR 2007-53 SP 23.8728 06/25/2037 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GBP/USD 12/15/2021 BCAP-FX | 0.00% |
| GBP/USD 12/15/2021 TDBK | 0.00% |
| GBP/USD 12/15/2021 UBS | 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% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 MA7137 03.0000 01/20/2051 | 0.00% |
| GSMS 2013-GC10 XA IO 01.4773 02/10/2046 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| JPMBB 2014-C19 XA IO 00.6580 04/15/2047 | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
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| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.00% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.00% |
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| OMIR 2018-1A M1 01.6393 07/25/2028 | 0.00% |
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| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% |
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| REC IM R US0001M P 12/15/25 GS | 0.00% |
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| STACR 2014-HQ3 M3 04.8393 10/25/2024 | 0.00% |
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| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.5777 12/10/2045 | 0.00% |
| USD/CAD CALL 1.255 20211126 TDBK | 0.00% |
| WFRBS 2012-C9 XA IO 144A 01.8552 11/15/2045 | 0.00% |
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| CAD/USD 01/19/2022 HSBCB | 0.00% |
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| CAS 2014-C04 2M2 05.0893 11/25/2024 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CGCMT 2012-GC8 XA IO 144A 01.7279 09/10/2045 | 0.00% |
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| CHF/USD 12/15/2021 GSFX | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 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 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 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 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.6 2063-05-11 500.0 05/11/2063 GS | 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 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DKK/USD 12/15/2021 CITI | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FHR 2990 LB 16.7150 06/15/2034 | 0.00% |
| FNR 2005-106 JC 19.8473 12/25/2035 | 0.00% |
| FNR 2006-62 PS 39.3645 07/25/2036 | 0.00% |
| GBP/USD PUT 1.332 20211112 BANKAM | 0.00% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GSMS 2013-GC12 XA IO 01.3951 06/10/2046 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
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| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
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| ORNBV FH R US0001M P 12/15/25 GS | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
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| STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VRTX US R US0001M P 12/15/25 GS | 0.00% |
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| 1.268 R ISWP US0003M P 11/01/2026 | 0.00% |
| 1.6065 R ISWP US0003M P 10/14/2031 | 0.00% |
| ARISTOCRAT LEISURE LTD-RTS SEDOL BL5FPK1 | 0.00% |
| AUD/USD 01/19/2022 CITI | 0.00% |
| AUD/USD 01/19/2022 CSI-FX | 0.00% |
| BACM 2007-1 XW IO 00.3133 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5635 12/11/2038 | 0.00% |
| CAD/USD 01/19/2022 BCAP-FX | 0.00% |
| CAD/USD 01/19/2022 TDBK | 0.00% |
| CAD/USD 01/19/2022 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.4027 10/15/2049 | 0.00% |
| CHF/USD 12/15/2021 HSBCB | 0.00% |
| CHF/USD 12/15/2021 JPMCB | 0.00% |
| CHF/USD 12/15/2021 RBSF | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 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 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 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 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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-.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-.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 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-.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 GS | 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% |
| 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| 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% |
| CNH/USD 11/17/2021 SSBT | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0153 01/15/2049 | 0.00% |
| EUR/USD 12/15/2021 TDBK | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-46 OC PO 00.0000 06/25/2036 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 12/15/2021 RBSF | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| GNR 2019-78 SJ IO 05.9644 06/20/2049 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 11/17/2021 BCAP-FX | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2300 05/15/2045 | 0.00% |
| JPY/USD 11/17/2021 HSBCB | 0.00% |
| JPY/USD 11/17/2021 RBSF | 0.00% |
| LBUBS 2007-C2 XW IO 00.0555 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.8170 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NZD/USD PUT 0.678 20211112 UBS | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| SEK/USD 12/15/2021 BCAP-FX | 0.00% |
| SEK/USD 12/15/2021 RBSF | 0.00% |
| SGD/USD 11/17/2021 JPMCB | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2599 11/15/2048 | 0.00% |
| CAD/USD 01/19/2022 BANKAM | -0.00% |
| CAD/USD 01/19/2022 CSI-FX | -0.00% |
| CAD/USD 01/19/2022 MSCIL | -0.00% |
| CHF/USD 12/15/2021 BCAP-FX | -0.00% |
| CHF/USD 12/15/2021 CITI | -0.00% |
| CHF/USD 12/15/2021 MSCIL | -0.00% |
| CHF/USD 12/15/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -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 BC | -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% |
| GBP/USD 12/15/2021 WPAC | -0.00% |
| JPY/USD 11/17/2021 CITI | -0.00% |
| SEK/USD 12/15/2021 BANKAM | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 12/15/2021 CITI | -0.00% |
| USD/CAD PUT 1.2252 20211126 TDBK | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| EUR/USD 12/15/2021 BCAP-FX | -0.00% |
| EUR/USD 12/15/2021 CITI | -0.00% |
| JPY/USD 11/17/2021 BCAP-FX | -0.00% |
| NOK/USD 12/15/2021 SSBT | -0.00% |
| SEK/USD 12/15/2021 CITI | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| GBP/USD 12/15/2021 BANKAM | -0.00% |
| GBP/USD 12/15/2021 SSBT | -0.00% |
| NZD/USD 01/19/2022 BCAP-FX | -0.00% |
| NZD/USD 01/19/2022 HSBCB | -0.00% |
| NZD/USD 01/19/2022 SSBT | -0.00% |
| NZD/USD 01/19/2022 WPAC | -0.00% |
| 1.57 R ISWP US0003M P 04/20/2031 | -0.00% |
| AUD/USD 01/19/2022 HSBCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| GBP/USD 12/15/2021 JPMCB | -0.00% |
| GBP/USD 12/15/2021 MSCIL | -0.00% |
| NZD/USD 01/19/2022 TDBK | -0.01% |
| AUD/USD 01/19/2022 BCAP-FX | -0.01% |
| AUD/USD 01/19/2022 GSFX | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| EUR/USD 12/15/2021 HSBCB | -0.01% |
| NOK/USD 12/15/2021 UBS | -0.01% |
| NZD/USD 01/19/2022 UBS | -0.01% |
| SEK/USD 12/15/2021 SSBT | -0.01% |
| SEK/USD 12/15/2021 UBS | -0.01% |
| JPY/USD 11/17/2021 BANKAM | -0.01% |
| JPY/USD 11/17/2021 WPAC | -0.01% |
| SEK/USD 12/15/2021 MSCIL | -0.01% |
| AUD/USD 01/19/2022 SSBT | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 12/15/2021 MSCIL | -0.01% |
| JPY/USD 11/17/2021 MSCIL | -0.01% |
| SEK/USD 12/15/2021 GSFX | -0.01% |
| NZD/USD 01/19/2022 BANKAM | -0.01% |
| NZD/USD 01/19/2022 CITI | -0.01% |
| AUD/USD 01/19/2022 BANKAM | -0.01% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | -0.01% |
| EUR/USD 12/15/2021 SSBT | -0.01% |
| NZD/USD 01/19/2022 GSFX | -0.01% |
| NZD/USD 01/19/2022 RBSF | -0.01% |
| EUR/USD 12/15/2021 UBS | -0.01% |
| NOK/USD 12/15/2021 GSFX | -0.01% |
| NZD/USD 01/19/2022 MSCIL | -0.01% |
| SEK/USD 12/15/2021 TDBK | -0.01% |
| JPY/USD 11/17/2021 TDBK | -0.02% |
| GBP/USD 12/15/2021 GSFX | -0.02% |
| EUR/USD 12/15/2021 GSFX | -0.02% |
| JPY/USD 11/17/2021 UBS | -0.02% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.02% |
| JPY/USD 11/17/2021 GSFX | -0.03% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | -0.05% |
| CPURNSA P 2.78 R 01/15/32 | -0.05% |
| GNMA GII30 TBA 04.5000 11/01/2051 | -0.08% |
| CPURNSA P 2.7375 R 09/13/26 | -0.13% |
| MSCI EAFE DEC21 MFSZ1 | -0.21% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2051 | -1.10% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2051 | -1.58% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -3.02% |
| US 5YR NOTE (CBT) DEC21 FVZ1 | -3.80% |
| GSGLPWDS P US0001M R 12/15/25 GS | -3.95% |
| S&P500 EMINI FUT DEC21 ESZ1 | -15.15% |
| E-MINI RUSS 2000 DEC21 RTYZ1 | 4.11% |
|---|---|
| GSGLPWDL R US0001M P 12/15/25 GS | 3.99% |
| APPLE INC SEDOL 2046251 | 3.06% |
| MICROSOFT CORP SEDOL 2588173 | 2.99% |
| US ULTRA BOND CBT DEC21 WNZ1 | 2.44% |
| AMAZON.COM INC SEDOL 2000019 | 2.17% |
| US 10YR NOTE (CBT)DEC21 TYZ1 | 1.98% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 1.74% |
| FNMA FN15 TBA UMBS 02.5000 10/01/2036 | 1.71% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.69% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.30% |
| NVIDIA CORP SEDOL 2379504 | 1.28% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | 1.26% |
| RU10VATR R US0001M P 02/05/22 JP | 1.25% |
| US LONG BOND(CBT) DEC21 USZ1 | 1.19% |
| GNMA GII30 TBA 03.0000 10/01/2051 | 1.11% |
| FNMA FN30 TBA UMBS 02.5000 11/01/2051 | 1.09% |
| CITIGROUP INC SEDOL 2297907 | 0.99% |
| ADOBE INC SEDOL 2008154 | 0.92% |
| INTUIT INC SEDOL 2459020 | 0.83% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.82% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.79% |
| WALMART INC SEDOL 2936921 | 0.77% |
| QUALCOMM INC SEDOL 2714923 | 0.75% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.69% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.64% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.56% |
| TJX COMPANIES INC SEDOL 2989301 | 0.55% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.55% |
| ANTHEM INC SEDOL BSPHGL4 | 0.55% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.55% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.53% |
| MERCK & CO. INC. SEDOL 2778844 | 0.53% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.50% |
| TARGET CORP SEDOL 2259101 | 0.49% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.49% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.48% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.48% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.48% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.48% |
| FNMA FN30 TBA UMBS 06.0000 10/01/2051 | 0.45% |
| PEPSICO INC SEDOL 2681511 | 0.45% |
| NASDAQ 100 E-MINI DEC21 NQZ1 | 0.44% |
| MCKESSON CORP SEDOL 2378534 | 0.42% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.42% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.41% |
| FORD MOTOR CO SEDOL 2615468 | 0.40% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.40% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.40% |
| TREASURY BILL 00.0000 03/03/2022 | 0.39% |
| TREASURY BILL 00.0000 03/10/2022 | 0.39% |
| EXELON CORP SEDOL 2670519 | 0.38% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.38% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.37% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.37% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.36% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.36% |
| DANAHER CORP SEDOL 2250870 | 0.36% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.35% |
| DEERE & CO SEDOL 2261203 | 0.35% |
| ABBVIE INC SEDOL B92SR70 | 0.35% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.35% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.35% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.35% |
| METLIFE INC SEDOL 2573209 | 0.34% |
| FORTINET INC SEDOL B5B2106 | 0.34% |
| MASTERCARD INC - A SEDOL B121557 | 0.34% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.32% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.31% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.31% |
| MODERNA INC SEDOL BGSXTS3 | 0.31% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.29% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.29% |
| MCDONALD'S CORP SEDOL 2550707 | 0.29% |
| TESLA INC SEDOL B616C79 | 0.29% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.28% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.28% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 0.27% |
| TREASURY BILL 00.0000 10/05/2021 | 0.27% |
| CRH PLC SEDOL 4182249 | 0.27% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.26% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.26% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.26% |
| ROKU INC SEDOL BZ1LFG7 | 0.26% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.26% |
| SERVICENOW INC SEDOL B80NXX8 | 0.25% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.25% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.25% |
| CSX CORP SEDOL 2160753 | 0.24% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.24% |
| HALLIBURTON CO SEDOL 2405302 | 0.24% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.24% |
| CONOCOPHILLIPS | 0.23% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.23% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.23% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.23% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.23% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.23% |
| SONY GROUP CORP SEDOL 6821506 | 0.23% |
| NIKE INC -CL B SEDOL 2640147 | 0.23% |
| MSCI EMGMKT DEC21 MESZ1 | 0.22% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.22% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.22% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.22% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.22% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.22% |
| TREASURY BILL 00.0000 10/14/2021 | 0.22% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.21% |
| NRG ENERGY INC SEDOL 2212922 | 0.21% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.21% |
| UNITED RENTALS INC SEDOL 2134781 | 0.21% |
| ELI LILLY & CO SEDOL 2516152 | 0.21% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.20% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.20% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.20% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.20% |
| GARTNER INC SEDOL 2372763 | 0.20% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.20% |
| DOW INC SEDOL BHXCF84 | 0.20% |
| BIOGEN INC SEDOL 2455965 | 0.20% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.20% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.19% |
| AXA SA SEDOL 7088429 | 0.19% |
| CUMMINS INC SEDOL 2240202 | 0.19% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.19% |
| TREASURY BILL 00.0000 03/17/2022 | 0.19% |
| CORTEVA INC SEDOL BK73B42 | 0.18% |
| HOYA CORP SEDOL 6441506 | 0.18% |
| FNMA FN30 BT7180 UMBS 02.5000 08/01/2051 | 0.18% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.18% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.18% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.17% |
| COSTAR GROUP INC SEDOL 2262864 | 0.17% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.17% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.17% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.17% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.17% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.17% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.17% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.17% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.17% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.17% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.16% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.16% |
| ORACLE CORP SEDOL 2661568 | 0.16% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.16% |
| KDDI CORP SEDOL 6248990 | 0.16% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.16% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.16% |
| MERCK KGAA SEDOL 4741844 | 0.16% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.16% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.16% |
| DEXCOM INC SEDOL B0796X4 | 0.15% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.15% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.15% |
| PULTEGROUP INC SEDOL 2708841 | 0.15% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.15% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.15% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.15% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.14% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.14% |
| EATON CORP PLC SEDOL B8KQN82 | 0.14% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.14% |
| KOHLS CORP SEDOL 2496113 | 0.14% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.14% |
| ABBVIE INC 03.2000 11/21/2029 | 0.14% |
| AUTODESK INC SEDOL 2065159 | 0.14% |
| HOME DEPOT INC SEDOL 2434209 | 0.14% |
| CHEVRON CORP | 0.14% |
| SYNOPSYS INC SEDOL 2867719 | 0.14% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.14% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.14% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.14% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.13% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.13% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.13% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.13% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.13% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.13% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.13% |
| SYSCO CORP SEDOL 2868165 | 0.13% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.13% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.13% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.13% |
| STARBUCKS CORP SEDOL 2842255 | 0.12% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.12% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.12% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.12% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.12% |
| SANOFI SEDOL 5671735 | 0.12% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.12% |
| CDX CDX.NA.IG.37 100.0 12/20/2026 | 0.12% |
| ZOZO INC SEDOL B292RC1 | 0.12% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.12% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.12% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.12% |
| RADIAN GROUP INC SEDOL 2173911 | 0.12% |
| ASML HOLDING NV SEDOL B929F46 | 0.11% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.11% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.11% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.11% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.11% |
| AT&T INC 02.5500 12/01/2033 | 0.11% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.11% |
| STACR 2016-DNA2 M3 04.7360 10/25/2028 | 0.11% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.11% |
| VONTIER CORP SEDOL BH4GV32 | 0.11% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.10% |
| DIAGEO PLC SEDOL 0237400 | 0.10% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.10% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.10% |
| L OREAL SEDOL 4057808 | 0.10% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.10% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.10% |
| AT&T INC 03.5500 09/15/2055 | 0.10% |
| VERIZON COMM 04.3290 09/21/2028 | 0.10% |
| DANAHER CORP 05.0000 CV PFD | 0.10% |
| 3M CO | 0.10% |
| ALLSTATE CORP SEDOL 2019952 | 0.10% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.10% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.09% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| STATE STREET CORP SEDOL 2842040 | 0.09% |
| AMERISOURCEBERGEN CORP | 0.09% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.09% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.09% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.09% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.09% |
| AMETEK INC SEDOL 2089212 | 0.09% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.09% |
| AGCO CORP SEDOL 2010278 | 0.09% |
| BRENNTAG SE SEDOL B4YVF56 | 0.09% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.09% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.09% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.09% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.09% |
| TREASURY BILL 00.0000 04/21/2022 | 0.09% |
| NINTENDO CO LTD SEDOL 6639550 | 0.09% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.09% |
| EQUINOR ASA SEDOL 7133608 | 0.09% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| BNP PARIBAS SEDOL 7309681 | 0.08% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| MORGAN STANLEY | 0.08% |
| ARAMARK SEDOL BH3XG17 | 0.08% |
| EDISON INTERNATIONAL SEDOL 2829515 | 0.08% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.08% |
| NESTLE SA-REG SEDOL 7123870 | 0.08% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.08% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.08% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.08% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.08% |
| AT&T INC SEDOL 2831811 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.08% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.08% |
| STELLANTIS NV SEDOL BMD8F98 | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.08% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.08% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.08% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.08% |
| RIO TINTO PLC SEDOL 0718875 | 0.08% |
| WESFARMERS LTD SEDOL 6948836 | 0.08% |
| AFLAC INC SEDOL 2026361 | 0.08% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.08% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.08% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.08% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.08% |
| NETFLIX INC SEDOL 2857817 | 0.08% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.08% |
| APPLE INC 04.2500 02/09/2047 | 0.08% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.08% |
| DBUBS 2011-LC3A D 144A 05.5454 08/10/2044 | 0.08% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% |
| ITOCHU CORP SEDOL 6467803 | 0.08% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.08% |
| THALES SA SEDOL 4162791 | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| MINEBEA CO LTD SEDOL 6642406 | 0.07% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.07% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.07% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.07% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.07% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.07% |
| LEGRAND SA SEDOL B11ZRK9 | 0.07% |
| CROWN HOLDINGS INC | 0.07% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.07% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.07% |
| SK TELECOM SEDOL 6224871 | 0.07% |
| WAT US R US0001M P 12/15/25 GS | 0.07% |
| ABB LTD-REG SEDOL 7108899 | 0.07% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.07% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.07% |
| LINDE PLC SEDOL BYWD9S5 | 0.07% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.07% |
| BP PLC SEDOL 0798059 | 0.07% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.07% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.07% |
| MRK GR R US0001M P 12/15/25 GS | 0.07% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.07% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.07% |
| BRUNSWICK CORP SEDOL 2149309 | 0.07% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| CAS 2016-C04 1M2 04.3360 01/25/2029 | 0.07% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.07% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% |
| KEYCORP SEDOL 2490911 | 0.07% |
| ORACLE CORP 04.0000 11/15/2047 | 0.07% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.07% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.07% |
| FNR 2021-67 DI IO 04.0000 10/25/2051 | 0.07% |
| NEXI SPA SEDOL BJ1F880 | 0.07% |
| PFIZER INC SEDOL 2684703 | 0.07% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.07% |
| A US R US0001M P 12/15/25 GS | 0.06% |
| CAIXABANK SA SEDOL B283W97 | 0.06% |
| COVESTRO AG SEDOL BYTBWY9 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| PKI US R US0001M P 12/15/25 GS | 0.06% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.06% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.06% |
| MTD US R US0001M P 12/15/25 GS | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.06% |
| FUJITSU LTD SEDOL 6356945 | 0.06% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.06% |
| IQV US R US0001M P 12/15/25 GS | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| ORACLE CORP 02.5000 10/15/2022 | 0.06% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.06% |
| SLM CORP | 0.06% |
| TEXTRON INC SEDOL 2885937 | 0.06% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.06% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.06% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.06% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.06% |
| INCYTE CORP | 0.06% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.06% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.06% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.06% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% |
| SSE PLC SEDOL 0790873 | 0.06% |
| TMO US R US0001M P 12/15/25 GS | 0.06% |
| AVIVA PLC SEDOL 0216238 | 0.06% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.06% |
| ENTAIN PLC SEDOL B5VQMV6 | 0.06% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.06% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.06% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.06% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.06% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.06% |
| ZALANDO SE SEDOL BQV0SV7 | 0.06% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.06% |
| FHR 5094 AI IO 03.0000 04/25/2041 | 0.06% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.06% |
| FORTUM OYJ SEDOL 5579550 | 0.06% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.06% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.06% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.06% |
| ORSTED A/S SEDOL BYT16L4 | 0.06% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| FHR 5127 AI IO 03.0000 06/25/2051 | 0.05% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.05% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.05% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.05% |
| MARVELL TECHNOLOGY INC SEDOL BNKJSM5 | 0.05% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.05% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.05% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.05% |
| UNIVERSAL MUSIC GROUP NV SEDOL BNZGVV1 | 0.05% |
| ZTS US R US0001M P 12/15/25 GS | 0.05% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.05% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.05% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| CAS 2016-C01 1M2 06.8360 08/25/2028 | 0.05% |
| FHR 5152 IE IO 03.5000 10/25/2051 | 0.05% |
| GNR 2016-H16 LI IO 02.1039 07/20/2066 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.05% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| CAPGEMINI SE SEDOL 4163437 | 0.05% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.05% |
| FNR 2017-69 SG IO 06.0640 09/25/2047 | 0.05% |
| FNR 2021-28 GI IO 04.0000 05/25/2051 | 0.05% |
| HOLCIM LTD SEDOL 7110753 | 0.05% |
| PFE US R US0001M P 12/15/25 GS | 0.05% |
| POLARIS INC SEDOL 2692933 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.05% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.05% |
| TRNTS 2021-16A A1 144A 01.3143 07/20/2034 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.05% |
| FHR 4326 GS IO 05.9663 04/15/2044 | 0.05% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.3169 04/20/2048 | 0.05% |
| OPAP SA SEDOL 7107250 | 0.05% |
| ADYEN NV SEDOL BZ1HM42 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.05% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.05% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.05% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.05% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.05% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.05% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.05% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.05% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.05% |
| CSAIL 2015-C1 C 04.4041 04/15/2050 | 0.05% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| ICON PLC SEDOL B94G471 | 0.05% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.04% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.04% |
| SGS SA-REG SEDOL 4824778 | 0.04% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.04% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| AMADEUS IT GROUP SA SEDOL B3MSM28 | 0.04% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.04% |
| FNR 2019-43 SC IO 06.0140 08/25/2049 | 0.04% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.04% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.04% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.04% |
| IPN FP R US0001M P 12/15/25 GS | 0.04% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.04% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.04% |
| CAS 2015-C04 1M2 05.7860 04/25/2028 | 0.04% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.04% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% |
| ILMN US R US0001M P 12/15/25 GS | 0.04% |
| ORACLE CORP 02.5000 05/15/2022 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.04% |
| STACR 2016-DNA1 M3 05.6360 07/25/2028 | 0.04% |
| APID 2015-23A AR 144A 01.3461 04/15/2033 | 0.04% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.04% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.04% |
| CSMC 2016-NXSR C 04.4995 12/15/2049 | 0.04% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.04% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2051 | 0.04% |
| MSBAM 2014-C17 C 04.6375 08/15/2047 | 0.04% |
| OMRON CORP SEDOL 6659428 | 0.04% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.04% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| BOEING CO 05.9300 05/01/2060 | 0.04% |
| CAS 2015-C04 2M2 05.6360 04/25/2028 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| FNR 2021-28 NI IO 03.0000 05/25/2041 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.04% |
| MSC 2007-IQ15 C 144A 06.3816 06/11/2049 | 0.04% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.04% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.04% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| FNR 2021-45 MI IO 02.5000 02/25/2049 | 0.04% |
| OSHKOSH CORP SEDOL 2663520 | 0.04% |
| PANDORA A/S SEDOL B44XTX8 | 0.04% |
| PNC BANK NA 02.0280 12/09/2022 | 0.04% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.04% |
| STACR 2018-HRP2 M3AS 01.0860 02/25/2047 | 0.04% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.04% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.04% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.04% |
| GARMIN LTD SEDOL B3Z5T14 | 0.04% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.04% |
| ROSS STORES INC SEDOL 2746711 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.04% |
| SPST 2021-6 A 00.8833 04/25/2022 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.04% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.04% |
| JNJ US R US0001M P 12/15/25 GS | 0.04% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.04% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| MRAIT 2021-11 A1X 01.2338 01/25/2022 | 0.04% |
| MRAIT 2021-EBO4 A1X 01.8360 02/16/2022 | 0.04% |
| MRK US R US0001M P 12/15/25 GS | 0.04% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.04% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.04% |
| CAS 2016-C02 1M2 06.0860 09/25/2028 | 0.04% |
| CIRRUS LOGIC INC SEDOL 2197308 | 0.04% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.04% |
| EDF SEDOL B0NJJ17 | 0.04% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% |
| GSMS 2014-GC22 C 04.8455 06/10/2047 | 0.04% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.04% |
| NETFLIX INC 04.3750 11/15/2026 | 0.04% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.04% |
| SEAGEN INC SEDOL BLPK4D2 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.04% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.04% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.03% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.03% |
| COMCAST CORP 02.3500 01/15/2027 | 0.03% |
| COMM 2010-C1 D 144A 05.9851 07/10/2046 | 0.03% |
| DIM FP R US0001M P 12/15/25 GS | 0.03% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| LENNAR CORP 04.7500 11/29/2027 | 0.03% |
| MONCLER SPA SEDOL BGLP232 | 0.03% |
| OZLM 2014-9A A1AR 144A 01.4143 10/20/2031 | 0.03% |
| STACR 2016-DNA3 M3 05.0860 12/25/2028 | 0.03% |
| TORO CO SEDOL 2897040 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| ATHENE GLOBAL FU P/P 144A 01.9850 08/19/2028 | 0.03% |
| AZN US US0001M 12/15/25 GS | 0.03% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.03% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.03% |
| GENPACT LTD SEDOL B23DBK6 | 0.03% |
| GSK LN R US0001M P 12/15/25 GS | 0.03% |
| INTEL CORP SEDOL 2463247 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.03% |
| MRAIT 2020-11 A1X 01.7838 04/22/2022 | 0.03% |
| OMNICOM GROUP SEDOL 2279303 | 0.03% |
| PUBLIC STORAGE SEDOL 2852533 | 0.03% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.03% |
| WESTROCK CO SEDOL BYR0914 | 0.03% |
| ZAIS 2019-13A A1A 144A 01.6161 07/15/2032 | 0.03% |
| ABBSL 2020-1A A1A 144A 01.6261 01/15/2033 | 0.03% |
| ABBV US R US0001M P 12/15/25 GS | 0.03% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.03% |
| BOBA 2020-1A A 144A 01.4843 01/20/2032 | 0.03% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.03% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.03% |
| CWALT 2006-OA10 4A1 00.4660 08/25/2046 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| HCA INC 03.5000 07/15/2051 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| INTERNATIONAL PAPER CO SEDOL 2465254 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.03% |
| MORGN 2019-5A A1 144A 01.5161 01/15/2033 | 0.03% |
| MRAIT 2021-NA1 A1X 01.5860 03/08/2022 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.03% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.03% |
| 4506 JP R US0001M P 12/15/25 GS | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| COMM 2013-CR13 C 05.0446 11/10/2046 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| PRGO US R US0001M P 12/15/25 GS | 0.03% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.03% |
| SAN FP R US0001M P 12/15/25 GS | 0.03% |
| SHIMADZU CORP SEDOL 6804369 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.03% |
| TRANSUNION SEDOL BYMWL86 | 0.03% |
| AES CORP SEDOL 2002479 | 0.03% |
| BXMT 2021-FL4 A P/P 144A 01.1338 05/15/2038 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.03% |
| CSAIL 2020-C19 XA IO 01.2372 03/15/2053 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| FHR 5010 IA IO 03.5000 09/25/2050 | 0.03% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.03% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| MSC 2016-BNK2 C 04.0232 11/15/2049 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.03% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.03% |
| WHIRLPOOL CORP SEDOL 2960384 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| AHM 2007-1 GA1C 00.2760 05/25/2047 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.03% |
| AMGEN INC SEDOL 2023607 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| BROADCOM INC 04.1500 11/15/2030 | 0.03% |
| CAS 2016-C05 2M2 04.5360 01/25/2029 | 0.03% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| FNR 2021-65 LI IO 03.5000 10/25/2051 | 0.03% |
| GWOLF 2015-1A A1R 144A 01.2853 01/27/2031 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| MRAIT 2021-EBO1 A1X 01.8338 02/16/2022 | 0.03% |
| OWENS CORNING SEDOL B1FW7Q2 | 0.03% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| VTRS US R US0001M P 12/15/25 GS | 0.03% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.03% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.03% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| HUNTINGTON BANCSHARE P/P 144A 02.4870 08/15/2036 | 0.03% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| JPMBB 2013-C12 C 04.2352 07/15/2045 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| MRAIT 2021-8 A1X 01.2360 10/15/2021 | 0.03% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.03% |
| UBSCM 2012-C1 C 144A 05.7344 05/10/2045 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| ARES 2016-41A AR2 144A 01.1961 04/15/2034 | 0.03% |
| ARKEMA SEDOL B0Z5YZ2 | 0.03% |
| AWPT 2014-2A A1R 144A 01.3561 10/15/2029 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CAPCOM CO LTD SEDOL 6173694 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.03% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.03% |
| OZLM 2015-11A A1R 144A 01.3785 10/30/2030 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.03% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.03% |
| ALPHABET INC 01.9980 08/15/2026 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| APPLE INC 03.8500 05/04/2043 | 0.03% |
| AZN LN R US0001M P 12/15/25 GS | 0.03% |
| BIIB US R US0001M P 12/15/25 GS | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| ELMW4 2020-1A A 144A 01.3661 04/15/2033 | 0.03% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.03% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.03% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.03% |
| PSTAT 2021-4A A1 144A 00.9280 10/15/2029 | 0.03% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| STACR 2021-DNA2 M2 02.3500 08/25/2033 | 0.03% |
| TMIR 2021-2 M1A P/P 144A 02.1360 10/25/2033 | 0.03% |
| TREASURY BILL 00.0000 02/17/2022 | 0.03% |
| VIBR 2018-8A A1A 144A 01.2743 01/20/2031 | 0.03% |
| WFCM 2016-LC25 AS 04.0930 12/15/2059 | 0.03% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.03% |
| YCLO 2016-2A A1R 144A 01.2243 04/20/2032 | 0.03% |
| ABBVIE INC 03.8000 03/15/2025 | 0.02% |
| AGL 2021-13A A1 P/P 144A 01.2923 10/20/2034 | 0.02% |
| AMGEN INC 04.6630 06/15/2051 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BAYN GR R US0001M P 12/15/25 GS | 0.02% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.02% |
| CDX CDX.NA.HY.37 500.0 12/20/2026 | 0.02% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.02% |
| FHMS K131 X1 IO 00.7295 07/25/2031 | 0.02% |
| GINKGO BIOWORKS HOLDINGS INC SEDOL BN6KXF0 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| OCP 2020-19A AR 144A 01.2843 10/20/2034 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.02% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.02% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TPAT 2018-SL1 A 144A 00.6860 01/25/2046 | 0.02% |
| VERTIV TLB L+275 02.8303 03/02/2027 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 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% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.02% |
| CAS 2017-C01 1M2 03.6360 07/25/2029 | 0.02% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.02% |
| KINGFISHER PLC SEDOL 3319521 | 0.02% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.02% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.02% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| AUTO1 GROUP SE 144A SEDOL BL5C4C7 | 0.02% |
| BMY US R US0001M P 12/15/25 GS | 0.02% |
| CGMS C17A A1AR 144A 01.1585 04/30/2031 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMCAST CORP 03.4500 02/01/2050 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.02% |
| LG CHEM LTD SEDOL 6346913 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| REG18 2021-1A A1 144A 01.2261 01/15/2034 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SPST 2021-WL1 A 00.7360 01/26/2054 | 0.02% |
| SPST 2021-WL2 A 00.7860 03/25/2054 | 0.02% |
| STACR 2015-DNA3 M3 04.7860 04/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.2360 11/25/2028 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| AREIT 2021-CRE5 A 144A 01.1800 07/17/2026 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.02% |
| CAS 2016-C01 2M2 07.0360 08/25/2028 | 0.02% |
| CEDF 2013-1A ARR 144A 01.2143 04/20/2034 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| CSL AU R US0001M P 12/15/25 GS | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| MWST 2021-2 A 00.8360 04/25/2055 | 0.02% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.02% |
| SNDPT 2021-1A A 144A 01.2100 04/25/2034 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.02% |
| AUD/USD 10/20/2021 GSFX | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CAS 2020-R01 1M2 02.1360 01/25/2040 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| DEXUS/AU SEDOL B033YN6 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| GALXY 2016-22A ARR 144A 01.3264 04/16/2034 | 0.02% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.02% |
| SNDPT 2018-1A A 144A 01.1261 04/15/2031 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.02% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BANK 2017-BNK8 B 04.0615 11/15/2050 | 0.02% |
| CAS 2016-C03 2M2 05.9860 10/25/2028 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| CWALT 2006-OA7 1A2 01.0321 06/25/2046 | 0.02% |
| GILD US R US0001M P 12/15/25 GS | 0.02% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.02% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.02% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% |
| LBMLT 2004-1 A2 00.8860 02/25/2034 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| NVENT ELECTRIC PLC SEDOL BDVJJQ5 | 0.02% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.02% |
| PPSI 2004-WCW2 M3 01.1360 10/25/2034 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 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 02.7500 02/15/2023 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| WFRBS 2012-C9 D 144A 04.9691 11/15/2045 | 0.02% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| COMM 2014-UBS6 C 04.5921 12/10/2047 | 0.02% |
| COMM 2015-DC1 AM 03.7240 02/10/2048 | 0.02% |
| COMM 2015-LC21 B 04.4782 07/10/2048 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| JPMCC 2012-C6 E 144A 05.3102 05/15/2045 | 0.02% |
| JPMCC 2012-C8 D 144A 04.8277 10/15/2045 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| LLY US R US0001M P 12/15/25 GS | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MDPK 2018-30A A 144A 00.8761 04/15/2029 | 0.02% |
| OAKCL 2021-1A A1 144A 01.2918 07/15/2034 | 0.02% |
| RSRVA 2016-3A ARR 144A 01.1939 01/18/2034 | 0.02% |
| S&P MID 400 EMINI DEC21 FAZ1 | 0.02% |
| SNDPT 2013-1A A1R 144A 01.1953 01/26/2031 | 0.02% |
| SNDPT 2020-1A AR 144A 01.2980 07/20/2034 | 0.02% |
| SPEAK 2020-8A A 144A 01.4043 04/20/2033 | 0.02% |
| STACR 2018-DNA3 M2 02.1860 09/25/2048 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WAMU 2005-AR12 1A8 02.8080 10/25/2035 | 0.02% |
| WFRBS 2013-C11 C 04.3250 03/15/2045 | 0.02% |
| AMGN US R US0001M P 12/15/25 GS | 0.02% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| BMIR 2019-4A M1C 144A 02.5860 10/25/2029 | 0.02% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.02% |
| GUGG4 2016-1A A1S1 144A 01.3561 10/15/2031 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.02% |
| MCAS 2019-01 M7 144A 01.7860 10/15/2049 | 0.02% |
| MSBAM 2012-C6 D 144A 04.7566 11/15/2045 | 0.02% |
| MSBAM 2014-C14 C 05.2178 02/15/2047 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.02% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| AIMCO 2021-14A A 144A 01.1879 04/20/2034 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.02% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% |
| CHARTER COMM OPT LLC/CAP 02.2500 01/15/2029 | 0.02% |
| CHOCOLADEFABRIKEN LINDT-REG SEDOL 5962309 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.02% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| GSMS 2010-C1 D 144A 06.1868 08/10/2043 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.8966 08/10/2046 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/15/2049 | 0.02% |
| KRAFT HEINZ CO/THE SEDOL BYRY499 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| ORACLE CORP 03.6500 03/25/2041 | 0.02% |
| PROLOGIS INC SEDOL B44WZD7 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RECORDATI INDUSTRIA CHIMICA SEDOL B07DRZ5 | 0.02% |
| SAMI 2007-AR7 1A1 00.9360 05/25/2047 | 0.02% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.02% |
| SOUTHWESTERN ENERGY P/P 144A 05.3750 02/01/2029 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| VMWARE INC 02.2000 08/15/2031 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFRBS 2011-C3 D 144A 05.5133 03/15/2044 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| CAS 2019-R06 2M2 02.1860 09/25/2039 | 0.02% |
| CGCMT 2014-GC19 D 144A 05.2598 03/10/2047 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| CWALT 2006-OA19 A1 00.2674 02/20/2047 | 0.02% |
| DEN17 2018-1A AR 144A 01.1861 10/15/2031 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| ELMW5 2020-2A AR P/P 144A 01.2665 10/20/2034 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| JPMBB 2013-C12 B 04.2352 07/15/2045 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| STACR 2017-DNA2 M2 03.5360 10/25/2029 | 0.02% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| WFCM 2013-LC12 C 04.4429 07/15/2046 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9415 09/15/2057 | 0.02% |
| BBCMS 2021-C11 D 144A 02.0000 09/15/2054 | 0.02% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.02% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CARVL 2019-1A ANR 144A 01.2443 04/20/2032 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| CLUB CAR TL L+400 04.5000 06/01/2028 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.02% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| ELMW2 2019-2A AR 144A 01.2843 04/20/2034 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 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% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| LANXESS AG SEDOL B05M8B7 | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| MSBAM 2013-C9 D 144A 04.2466 05/15/2046 | 0.02% |
| MSBAM 2015-C24 B 04.4881 05/15/2048 | 0.02% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| PFWST 2021-1 A 00.7860 02/25/2055 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SOLENIS 1STL L+400 04.0841 06/26/2025 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| TREASURY BILL 00.0000 03/24/2022 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| VIFN SW R US0001M P 12/15/25 GS | 0.02% |
| WAMU 2007-HY2 1A1 02.9928 12/25/2036 | 0.02% |
| ABBSL 2021-2A A 144A 01.2301 04/15/2034 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| CANYC 2019-2A A 144A 01.4961 10/15/2032 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CSAIL 2015-C1 D 144A 03.9041 04/15/2050 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GEA GROUP AG SEDOL 4557104 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.01% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| MWST 2020-1 A 00.9860 10/25/2053 | 0.01% |
| NRZT 2018-4A A1M 00.9860 01/25/2048 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| STACR 2016-HQA1 M3 06.4360 09/25/2028 | 0.01% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| 4502 JP R US0001M P 12/15/25 GS | 0.01% |
| 4507 JP R US0001M P 12/15/25 GS | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| AMMST 2020-MF1 XA IO 144A 01.0861 05/15/2053 | 0.01% |
| ARES 2021-60A A 144A 01.2549 07/18/2034 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAS 2016-C06 1M2 04.3360 04/25/2029 | 0.01% |
| CAS 2018-C05 1M2 02.4360 01/25/2031 | 0.01% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMM 2014-CR18 C 04.9142 07/15/2047 | 0.01% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.01% |
| DCC PLC SEDOL 0242493 | 0.01% |
| EMIR 2018-1 M1 01.7860 11/25/2028 | 0.01% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.01% |
| EUR/USD PUT 1.1615 20211027 JPMCB | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GCBSL 2020-48A A1 144A 01.4439 04/17/2033 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GSM 2021-4A A1 144A 01.3058 07/15/2034 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
| JPMBB 2014-C22 C 04.7046 09/15/2047 | 0.01% |
| JPMCC 2013-C16 C 05.1889 12/15/2046 | 0.01% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.01% |
| KRW/USD 11/17/2021 JPMCB | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NITTO DENKO CORP SEDOL 6641801 | 0.01% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.01% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% |
| QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SCSK CORP SEDOL 6858474 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| WFRBS 2013-C15 D 144A 04.6496 08/15/2046 | 0.01% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% |
| 4523 JP R US0001M P 12/15/25 GS | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 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% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| CSMC 2021-RPL7 A1 01.9260 09/01/2051 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GBP/USD PUT 1.332 20211112 BANKAM | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 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% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| MORGN 2021-7A A 144A 01.2701 04/23/2034 | 0.01% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.01% |
| MSC 2011-C3 D 144A 05.4666 07/15/2049 | 0.01% |
| NEWZ 2021-1 A 00.8360 05/25/2055 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SEB SA SEDOL 4792132 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| VMC 2021-FL4 A P/P 144A 01.1874 06/16/2036 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| 4530 JP R US0001M P 12/15/25 GS | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| AUTONATION INC 02.4000 08/01/2031 | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.01% |
| CAS 2017-C01 1EB1 01.3360 07/25/2029 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.01% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| EUR/USD PUT 1.155 20211112 GSFX | 0.01% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.01% |
| GSMS 2014-GC18 C 05.1410 01/10/2047 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| NCC 2019-IA ANAR P/P 144A 01.4818 04/15/2031 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2018-HQA1 M2 02.3860 09/25/2030 | 0.01% |
| SVENSKA HNDLSBKN P/P 144A 00.6250 06/30/2023 | 0.01% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.01% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WFCM 2016-LC25 XA IO 01.1061 12/15/2059 | 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 LEASE CORP 02.1000 09/01/2028 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.01% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GBP/USD 12/15/2021 HSBCB | 0.01% |
| GBP/USD 12/15/2021 UBS | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GLM 2019-5A A 144A 01.4343 10/20/2032 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.01% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.01% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| NZD/USD PUT 0.678 20211112 UBS | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 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% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 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% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WOODS 2018-17A A 144A 01.1983 04/22/2031 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMAZON.COM INC 01.5000 06/03/2030 | 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% |
| APID 2021-35A A 144A 01.2486 04/20/2034 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 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% |
| CECLO 2020-29A A1N 144A 01.8343 07/20/2031 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CFCRE 2011-C2 D 144A 05.8868 12/15/2047 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CHF/USD 12/15/2021 UBS | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CLARIV SCI HLD CORP P/P 144A 04.8750 07/01/2029 | 0.01% |
| CMLTI 2005-2 1A2A 02.7514 05/25/2035 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GBP/USD 12/15/2021 CSI-FX | 0.01% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNR 2015-H25 BI IO 01.8749 10/20/2065 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| HIK LN R US0001M P 12/15/25 GS | 0.01% |
| INGIM 2013-2A A1R 144A 01.0953 04/25/2031 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.01% |
| JPMCC 2010-C2 C 144A 05.8722 11/15/2043 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% |
| KAYNE 2019-6A A1 144A 01.5143 01/20/2033 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 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% |
| 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% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% |
| MWST 2020-2 A 00.8860 11/25/2053 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.01% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.01% |
| OCT54 2021-1A A1 144A 01.2531 07/15/2034 | 0.01% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 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 THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| WFCM 2013-LC12 D 144A 04.4429 07/15/2046 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2432 08/15/2050 | 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% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CAS 2016-C07 2M2 04.4360 05/25/2029 | 0.01% |
| CAS 2018-C04 2M2 02.6360 12/25/2030 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.01% |
| CWALT 2005-59 1A1 00.7435 11/20/2035 | 0.01% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| NMSG3 2021-1 A 00.8360 06/25/2054 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2018-HRP2 M3 02.4860 02/25/2047 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TK ELEV HOLDCO P/P 144A 07.6250 07/15/2028 | 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% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.01% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.01% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| AGL 2020-6A AR 144A 01.3343 07/20/2034 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.1250 07/15/2029 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| AMC ENT INC TLB L+300 03.0829 04/22/2026 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| BAFC 2005-B 3M1 00.7624 04/20/2035 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 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-C04 1M2 04.9860 11/25/2024 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CWALT 2006-24CB A19 00.5860 08/25/2036 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| EMIR 2018-1 M2 03.0860 11/25/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.01% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 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 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2016-H16 EI IO 02.1940 06/20/2066 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMBB 2015-C33 XA IO 01.0588 12/15/2048 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| LUN DC R US0001M P 12/15/25 GS | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 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% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0833 06/30/2025 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 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% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| STACR 2020-HQA1 M2 01.9860 01/25/2050 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| UCB BB R US0001M P 12/15/25 GS | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WAMU 2005-AR11 A1B3 00.8860 08/25/2045 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0460 07/25/2045 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 04.0000 08/15/2029 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.01% |
| ADIENT TLB L+350 03.5841 04/01/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| ARRW 2019-1 A3 04.0549 01/25/2049 | 0.01% |
| AT&T INC 02.2500 02/01/2032 | 0.01% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| CAS 2014-C02 1M2 02.6860 05/25/2024 | 0.01% |
| CAS 2014-C03 2M2 02.9860 07/25/2024 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.01% |
| CHF/USD 12/15/2021 BCAP-FX | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 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% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| ERF FP R US0001M P 12/15/25 GS | 0.01% |
| EUR/USD 12/15/2021 RBSF | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% |
| GBP/USD 12/15/2021 SSBT | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% |
| GSMS 2014-GC24 XA IO 00.8517 09/10/2047 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HMIR 2018-1 M1 144A 01.6860 10/25/2028 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| MSRR 2015-R4 CB1 00.9100 08/26/2047 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 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% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% |
| NOURYON USA TLB L+300 02.8318 10/01/2025 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| NZD/USD 10/20/2021 RBSF | 0.01% |
| ORGANON & CO SEDOL BLDC8J4 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| STACR 2017-DNA2 M1 01.2860 10/25/2029 | 0.01% |
| STACR 2019-DNA1 M2 02.7360 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.4360 02/25/2049 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 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% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 0.01% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.01% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.01% |
| 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 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| ASURION CORP 2N TLB4 L+525 05.3341 01/30/2029 | 0.00% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.00% |
| BANK OF AMERICA CORP 00.8760 09/15/2026 | 0.00% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.00% |
| BLACKSTONE MTGE TR P/P 144A 03.7500 01/15/2027 | 0.00% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BUMT 2005-1 1A1 00.6860 09/25/2045 | 0.00% |
| BWAY CORP TLB L+325 03.3341 04/03/2024 | 0.00% |
| CAD/USD 10/20/2021 SSBT | 0.00% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.00% |
| CAS 2019-HRP1 M2 02.2360 11/25/2039 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.00% |
| CHF/USD 12/15/2021 JPMCB | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CNH/USD 11/17/2021 GSFX | 0.00% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.00% |
| COMM 2014-CR19 XA IO 01.1119 08/10/2047 | 0.00% |
| COMM 2014-UBS6 XA IO 01.0252 12/10/2047 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| EUR/USD 12/15/2021 BANKAM | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNR 2015-H26 EI IO 01.7205 10/20/2065 | 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% |
| HCA INC. 05.5000 06/15/2047 | 0.00% |
| INCY US R US0001M P 12/15/25 GS | 0.00% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JPMBB 2014-C25 XA IO 00.9798 11/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| LINK REIT SEDOL B0PB4M7 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 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% |
| NOK/USD 12/15/2021 GSFX | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 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 04.0000 05/15/2031 | 0.00% |
| SOLENIS 2NDL L+850 08.5841 06/26/2026 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2021-HQA3 M1 00.9000 09/25/2041 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.00% |
| VISTRA OPERATION P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 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% |
| 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% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.00% |
| CAS 2015-C01 1M2 04.3860 02/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 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 12/15/2021 CITI | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.00% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.00% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.00% |
| EUR/USD 12/15/2021 JPMCB | 0.00% |
| EUR/USD 12/15/2021 WPAC | 0.00% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.00% |
| GBP/USD 12/15/2021 TDBK | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GNMA GII30 AY4779 04.4800 03/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 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% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JPY/USD 11/17/2021 JPMCB | 0.00% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 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% |
| 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% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.00% |
| MEREDITH CORP 06.5000 07/01/2025 | 0.00% |
| MLMI 2005-A2 A2 02.8240 02/25/2035 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 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% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| NZD/USD 10/20/2021 CITI | 0.00% |
| NZD/USD 10/20/2021 SSBT | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PENNYMAC FIN SVCS IN P/P 144A 05.7500 09/15/2031 | 0.00% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.00% |
| REGN US R US0001M P 12/15/25 GS | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| STACR 2018-HQA2 M2 02.3860 10/25/2048 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 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 PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% |
| WFRBS 2011-C4 E 144A 05.0235 06/15/2044 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| 4568 JP R US0001M P 12/15/25 GS | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| ASURION CORP TLB9 L+325 03.3341 07/31/2027 | 0.00% |
| AUD/USD 10/20/2021 SSBT | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 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% |
| BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAD/USD 10/20/2021 UBS | 0.00% |
| CAESARS ENTERTAIN IN P/P 144A 04.6250 10/15/2029 | 0.00% |
| CAS 2015-C02 2M2 04.0860 05/25/2025 | 0.00% |
| CAS 2015-C03 2M2 05.0860 07/25/2025 | 0.00% |
| CHF/USD 12/15/2021 HSBCB | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 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 JP | 0.00% |
| COMM 2013-CR11 XA IO 01.0775 08/10/2050 | 0.00% |
| COMM 2014-LC17 XA IO 00.8803 10/10/2047 | 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 HEALTH CORP 03.7000 03/09/2023 | 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% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 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% |
| EUR/USD 12/15/2021 CSI-FX | 0.00% |
| FHR 3408 EK 25.4561 04/15/2037 | 0.00% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| GSMS 2014-GC22 XA IO 01.1039 06/10/2047 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| MSAC 2004-HE6 M1 00.9110 08/25/2034 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 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% |
| NOVN SW R US0001M P 12/15/25 GS | 0.00% |
| NZD/USD 10/20/2021 BANKAM | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.00% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.00% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 0.00% |
| TOPBUILD CORP P/P 144A 04.1250 02/15/2032 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 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% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2013-C14 XA IO 00.8057 06/15/2046 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| AUD/USD 10/20/2021 BCAP-FX | 0.00% |
| AUD/USD 10/20/2021 HSBCB | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 10/20/2021 MSCIL | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2015-C02 1M2 04.0860 05/25/2025 | 0.00% |
| CGCMT 2012-GC8 XA IO 144A 01.8920 09/10/2045 | 0.00% |
| CHF/USD 12/15/2021 GSFX | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 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 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| COMM 2014-CR18 XA IO 01.1645 07/15/2047 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| CVR PARTNERS LP P/P 144A 06.1250 06/15/2028 | 0.00% |
| DIAMOND BC BV P/P 144A 04.6250 10/01/2029 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FNR 2007-53 SP 23.8847 06/25/2037 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 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% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GSMS 2013-GC10 XA IO 01.6252 02/10/2046 | 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 06.1250 04/01/2029 | 0.00% |
| JPMBB 2014-C19 XA IO 00.8144 04/15/2047 | 0.00% |
| JPY/USD 11/17/2021 SSBT | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2137 08/15/2047 | 0.00% |
| NOK/USD 12/15/2021 UBS | 0.00% |
| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.00% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.00% |
| NZD/USD 10/20/2021 TDBK | 0.00% |
| OGN US R US0001M P 12/15/25 GS | 0.00% |
| OMIR 2018-1A M1 01.6360 07/25/2028 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PACTIV EVERGREEN GRP P/P 144A 04.3750 10/15/2028 | 0.00% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| REC IM R US0001M P 12/15/25 GS | 0.00% |
| SEK/USD 12/15/2021 SSBT | 0.00% |
| STACR 2014-HQ3 M3 04.8360 10/25/2024 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 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% |
| UBSBB 2012-C4 XA IO 144A 01.7277 12/10/2045 | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.6347 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO 144A 02.0173 11/15/2045 | 0.00% |
| AIR CANADA P/P 144A 03.8750 08/15/2026 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 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 GSFX | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CAS 2014-C04 2M2 05.0860 11/25/2024 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CHF/USD 12/15/2021 BANKAM | 0.00% |
| CHF/USD 12/15/2021 SSBT | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 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 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.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.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 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 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 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DKK/USD 12/15/2021 CITI | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |