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, Putnam Fixed Income Absolute Return Fund, and Putnam Short-Term Municipal Income 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
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Favoring asset classes that can benefit from the cyclical recovery
- Overweight to equities
- Moving to a high yield overweight
- Maintaining commodities overweight
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 |
$18.09
0.22% | $0.04 |
$18.09
06/11/21 |
$14.46
06/11/20 |
Fund facts as of 05/31/21
Total net assets
$2,784.78M
$2,784.78M
Turnover (fiscal year end)
265%
265%
Dividend frequency (view rate)
Quarterly
Quarterly
Number of holdings
1945
1945
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
Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Portfolio Manager
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Brochure (PDF) |
| Quarterly commentary (PDF) |
Don't fall for inflation head fake
Large, repeated government stimulus packages do not necessarily lead to inflation. See what this means for our strategy.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)
6.83%
Average 5-year annualized return
Total return (%) as of 03/31/21
Annual performance as of 03/31/21
Annualized Total return (%) as of 03/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 33.68% | 9.01% | 9.49% | 8.49% |
| After sales charge | N/A | N/A | N/A | N/A |
| Russell 3000 Index | 62.53% | 17.12% | 16.64% | 13.79% |
| Putnam Balanced Blended Benchmark | 34.68% | 11.45% | 10.86% | 9.17% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 05/31/21 | 1.19% | - | |
| YTD as of 06/11/21 | 9.25% | - | |
Yield
| Distribution rate before sales charge as of 06/11/21 |
1.17% |
|---|---|
| Distribution rate after sales charge as of 06/11/21 |
1.17% |
| 30-day SEC yield as of 05/31/21 | 0.90% |
Risk-adjusted performance as of 04/30/21
| Sharpe ratio (3 yrs.) | 0.70 |
|---|
Volatility as of 04/30/21
| Standard deviation (3 yrs.) | 12.07% |
|---|
Fixed income statistics as of 04/30/21
| Average effective duration | 1.70 yrs. |
|---|
Lipper rankings as of 04/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 199/570 | 35% |
| 3 yrs. | 215/549 | 40% |
| 5 yrs. | 116/489 | 24% |
| 10 yrs. | 48/360 | 14% |
Morningstar Ratings™ as of 04/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 647 | |
| 3 yrs. | 647 | |
| 5 yrs. | 581 | |
| 10 yrs. | 422 |
Distributions
| Record/Ex dividend date | 03/18/21 |
|---|---|
| Payable date | 03/22/21 |
| Income | $0.053 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Apple Inc Sedol 2046251 | 3.04% |
|---|---|
| Microsoft Corp Sedol 2588173 | 2.68% |
| Amazon.Com Inc Sedol 2000019 | 2.53% |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | 2.09% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.70% |
| S&P Gsci Light Energy Er | 1.63% |
| Fnma Fn15 Tba Umbs 02.5000 05/01/2036 | 1.32% |
| Jpmorgan Chase & Co Sedol 2190385 | 1.28% |
| Nvidia Corp Sedol 2379504 | 1.14% |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | 1.07% |
| Top 10 holdings, percent of portfolio | 18.48% |
| Top 10 holdings as of 04/30/21 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| S&P Gsci Light Energy Er | |
| Fnma Fn15 Tba Umbs 02.5000 05/01/2036 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Nvidia Corp Sedol 2379504 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | |
| Holdings represent 18.48% of portfolio | |
| Top 10 holdings as of 03/31/21 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| S&P Gsci Light Energy Er | |
| Fnma Fn15 Tba Umbs 02.5000 04/01/2036 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Fnma Fn30 Tba Umbs 02.5000 05/01/2051 | |
| Nvidia Corp Sedol 2379504 | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | |
| Holdings represent 16.46% of portfolio | |
| Top 10 holdings as of 02/28/21 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| S&P Gsci Light Energy Er | |
| Fnma Fn30 Tba Umbs 02.5000 03/01/2051 | |
| Fnma Fn15 Tba Umbs 02.5000 03/01/2036 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| Holdings represent 17.11% of portfolio | |
| Top 10 holdings as of 01/31/21 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | |
| Fnma Fn15 Tba Umbs 02.5000 02/01/2036 | |
| S&P Gsci Light Energy Er | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Fnma Fn30 Tba Umbs 02.0000 03/01/2051 | |
| Qualcomm Inc Sedol 2714923 | |
| Holdings represent 17.17% of portfolio | |
| E-MINI RUSS 2000 JUN21 RTYM1 | 4.68% |
|---|---|
| GSGLPWDL R US0001M P 12/15/25 GS | 4.16% |
| APPLE INC SEDOL 2046251 | 2.85% |
| MICROSOFT CORP SEDOL 2588173 | 2.63% |
| RU10VATR R US0001M P 02/05/22 JP | 2.35% |
| AMAZON.COM INC SEDOL 2000019 | 2.34% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 2.19% |
| US ULTRA BOND CBT SEP21 WNU1 | 2.16% |
| US 10YR NOTE (CBT)SEP21 TYU1 | 1.93% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.68% |
| S&P GSCI LIGHT ENERGY ER | 1.48% |
| MSCI EMGMKT JUN21 MESM1 | 1.43% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 1.40% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.36% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.34% |
| FNMA FN15 TBA UMBS 02.5000 06/01/2036 | 1.31% |
| NVIDIA CORP SEDOL 2379504 | 1.22% |
| US LONG BOND(CBT) SEP21 USU1 | 1.10% |
| CITIGROUP INC SEDOL 2297907 | 1.05% |
| NASDAQ 100 E-MINI JUN21 NQM1 | 0.88% |
| ADOBE INC SEDOL 2008154 | 0.86% |
| QUALCOMM INC SEDOL 2714923 | 0.83% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.79% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.74% |
| ELI LILLY & CO SEDOL 2516152 | 0.71% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.71% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.66% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.63% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.62% |
| FORD MOTOR CO SEDOL 2615468 | 0.61% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.60% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.59% |
| INTUIT INC SEDOL 2459020 | 0.58% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.56% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.54% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.52% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.51% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.51% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.51% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.48% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.48% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.47% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.47% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.46% |
| PEPSICO INC SEDOL 2681511 | 0.46% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.46% |
| TREASURY BILL 00.0000 06/03/2021 | 0.46% |
| FNMA FN30 TBA UMBS 06.0000 06/01/2051 | 0.44% |
| TARGET CORP SEDOL 2259101 | 0.44% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.43% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.41% |
| WALMART INC SEDOL 2936921 | 0.40% |
| MERCK & CO. INC. SEDOL 2778844 | 0.40% |
| METLIFE INC SEDOL 2573209 | 0.39% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.38% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.38% |
| ABBVIE INC SEDOL B92SR70 | 0.38% |
| GNMA GII30 TBA 03.0000 06/01/2051 | 0.38% |
| MASTERCARD INC - A SEDOL B121557 | 0.37% |
| EXELON CORP SEDOL 2670519 | 0.36% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.36% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.35% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.34% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.34% |
| DEERE & CO SEDOL 2261203 | 0.33% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.33% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.33% |
| AUTODESK INC SEDOL 2065159 | 0.32% |
| TREASURY BILL 00.0000 06/29/2021 | 0.31% |
| MORGAN STANLEY | 0.31% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.30% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.30% |
| US 2YR NOTE (CBT) SEP21 TUU1 | 0.30% |
| MCDONALD'S CORP SEDOL 2550707 | 0.30% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.29% |
| ROKU INC SEDOL BZ1LFG7 | 0.29% |
| CRH PLC SEDOL 4182249 | 0.29% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.29% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.28% |
| FORTINET INC SEDOL B5B2106 | 0.28% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.28% |
| DANAHER CORP SEDOL 2250870 | 0.28% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.28% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.28% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.28% |
| HOME DEPOT INC SEDOL 2434209 | 0.27% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.27% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.27% |
| HALLIBURTON CO SEDOL 2405302 | 0.26% |
| TREASURY BILL 00.0000 06/10/2021 | 0.26% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.26% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.26% |
| ALTRIA GROUP INC | 0.26% |
| NRG ENERGY INC SEDOL 2212922 | 0.25% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.25% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.24% |
| BIOGEN INC SEDOL 2455965 | 0.24% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.23% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.23% |
| CUMMINS INC SEDOL 2240202 | 0.23% |
| DOW INC SEDOL BHXCF84 | 0.23% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2051 | 0.23% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.23% |
| TREASURY BILL 00.0000 07/20/2021 | 0.23% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.22% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.22% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.22% |
| BEST BUY CO INC SEDOL 2094670 | 0.22% |
| TESLA INC SEDOL B616C79 | 0.22% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.22% |
| NIKE INC -CL B SEDOL 2640147 | 0.22% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.22% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.21% |
| HUMANA INC SEDOL 2445063 | 0.20% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.20% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.20% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.20% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.20% |
| PULTEGROUP INC SEDOL 2708841 | 0.19% |
| UNITED RENTALS INC SEDOL 2134781 | 0.19% |
| SONY GROUP CORP SEDOL 6821506 | 0.19% |
| CONOCOPHILLIPS | 0.19% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.19% |
| AFLAC INC SEDOL 2026361 | 0.18% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.18% |
| CIGNA CORP SEDOL BHJ0775 | 0.18% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.18% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.18% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.18% |
| SERVICENOW INC SEDOL B80NXX8 | 0.18% |
| AXA SA SEDOL 7088429 | 0.18% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.18% |
| MCKESSON CORP SEDOL 2378534 | 0.18% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.17% |
| LOWES COMPANIES INC | 0.17% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.17% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.17% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.17% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.17% |
| CORTEVA INC SEDOL BK73B42 | 0.16% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.16% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.16% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.16% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.16% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.16% |
| LG CHEM LTD SEDOL 6346913 | 0.16% |
| CHEVRON CORP | 0.15% |
| TJX COMPANIES INC SEDOL 2989301 | 0.15% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.15% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.15% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.15% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.15% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.15% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.15% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.14% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.14% |
| COSTAR GROUP INC SEDOL 2262864 | 0.14% |
| EQUINIX INC SEDOL BVLZX12 | 0.14% |
| ORACLE CORP SEDOL 2661568 | 0.14% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.14% |
| ABBVIE INC 03.2000 11/21/2029 | 0.14% |
| ANTHEM INC SEDOL BSPHGL4 | 0.14% |
| EATON CORP PLC SEDOL B8KQN82 | 0.14% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.14% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.14% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.14% |
| HOYA CORP SEDOL 6441506 | 0.14% |
| DEXCOM INC SEDOL B0796X4 | 0.14% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.14% |
| TREASURY BILL 00.0000 07/13/2021 | 0.14% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.14% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.14% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.14% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.13% |
| MERCK KGAA SEDOL 4741844 | 0.13% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.13% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.13% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.13% |
| EBAY INC SEDOL 2293819 | 0.13% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.13% |
| SYNOPSYS INC SEDOL 2867719 | 0.13% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.13% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.12% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.12% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.12% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.12% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| TREASURY BILL 00.0000 06/01/2021 | 0.12% |
| GARTNER INC SEDOL 2372763 | 0.12% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.12% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.12% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.12% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.12% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.12% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.12% |
| RADIAN GROUP INC SEDOL 2173911 | 0.12% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.11% |
| STACR 2016-DNA2 M3 04.7416 10/25/2028 | 0.11% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.11% |
| ALLSTATE CORP SEDOL 2019952 | 0.11% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.11% |
| DIAGEO PLC SEDOL 0237400 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.11% |
| VONTIER CORP SEDOL BH4GV32 | 0.11% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.11% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.11% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.11% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.10% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.10% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.10% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.10% |
| AMGEN INC SEDOL 2023607 | 0.10% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.10% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.10% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.10% |
| VERIZON COMM 04.3290 09/21/2028 | 0.10% |
| BHP GROUP LTD SEDOL 6144690 | 0.10% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.10% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.10% |
| POLARIS INC SEDOL 2692933 | 0.10% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| AMERISOURCEBERGEN CORP | 0.10% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.10% |
| STATE STREET CORP SEDOL 2842040 | 0.10% |
| ARAMARK SEDOL BH3XG17 | 0.09% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.09% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| L OREAL SEDOL 4057808 | 0.09% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.09% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.09% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.09% |
| ABIOMED INC SEDOL 2003698 | 0.09% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.09% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.09% |
| SANOFI SEDOL 5671735 | 0.09% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.09% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.09% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.09% |
| BNP PARIBAS SEDOL 7309681 | 0.09% |
| BP PLC SEDOL 0798059 | 0.09% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.09% |
| NEXI SPA SEDOL BJ1F880 | 0.09% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.09% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.09% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.09% |
| AMEREN CORPORATION SEDOL 2050832 | 0.09% |
| RIO TINTO PLC SEDOL 0718875 | 0.08% |
| THALES SA SEDOL 4162791 | 0.08% |
| AGCO CORP SEDOL 2010278 | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.08% |
| ORSTED A/S SEDOL BYT16L4 | 0.08% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.08% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.08% |
| BRENNTAG SE SEDOL B4YVF56 | 0.08% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.08% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.08% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.08% |
| MONCLER SPA SEDOL BGLP232 | 0.08% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| ABB LTD-REG SEDOL 7108899 | 0.08% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.08% |
| SLM CORP | 0.08% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.08% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.08% |
| BRUNSWICK CORP SEDOL 2149309 | 0.08% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.08% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.08% |
| DBUBS 2011-LC3A D 144A 05.4266 08/10/2044 | 0.07% |
| KDDI CORP SEDOL 6248990 | 0.07% |
| APPLE INC 04.2500 02/09/2047 | 0.07% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% |
| SK TELECOM SEDOL 6224871 | 0.07% |
| STELLANTIS NV SEDOL BMD8F98 | 0.07% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.07% |
| CAIXABANK SA SEDOL B283W97 | 0.07% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.07% |
| TREASURY BILL 00.0000 09/02/2021 | 0.07% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.07% |
| ZALANDO SE SEDOL BQV0SV7 | 0.07% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.07% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.07% |
| KEYCORP SEDOL 2490911 | 0.07% |
| WESFARMERS LTD SEDOL 6948836 | 0.07% |
| ENTERGY CORP SEDOL 2317087 | 0.07% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.07% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.07% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.07% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.07% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.07% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.07% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.07% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.07% |
| MINEBEA CO LTD SEDOL 6642406 | 0.07% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.07% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.07% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.07% |
| AUTO1 GROUP SE 144A SEDOL BL5C4C7 | 0.07% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.07% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.07% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.07% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.07% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.06% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| ORACLE CORP 04.0000 11/15/2047 | 0.06% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.06% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.06% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.06% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.06% |
| LINDE PLC SEDOL BYWD9S5 | 0.06% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.06% |
| ORACLE CORP 02.5000 10/15/2022 | 0.06% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| CAS 2016-C04 1M2 04.3416 01/25/2029 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.06% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.06% |
| AIR LEASE CORP 03.2500 10/01/2029 | 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% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.06% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.06% |
| PFIZER INC SEDOL 2684703 | 0.06% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.06% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.06% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.06% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.06% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.06% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.06% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.06% |
| CIMAREX ENERGY CO SEDOL 2987521 | 0.06% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.06% |
| FHR 4326 GS IO 05.9491 04/15/2044 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| CROWN HOLDINGS INC | 0.05% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.05% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.05% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.05% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.05% |
| QIAGEN N.V. SEDOL BYXS699 | 0.05% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| AMDOCS LTD SEDOL 2256908 | 0.05% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 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% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.05% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.05% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.05% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.05% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.05% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.05% |
| AVIVA PLC SEDOL 0216238 | 0.05% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.05% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.05% |
| OSHKOSH CORP SEDOL 2663520 | 0.05% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.05% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.05% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% |
| CAS 2016-C01 1M2 06.8416 08/25/2028 | 0.05% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.05% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.05% |
| GENTEX CORP SEDOL 2366799 | 0.05% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% |
| CAS 2016-C02 1M2 06.0916 09/25/2028 | 0.05% |
| CLP HOLDINGS LTD SEDOL 6097017 | 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% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.05% |
| FORTUM OYJ SEDOL 5579550 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| UNUM GROUP SEDOL 2433842 | 0.05% |
| CAPGEMINI SE SEDOL 4163437 | 0.05% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.05% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.05% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.05% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| NORDSON CORP SEDOL 2641838 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.2160 04/20/2048 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| AT&T INC SEDOL 2831811 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| FUJITSU LTD SEDOL 6356945 | 0.05% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.05% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.05% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.05% |
| TOTAL SE SEDOL B15C557 | 0.05% |
| CSAIL 2015-C1 C 04.2630 04/15/2050 | 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% |
| HOLCIM LTD SEDOL 7110753 | 0.04% |
| KINGFISHER PLC SEDOL 3319521 | 0.04% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.04% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.04% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| DEVON ENERGY CORP SEDOL 2480677 | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| OPAP SA SEDOL 7107250 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| ZOZO INC SEDOL B292RC1 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| BROADCOM INC 04.1500 11/15/2030 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.04% |
| CAS 2015-C04 1M2 05.7916 04/25/2028 | 0.04% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| APID 2015-23A AR 144A 01.4038 04/15/2033 | 0.04% |
| BOEING CO 05.9300 05/01/2060 | 0.04% |
| CELANESE CORP SEDOL B05MZT4 | 0.04% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.04% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.04% |
| MAGNE 2020-26A A 144A 01.9338 07/15/2030 | 0.04% |
| MSBAM 2014-C17 C 04.4788 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% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.04% |
| CAS 2015-C04 2M2 05.6416 04/25/2028 | 0.04% |
| CSMC 2016-NXSR C 04.3557 12/15/2049 | 0.04% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.04% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2051 | 0.04% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.04% |
| RSA INSURANCE GROUP LTD SEDOL BKKMKR2 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| SYSCO CORP SEDOL 2868165 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| ADYEN NV SEDOL BZ1HM42 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.04% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| GNMA GII30 TBA 04.0000 06/01/2051 | 0.04% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.04% |
| PNC BANK NA 02.0280 12/09/2022 | 0.04% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.04% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.04% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.04% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| SPST 2021-6 A 00.8925 04/25/2022 | 0.04% |
| WILLIAMS COS INC SEDOL 2967181 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.04% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| DOVER CORP SEDOL 2278407 | 0.04% |
| GSMS 2014-GC22 C 04.6910 06/10/2047 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| MRAIT 2021-EBO4 A1X 01.8493 02/16/2022 | 0.04% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.04% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| SPST 2020-6 A 01.8425 09/07/2021 | 0.04% |
| STACR 2016-DNA1 M3 05.6416 07/25/2028 | 0.04% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.03% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.03% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.03% |
| COMM 2010-C1 D 144A 05.7920 07/10/2046 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| DNB NOR ASA SEDOL 4263304 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.03% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.03% |
| NETFLIX INC 04.3750 11/15/2026 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.03% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.03% |
| COMCAST CORP 02.3500 01/15/2027 | 0.03% |
| CWALT 2006-OA10 4A1 00.4716 08/25/2046 | 0.03% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| LENNAR CORP 04.7500 11/29/2027 | 0.03% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.03% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.03% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| SPST 2020-13 A 01.5925 10/10/2021 | 0.03% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| CSX CORP SEDOL 2160753 | 0.03% |
| EDF SEDOL B0NJJ17 | 0.03% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.03% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.03% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| MRAIT 2020-11 A1X 01.8009 04/22/2022 | 0.03% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.03% |
| RRAM 2018-3A A1R2 144A 01.2738 01/15/2030 | 0.03% |
| SPST 2020-15 A 01.4625 12/10/2021 | 0.03% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.03% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| STACR 2016-HQA3 M3 03.9416 03/25/2029 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| APA CORP SEDOL BNNF1C1 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| BXMT 2021-FL4 A P/P 144A 01.1509 05/15/2038 | 0.03% |
| CAS 2016-C05 2M2 04.5416 01/25/2029 | 0.03% |
| COMM 2013-CR13 C 04.8832 11/10/2046 | 0.03% |
| CSAIL 2020-C19 XA IO 01.1187 03/15/2053 | 0.03% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.03% |
| INGIM 2013-2A A1R 144A 01.1458 04/25/2031 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.03% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.03% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.03% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.03% |
| MSBAM 2016-C31 B 03.8800 11/15/2049 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| STACR 2015-DNA3 M3 04.7916 04/25/2028 | 0.03% |
| TREASURY BILL 00.0000 07/06/2021 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| AHM 2007-1 GA1C 00.2816 05/25/2047 | 0.03% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.03% |
| CAS 2020-R01 1M2 02.1416 01/25/2040 | 0.03% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| MRAIT 2020-12 A1X 01.4509 07/15/2021 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| MRAIT 2021-8 A1X 01.2601 10/15/2021 | 0.03% |
| MRAIT 2021-EBO1 A1X 01.8601 10/08/2021 | 0.03% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 00.6916 01/25/2046 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| AWPT 2014-2A A1R 144A 01.4138 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% |
| CGMS C17A A1AR 144A 01.2350 04/30/2031 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| JPMBB 2013-C12 C 04.0989 07/15/2045 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| SPEAK 2017-4A A 144A 01.3858 10/26/2029 | 0.03% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.03% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% |
| MSC 2011-C3 B 144A 05.2155 07/15/2049 | 0.03% |
| ORACLE CORP 01.9000 09/15/2021 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.03% |
| SPX 20220121 C 4350.00CITI | 0.03% |
| TMIR 2021-2 M1A P/P 144A 02.1601 10/25/2033 | 0.03% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.03% |
| WFCM 2016-LC25 AS 03.9466 12/15/2059 | 0.03% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.02% |
| ALPHABET INC 01.9980 08/15/2026 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.02% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.02% |
| OMRON CORP SEDOL 6659428 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| STACR 2016-HQA2 M3 05.2416 11/25/2028 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| VERTIV TLB L+275 02.8359 03/02/2027 | 0.02% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.02% |
| AMGEN INC 04.6630 06/15/2051 | 0.02% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.02% |
| CAS 2017-C01 1M2 03.6416 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% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| JPMCC 2012-C6 E 144A 05.1413 05/15/2045 | 0.02% |
| JPMCC 2012-C8 D 144A 04.6696 10/15/2045 | 0.02% |
| JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.02% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 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% |
| CAD/USD 07/21/2021 GSFX | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| CAS 2016-C01 2M2 07.0416 08/25/2028 | 0.02% |
| CEDF 2013-1A ARR 144A 01.2638 04/20/2034 | 0.02% |
| COMCAST CORP 03.4500 02/01/2050 | 0.02% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| LBMLT 2004-1 A2 00.8916 02/25/2034 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| REG18 2021-1A A1 144A 01.1911 01/15/2034 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.02% |
| SPST 2021-WL1 A 00.7416 01/26/2054 | 0.02% |
| SPST 2021-WL2 A 00.7916 03/25/2054 | 0.02% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.02% |
| AGL 2020-5A A1 144A 02.2383 07/20/2030 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| CABOT CORP SEDOL 2162500 | 0.02% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMM 2015-CR24 B 04.3792 08/10/2048 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| CWALT 2006-OA7 1A2 01.0666 06/25/2046 | 0.02% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.02% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.02% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MCAS 2019-01 M7 144A 01.7916 10/15/2049 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 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% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| RRAM 2020-10A A1FL 144A 01.9838 07/15/2033 | 0.02% |
| SNDPT 2018-1A A 144A 01.1838 04/15/2031 | 0.02% |
| SOARING EAGLE ACQU - CL A SEDOL BNQP3R7 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WAMU 2005-AR12 1A8 02.9027 10/25/2035 | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| BANK 2017-BNK8 B 03.9265 11/15/2050 | 0.02% |
| CAS 2016-C03 2M2 05.9916 10/25/2028 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 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% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.02% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| RRAM 2020-12A AAR2 144A 01.5438 01/15/2036 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 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 02.0000 08/19/2021 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CEDF 2016-5A A1R 144A 01.2898 07/17/2031 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| COMM 2014-UBS6 C 04.4452 12/10/2047 | 0.02% |
| CPURNSA P 2.686 R 04/01/31 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 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% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MDPK 2018-30A A 144A 00.9338 04/15/2029 | 0.02% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.02% |
| MSBAM 2014-C14 C 05.0498 02/15/2047 | 0.02% |
| MVEW 2017-2A A 144A 01.3936 01/16/2031 | 0.02% |
| PPSI 2004-WCW2 M3 01.1416 10/25/2034 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| WFRBS 2011-C3 D 144A 05.5978 03/15/2044 | 0.02% |
| WFRBS 2013-C11 C 04.1856 03/15/2045 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 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% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DEN14 2016-1A A1R 144A 01.4529 10/23/2031 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| FHMS K105 X1 IO 01.5229 01/25/2030 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| FMC CORP SEDOL 2328603 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.02% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| MSBAM 2012-C6 D 144A 04.6051 11/15/2045 | 0.02% |
| NAVISTAR INTERNATIONAL L+350 03.5925 11/06/2024 | 0.02% |
| OZLM 2015-11A A1R 144A 01.4355 10/30/2030 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.02% |
| SEK/USD 06/16/2021 MSCIL | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| UBSCM 2012-C1 C 144A 05.5686 05/10/2045 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| WFRBS 2014-C22 XA IO 00.8006 09/15/2057 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CWALT 2006-OA19 A1 00.2793 02/20/2047 | 0.02% |
| FEDEX CORP SEDOL 2142784 | 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% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| MP3 2013-1A AR 144A 01.4383 10/20/2030 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| SAMI 2007-AR7 1A1 00.9416 05/25/2047 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| TORO CO SEDOL 2897040 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFRBS 2012-C9 D 144A 04.8091 11/15/2045 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.02% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CGCMT 2014-GC19 D 144A 05.0921 03/10/2047 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 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% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7418 08/10/2046 | 0.02% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.02% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.02% |
| JPMBB 2013-C12 B 04.0989 07/15/2045 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/15/2049 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MSC 2016-BNK2 C 03.9004 11/15/2049 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| ORACLE CORP 03.6500 03/25/2041 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 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 04.3086 07/15/2046 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 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% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| JPMCC 2010-C2 C 144A 05.6841 11/15/2043 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.02% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| MSBAM 2015-C24 B 04.3442 05/15/2048 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NEUB 2021-40A A 144A 01.2479 04/16/2033 | 0.02% |
| NRZT 2018-4A A1M 00.9916 01/25/2048 | 0.02% |
| PFWST 2021-1 A 00.7916 02/25/2055 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| STACR 2016-HQA1 M3 06.4416 09/25/2028 | 0.02% |
| STACR 2017-DNA2 M2 03.5416 10/25/2029 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| WAMU 2007-HY2 1A1 03.0586 12/25/2036 | 0.02% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 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 07.2500 10/15/2039 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.01% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.01% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.01% |
| CANYC 2019-2A A 144A 01.5538 10/15/2032 | 0.01% |
| CLUB CAR TL L+400 04.5000 05/12/2028 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.01% |
| ELMW2 2019-2A AR P/P 144A 01.3383 04/20/2034 | 0.01% |
| FHMS K121 X1 IO 01.0284 10/25/2030 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 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 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MSBAM 2013-C9 D 144A 04.1110 05/15/2046 | 0.01% |
| MWST 2020-1 A 00.9916 10/25/2053 | 0.01% |
| NH FOODS LTD SEDOL 6640767 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| SCSK CORP SEDOL 6858474 | 0.01% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.01% |
| SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| UNILEVER PLC SEDOL B10RZP7 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 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% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 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% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CAS 2016-C06 1M2 04.3416 04/25/2029 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| COMM 2014-CR18 C 04.7562 07/15/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CSAIL 2015-C1 D 144A 03.7630 04/15/2050 | 0.01% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| E.ON SE SEDOL 4942904 | 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% |
| GSMS 2010-C1 D 144A 06.1540 08/10/2043 | 0.01% |
| GSMS 2014-GC18 C 04.9884 01/10/2047 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| IPSEN SEDOL B0R7JF1 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JPMBB 2014-C22 C 04.5531 09/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% |
| PLMRS 2018-2A A1A 144A 01.2836 07/16/2031 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SEB SA SEDOL 4792132 | 0.01% |
| STACR 2015-HQA2 M3 04.8916 05/25/2028 | 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% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WFCM 2016-LC25 XA IO 00.9629 12/15/2059 | 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% |
| ARRW 2018-1 A3 04.1246 04/25/2048 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CPURNSA P 2.79 R 04/15/26 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| FHMS KW01 X1 IO 00.9684 01/25/2026 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GSMS 2011-GC3 D 144A 05.3796 03/10/2044 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.2666 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% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NEWZ 2021-1 A 00.8416 05/25/2055 | 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% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 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 01.2100 06/16/2036 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BCC 2019-3A A 144A 01.5260 10/21/2032 | 0.01% |
| BOLLORE SEDOL 4572709 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 0.01% |
| CAS 2017-C01 1EB1 01.3416 07/25/2029 | 0.01% |
| CMLTI 2005-2 1A2A 02.7961 05/25/2035 | 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 CORP 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% |
| 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% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GNR 2015-H25 BI IO 01.9667 10/20/2065 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| MSC 2011-C3 D 144A 05.2155 07/15/2049 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 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% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2017-DNA1 M2 03.3416 07/25/2029 | 0.01% |
| STACR 2020-HQA1 M2 01.9916 01/25/2050 | 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% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WFRBS 2013-C15 D 144A 04.4790 08/15/2046 | 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% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 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% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| CAD/USD 07/21/2021 SSBT | 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% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 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% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CQP HOLDCO TLB L+375 04.2500 05/27/2028 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GBP/USD 06/16/2021 GSFX | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/07/2027 | 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% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 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% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| S&P MID 400 EMINI JUN21 FAM1 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 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% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 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% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0859 08/15/2050 | 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% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CBAM 2019-9A A 144A 01.4638 02/12/2030 | 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 05.7481 12/15/2047 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CWALT 2005-59 1A1 00.7593 11/20/2035 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 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 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2016-H16 EI IO 02.4729 06/20/2066 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MAGNE 2012-7A A1R2 144A 00.9838 01/15/2028 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 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% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| ORGANON FIN 1 LLC P/P 144A 04.1250 04/30/2028 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 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% |
| STACR 2014-HQ2 M3 03.8416 09/25/2024 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TPMT 2015-1 A2 144A 03.2500 10/25/2053 | 0.01% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.01% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 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% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2013-LC12 D 144A 04.3086 07/15/2046 | 0.01% |
| WINDR 2014-2A AR 144A 01.3238 01/15/2031 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ARRW 2019-1 A3 04.1555 01/25/2049 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| BAFC 2005-B 3M1 00.7743 04/20/2035 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 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% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CAS 2014-C04 1M2 04.9916 11/25/2024 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CWALT 2006-24CB A19 00.5916 08/25/2036 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| EUR/USD 06/16/2021 UBS | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2013-99 AS IO 05.9508 06/20/2043 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 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% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 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% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MWST 2020-2 A 00.8916 11/25/2053 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 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% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2018-HRP2 M3 02.4916 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% |
| TRANSDIGM INC P/P 144A 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 04/14/2028 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0516 07/25/2045 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 02.2500 03/01/2031 | 0.01% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.01% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.01% |
| AKZO NOBEL CHEMICALS T L+275 02.8475 10/01/2025 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 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 03.1073 04/22/2026 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 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% |
| CAS 2014-C02 1M2 02.6916 05/25/2024 | 0.01% |
| CAS 2014-C03 2M2 02.9916 07/25/2024 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 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% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 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% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FHR 3829 AS IO 06.8491 03/15/2041 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HCA INC. 05.5000 06/15/2047 | 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% |
| 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% |
| JOHNSON CONTROLS POWER L+325 03.3425 04/30/2026 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+300 03.1084 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% |
| 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% |
| STACR 2016-DNA3 M3 05.0916 12/25/2028 | 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% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WAMU 2005-AR11 A1B3 00.8916 08/25/2045 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| 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% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| CAS 2015-C03 2M2 05.0916 07/25/2025 | 0.01% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 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% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| EQT CORP 08.5000 02/01/2030 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 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% |
| GSMS 2014-GC24 XA IO 00.7203 09/10/2047 | 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% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8392 11/15/2047 | 0.01% |
| JPMBB 2015-C33 XA IO 00.9059 12/15/2048 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.01% |
| MSRR 2015-R4 CB1 00.9318 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% |
| NOK/USD 06/16/2021 TDBK | 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% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 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% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2017-DNA2 M1 01.2916 10/25/2029 | 0.01% |
| STACR 2019-DNA1 M2 02.7416 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.4416 02/25/2049 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| TENNECO INC P/P 144A 05.1250 04/15/2029 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 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% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| WR GRACE & CO-CONN 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 07.6250 02/01/2029 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.00% |
| BUMT 2005-1 1A1 00.6916 09/25/2045 | 0.00% |
| BWAY CORP TLB L+325 03.3850 04/03/2024 | 0.00% |
| CAD/USD 07/21/2021 TDBK | 0.00% |
| CAS 2015-C01 1M2 04.3916 02/25/2025 | 0.00% |
| CAS 2015-C02 2M2 04.0916 05/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2416 11/25/2039 | 0.00% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 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% |
| COMM 2014-CR19 XA IO 00.9686 08/10/2047 | 0.00% |
| COMM 2014-UBS6 XA IO 00.8850 12/10/2047 | 0.00% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.00% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DIVERSEY TL L+300 03.1854 09/06/2024 | 0.00% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.00% |
| EUR/USD 06/16/2021 HSBCB | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GBP/USD 06/16/2021 MSCIL | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNR 2015-H26 EI IO 01.7275 10/20/2065 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 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% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.00% |
| JPY/USD 08/18/2021 SSBT | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| 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% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MLMI 2005-A2 A2 02.7985 02/25/2035 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 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% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.00% |
| STACR 2014-HQ3 M3 04.8416 10/25/2024 | 0.00% |
| STACR 2015-DNA2 M3 03.9916 12/25/2027 | 0.00% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 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% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.00% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% |
| VICTORS MERGER CORP P/P 144A 06.3750 05/15/2029 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.00% |
| AADVANTAGE 1L TL L+475 05.5000 03/24/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ADIENT TLB L+350 03.5925 04/01/2028 | 0.00% |
| 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% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| BANK OF AMERICA CORP 00.9439 09/15/2026 | 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% |
| CAD/USD 07/21/2021 CITI | 0.00% |
| CAD/USD 07/21/2021 HSBCB | 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 2016-C07 2M2 04.4416 05/25/2029 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| 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.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMM 2013-CR11 XA IO 00.9164 08/10/2050 | 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% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 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% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| 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% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| FHR 3408 EK 25.3872 04/15/2037 | 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 AY4779 04.4910 03/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 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 P/P 144A 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% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% |
| NOK/USD 06/16/2021 UBS | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 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% |
| 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% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 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% |
| 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 TL 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% |
| SEK/USD 06/16/2021 GSFX | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 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-HQA2 M2 02.3916 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% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TREASURY BILL 00.0000 07/27/2021 | 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% |
| WFRBS 2011-C4 E 144A 05.1338 06/15/2044 | 0.00% |
| WFRBS 2013-C14 XA IO 00.7072 06/15/2046 | 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% |
| ZAYO GROUP HLDG INC L+300 03.0925 03/09/2027 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| AUD/USD 07/21/2021 RBSF | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 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% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CGCMT 2012-GC8 XA IO 144A 01.7358 09/10/2045 | 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% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| COMM 2014-LC17 XA IO 00.7204 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% |
| CWALT 2005-27 1A1 01.4690 08/25/2035 | 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 LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| FNR 2007-53 SP 23.8640 06/25/2037 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.00% |
| GNMA GII30 BL6218 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% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.00% |
| GSMS 2013-GC10 XA IO 01.4832 02/10/2046 | 0.00% |
| GSMS 2014-GC22 XA IO 00.9768 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% |
| JPMBB 2014-C19 XA IO 00.7365 04/15/2047 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| MSAC 2004-HE6 M1 00.9166 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.0717 08/15/2047 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NOK/USD 06/16/2021 JPMCB | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PRECISION DRILL USD 05.2500 11/15/2024 | 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% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% |
| SEK/USD 06/16/2021 JPMCB | 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% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 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 2012-C10 XA IO 144A 01.5158 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO 144A 01.8665 11/15/2045 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 1.5911 R ISWP US0003M P 05/13/2031 | 0.00% |
| 1.627 R ISWP US0003M P 05/24/2031 | 0.00% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BMIR 2020-2A M1A 144A 02.3916 08/26/2030 | 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 2014-C04 2M2 05.0916 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.0916 05/25/2025 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 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 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.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.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 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 01.0090 07/15/2047 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| FHR 2990 LB 16.6878 06/15/2034 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| GBP/USD 06/16/2021 RBSF | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GMAC CAPITAL TRUST I PCT 05.9408 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 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% |
| GRAFTECH FINANCE INC P/P 144A 04.6250 12/15/2028 | 0.00% |
| GSMS 2013-GC12 XA IO 01.4012 06/10/2046 | 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% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JPY/USD 08/18/2021 GSFX | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| 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% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 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% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| SEK/USD 06/16/2021 BCAP-FX | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
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| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.5948 12/10/2045 | 0.00% |
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| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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.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 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 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% |
| 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% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 06/16/2021 MSCIL | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-106 JC 19.8399 12/25/2035 | 0.00% |
| FNR 2006-62 PS 39.3502 07/25/2036 | 0.00% |
| GBP/USD 06/16/2021 JPMCB | 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 BN2618 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| JPY/USD 08/18/2021 CITI | 0.00% |
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| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 0.00% |
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| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
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| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| 0.254 R ISWP US0003M P 05/13/2023 | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| 1.5315 R ISWP US0003M P 05/28/2031 | 0.00% |
| 1.5585 R ISWP US0003M P 05/27/2031 | 0.00% |
| 1.5614 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1.5625 R ISWP US0003M P 04/28/2031 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 07/21/2021 GSFX | 0.00% |
| AUD/USD 07/21/2021 JPMCB | 0.00% |
| AUD/USD 07/21/2021 MSCIL | 0.00% |
| AUD/USD 07/21/2021 TDBK | 0.00% |
| BACM 2007-1 XW IO 00.4234 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5617 12/11/2038 | 0.00% |
| CAD/USD 07/21/2021 CSI-FX | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.5135 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 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 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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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.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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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 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-.11 2054-11-18 300.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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 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-.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 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% |
| CSFB 2003-C3 AX IO 144A 02.0576 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0157 01/15/2049 | 0.00% |
| DKK/USD 06/16/2021 CITI | 0.00% |
| EUR/USD 06/16/2021 BANKAM | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 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 06/16/2021 BANKAM | 0.00% |
| GBP/USD 06/16/2021 BCAP-FX | 0.00% |
| GBP/USD 06/16/2021 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 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| GNR 2019-78 SJ IO 05.9508 06/20/2049 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 08/18/2021 BANKAM | 0.00% |
| HKD/USD 08/18/2021 BCAP-FX | 0.00% |
| HKD/USD 08/18/2021 HSBCB | 0.00% |
| HKD/USD 08/18/2021 SSBT | 0.00% |
| HKD/USD 08/18/2021 UBS | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2972 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.4021 01/15/2049 | 0.00% |
| JPY/USD 08/18/2021 BANKAM | 0.00% |
| JPY/USD 08/18/2021 HSBCB | 0.00% |
| JPY/USD 08/18/2021 JPMCB | 0.00% |
| LBUBS 2007-C2 XW IO 00.1449 02/15/2040 | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 05.6942 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% |
| NOK/USD 06/16/2021 GSFX | 0.00% |
| NZD/USD 07/21/2021 HSBCB | 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 06/16/2021 UBS | 0.00% |
| STACR 2020-DNA5 M1 01.3100 10/25/2050 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2619 11/15/2048 | 0.00% |
| AUD/USD 07/21/2021 BCAP-FX | -0.00% |
| AUD/USD 07/21/2021 CITI | -0.00% |
| AUD/USD 07/21/2021 HSBCB | -0.00% |
| AUD/USD 07/21/2021 UBS | -0.00% |
| CAD/USD 07/21/2021 WPAC | -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.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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| JPY/USD 08/18/2021 BCAP-FX | -0.00% |
| JPY/USD 08/18/2021 RBSF | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| NOK/USD 06/16/2021 MSCIL | -0.00% |
| NZD/USD 07/21/2021 CITI | -0.00% |
| SEK/USD 06/16/2021 TDBK | -0.00% |
| CHF/USD 06/16/2021 CITI | -0.00% |
| CHF/USD 06/16/2021 GSFX | -0.00% |
| CHF/USD 06/16/2021 HSBCB | -0.00% |
| CHF/USD 06/16/2021 SSBT | -0.00% |
| CMB CMBX.NA.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 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/16/2021 GSFX | -0.00% |
| EUR/USD 06/16/2021 RBSF | -0.00% |
| GBP/USD 06/16/2021 CITI | -0.00% |
| GBP/USD 06/16/2021 TDBK | -0.00% |
| JPY/USD 08/18/2021 WPAC | -0.00% |
| KRW/USD 08/18/2021 JPMCB | -0.00% |
| NZD/USD 07/21/2021 MSCIL | -0.00% |
| AUD/USD 07/21/2021 SSBT | -0.00% |
| CHF/USD 06/16/2021 MSCIL | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/16/2021 BCAP-FX | -0.00% |
| EUR/USD 06/16/2021 CSI-FX | -0.00% |
| EUR/USD 06/16/2021 SSBT | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 08/18/2021 MSCIL | -0.00% |
| JPY/USD 08/18/2021 TDBK | -0.00% |
| CAD/USD 07/21/2021 BANKAM | -0.00% |
| CAD/USD 07/21/2021 RBSF | -0.00% |
| CHF/USD 06/16/2021 JPMCB | -0.00% |
| GBP/USD 06/16/2021 CSI-FX | -0.00% |
| GBP/USD 06/16/2021 HSBCB | -0.00% |
| GBP/USD 06/16/2021 SSBT | -0.00% |
| GBP/USD 06/16/2021 UBS | -0.00% |
| NZD/USD 07/21/2021 JPMCB | -0.00% |
| NZD/USD 07/21/2021 WPAC | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| CNH/USD 08/18/2021 CITI | -0.00% |
| CNH/USD 08/18/2021 HSBCB | -0.00% |
| CNH/USD 08/18/2021 TDBK | -0.00% |
| EUR/USD 06/16/2021 CITI | -0.00% |
| EUR/USD 06/16/2021 JPMCB | -0.00% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | -0.01% |
| CAD/USD 07/21/2021 BCAP-FX | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| SPX 20220121 C 4700.00CITI | -0.01% |
| 1.57 R ISWP US0003M P 04/20/2031 | -0.01% |
| EUR/USD 06/16/2021 WPAC | -0.01% |
| JPY/USD 08/18/2021 UBS | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| NZD/USD 07/21/2021 SSBT | -0.01% |
| CAD/USD 07/21/2021 UBS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| CAD/USD 07/21/2021 JPMCB | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NZD/USD 07/21/2021 UBS | -0.01% |
| EUR/USD 06/16/2021 TDBK | -0.01% |
| NZD/USD 07/21/2021 RBSF | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.01% |
| SEK/USD 06/16/2021 SSBT | -0.01% |
| NZD/USD 07/21/2021 GSFX | -0.02% |
| MSCI EAFE JUN21 MFSM1 | -0.03% |
| GNMA GII30 TBA 04.5000 06/01/2051 | -0.08% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2051 | -0.87% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -3.02% |
| US 5YR NOTE (CBT) SEP21 FVU1 | -4.02% |
| GSGLPWDS P US0001M R 12/15/25 GS | -4.07% |
| S&P500 EMINI FUT JUN21 ESM1 | -14.43% |
| E-MINI RUSS 2000 JUN21 RTYM1 | 5.34% |
|---|---|
| GSGLPWDL R US0001M P 12/15/25 GS | 4.06% |
| APPLE INC SEDOL 2046251 | 3.04% |
| MICROSOFT CORP SEDOL 2588173 | 2.68% |
| AMAZON.COM INC SEDOL 2000019 | 2.53% |
| RU10VATR R US0001M P 02/05/22 JP | 2.31% |
| US ULTRA BOND CBT JUN21 WNM1 | 2.11% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 2.09% |
| US 10YR NOTE (CBT)JUN21 TYM1 | 1.80% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.70% |
| S&P GSCI LIGHT ENERGY ER | 1.63% |
| MSCI EMGMKT JUN21 MESM1 | 1.42% |
| FNMA FN15 TBA UMBS 02.5000 05/01/2036 | 1.32% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.31% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.28% |
| NVIDIA CORP SEDOL 2379504 | 1.14% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 1.07% |
| US LONG BOND(CBT) JUN21 USM1 | 1.07% |
| NASDAQ 100 E-MINI JUN21 NQM1 | 0.90% |
| CITIGROUP INC SEDOL 2297907 | 0.90% |
| ADOBE INC SEDOL 2008154 | 0.88% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.87% |
| QUALCOMM INC SEDOL 2714923 | 0.82% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.74% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.72% |
| ELI LILLY & CO SEDOL 2516152 | 0.70% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.68% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.63% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.61% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.60% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.60% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.56% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.56% |
| INTUIT INC SEDOL 2459020 | 0.55% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.54% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.53% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.52% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.50% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.50% |
| FORD MOTOR CO SEDOL 2615468 | 0.49% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.48% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.48% |
| TREASURY BILL 00.0000 06/03/2021 | 0.46% |
| WALMART INC SEDOL 2936921 | 0.46% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.46% |
| PEPSICO INC SEDOL 2681511 | 0.46% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.45% |
| FNMA FN30 TBA UMBS 06.0000 05/01/2051 | 0.45% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.45% |
| MASTERCARD INC - A SEDOL B121557 | 0.42% |
| TARGET CORP SEDOL 2259101 | 0.40% |
| US 2YR NOTE (CBT) JUN21 TUM1 | 0.40% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.40% |
| MERCK & CO. INC. SEDOL 2778844 | 0.39% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.38% |
| METLIFE INC SEDOL 2573209 | 0.38% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.37% |
| EXELON CORP SEDOL 2670519 | 0.36% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.35% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.35% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.35% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.34% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.34% |
| DEERE & CO SEDOL 2261203 | 0.34% |
| AUTODESK INC SEDOL 2065159 | 0.33% |
| ABBVIE INC SEDOL B92SR70 | 0.32% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.32% |
| HOME DEPOT INC SEDOL 2434209 | 0.32% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.31% |
| TESLA INC SEDOL B616C79 | 0.31% |
| TREASURY BILL 00.0000 06/29/2021 | 0.31% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.30% |
| MCDONALD'S CORP SEDOL 2550707 | 0.30% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.30% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.30% |
| EBAY INC SEDOL 2293819 | 0.29% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.29% |
| MORGAN STANLEY | 0.28% |
| NRG ENERGY INC SEDOL 2212922 | 0.28% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.28% |
| DANAHER CORP SEDOL 2250870 | 0.28% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.28% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.27% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.27% |
| FORTINET INC SEDOL B5B2106 | 0.26% |
| GNMA GII30 TBA 03.0000 05/01/2051 | 0.26% |
| TREASURY BILL 00.0000 06/10/2021 | 0.26% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.26% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.26% |
| CRH PLC SEDOL 4182249 | 0.25% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.25% |
| ALTRIA GROUP INC | 0.25% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.25% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.24% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.23% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 0.23% |
| HALLIBURTON CO SEDOL 2405302 | 0.23% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 0.23% |
| CUMMINS INC SEDOL 2240202 | 0.23% |
| CASH MGMT BILL 00.0000 07/20/2021 | 0.23% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.23% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.22% |
| NIKE INC -CL B SEDOL 2640147 | 0.22% |
| BEST BUY CO INC SEDOL 2094670 | 0.22% |
| CIGNA CORP SEDOL BHJ0775 | 0.22% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.22% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.22% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.21% |
| DOW INC SEDOL BHXCF84 | 0.21% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.21% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.21% |
| HUMANA INC SEDOL 2445063 | 0.21% |
| PULTEGROUP INC SEDOL 2708841 | 0.20% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.20% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.19% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.19% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.19% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.19% |
| AXA SA SEDOL 7088429 | 0.19% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.19% |
| SERVICENOW INC SEDOL B80NXX8 | 0.19% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.19% |
| UNITED RENTALS INC SEDOL 2134781 | 0.19% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.18% |
| BIOGEN INC SEDOL 2455965 | 0.18% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.18% |
| AFLAC INC SEDOL 2026361 | 0.18% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.18% |
| CORTEVA INC SEDOL BK73B42 | 0.18% |
| LG CHEM LTD SEDOL 6346913 | 0.18% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.17% |
| LOWES COMPANIES INC | 0.17% |
| SONY GROUP CORP SEDOL 6821506 | 0.17% |
| CONOCOPHILLIPS | 0.17% |
| MCKESSON CORP SEDOL 2378534 | 0.17% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.17% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.17% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.17% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.17% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.17% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.17% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.17% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.17% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.17% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.16% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.16% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.16% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.16% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.16% |
| AMGEN INC SEDOL 2023607 | 0.16% |
| CHEVRON CORP | 0.15% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.15% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.15% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.15% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.15% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.15% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.14% |
| DEXCOM INC SEDOL B0796X4 | 0.14% |
| COSTAR GROUP INC SEDOL 2262864 | 0.14% |
| ABBVIE INC 03.2000 11/21/2029 | 0.14% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.14% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.14% |
| EQUINIX INC SEDOL BVLZX12 | 0.14% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.14% |
| TJX COMPANIES INC SEDOL 2989301 | 0.14% |
| CASH MGMT BILL 00.0000 07/13/2021 | 0.14% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.14% |
| EATON CORP PLC SEDOL B8KQN82 | 0.14% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.13% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.13% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.13% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.13% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.13% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.13% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.13% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.13% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.13% |
| HOLOGIC INC SEDOL 2433530 | 0.13% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.12% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.12% |
| SYNOPSYS INC SEDOL 2867719 | 0.12% |
| RADIAN GROUP INC SEDOL 2173911 | 0.12% |
| TREASURY BILL 00.0000 06/01/2021 | 0.12% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% |
| HOYA CORP SEDOL 6441506 | 0.12% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.12% |
| STACR 2016-DNA2 M3 04.7561 10/25/2028 | 0.12% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.11% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.11% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.11% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.11% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.11% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.11% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.11% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.11% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.11% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.11% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.11% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.11% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.11% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.11% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.11% |
| POLARIS INC SEDOL 2692933 | 0.11% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.11% |
| VERIZON COMM 04.3290 09/21/2028 | 0.10% |
| ALLSTATE CORP SEDOL 2019952 | 0.10% |
| DIAGEO PLC SEDOL 0237400 | 0.10% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.10% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.10% |
| GARTNER INC SEDOL 2372763 | 0.10% |
| ABIOMED INC SEDOL 2003698 | 0.10% |
| AMERISOURCEBERGEN CORP | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.10% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.10% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.10% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.10% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.10% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| ARAMARK SEDOL BH3XG17 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.10% |
| VONTIER CORP SEDOL BH4GV32 | 0.10% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.10% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.10% |
| BHP GROUP LTD SEDOL 6144690 | 0.10% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.10% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.09% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.09% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| STATE STREET CORP SEDOL 2842040 | 0.09% |
| TOTAL SE SEDOL B15C557 | 0.09% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.09% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.09% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.09% |
| AGCO CORP SEDOL 2010278 | 0.09% |
| L OREAL SEDOL 4057808 | 0.09% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.09% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.09% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.09% |
| AMEREN CORPORATION SEDOL 2050832 | 0.09% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.09% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.09% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.09% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.08% |
| RIO TINTO PLC SEDOL 0718875 | 0.08% |
| NEXI SPA SEDOL BJ1F880 | 0.08% |
| THALES SA SEDOL 4162791 | 0.08% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.08% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.08% |
| BRUNSWICK CORP SEDOL 2149309 | 0.08% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.08% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.08% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| BNP PARIBAS SEDOL 7309681 | 0.08% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.08% |
| MERCK KGAA SEDOL 4741844 | 0.08% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.08% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.08% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.08% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.08% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.08% |
| ORSTED A/S SEDOL BYT16L4 | 0.08% |
| SLM CORP | 0.08% |
| ABB LTD-REG SEDOL 7108899 | 0.07% |
| ALPHABET INC 03.6250 05/19/2021 | 0.07% |
| DBUBS 2011-LC3A D P/P 144A 05.5170 08/10/2044 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.07% |
| APPLE INC 04.2500 02/09/2047 | 0.07% |
| BRENNTAG SE SEDOL B4YVF56 | 0.07% |
| CAIXABANK SA SEDOL B283W97 | 0.07% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.07% |
| ROKU INC SEDOL BZ1LFG7 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.07% |
| ENTERGY CORP SEDOL 2317087 | 0.07% |
| GARMIN LTD SEDOL B3Z5T14 | 0.07% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.07% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.07% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.07% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.07% |
| ORACLE CORP 02.5000 10/15/2022 | 0.07% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.07% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.07% |
| ZALANDO SE SEDOL BQV0SV7 | 0.07% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.07% |
| MONCLER SPA SEDOL BGLP232 | 0.07% |
| NINTENDO CO LTD SEDOL 6639550 | 0.07% |
| SK TELECOM SEDOL 6224871 | 0.07% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.07% |
| BP PLC SEDOL 0798059 | 0.07% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.07% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.07% |
| ITOCHU CORP SEDOL 6467803 | 0.07% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.07% |
| KEYCORP SEDOL 2490911 | 0.07% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.07% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.07% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.06% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.06% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.06% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.06% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.06% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.06% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.06% |
| ORACLE CORP 04.0000 11/15/2047 | 0.06% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.06% |
| AUTO1 GROUP SE P/P 144A SEDOL BL5C4C7 | 0.06% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.06% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| AMDOCS LTD SEDOL 2256908 | 0.06% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.06% |
| STELLANTIS NV SEDOL BMD8F98 | 0.06% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.06% |
| CAS 2016-C04 1M2 04.3561 01/25/2029 | 0.06% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.06% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.06% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.06% |
| MWST 2019-1 A 00.9061 06/25/2052 | 0.06% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.06% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.06% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| LINDE PLC SEDOL BYWD9S5 | 0.06% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.06% |
| PFIZER INC SEDOL 2684703 | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% |
| CROWN HOLDINGS INC | 0.06% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| KINGFISHER PLC SEDOL 3319521 | 0.06% |
| MINEBEA CO LTD SEDOL 6642406 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| SQUARE INC - A SEDOL BYNZGK1 | 0.06% |
| AVIVA PLC SEDOL 0216238 | 0.06% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.06% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.06% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.06% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.06% |
| SECOM CO LTD SEDOL 6791591 | 0.06% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.06% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.05% |
| CIMAREX ENERGY CO SEDOL 2987521 | 0.05% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.05% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.05% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.05% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.05% |
| EVOLUTION GAMING GRP SEDOL BJXSCH4 | 0.05% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.05% |
| KDDI CORP SEDOL 6248990 | 0.05% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.05% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.05% |
| BROADCOM INC 04.1500 11/15/2030 | 0.05% |
| CAS 2016-C01 1M2 06.8561 08/25/2028 | 0.05% |
| CAS 2016-C02 1M2 06.1061 09/25/2028 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.05% |
| GENTEX CORP SEDOL 2366799 | 0.05% |
| QIAGEN N.V. SEDOL BYXS699 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% |
| AT&T INC SEDOL 2831811 | 0.05% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.05% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.05% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| CAPGEMINI SE SEDOL 4163437 | 0.05% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.05% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.05% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.05% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| CSAIL 2015-C1 C 04.4053 04/15/2050 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| ENEL SPA SEDOL 7144569 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.05% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.05% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.05% |
| NORDSON CORP SEDOL 2641838 | 0.05% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.05% |
| UNUM GROUP SEDOL 2433842 | 0.05% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.04% |
| LNSTR 2015-3 B P/P 144A 03.3228 04/20/2048 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.04% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.04% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.04% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.04% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.04% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% |
| SANDS CHINA LTD SEDOL B5B23W2 | 0.04% |
| ADIDAS AG SEDOL 4031976 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.04% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.04% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| OPAP SA SEDOL 7107250 | 0.04% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.04% |
| ADYEN NV SEDOL BZ1HM42 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| BOEING CO 05.9300 05/01/2060 | 0.04% |
| CAS 2015-C04 1M2 05.8061 04/25/2028 | 0.04% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| SYSCO CORP SEDOL 2868165 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| APID 2015-23A AR P/P 144A 01.4038 04/15/2033 | 0.04% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.04% |
| MSBAM 2014-C17 C 04.6363 08/15/2047 | 0.04% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 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% |
| CAS 2015-C04 2M2 05.6561 04/25/2028 | 0.04% |
| CSMC 2016-NXSR C 04.5065 12/15/2049 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2051 | 0.04% |
| GNMA GII30 TBA 04.0000 05/01/2051 | 0.04% |
| INTERACTIVE BROKERS GRO-CL A SEDOL B1WT4X2 | 0.04% |
| LENNAR CORP-A SEDOL 2511920 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.04% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.04% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| CELANESE CORP SEDOL B05MZT4 | 0.04% |
| DEVON ENERGY CORP SEDOL 2480677 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| GSMS 2011-GC3 C P/P 144A 05.5584 03/10/2044 | 0.04% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.04% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.04% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.04% |
| ORACLE CORP SEDOL 2661568 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| SPST 2021-6 A 00.9061 04/25/2022 | 0.04% |
| APA CORP SEDOL BNNF1C1 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| DOVER CORP SEDOL 2278407 | 0.04% |
| FEDEX CORP SEDOL 2142784 | 0.04% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.04% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.04% |
| GSMS 2014-GC22 C 04.8474 06/10/2047 | 0.04% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| SPST 2020-6 A 01.8561 09/07/2021 | 0.04% |
| STACR 2016-DNA1 M3 05.6586 07/25/2028 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.03% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.03% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| COMM 2010-C1 D P/P 144A 05.9851 07/10/2046 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.03% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.03% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.03% |
| NETFLIX INC 04.3750 11/15/2026 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| PANASONIC CORP SEDOL 6572707 | 0.03% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.03% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| COMCAST CORP 02.3500 01/15/2027 | 0.03% |
| CWALT 2006-OA10 4A1 00.4861 08/25/2046 | 0.03% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% |
| EDF SEDOL B0NJJ17 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| LENNAR CORP 04.7500 11/29/2027 | 0.03% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.03% |
| SPST 2020-13 A 01.6061 10/10/2021 | 0.03% |
| SPST 2020-15 A 01.4761 12/10/2021 | 0.03% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.03% |
| CAS 2020-R01 1M2 02.1561 01/25/2040 | 0.03% |
| CSX CORP SEDOL 2160753 | 0.03% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.03% |
| MRAIT 2020-11 A1X 01.8146 04/22/2022 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| ORACLE CORP 01.9000 09/15/2021 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.03% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.03% |
| CSAIL 2020-C19 XA IO 01.2396 03/15/2053 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| NOVATEK MICROELECTRONICS COR SEDOL 6346333 | 0.03% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.03% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.03% |
| STACR 2016-HQA3 M3 03.9561 03/25/2029 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.03% |
| BXMT 2021-FL4 A P/P 144A 01.1700 05/15/2038 | 0.03% |
| CAS 2016-C05 2M2 04.5561 01/25/2029 | 0.03% |
| COMM 2013-CR13 C 05.0463 11/10/2046 | 0.03% |
| INGIM 2013-2A A1R P/P 144A 01.1458 04/25/2031 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.03% |
| SHRP 2020-1 NOTE 03.0758 07/25/2024 | 0.03% |
| SPX 20220121 C 4350.00CITI | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| CASH MGMT BILL 00.0000 07/06/2021 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.03% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| FAURECIA SEDOL 4400446 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.03% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| S&P MID 400 EMINI JUN21 FAM1 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| STACR 2015-DNA3 M3 04.8061 04/25/2028 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 00.7061 01/25/2046 | 0.03% |
| TREASURY BILL 00.0000 05/25/2021 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| AHM 2007-1 GA1C 00.2961 05/25/2047 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.03% |
| CGMS C17A A1AR P/P 144A 01.2350 04/30/2031 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.03% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.03% |
| MRAIT 2020-12 A1X 01.4646 07/15/2021 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| MRAIT 2021-8 A1X 01.2651 10/15/2021 | 0.03% |
| MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.03% |
| NABTESCO CORP SEDOL 6687571 | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.03% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| AWPT 2014-2A A1R P/P 144A 01.4138 10/15/2029 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.03% |
| FUJITSU LTD SEDOL 6356945 | 0.03% |
| JPMBB 2013-C12 C 04.2356 07/15/2045 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| JPMORGAN CHASE & CO 01.1938 05/15/2047 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| MP3 2013-1A AR P/P 144A 01.4383 10/20/2030 | 0.03% |
| SPEAK 2017-4A A P/P 144A 01.3858 10/26/2029 | 0.03% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| MSC 2011-C3 B P/P 144A 05.4338 07/15/2049 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.03% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.03% |
| STACR 2016-HQA2 M3 05.2561 11/25/2028 | 0.03% |
| TMIR 2021-2 M1A P/P 144A 02.1601 10/25/2033 | 0.03% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.03% |
| WFCM 2016-LC25 AS 04.0940 12/15/2059 | 0.03% |
| ABBVIE INC P/P 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% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.02% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| JPY/USD 05/19/2021 SSBT | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.02% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.02% |
| VERTIV TLB L+275 02.8601 03/02/2027 | 0.02% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| AMGEN INC 04.6630 06/15/2051 | 0.02% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.02% |
| CAS 2017-C01 1M2 03.6561 07/25/2029 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.8253 10/15/2045 | 0.02% |
| NEXON CO LTD SEDOL B63QM77 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| OMRON CORP SEDOL 6659428 | 0.02% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.02% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 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% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| HITACHI LTD SEDOL 6429104 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| CAS 2016-C01 2M2 07.0561 08/25/2028 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMCAST CORP 03.4500 02/01/2050 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| CWALT 2006-OA7 1A2 01.0819 06/25/2046 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| LBMLT 2004-1 A2 00.9061 02/25/2034 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MCAS 2019-01 M7 P/P 144A 01.8061 10/15/2049 | 0.02% |
| MWST 2021-2 A 00.8603 04/25/2055 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.02% |
| SPST 2021-WL1 A 00.7561 01/26/2054 | 0.02% |
| SPST 2021-WL2 A 00.8061 03/25/2054 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| WAMU 2005-AR12 1A8 02.8962 10/25/2035 | 0.02% |
| ZOZO INC SEDOL B292RC1 | 0.02% |
| AGL 2020-5A A1 P/P 144A 02.2383 07/20/2030 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| CAS 2016-C03 2M2 06.0061 10/25/2028 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| COMM 2015-CR24 B 04.5249 08/10/2048 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| GSMS 2011-GC3 D P/P 144A 05.5584 03/10/2044 | 0.02% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.02% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.02% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3128 05/15/2045 | 0.02% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| RRAM 2020-10A A1FL P/P 144A 01.9838 07/15/2033 | 0.02% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| BANK 2017-BNK8 B 04.0623 11/15/2050 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.02% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| RRAM 2020-12A AAR2 P/P 144A 01.5438 01/15/2036 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.7535 03/15/2044 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.02% |
| CEDF 2016-5A A1R P/P 144A 01.2898 07/17/2031 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| COMM 2014-UBS6 C 04.5935 12/10/2047 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 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% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MDPK 2018-30A A P/P 144A 00.9338 04/15/2029 | 0.02% |
| MSBAM 2014-C14 C 05.2182 02/15/2047 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| PPSI 2004-WCW2 M3 01.1561 10/25/2034 | 0.02% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7543 05/10/2045 | 0.02% |
| WFRBS 2013-C11 C 04.3408 03/15/2045 | 0.02% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| BMIR 2019-4A M1C P/P 144A 02.6061 10/25/2029 | 0.02% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DEN14 2016-1A A1R P/P 144A 01.4529 10/23/2031 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| FHMS K105 X1 IO 01.6449 01/25/2030 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| FMC CORP SEDOL 2328603 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.02% |
| JPY/USD 05/19/2021 GSFX | 0.02% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.02% |
| LANXESS AG SEDOL B05M8B7 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7587 11/15/2045 | 0.02% |
| NAVISTAR INTERNATIONAL L+350 03.6100 11/06/2024 | 0.02% |
| OZLM 2015-11A A1R P/P 144A 01.4355 10/30/2030 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9520 09/15/2057 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CWALT 2006-OA19 A1 00.2959 02/20/2047 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| GSMS 2014-GC18 C 05.1547 01/10/2047 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 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% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SAMI 2007-AR7 1A1 00.9561 05/25/2047 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| TORO CO SEDOL 2897040 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9695 11/15/2045 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 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% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.9001 08/10/2046 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% |
| JPMBB 2013-C12 B 04.2356 07/15/2045 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/15/2049 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MSC 2016-BNK2 C 04.0307 11/15/2049 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| NRZT 2018-4A A1M 01.0061 01/25/2048 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| ORACLE CORP 03.6500 03/25/2041 | 0.02% |
| SARTORIUS AG-PFD PCT 0.000 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| WAMU 2007-HY2 1A1 03.1472 12/25/2036 | 0.02% |
| WFCM 2013-LC12 C 04.4052 07/15/2046 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.02% |
| CAD/USD 07/21/2021 GSFX | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| FHMS K121 X1 IO 01.1242 10/25/2030 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 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% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.8736 11/15/2043 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| MSBAM 2015-C24 B 04.4872 05/15/2048 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| PFWST 2021-1 A 00.8061 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% |
| STACR 2016-HQA1 M3 06.4561 09/25/2028 | 0.02% |
| STACR 2017-DNA2 M2 03.5561 10/25/2029 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.02% |
| 1.57 R ISWP US0003M P 04/20/2031 | 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 07.2500 10/15/2039 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.01% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.01% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.01% |
| CANYC 2019-2A A P/P 144A 01.5538 10/15/2032 | 0.01% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.01% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MSBAM 2013-C9 D P/P 144A 04.2484 05/15/2046 | 0.01% |
| MWST 2020-1 A 01.0061 10/25/2053 | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 0.01% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| SOLENIS 1STL L+400 04.1898 06/26/2025 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.01% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 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% |
| ARRW 2018-1 A3 04.1786 04/25/2048 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAS 2016-C06 1M2 04.3561 04/25/2029 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| COMM 2014-CR18 C 04.9007 07/15/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.01% |
| CSAIL 2015-C1 D P/P 144A 03.9053 04/15/2050 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| E.ON SE SEDOL 4942904 | 0.01% |
| EMIR 2018-1 M1 01.8061 11/25/2028 | 0.01% |
| FHMS KW01 X1 IO 01.1071 01/25/2026 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GSMS 2010-C1 D P/P 144A 06.1831 08/10/2043 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JPMBB 2014-C22 C 04.7049 09/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% |
| PLMRS 2018-2A A1A P/P 144A 01.2836 07/16/2031 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| STACR 2015-HQA2 M3 04.9061 05/25/2028 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WFCM 2016-LC25 XA IO 01.1110 12/15/2059 | 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% |
| 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% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CMLTI 2005-2 1A2A 02.8001 05/25/2035 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GNR 2015-H25 BI IO 01.9541 10/20/2065 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.2666 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% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| NEWZ 2021-1 A 00.8600 05/25/2055 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| OMV AG SEDOL 4651459 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STACR 2020-HQA1 M2 02.0061 01/25/2050 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BCC 2019-3A A P/P 144A 01.5260 10/21/2032 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2017-C01 1EB1 01.3561 07/25/2029 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 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 CORP 07.7500 07/01/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 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% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HOCHTIEF AG SEDOL 5108664 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.4338 07/15/2049 | 0.01% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 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 2017-DNA1 M2 03.3561 07/25/2029 | 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 P/P 144A 03.3750 10/25/2056 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6257 08/15/2046 | 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% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 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% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 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% |
| CGCMT 2014-GC19 D P/P 144A 05.2618 03/10/2047 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 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% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GBP/USD 06/16/2021 SSBT | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% |
| MVEW 2017-2A A P/P 144A 01.3936 01/16/2031 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/07/2027 | 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% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 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% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SCIH SALT TLB L+400 04.1150 03/16/2027 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| STACR 2014-HQ2 M3 03.8561 09/25/2024 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 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% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2463 08/15/2050 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 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% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| AUDACY CAPITAL CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| BAFC 2005-B 3M1 00.7909 04/20/2035 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| CAS 2014-C04 1M2 05.0061 11/25/2024 | 0.01% |
| CBAM 2019-9A A P/P 144A 01.4638 02/12/2030 | 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 P/P 144A 05.9355 12/15/2047 | 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% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CWALT 2005-59 1A1 00.7759 11/20/2035 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 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 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2016-H16 EI IO 02.4837 06/20/2066 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MAGNE 2012-7A A1R2 P/P 144A 00.9838 01/15/2028 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 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 P/P 144A 04.2500 09/01/2025 | 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% |
| OLYMPUS CORP SEDOL 6658801 | 0.01% |
| ORGANON FIN 1 LLC P/P 144A 04.1250 04/30/2028 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| 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% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 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% |
| WFCM 2013-LC12 D P/P 144A 04.4052 07/15/2046 | 0.01% |
| WINDR 2014-2A AR P/P 144A 01.3238 01/15/2031 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ARRW 2019-1 A3 04.2061 01/25/2049 | 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% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.01% |
| CAS 2014-C03 2M2 03.0061 07/25/2024 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CPURNSA R 2.4275 P 03/23/31 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CWALT 2006-24CB A19 00.6061 08/25/2036 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2013-99 AS IO 05.9341 06/20/2043 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 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% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 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% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MWST 2020-2 A 00.9061 11/25/2053 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 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% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.01% |
| SEK/USD 06/16/2021 MSCIL | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2016-DNA3 M3 05.1061 12/25/2028 | 0.01% |
| STACR 2018-HRP2 M3 02.5061 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% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TRANSDIGM INC P/P 144A 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 AIRLINES TLB L+375 04.5000 04/14/2028 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.01% |
| WAMU 2005-AR11 A1B3 00.9061 08/25/2045 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0661 07/25/2045 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.01% |
| AKZO NOBEL CHEMICALS T L+275 02.8650 10/01/2025 | 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 03.1951 04/22/2026 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| AUDACY CAPITAL CORP P/P 144A 06.5000 05/01/2027 | 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% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 0.01% |
| CAD/USD 07/21/2021 SSBT | 0.01% |
| CAS 2014-C02 1M2 02.7061 05/25/2024 | 0.01% |
| CAS 2015-C03 2M2 05.1061 07/25/2025 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| CPURNSA R 2.45 P 03/23/31 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 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% |
| EMIR 2018-1 M2 03.1061 11/25/2028 | 0.01% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| FHR 3829 AS IO 06.8354 03/15/2041 | 0.01% |
| FIDELITY NATL INFO SERV 02.2500 03/01/2031 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GSMS 2014-GC24 XA IO 00.8637 09/10/2047 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JOHNSON CONTROLS POWER L+325 03.3633 04/30/2026 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOK/USD 06/16/2021 TDBK | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+325 03.3611 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% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STACR 2017-DNA2 M1 01.3061 10/25/2029 | 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% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| 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% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BUMT 2005-1 1A1 00.7061 09/25/2045 | 0.01% |
| CAS 2015-C02 2M2 04.1061 05/25/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 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% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% |
| EQT CORP 08.5000 02/01/2030 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7061 10/25/2028 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JPMBB 2014-C25 XA IO 00.9878 11/15/2047 | 0.01% |
| JPMBB 2015-C33 XA IO 01.0598 12/15/2048 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.01% |
| MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.01% |
| MSRR 2015-R4 CB1 00.9343 08/26/2047 | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% |
| NOK/USD 06/16/2021 UBS | 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% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 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% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2014-HQ3 M3 04.8561 10/25/2024 | 0.01% |
| STACR 2019-DNA1 M2 02.7561 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.4561 02/25/2049 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| TENNECO INC P/P 144A 05.1250 04/15/2029 | 0.01% |
| TRANSDIGM INC P/P 144A 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% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| WR GRACE & CO-CONN 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% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.00% |
| BOLLORE SEDOL 4572709 | 0.00% |
| BWAY CORP TLB L+325 03.4426 04/03/2024 | 0.00% |
| CAS 2015-C01 1M2 04.4061 02/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2561 11/25/2039 | 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% |
| COMM 2014-CR19 XA IO 01.1261 08/10/2047 | 0.00% |
| COMM 2014-UBS6 XA IO 01.0336 12/10/2047 | 0.00% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.00% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DIVERSEY TL L+300 03.1854 09/06/2024 | 0.00% |
| EUR/USD 06/16/2021 UBS | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 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% |
| GNR 2015-H26 EI IO 01.7169 10/20/2065 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| 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% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MLMI 2005-A2 A2 02.7826 02/25/2035 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 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% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2015-DNA2 M3 04.0061 12/25/2027 | 0.00% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 0.00% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 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% |
| TDK CORP SEDOL 6869302 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2013-C14 XA IO 00.8484 06/15/2046 | 0.00% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.00% |
| AADVANTAGE 1L TL L+475 05.5000 03/24/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ADIENT TLB L+350 03.6085 04/08/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| BANK OF AMERICA CORP 00.9439 09/15/2026 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 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% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 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 2016-C07 2M2 04.4561 05/25/2029 | 0.00% |
| CASH MGMT BILL 00.0000 07/27/2021 | 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% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMM 2013-CR11 XA IO 01.0829 08/10/2050 | 0.00% |
| COMM 2014-LC17 XA IO 00.8726 10/10/2047 | 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% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CWALT 2005-27 1A1 01.4640 08/25/2035 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| 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% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| FHR 3408 EK 25.3318 04/15/2037 | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.4910 03/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 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 P/P 144A 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 05/19/2021 JPMCB | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.00% |
| NOK/USD 06/16/2021 JPMCB | 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% |
| 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% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 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% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 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% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 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-HQA2 M2 02.4061 10/25/2048 | 0.00% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 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% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 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% |
| ZAYO GROUP HLDG INC L+300 03.1133 03/09/2027 | 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% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BMIR 2020-2A M1A P/P 144A 02.4061 08/26/2030 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAD/USD 07/21/2021 TDBK | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.9000 09/10/2045 | 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% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 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% |
| 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 06/16/2021 MSCIL | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FNR 2007-53 SP 23.8109 06/25/2037 | 0.00% |
| GBP/USD 06/16/2021 CSI-FX | 0.00% |
| GBP/USD 06/16/2021 HSBCB | 0.00% |
| GBP/USD 06/16/2021 UBS | 0.00% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.00% |
| GNMA GII30 BL6218 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 2013-GC10 XA IO 01.6310 02/10/2046 | 0.00% |
| GSMS 2014-GC22 XA IO 01.1336 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% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JPMBB 2014-C19 XA IO 00.8932 04/15/2047 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| MSAC 2004-HE6 M1 00.9311 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2296 08/15/2047 | 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% |
| OSHKOSH CORP 03.1000 03/01/2030 | 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% |
| PRECISION DRILL USD 05.2500 11/15/2024 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 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% |
| SM ENERGY CO 06.6250 01/15/2027 | 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 RES PRTNRS 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7464 12/10/2045 | 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 2011-C4 E P/P 144A 05.3166 06/15/2044 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6648 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 02.0285 11/15/2045 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| AUD/USD 07/21/2021 RBSF | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 07/21/2021 CITI | 0.00% |
| CAD/USD 07/21/2021 HSBCB | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2014-C04 2M2 05.1061 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.1061 05/25/2025 | 0.00% |
| CHF/USD 06/16/2021 BANKAM | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 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 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.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.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 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| COMM 2014-CR18 XA IO 01.1619 07/15/2047 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| CPURNSA R 2.51 P 04/01/31 | 0.00% |
| CPURNSA R 2.515 P 04/01/31 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| EUR/USD 06/16/2021 HSBCB | 0.00% |
| FHR 2990 LB 16.6527 06/15/2034 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FHR 3249 PS 21.8967 12/15/2036 | 0.00% |
| GBP/USD 06/16/2021 CITI | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GMAC CAPITAL TRUST I PCT 05.9826 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 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% |
| GRAFTECH FINANCE INC P/P 144A 04.6250 12/15/2028 | 0.00% |
| GSMS 2013-GC12 XA IO 01.5394 06/10/2046 | 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% |
| ICAHN ENTER/FIN P/P 144A 05.2500 05/15/2027 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| 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% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OMIR 2018-1A M1 01.6561 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% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 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 P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 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 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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.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 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 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% |
| 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% |
| CNH/USD 05/20/2021 CITI | 0.00% |
| CNH/USD 05/20/2021 HSBCB | 0.00% |
| CNH/USD 05/20/2021 TDBK | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-106 JC 19.7949 12/25/2035 | 0.00% |
| FNR 2005-75 GS 19.9316 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.2632 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 BN2618 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| JPY/USD 05/19/2021 CITI | 0.00% |
| LBUBS 2008-C1 AM 06.2724 04/15/2041 | 0.00% |
| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| SEK/USD 06/16/2021 JPMCB | 0.00% |
| STACR 2019-DNA2 M2 02.5561 03/25/2049 | 0.00% |
| STACR 2020-DNA5 M1 01.3100 10/25/2050 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 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% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.00% |
| 1.5614 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1.5625 R ISWP US0003M P 04/28/2031 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 07/21/2021 JPMCB | 0.00% |
| AUD/USD 07/21/2021 MSCIL | 0.00% |
| AUD/USD 07/21/2021 TDBK | 0.00% |
| BACM 2007-1 XW IO 00.6220 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7597 12/11/2038 | 0.00% |
| CAD/USD 07/21/2021 CSI-FX | 0.00% |
| CAD/USD 07/21/2021 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7155 10/15/2049 | 0.00% |
| CHF/USD 06/16/2021 BCAP-FX | 0.00% |
| CHF/USD 06/16/2021 CITI | 0.00% |
| CHF/USD 06/16/2021 CSI-FX | 0.00% |
| CHF/USD 06/16/2021 GSFX | 0.00% |
| CHF/USD 06/16/2021 HSBCB | 0.00% |
| CHF/USD 06/16/2021 MSCIL | 0.00% |
| CHF/USD 06/16/2021 SSBT | 0.00% |
| CHF/USD 06/16/2021 TDBK | 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.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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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.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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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 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-.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 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-.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 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% |
| CSFB 2003-C3 AX IO P/P 144A 02.2673 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0485 01/15/2049 | 0.00% |
| DKK/USD 06/16/2021 CITI | 0.00% |
| EUR/USD 06/16/2021 BANKAM | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 2005-83 QP 17.1181 11/25/2034 | 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 06/16/2021 TDBK | 0.00% |
| GBP/USD 06/16/2021 WPAC | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 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 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| GNR 2019-78 SJ IO 05.9341 06/20/2049 | 0.00% |
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| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/16/2021 BCAP-FX | -0.00% |
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| JOHNSON & JOHNSON SEDOL 2475833 | 0.46% |
| PEPSICO INC SEDOL 2681511 | 0.46% |
| FNMA FN30 TBA UMBS 06.0000 04/01/2051 | 0.46% |
| WALMART INC SEDOL 2936921 | 0.46% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.46% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.45% |
| MERCK & CO. INC. SEDOL 2778844 | 0.42% |
| TARGET CORP SEDOL 2259101 | 0.40% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.39% |
| MASTERCARD INC - A SEDOL B121557 | 0.39% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.39% |
| METLIFE INC SEDOL 2573209 | 0.38% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.37% |
| EXELON CORP SEDOL 2670519 | 0.36% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.36% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.35% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.35% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.35% |
| DEERE & CO SEDOL 2261203 | 0.34% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.34% |
| EBAY INC SEDOL 2293819 | 0.34% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.33% |
| AUTODESK INC SEDOL 2065159 | 0.32% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.32% |
| ABBVIE INC SEDOL B92SR70 | 0.32% |
| CASH MGMT BILL 00.0000 06/29/2021 | 0.32% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.32% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.31% |
| HOME DEPOT INC SEDOL 2434209 | 0.30% |
| NRG ENERGY INC SEDOL 2212922 | 0.30% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.30% |
| MCDONALD'S CORP SEDOL 2550707 | 0.30% |
| TESLA INC SEDOL B616C79 | 0.29% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.29% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.29% |
| ALTRIA GROUP INC | 0.28% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.28% |
| MORGAN STANLEY | 0.27% |
| GNMA GII30 TBA 03.0000 04/01/2051 | 0.27% |
| TREASURY BILL 00.0000 06/10/2021 | 0.27% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.27% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.27% |
| HALLIBURTON CO SEDOL 2405302 | 0.26% |
| CRH PLC SEDOL 4182249 | 0.26% |
| DANAHER CORP SEDOL 2250870 | 0.25% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.25% |
| FORTINET INC SEDOL B5B2106 | 0.25% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.25% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.24% |
| CUMMINS INC SEDOL 2240202 | 0.24% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.24% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.24% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.24% |
| NIKE INC -CL B SEDOL 2640147 | 0.24% |
| CASH MGMT BILL 00.0000 07/20/2021 | 0.23% |
| BEST BUY CO INC SEDOL 2094670 | 0.23% |
| DOW INC SEDOL BHXCF84 | 0.22% |
| CIGNA CORP SEDOL BHJ0775 | 0.22% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.22% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.21% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.21% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.20% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.20% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.20% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.20% |
| HUMANA INC SEDOL 2445063 | 0.20% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.20% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.20% |
| UNITED RENTALS INC SEDOL 2134781 | 0.20% |
| BIOGEN INC SEDOL 2455965 | 0.19% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 0.19% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.19% |
| SONY GROUP CORP SEDOL 6821506 | 0.19% |
| MCKESSON CORP SEDOL 2378534 | 0.19% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.19% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.18% |
| CONOCOPHILLIPS | 0.18% |
| AXA SA SEDOL 7088429 | 0.18% |
| PULTEGROUP INC SEDOL 2708841 | 0.18% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.18% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.18% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.18% |
| AFLAC INC SEDOL 2026361 | 0.18% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.18% |
| LOWES COMPANIES INC | 0.18% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.18% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.17% |
| CORTEVA INC SEDOL BK73B42 | 0.17% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.17% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.17% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.17% |
| AMGEN INC SEDOL 2023607 | 0.17% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.17% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.17% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.16% |
| SERVICENOW INC SEDOL B80NXX8 | 0.16% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.16% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.16% |
| CHEVRON CORP | 0.16% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.16% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.16% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.16% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.16% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.16% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.15% |
| HOLOGIC INC SEDOL 2433530 | 0.15% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.15% |
| ABBVIE INC 03.2000 11/21/2029 | 0.15% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.14% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.14% |
| COSTAR GROUP INC SEDOL 2262864 | 0.14% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.14% |
| CASH MGMT BILL 00.0000 07/13/2021 | 0.14% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.14% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.14% |
| DEXCOM INC SEDOL B0796X4 | 0.14% |
| EQUINIX INC SEDOL BVLZX12 | 0.14% |
| LG CHEM LTD SEDOL 6346913 | 0.14% |
| EATON CORP PLC SEDOL B8KQN82 | 0.14% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.13% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.13% |
| TJX COMPANIES INC SEDOL 2989301 | 0.13% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.13% |
| SYNOPSYS INC SEDOL 2867719 | 0.13% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.13% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.13% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.13% |
| HOYA CORP SEDOL 6441506 | 0.13% |
| TREASURY BILL 00.0000 06/01/2021 | 0.13% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.13% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.12% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.12% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.12% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.12% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.12% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.12% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.12% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.12% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.12% |
| FNMA FN30 TBA UMBS 04.0000 04/01/2051 | 0.12% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 0.12% |
| RADIAN GROUP INC SEDOL 2173911 | 0.12% |
| STACR 2016-DNA2 M3 04.7586 10/25/2028 | 0.12% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.12% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.12% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.12% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.11% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.11% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.11% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.11% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.11% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.11% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.11% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.11% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.11% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.11% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.11% |
| VERIZON COMM 04.3290 09/21/2028 | 0.11% |
| ABIOMED INC SEDOL 2003698 | 0.10% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.10% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.10% |
| POLARIS INC SEDOL 2692933 | 0.10% |
| AMERISOURCEBERGEN CORP | 0.10% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.10% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.10% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.10% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.10% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.10% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.10% |
| GARTNER INC SEDOL 2372763 | 0.10% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.10% |
| ARAMARK SEDOL BH3XG17 | 0.10% |
| TOTAL SE SEDOL B15C557 | 0.10% |
| ALLSTATE CORP SEDOL 2019952 | 0.10% |
| VONTIER CORP SEDOL BH4GV32 | 0.10% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.10% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.10% |
| STATE STREET CORP SEDOL 2842040 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.09% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.09% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.09% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.09% |
| BHP GROUP LTD SEDOL 6144690 | 0.09% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.09% |
| AGCO CORP SEDOL 2010278 | 0.09% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.09% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.09% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.09% |
| DIAGEO PLC SEDOL 0237400 | 0.09% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.09% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.09% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.09% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.09% |
| AMEREN CORPORATION SEDOL 2050832 | 0.09% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.09% |
| L OREAL SEDOL 4057808 | 0.09% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.08% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.08% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.08% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.08% |
| THALES SA SEDOL 4162791 | 0.08% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.08% |
| BOEING CO/THE SEDOL 2108601 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.08% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.08% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.08% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.08% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.08% |
| RIO TINTO PLC SEDOL 0718875 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.08% |
| NEXI SPA SEDOL BJ1F880 | 0.08% |
| ALPHABET INC 03.6250 05/19/2021 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.08% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% |
| MINEBEA CO LTD SEDOL 6642406 | 0.08% |
| DBUBS 2011-LC3A D P/P 144A 05.3511 08/10/2044 | 0.08% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.08% |
| APPLE INC 04.2500 02/09/2047 | 0.07% |
| BNP PARIBAS SEDOL 7309681 | 0.07% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.07% |
| BRUNSWICK CORP SEDOL 2149309 | 0.07% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.07% |
| AVALARA INC SEDOL BZ1NVP4 | 0.07% |
| BRENNTAG SE SEDOL B4YVF56 | 0.07% |
| CAIXABANK SA SEDOL B283W97 | 0.07% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.07% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.07% |
| GARMIN LTD SEDOL B3Z5T14 | 0.07% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.07% |
| ORACLE CORP 02.5000 10/15/2022 | 0.07% |
| ROKU INC SEDOL BZ1LFG7 | 0.07% |
| ABB LTD-REG SEDOL 7108899 | 0.07% |
| ITOCHU CORP SEDOL 6467803 | 0.07% |
| ORSTED A/S SEDOL BYT16L4 | 0.07% |
| SLM CORP | 0.07% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.07% |
| ADIDAS AG SEDOL 4031976 | 0.07% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.07% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.07% |
| EXACT SCIENCES CORP SEDOL 2719951 | 0.07% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.07% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.07% |
| ENTERGY CORP SEDOL 2317087 | 0.07% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.07% |
| MERCK KGAA SEDOL 4741844 | 0.07% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.07% |
| NINTENDO CO LTD SEDOL 6639550 | 0.07% |
| STELLANTIS NV SEDOL BMD8F98 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.07% |
| BP PLC SEDOL 0798059 | 0.07% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.07% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.07% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.07% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.07% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.06% |
| ORACLE CORP 04.0000 11/15/2047 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.06% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.06% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.06% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.06% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.06% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.06% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.06% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| ZALANDO SE SEDOL BQV0SV7 | 0.06% |
| CAS 2016-C04 1M2 04.3586 01/25/2029 | 0.06% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.06% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.06% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.06% |
| KEYCORP SEDOL 2490911 | 0.06% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.06% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| MWST 2019-1 A 00.9086 06/25/2052 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.06% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.06% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.06% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.06% |
| AMDOCS LTD SEDOL 2256908 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% |
| KINGFISHER PLC SEDOL 3319521 | 0.06% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.06% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.06% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.06% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.06% |
| AVIVA PLC SEDOL 0216238 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| MONCLER SPA SEDOL BGLP232 | 0.06% |
| NABTESCO CORP SEDOL 6687571 | 0.06% |
| SECOM CO LTD SEDOL 6791591 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.06% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.06% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.06% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.06% |
| PFIZER INC SEDOL 2684703 | 0.06% |
| AUTO1 GROUP SE P/P 144A SEDOL BL5C4C7 | 0.06% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.06% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.05% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.05% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.05% |
| KDDI CORP SEDOL 6248990 | 0.05% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| CROWN HOLDINGS INC | 0.05% |
| GENTEX CORP SEDOL 2366799 | 0.05% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.05% |
| CAS 2016-C01 1M2 06.8586 08/25/2028 | 0.05% |
| CAS 2016-C02 1M2 06.1086 09/25/2028 | 0.05% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.05% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.05% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.05% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.05% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.05% |
| BROADCOM INC 04.1500 11/15/2030 | 0.05% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| AT&T INC SEDOL 2831811 | 0.05% |
| CIMAREX ENERGY CO SEDOL 2987521 | 0.05% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.05% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.05% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.05% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.05% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.05% |
| CSAIL 2015-C1 C 04.2640 04/15/2050 | 0.05% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| QIAGEN N.V. SEDOL BYXS699 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| LINDE PLC SEDOL BYWD9S5 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| ENEL SPA SEDOL 7144569 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.1733 04/20/2048 | 0.05% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.05% |
| SANDS CHINA LTD SEDOL B5B23W2 | 0.05% |
| UNUM GROUP SEDOL 2433842 | 0.05% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.05% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.05% |
| CAPGEMINI SE SEDOL 4163437 | 0.05% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.05% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.05% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.05% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.05% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.04% |
| NORDSON CORP SEDOL 2641838 | 0.04% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.04% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.04% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.04% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.04% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| CAS 2015-C04 1M2 05.8086 04/25/2028 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.04% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.04% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.04% |
| EVOLUTION GAMING GRP SEDOL BJXSCH4 | 0.04% |
| INTERACTIVE BROKERS GRO-CL A SEDOL B1WT4X2 | 0.04% |
| MSBAM 2014-C17 C 04.4736 08/15/2047 | 0.04% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| CAS 2015-C04 2M2 05.6586 04/25/2028 | 0.04% |
| CSMC 2016-NXSR C 04.3934 12/15/2049 | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| FNMA FN30 TBA UMBS 04.5000 04/01/2051 | 0.04% |
| GNMA GII30 TBA 04.0000 04/01/2051 | 0.04% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.04% |
| LENNAR CORP-A SEDOL 2511920 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| FNMA FN30 TBA UMBS 03.5000 04/01/2051 | 0.04% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.04% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| SYSCO CORP SEDOL 2868165 | 0.04% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.04% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| CELANESE CORP SEDOL B05MZT4 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| GSMS 2011-GC3 C P/P 144A 05.3975 03/10/2044 | 0.04% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.04% |
| OPAP SA SEDOL 7107250 | 0.04% |
| PANASONIC CORP SEDOL 6572707 | 0.04% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.04% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.04% |
| DEVON ENERGY CORP SEDOL 2480677 | 0.04% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| SPST 2021-6 A 00.9103 04/25/2022 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 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% |
| GSMS 2014-GC22 C 04.6921 06/10/2047 | 0.04% |
| SPST 2020-6 A 01.8574 09/07/2021 | 0.04% |
| STACR 2016-DNA1 M3 05.6586 07/25/2028 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.04% |
| COMM 2010-C1 D P/P 144A 05.7589 07/10/2046 | 0.04% |
| CWALT 2006-OA10 4A1 00.4886 08/25/2046 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.04% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% |
| FEDEX CORP SEDOL 2142784 | 0.04% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.04% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| NETFLIX INC 04.3750 11/15/2026 | 0.04% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.04% |
| ORACLE CORP SEDOL 2661568 | 0.04% |
| SPST 2020-WL1 A 01.2586 06/25/2051 | 0.04% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.04% |
| UNILEVER PLC SEDOL BLRB262 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| ALBEMARLE CORP SEDOL 2046853 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.03% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.03% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.03% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.03% |
| CAS 2020-R01 1M2 02.1586 01/25/2040 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| LENNAR CORP 04.7500 11/29/2027 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.03% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.03% |
| SPST 2020-13 A 01.6074 10/10/2021 | 0.03% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| ADYEN NV SEDOL BZ1HM42 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.03% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.03% |
| MRAIT 2021-5 A1X 01.8560 07/26/2021 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.03% |
| SPST 2020-15 A 01.4774 12/10/2021 | 0.03% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.03% |
| CSAIL 2020-C19 XA IO 01.1198 03/15/2053 | 0.03% |
| CSX CORP SEDOL 2160753 | 0.03% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| JPY/USD 05/19/2021 SSBT | 0.03% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.03% |
| ORACLE CORP 01.9000 09/15/2021 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.03% |
| CAS 2016-C05 2M2 04.5586 01/25/2029 | 0.03% |
| COMM 2013-CR13 C 04.8851 11/10/2046 | 0.03% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.03% |
| EDF SEDOL B0NJJ17 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| INGIM 2013-2A A1R P/P 144A 01.1878 04/25/2031 | 0.03% |
| JPMBB 2013-C12 C 04.1051 07/15/2045 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.03% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.03% |
| SK TELECOM SEDOL 6224871 | 0.03% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.03% |
| STACR 2016-HQA3 M3 03.9586 03/25/2029 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 00.7086 01/25/2046 | 0.03% |
| AHM 2007-1 GA1C 00.2986 05/25/2047 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| CASH MGMT BILL 00.0000 07/06/2021 | 0.03% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.03% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| STACR 2015-DNA3 M3 04.8086 04/25/2028 | 0.03% |
| TREASURY BILL 00.0000 05/25/2021 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% |
| FAURECIA SEDOL 4400446 | 0.03% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.03% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.03% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| MRAIT 2021-8 A1X 01.2535 10/15/2021 | 0.03% |
| MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.03% |
| NOVATEK MICROELECTRONICS COR SEDOL 6346333 | 0.03% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.03% |
| SEAGEN INC SEDOL BLPK4D2 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.3975 03/10/2044 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| MRAIT 2020-12 A1X 01.4560 07/15/2021 | 0.03% |
| SPEAK 2017-4A A P/P 144A 01.4253 10/26/2029 | 0.03% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.03% |
| 1.443 R ISWP US0003M P 02/25/2031 | 0.03% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.03% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.03% |
| JPMORGAN CHASE & CO 01.1938 05/15/2047 | 0.03% |
| JPY/USD 05/19/2021 GSFX | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| MP3 2013-1A AR P/P 144A 01.4740 10/20/2030 | 0.03% |
| MSC 2011-C3 B P/P 144A 05.2611 07/15/2049 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.03% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 0.03% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.03% |
| ALPHABET INC 01.9980 08/15/2026 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| OMRON CORP SEDOL 6659428 | 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% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.03% |
| STACR 2016-HQA2 M3 05.2586 11/25/2028 | 0.03% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| AMGEN INC 04.6630 06/15/2051 | 0.02% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| CAS 2017-C01 1M2 03.6586 07/25/2029 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| VERTIV TLB L+275 02.8685 03/02/2027 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.02% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.02% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.6707 10/15/2045 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.02% |
| NEXON CO LTD SEDOL B63QM77 | 0.02% |
| NZD/USD 04/21/2021 GSFX | 0.02% |
| SALESFORCE.COM INC SEDOL 2310525 | 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% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| CAS 2016-C01 2M2 07.0586 08/25/2028 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| COMCAST CORP 03.4500 02/01/2050 | 0.02% |
| CWALT 2006-OA7 1A2 01.1990 06/25/2046 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| LBMLT 2004-1 A2 00.9086 02/25/2034 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MCAS 2019-01 M7 P/P 144A 01.8086 10/15/2049 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SPST 2021-WL1 A 00.7586 01/26/2054 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WAMU 2005-AR12 1A8 02.9062 10/25/2035 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMM 2015-CR24 B 04.3800 08/10/2048 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.02% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| BANK 2017-BNK8 B 03.9270 11/15/2050 | 0.02% |
| CAS 2016-C03 2M2 06.0086 10/25/2028 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.02% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.02% |
| HITACHI LTD SEDOL 6429104 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1424 05/15/2045 | 0.02% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| RRAM 2020-12A AAR2 P/P 144A 01.6110 01/15/2036 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 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% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.02% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| MDPK 2018-30A A P/P 144A 00.9913 04/15/2029 | 0.02% |
| MSBAM 2014-C14 C 05.0509 02/15/2047 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| PPSI 2004-WCW2 M3 01.1586 10/25/2034 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.02% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.02% |
| WFRBS 2014-C22 XA IO 00.8048 09/15/2057 | 0.02% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.02% |
| BMIR 2019-4A M1C P/P 144A 02.6086 10/25/2029 | 0.02% |
| COMM 2014-UBS6 C 04.4461 12/10/2047 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.02% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.02% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5698 05/10/2045 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.8490 03/15/2044 | 0.02% |
| WFRBS 2013-C11 C 04.2000 03/15/2045 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| CWALT 2006-OA19 A1 00.2909 02/20/2047 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| FMC CORP SEDOL 2328603 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| GMO INTERNET INC SEDOL 6170167 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6064 11/15/2045 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6200 11/06/2024 | 0.02% |
| OZLM 2015-11A A1R P/P 144A 01.4550 10/30/2030 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| SAMI 2007-AR7 1A1 00.9586 05/25/2047 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7432 08/10/2046 | 0.02% |
| GSMS 2014-GC18 C 04.9893 01/10/2047 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| JPMBB 2013-C12 B 04.1051 07/15/2045 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/15/2049 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MSC 2016-BNK2 C 03.9015 11/15/2049 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| NRZT 2018-4A A1M 01.0086 01/25/2048 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8115 11/15/2045 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| NZD/USD 04/21/2021 RBSF | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| ORACLE CORP 03.6500 03/25/2041 | 0.02% |
| PFWST 2021-1 A 00.8075 02/25/2055 | 0.02% |
| STACR 2017-DNA2 M2 03.5586 10/25/2029 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| TORO CO SEDOL 2897040 | 0.02% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| WFCM 2013-LC12 C 04.2741 07/15/2046 | 0.02% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.02% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| FHMS K121 X1 IO 01.0287 10/25/2030 | 0.02% |
| FINGERPRINT CARDS AB-B SEDOL BD6S127 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.02% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 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% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.7221 11/15/2043 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.02% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| MSBAM 2013-C9 D P/P 144A 04.1147 05/15/2046 | 0.02% |
| MSBAM 2015-C24 B 04.3442 05/15/2048 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| OBAYASHI CORP SEDOL 6656407 | 0.02% |
| SARTORIUS AG-PFD PCT 0.000 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SOLENIS 1STL L+400 04.1898 06/26/2025 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| SPX 20220121 C 4350.00CITI | 0.02% |
| STACR 2016-HQA1 M3 06.4586 09/25/2028 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| AMBATH TLB1 L+375 04.2500 12/27/2027 | 0.01% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ARRW 2018-1 A3 04.2056 04/25/2048 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 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% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.01% |
| GSMS 2010-C1 D P/P 144A 05.9849 08/10/2043 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.01% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MWST 2020-1 A 01.0086 10/25/2053 | 0.01% |
| NZD/USD 04/21/2021 UBS | 0.01% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 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% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| STACR 2020-HQA1 M2 02.0086 01/25/2050 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| WAMU 2007-HY2 1A1 03.2052 12/25/2036 | 0.01% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2016-C06 1M2 04.3586 04/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMM 2014-CR18 C 04.7371 07/15/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.01% |
| CSAIL 2015-C1 D P/P 144A 03.7640 04/15/2050 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| E.ON SE SEDOL 4942904 | 0.01% |
| EMIR 2018-1 M1 01.8086 11/25/2028 | 0.01% |
| FHMS KW01 X1 IO 00.9777 01/25/2026 | 0.01% |
| GBP/USD 06/16/2021 SSBT | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GNR 2015-H25 BI IO 01.9330 10/20/2065 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JPMBB 2014-C22 C 04.5536 09/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% |
| PLMRS 2018-2A A1A P/P 144A 01.3234 07/16/2031 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STACR 2015-HQA2 M3 04.9086 05/25/2028 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 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% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CMLTI 2005-2 1A2A 02.8038 05/25/2035 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| OMV AG SEDOL 4651459 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2017-DNA1 M2 03.3586 07/25/2029 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2016-LC25 XA IO 00.9654 12/15/2059 | 0.01% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BCC 2019-3A A P/P 144A 01.5636 10/21/2032 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2017-C01 1EB1 01.3586 07/25/2029 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0930 03/10/2047 | 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 CORP 07.7500 07/01/2026 | 0.01% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HOCHTIEF AG SEDOL 5108664 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2611 07/15/2049 | 0.01% |
| MVEW 2017-2A A P/P 144A 01.4334 01/16/2031 | 0.01% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 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% |
| STACR 2014-HQ2 M3 03.8586 09/25/2024 | 0.01% |
| SVENSKA HNDLSBKN P/P 144A 00.6250 06/30/2023 | 0.01% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0879 08/15/2050 | 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% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CAS 2014-C04 1M2 05.0086 11/25/2024 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7582 12/15/2047 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2016-H16 EI IO 02.4879 06/20/2066 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 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% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 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% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 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% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WFCM 2013-LC12 D P/P 144A 04.2741 07/15/2046 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4646 08/15/2046 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 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% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| AUD/USD 04/21/2021 UBS | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.01% |
| BAFC 2005-B 3M1 00.7859 04/20/2035 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| CAS 2014-C03 2M2 03.0086 07/25/2024 | 0.01% |
| CAS 2015-C03 2M2 05.1086 07/25/2025 | 0.01% |
| CBAM 2019-9A A P/P 144A 01.5213 02/12/2030 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 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 05/30/2029 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| CWALT 2005-59 1A1 00.7709 11/20/2035 | 0.01% |
| CWALT 2006-24CB A19 00.6086 08/25/2036 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 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% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 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 2013-99 AS IO 05.9391 06/20/2043 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 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% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MAGNE 2012-7A A1R2 P/P 144A 01.0413 01/15/2028 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 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 P/P 144A 04.2500 09/01/2025 | 0.01% |
| MWST 2020-2 A 00.9086 11/25/2053 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| OLYMPUS CORP SEDOL 6658801 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| 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% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| 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% |
| WINDR 2014-2A AR P/P 144A 01.3813 01/15/2031 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.01% |
| CAS 2014-C02 1M2 02.7086 05/25/2024 | 0.01% |
| CHF/USD 06/16/2021 GSFX | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FHR 3829 AS IO 06.8440 03/15/2041 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 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% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| KRW/USD 05/20/2021 JPMCB | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3593 06/30/2025 | 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% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2014-HQ3 M3 04.8586 10/25/2024 | 0.01% |
| STACR 2016-DNA3 M3 05.1086 12/25/2028 | 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% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.01% |
| WAMU 2005-AR11 A1B3 00.9086 08/25/2045 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0776 07/25/2045 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 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% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAS 2015-C02 2M2 04.1086 05/25/2025 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CLARIOS TLB 1L L+325 03.3585 04/30/2026 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| EMIR 2018-1 M2 03.1086 11/25/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPICOR SOFTWARE TLB L+325 04.0000 07/30/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| EUR/USD 06/16/2021 TDBK | 0.01% |
| FIDELITY NATL INFO SERV 02.2500 03/01/2031 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7118 10/20/2065 | 0.01% |
| GSMS 2014-GC24 XA IO 00.7316 09/10/2047 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| NZD/USD 04/21/2021 JPMCB | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| 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% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STACR 2017-DNA2 M1 01.3086 10/25/2029 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 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% |
| TENNECO INC P/P 144A 05.1250 04/15/2029 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| 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% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.01% |
| BUMT 2005-1 1A1 00.7086 09/25/2045 | 0.01% |
| BWAY CORP TLB L+325 03.4426 04/03/2024 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% |
| CHF/USD 06/16/2021 SSBT | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8867 12/10/2047 | 0.01% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| EQT CORP 08.5000 02/01/2030 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| GBP/USD 06/16/2021 UBS | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7086 10/25/2028 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8438 11/15/2047 | 0.01% |
| JPMBB 2015-C33 XA IO 00.9067 12/15/2048 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.01% |
| MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.01% |
| MSRR 2015-R4 CB1 00.9433 08/26/2047 | 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% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NZD/USD 04/21/2021 SSBT | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2019-DNA1 M2 02.7586 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.4586 02/25/2049 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| TRANSDIGM INC P/P 144A 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% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| WR GRACE & CO-CONN 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% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| ATOTECH TLB L+250 03.0000 03/05/2028 | 0.00% |
| BANK OF AMERICA CORP 00.9439 09/15/2026 | 0.00% |
| BMIR 2020-2A M1A 02.4086 08/26/2030 | 0.00% |
| BOLLORE SEDOL 4572709 | 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% |
| CAS 2015-C01 1M2 04.4086 02/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2586 11/25/2039 | 0.00% |
| CHF/USD 06/16/2021 HSBCB | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 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 05/20/2021 CITI | 0.00% |
| CNH/USD 05/20/2021 HSBCB | 0.00% |
| CNH/USD 05/20/2021 TDBK | 0.00% |
| COMM 2014-CR19 XA IO 00.9707 08/10/2047 | 0.00% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIVERSEY TL L+300 03.1085 09/06/2024 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 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% |
| GMAC CAPITAL TRUST I PCT 05.9826 | 0.00% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| JPY/USD 05/19/2021 JPMCB | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| L BRANDS INC 06.7500 07/01/2036 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MLMI 2005-A2 A2 02.7871 02/25/2035 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.00% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.00% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 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 TL 2L 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% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2015-DNA2 M3 04.0086 12/25/2027 | 0.00% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 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% |
| TDK CORP SEDOL 6869302 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENNANT CO 05.6250 05/01/2025 | 0.00% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2013-C14 XA IO 00.7174 06/15/2046 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.00% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| AADVANTAGE 1L TL L+475 05.5000 03/10/2028 | 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% |
| AMC ENT INC TLB L+300 05.5599 04/22/2026 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.00% |
| AUD/USD 04/21/2021 SSBT | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| CAD/USD 04/21/2021 GSFX | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2016-C07 2M2 04.4586 05/25/2029 | 0.00% |
| CASH MGMT BILL 00.0000 07/27/2021 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CENTENNIAL RESOURCE P/P 144A 08.0000 06/01/2025 | 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% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.00% |
| CHF/USD 06/16/2021 CITI | 0.00% |
| CHF/USD 06/16/2021 TDBK | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMM 2013-CR11 XA IO 00.9189 08/10/2050 | 0.00% |
| COMM 2014-LC17 XA IO 00.7222 10/10/2047 | 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% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CPURNSA R 2.4275 P 03/23/31 | 0.00% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.00% |
| CWALT 2005-27 1A1 01.5197 08/25/2035 | 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% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| EUR/USD 06/16/2021 JPMCB | 0.00% |
| FHR 3408 EK 25.3666 04/15/2037 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.4970 03/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.00% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.00% |
| GSMS 2014-GC22 XA IO 00.9795 06/10/2047 | 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 P/P 144A 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% |
| JPMBB 2014-C19 XA IO 00.7372 04/15/2047 | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 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% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.00% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| MSAC 2004-HE6 M1 00.9336 08/25/2034 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NMG HLD/NEIMAN P/P 144A 07.1250 04/01/2026 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SEK/USD 06/16/2021 SSBT | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2018-HQA2 M2 02.4086 10/25/2048 | 0.00% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 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% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.2263 06/15/2044 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| ZAYO GROUP HLDG INC L+300 03.1085 03/09/2027 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7404 09/10/2045 | 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% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| CPURNSA R 2.45 P 03/23/31 | 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% |
| 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 06/16/2021 CITI | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FNR 2007-53 SP 23.8017 06/25/2037 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GBP/USD 06/16/2021 CSI-FX | 0.00% |
| GBP/USD 06/16/2021 HSBCB | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.00% |
| GNMA GII30 BL6218 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% |
| GSMS 2013-GC10 XA IO 01.4865 02/10/2046 | 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% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MICROSOFT CORP 02.5250 06/01/2050 | 0.00% |
| MSBAM 2014-C17 XA IO 01.0674 08/15/2047 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 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% |
| NZD/USD 04/21/2021 CITI | 0.00% |
| NZD/USD 04/21/2021 HSBCB | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 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% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 03.7500 04/01/2031 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.5997 12/10/2045 | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5198 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8744 11/15/2045 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 04/21/2021 MSCIL | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2014-C04 2M2 05.1086 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.1086 05/25/2025 | 0.00% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.00% |
| CHF/USD 06/16/2021 CSI-FX | 0.00% |
| CHF/USD 06/16/2021 MSCIL | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 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 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.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.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMM 2014-CR18 XA IO 00.9991 07/15/2047 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.00% |
| EUR/USD 06/16/2021 BCAP-FX | 0.00% |
| EUR/USD 06/16/2021 CSI-FX | 0.00% |
| EUR/USD 06/16/2021 WPAC | 0.00% |
| FHR 2990 LB 16.6748 06/15/2034 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FHR 3249 PS 21.9252 12/15/2036 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GBP/USD 06/16/2021 CITI | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 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% |
| GRAFTECH FINANCE INC P/P 144A 04.6250 12/15/2028 | 0.00% |
| GSMS 2013-GC12 XA IO 01.4046 06/10/2046 | 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% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| JPY/USD 05/19/2021 CITI | 0.00% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 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% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 04/21/2021 BANKAM | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OMIR 2018-1A M1 01.6586 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% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.00% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% |
| PRECISION DRILL USD 05.2500 11/15/2024 | 0.00% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SAIL 2004-10 A10 01.0086 11/25/2034 | 0.00% |
| STACR 2020-HQA4 M1 01.4086 09/25/2050 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 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 P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| AUD/USD 04/21/2021 CITI | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| CAD/USD 04/21/2021 CITI | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CHESAPEAKE ENERGY CO P/P 144A 05.5000 02/01/2026 | 0.00% |
| CHF/USD 06/16/2021 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 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 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.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 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 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-.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% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DKK/USD 06/16/2021 CITI | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 06/16/2021 GSFX | 0.00% |
| EUR/USD 06/16/2021 RBSF | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-106 JC 19.7872 12/25/2035 | 0.00% |
| FNR 2005-75 GS 19.9241 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.2482 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 BN2618 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 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% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| LBUBS 2008-C1 AM 06.2728 04/15/2041 | 0.00% |
| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NOK/USD 06/16/2021 SSBT | 0.00% |
| NZD/USD 04/21/2021 BCAP-FX | 0.00% |
| NZD/USD 04/21/2021 TDBK | 0.00% |
| NZD/USD 04/21/2021 WPAC | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| RAYONIER AM PROD INC P/P 144A 07.6250 01/15/2026 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| SEK/USD 06/16/2021 GSFX | 0.00% |
| SEK/USD 06/16/2021 UBS | 0.00% |
| STACR 2015-DN1 M3 04.2586 01/25/2025 | 0.00% |
| STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.00% |
| STACR 2020-DNA5 M1 01.3167 10/25/2050 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 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% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 04/21/2021 WPAC | 0.00% |
| BACM 2007-1 XW IO 00.4254 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4668 12/11/2038 | 0.00% |
| CAD/USD 04/21/2021 HSBCB | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.4826 10/15/2049 | 0.00% |
| CHESAPEAKE ENERGY CO P/P 144A 05.8750 02/01/2029 | 0.00% |
| CHF/USD 06/16/2021 BANKAM | 0.00% |
| CHF/USD 06/16/2021 JPMCB | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 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.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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.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 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-.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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 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% |
| CPURNSA P 2.53 R 04/01/26 | 0.00% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2759 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0000 01/15/2049 | 0.00% |
| EUR/USD 06/16/2021 BANKAM | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 2005-83 QP 17.1116 11/25/2034 | 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 06/16/2021 TDBK | 0.00% |
| GBP/USD 06/16/2021 WPAC | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| GNR 2019-78 SJ IO 05.9391 06/20/2049 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 BCAP-FX | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2855 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.4102 01/15/2049 | 0.00% |
| LBUBS 2007-C2 XW IO 00.0930 02/15/2040 | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 04.8625 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 05.7043 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 06/16/2021 GSFX | 0.00% |
| NOK/USD 06/16/2021 JPMCB | 0.00% |
| NOK/USD 06/16/2021 MSCIL | 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% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WBCMT 2006-C29 IO IO 00.0006 11/15/2048 | 0.00% |
| 1.7371 R ISWP US0003M P 04/01/2031 | -0.00% |
| 1.766 R ISWP US0003M P 04/01/2031 | -0.00% |
| AUD/USD 04/21/2021 HSBCB | -0.00% |
| CAD/USD 04/21/2021 BANKAM | -0.00% |
| CAD/USD 04/21/2021 BCAP-FX | -0.00% |
| CAD/USD 04/21/2021 CSI-FX | -0.00% |
| CAD/USD 04/21/2021 WPAC | -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.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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA P 2.496 R 04/01/26 | -0.00% |
| CPURNSA P 2.51 R 03/23/26 | -0.00% |
| CPURNSA R 2.51 P 04/01/31 | -0.00% |
| CPURNSA R 2.515 P 04/01/31 | -0.00% |
| EUR/USD 06/16/2021 SSBT | -0.00% |
| GBP/USD 06/16/2021 BCAP-FX | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| NOK/USD 06/16/2021 TDBK | -0.00% |
| NZD/USD 04/21/2021 CSI-FX | -0.00% |
| SGD/USD 05/19/2021 JPMCB | -0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | -0.00% |
| 1.7475 R ISWP US0003M P 04/01/2031 | -0.00% |
| AUD/USD 04/21/2021 CSI-FX | -0.00% |
| AUD/USD 04/21/2021 TDBK | -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 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/16/2021 HSBCB | -0.00% |
| GBP/USD 06/16/2021 GSFX | -0.00% |
| GBP/USD 06/16/2021 JPMCB | -0.00% |
| JPY/USD 05/19/2021 BANKAM | -0.00% |
| NOK/USD 06/16/2021 UBS | -0.00% |
| CAD/USD 04/21/2021 RBSF | -0.00% |
| CAD/USD 04/21/2021 TDBK | -0.00% |
| CAD/USD 04/21/2021 UBS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/16/2021 MSCIL | -0.00% |
| GBP/USD 06/16/2021 RBSF | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 05/19/2021 RBSF | -0.00% |
| 1.7155 R ISWP US0003M P 03/23/2031 | -0.00% |
| 1.72 R ISWP US0003M P 03/23/2031 | -0.00% |
| AUD/USD 04/21/2021 JPMCB | -0.00% |
| GBP/USD 06/16/2021 MSCIL | -0.00% |
| SEK/USD 06/16/2021 BCAP-FX | -0.00% |
| SEK/USD 06/16/2021 JPMCB | -0.00% |
| SPX 20220121 C 4700.00CITI | -0.00% |
| CAD/USD 04/21/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| CPURNSA P 2.445 R 03/23/26 | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| JPY/USD 05/19/2021 HSBCB | -0.01% |
| AUD/USD 04/21/2021 GSFX | -0.01% |
| EUR/USD 06/16/2021 UBS | -0.01% |
| JPY/USD 05/19/2021 BCAP-FX | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CPURNSA P 2.4625 R 03/24/26 | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NZD/USD 04/21/2021 MSCIL | -0.01% |
| SEK/USD 06/16/2021 MSCIL | -0.01% |
| AUD/USD 04/21/2021 MSCIL | -0.01% |
| CAD/USD 04/21/2021 SSBT | -0.01% |
| JPY/USD 05/19/2021 MSCIL | -0.01% |
| MSCI EAFE JUN21 MFSM1 | -0.01% |
| AUD/USD 04/21/2021 RBSF | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 05/19/2021 WPAC | -0.01% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CPURNSA P 2.28 R 02/25/31 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| JPY/USD 05/19/2021 TDBK | -0.02% |
| CPURNSA P 2.278 R 02/25/31 | -0.02% |
| CPURNSA P 2.281 R 02/24/31 | -0.02% |
| CPURNSA P 2.2675 R 02/25/31 | -0.02% |
| JPY/USD 05/19/2021 UBS | -0.02% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.02% |
| CPURNSA P 2.286 R 02/24/31 | -0.04% |
| US 10YR ULTRA FUT JUN21 UXYM1 | -0.05% |
| GNMA GII30 TBA 04.5000 04/01/2051 | -0.08% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2051 | -0.15% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2051 | -0.19% |
| GSGLPWDS P US0001M R 12/15/25 GS | -3.97% |
| US 5YR NOTE (CBT) JUN21 FVM1 | -3.99% |
| S&P500 EMINI FUT JUN21 ESM1 | -14.05% |
| E-MINI RUSS 2000 MAR21 RTYH1 | 5.46% |
|---|---|
| GSGLPWDL R US0001M P 12/15/25 GS | 4.36% |
| US 5YR NOTE (CBT) JUN21 FVM1 | 4.07% |
| APPLE INC SEDOL 2046251 | 3.02% |
| MICROSOFT CORP SEDOL 2588173 | 2.57% |
| AMAZON.COM INC SEDOL 2000019 | 2.37% |
| RU10VATR R US0001M P 02/05/22 JP | 2.18% |
| US ULTRA BOND CBT JUN21 WNM1 | 2.14% |
| US 10YR NOTE (CBT)JUN21 TYM1 | 1.89% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.53% |
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| S&P GSCI LIGHT ENERGY ER | 1.42% |
| FNMA FN30 TBA UMBS 02.5000 03/01/2051 | 1.39% |
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| GSGLPHCL R US0001M P 12/15/25 GS | 1.28% |
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| ADOBE INC SEDOL 2008154 | 0.83% |
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| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.72% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.72% |
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| CISCO SYSTEMS INC SEDOL 2198163 | 0.59% |
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| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.53% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.49% |
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| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.43% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.43% |
| PEPSICO INC SEDOL 2681511 | 0.43% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.42% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.40% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.40% |
| MERCK & CO. INC. SEDOL 2778844 | 0.40% |
| MASTERCARD INC - A SEDOL B121557 | 0.40% |
| WALMART INC SEDOL 2936921 | 0.40% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.39% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.38% |
| TARGET CORP SEDOL 2259101 | 0.37% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.36% |
| METLIFE INC SEDOL 2573209 | 0.36% |
| TESLA INC SEDOL B616C79 | 0.36% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.36% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.35% |
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| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.33% |
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| AUTODESK INC SEDOL 2065159 | 0.33% |
| EXELON CORP SEDOL 2670519 | 0.32% |
| ABBVIE INC SEDOL B92SR70 | 0.32% |
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| TREASURY BILL 00.0000 03/25/2021 | 0.31% |
| EBAY INC SEDOL 2293819 | 0.31% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.30% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.30% |
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| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.30% |
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| MCDONALD'S CORP SEDOL 2550707 | 0.28% |
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| MORGAN STANLEY | 0.27% |
| HALLIBURTON CO SEDOL 2405302 | 0.27% |
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| DANAHER CORP SEDOL 2250870 | 0.26% |
| NIKE INC -CL B SEDOL 2640147 | 0.26% |
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| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.26% |
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| CRH PLC SEDOL 4182249 | 0.24% |
| CUMMINS INC SEDOL 2240202 | 0.24% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2051 | 0.24% |
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| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.24% |
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| COCA-COLA CO/THE SEDOL 2206657 | 0.20% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.20% |
| BEST BUY CO INC SEDOL 2094670 | 0.20% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.20% |
| TREASURY BILL 00.0000 06/10/2021 | 0.20% |
| TREASURY BILL 00.0000 03/18/2021 | 0.20% |
| CIGNA CORP SEDOL BHJ0775 | 0.19% |
| SONY CORP SEDOL 6821506 | 0.19% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.19% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.19% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.19% |
| HUMANA INC SEDOL 2445063 | 0.19% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.19% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.18% |
| CONOCOPHILLIPS | 0.18% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.18% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.18% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.18% |
| UNITED RENTALS INC SEDOL 2134781 | 0.18% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.18% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.18% |
| AXA SA SEDOL 7088429 | 0.17% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.17% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.17% |
| CHEVRON CORP | 0.17% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.17% |
| AFLAC INC SEDOL 2026361 | 0.16% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.16% |
| VERIZON COMM 04.3290 09/21/2028 | 0.16% |
| SERVICENOW INC SEDOL B80NXX8 | 0.16% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.16% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.16% |
| PULTEGROUP INC SEDOL 2708841 | 0.16% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.16% |
| COSTAR GROUP INC SEDOL 2262864 | 0.16% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.16% |
| DEXCOM INC SEDOL B0796X4 | 0.15% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.15% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.15% |
| ABBVIE INC 03.2000 11/21/2029 | 0.15% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.15% |
| LOWES COMPANIES INC | 0.15% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.15% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.15% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.15% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.15% |
| HOLOGIC INC SEDOL 2433530 | 0.14% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.14% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.14% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.14% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.14% |
| EQUINIX INC SEDOL BVLZX12 | 0.13% |
| TJX COMPANIES INC SEDOL 2989301 | 0.13% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.13% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.13% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.13% |
| EATON CORP PLC SEDOL B8KQN82 | 0.13% |
| SYNOPSYS INC SEDOL 2867719 | 0.13% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.13% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.13% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.13% |
| CASH MGMT BILL 00.0000 06/01/2021 | 0.13% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.13% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.12% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.12% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.12% |
| STACR 2016-DNA2 M3 04.7676 10/25/2028 | 0.12% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.12% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.12% |
| HOYA CORP SEDOL 6441506 | 0.12% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.12% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.12% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.12% |
| BHP GROUP LTD SEDOL 6144690 | 0.12% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.12% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.12% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.11% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.11% |
| AVALARA INC SEDOL BZ1NVP4 | 0.11% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.11% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.11% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.11% |
| ALBEMARLE CORP SEDOL 2046853 | 0.11% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.11% |
| HERSHEY CO/THE SEDOL 2422806 | 0.11% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.11% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.11% |
| ABIOMED INC SEDOL 2003698 | 0.11% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.11% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.11% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.11% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.11% |
| EXACT SCIENCES CORP SEDOL 2719951 | 0.11% |
| LG CHEM LTD SEDOL 6346913 | 0.11% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.11% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.10% |
| RADIAN GROUP INC SEDOL 2173911 | 0.10% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.10% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.10% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.10% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.10% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.10% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.10% |
| VONTIER CORP SEDOL BH4GV32 | 0.10% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.10% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.10% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.10% |
| TOTAL SE SEDOL B15C557 | 0.10% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.10% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.10% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.10% |
| ARAMARK SEDOL BH3XG17 | 0.10% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.10% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.10% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.10% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.10% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.10% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.09% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.09% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% |
| NESTLE SA-REG SEDOL 7123870 | 0.09% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.09% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.09% |
| ALLSTATE CORP SEDOL 2019952 | 0.09% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.09% |
| RIO TINTO PLC SEDOL 0718875 | 0.09% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.09% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.09% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.09% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.09% |
| ROKU INC SEDOL BZ1LFG7 | 0.09% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.09% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.09% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.09% |
| DIAGEO PLC SEDOL 0237400 | 0.09% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.09% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.08% |
| L OREAL SEDOL 4057808 | 0.08% |
| AGCO CORP SEDOL 2010278 | 0.08% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.08% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.08% |
| ADIDAS AG SEDOL 4031976 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| POLARIS INC SEDOL 2692933 | 0.08% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.08% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.08% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.08% |
| ALPHABET INC 03.6250 05/19/2021 | 0.08% |
| BF0101 03.5000 06/01/2056 | 0.08% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| SPST 2020-2 A 00.9445 03/24/2021 | 0.08% |
| THALES SA SEDOL 4162791 | 0.08% |
| US BANK NA CINCINNATI 03.1500 04/26/2021 | 0.08% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| APPLE INC 04.2500 02/09/2047 | 0.08% |
| DBUBS 2011-LC3A D P/P 144A 05.3363 08/10/2044 | 0.08% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.08% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.08% |
| SEAGEN INC SEDOL BLPK4D2 | 0.08% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.07% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.07% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.07% |
| NEXI SPA SEDOL BJ1F880 | 0.07% |
| BNP PARIBAS SEDOL 7309681 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| MINEBEA CO LTD SEDOL 6642406 | 0.07% |
| ORACLE CORP 02.5000 10/15/2022 | 0.07% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.07% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.07% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.07% |
| ORACLE CORP 04.0000 11/15/2047 | 0.07% |
| BRUNSWICK CORP SEDOL 2149309 | 0.07% |
| CAIXABANK SA SEDOL B283W97 | 0.07% |
| GARMIN LTD SEDOL B3Z5T14 | 0.07% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.07% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| ABB LTD-REG SEDOL 7108899 | 0.07% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.07% |
| ECOLAB INC 02.7000 11/01/2026 | 0.07% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.07% |
| ITOCHU CORP SEDOL 6467803 | 0.07% |
| ORSTED A/S SEDOL BYT16L4 | 0.07% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.07% |
| BOEING CO/THE SEDOL 2108601 | 0.07% |
| BP PLC SEDOL 0798059 | 0.07% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.07% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.07% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.07% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.07% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.07% |
| BRENNTAG SE SEDOL B4YVF56 | 0.07% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.07% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.07% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.07% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.07% |
| SANDVIK AB SEDOL B1VQ252 | 0.07% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.07% |
| AMDOCS LTD SEDOL 2256908 | 0.06% |
| MERCK KGAA SEDOL 4741844 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| KEYCORP SEDOL 2490911 | 0.06% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.06% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.06% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.06% |
| CAS 2016-C04 1M2 04.3676 01/25/2029 | 0.06% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.06% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.06% |
| MONCLER SPA SEDOL BGLP232 | 0.06% |
| SLM CORP | 0.06% |
| STELLANTIS NV SEDOL BMD8F98 | 0.06% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| CORTEVA INC SEDOL BK73B42 | 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% |
| MWST 2019-1 A 00.9176 06/25/2052 | 0.06% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| COVESTRO AG SEDOL BYTBWY9 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.06% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.06% |
| AUTO1 GROUP SE P/P 144A SEDOL BL5C4C7 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.06% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.06% |
| SECOM CO LTD SEDOL 6791591 | 0.06% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.06% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% |
| ZALANDO SE SEDOL BQV0SV7 | 0.06% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.06% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.06% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.06% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.06% |
| KDDI CORP SEDOL 6248990 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.06% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.06% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| AVIVA PLC SEDOL 0216238 | 0.05% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.05% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.05% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.05% |
| NABTESCO CORP SEDOL 6687571 | 0.05% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| BROADCOM INC 04.1500 11/15/2030 | 0.05% |
| CAS 2016-C01 1M2 06.8676 08/25/2028 | 0.05% |
| CAS 2016-C02 1M2 06.1176 09/25/2028 | 0.05% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 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% |
| CROWN HOLDINGS INC | 0.05% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.05% |
| GENTEX CORP SEDOL 2366799 | 0.05% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.05% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| PFIZER INC SEDOL 2684703 | 0.05% |
| ABCAM PLC SEDOL B677469 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.05% |
| KINGFISHER PLC SEDOL 3319521 | 0.05% |
| NIO INC - ADR SEDOL BFZX9H8 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.05% |
| CIMAREX ENERGY CO SEDOL 2987521 | 0.05% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.05% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.05% |
| CSAIL 2015-C1 C 04.2638 04/15/2050 | 0.05% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| ORACLE CORP 02.6500 07/15/2026 | 0.05% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.05% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| GMO INTERNET INC SEDOL 6170167 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.05% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| ENEL SPA SEDOL 7144569 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.05% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.05% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.05% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.05% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.05% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.1844 04/20/2048 | 0.05% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.05% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.05% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.05% |
| APTARGROUP INC SEDOL 2045247 | 0.05% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.05% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.05% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.05% |
| SHOPIFY INC - CLASS A SEDOL BXDZ9Z0 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.04% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.04% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.04% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% |
| SANDS CHINA LTD SEDOL B5B23W2 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| APPLE INC 00.7500 05/11/2023 | 0.04% |
| AT&T INC SEDOL 2831811 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.04% |
| CAPGEMINI SE SEDOL 4163437 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.04% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.04% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.04% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| CAS 2015-C04 1M2 05.8176 04/25/2028 | 0.04% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.04% |
| LINDE PLC SEDOL BYWD9S5 | 0.04% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.04% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.04% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.04% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 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% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| CAS 2015-C04 2M2 05.6676 04/25/2028 | 0.04% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.04% |
| CSMC 2016-NXSR C 04.3569 12/15/2049 | 0.04% |
| FNMA FN30 TBA UMBS 04.5000 03/01/2051 | 0.04% |
| MSBAM 2014-C17 C 04.4831 08/15/2047 | 0.04% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.04% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.04% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.04% |
| GNMA GII30 TBA 04.0000 03/01/2051 | 0.04% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.04% |
| QIAGEN N.V. SEDOL BYXS699 | 0.04% |
| SYSCO CORP SEDOL 2868165 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.04% |
| GSMS 2011-GC3 C P/P 144A 05.3779 03/10/2044 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.04% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| PANASONIC CORP SEDOL 6572707 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| GSMS 2014-GC22 C 04.6917 06/10/2047 | 0.04% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| REPUBLIC OF PERU USD 08.7500 11/21/2033 | 0.04% |
| SPST 2020-6 A 01.8649 09/07/2021 | 0.04% |
| STACR 2016-DNA1 M3 05.6800 07/25/2028 | 0.04% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| APACHE CORP SEDOL 2043962 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.04% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.04% |
| CWALT 2006-OA10 4A1 00.4976 08/25/2046 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| DEVON ENERGY CORP SEDOL 2480677 | 0.04% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.04% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.04% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.04% |
| NETFLIX INC 04.3750 11/15/2026 | 0.04% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.04% |
| POPULAR INC SEDOL B86QM90 | 0.04% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.04% |
| BIOGEN INC SEDOL 2455965 | 0.04% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.04% |
| CASEYS GENERAL | 0.04% |
| CELANESE CORP SEDOL B05MZT4 | 0.04% |
| COMM 2010-C1 D P/P 144A 05.5920 07/10/2046 | 0.04% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.04% |
| EVOLUTION GAMING GRP SEDOL BJXSCH4 | 0.04% |
| SPST 2020-WL1 A 01.2676 06/25/2051 | 0.04% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.04% |
| ADYEN NV SEDOL BZ1HM42 | 0.03% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.03% |
| CAS 2020-R01 1M2 02.1676 01/25/2040 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| GARTNER INC SEDOL 2372763 | 0.03% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.03% |
| LENNAR CORP 04.7500 11/29/2027 | 0.03% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| SPST 2020-13 A 01.6149 10/10/2021 | 0.03% |
| SPST 2020-15 A 01.4849 12/10/2021 | 0.03% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| CSAIL 2020-C19 XA IO 01.1201 03/15/2053 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| LENNAR CORP-A SEDOL 2511920 | 0.03% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.03% |
| MRAIT 2021-5 A1X 07/26/2021 | 0.03% |
| OPAP SA SEDOL 7107250 | 0.03% |
| ORACLE CORP 01.9000 09/15/2021 | 0.03% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.03% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.03% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.03% |
| CIGNA CORP 03.9000 02/15/2022 | 0.03% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.03% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| ORACLE CORP SEDOL 2661568 | 0.03% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.03% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.03% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.03% |
| SQUARE INC - A SEDOL BYNZGK1 | 0.03% |
| STACR 2016-HQA3 M3 03.9676 03/25/2029 | 0.03% |
| TPAT 2018-SL1 A P/P 144A 00.7176 01/25/2046 | 0.03% |
| UNILEVER PLC SEDOL BLRB262 | 0.03% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.03% |
| AHM 2007-1 GA1C 00.3076 05/25/2047 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.03% |
| CAS 2016-C05 2M2 04.5676 01/25/2029 | 0.03% |
| COMM 2013-CR13 C 04.8850 11/10/2046 | 0.03% |
| CSX CORP SEDOL 2160753 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.03% |
| FEDEX CORP SEDOL 2142784 | 0.03% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.03% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| JPMBB 2013-C12 C 04.0992 07/15/2045 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.03% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.03% |
| STACR 2015-DNA3 M3 04.8176 04/25/2028 | 0.03% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.03% |
| CASH MGMT BILL 00.0000 05/25/2021 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.03% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.03% |
| MOODY S CORP | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| MCKESSON CORP SEDOL 2378534 | 0.03% |
| MRAIT 2020-12 A1X 01.4574 07/15/2021 | 0.03% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| EDF SEDOL B0NJJ17 | 0.03% |
| FINGERPRINT CARDS AB-B SEDOL BD6S127 | 0.03% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.3779 03/10/2044 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| JPMORGAN CHASE & CO 01.1938 05/15/2047 | 0.03% |
| MP3 2013-1A AR P/P 144A 01.4740 10/20/2030 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.03% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| OMRON CORP SEDOL 6659428 | 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% |
| STACR 2016-HQA2 M3 05.2676 11/25/2028 | 0.03% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.03% |
| ALPHABET INC 01.9980 08/15/2026 | 0.03% |
| AMGEN INC 04.6630 06/15/2051 | 0.03% |
| APPLE INC 03.8500 05/04/2043 | 0.03% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.03% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.03% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.03% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.03% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.03% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.03% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.03% |
| VERTIV TLB L+300 03.1185 03/02/2027 | 0.03% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.02% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.02% |
| ASML HOLDING NV SEDOL B929F46 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CAS 2017-C01 1M2 03.6676 07/25/2029 | 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% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.02% |
| JPMCC 2012-C8 D P/P 144A 04.6699 10/15/2045 | 0.02% |
| MSC 2011-C3 B P/P 144A 05.2442 07/15/2049 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 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% |
| WFCM 2017-C39 A5 03.4180 09/15/2050 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| CWALT 2006-OA7 1A2 01.3184 06/25/2046 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| MCAS 2019-01 M7 P/P 144A 01.8176 10/15/2049 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.02% |
| NEXON CO LTD SEDOL B63QM77 | 0.02% |
| NOVATEK MICROELECTRONICS COR SEDOL 6346333 | 0.02% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WAMU 2005-AR12 1A8 02.9131 10/25/2035 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| APPLE INC 02.8500 05/06/2021 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| CAS 2016-C01 2M2 07.0676 08/25/2028 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| COMCAST CORP 03.4500 02/01/2050 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| LBMLT 2004-1 A2 00.9176 02/25/2034 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| SPST 2021-WL1 A 00.7785 01/26/2054 | 0.02% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| WFRBS 2011-C3 D P/P 144A 05.5750 03/15/2044 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| CAS 2016-C03 2M2 06.0176 10/25/2028 | 0.02% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.02% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.02% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.02% |
| HITACHI LTD SEDOL 6429104 | 0.02% |
| INGIM 2013-2A A1R P/P 144A 01.1878 04/25/2031 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1416 05/15/2045 | 0.02% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| BANK 2017-BNK8 B 03.9270 11/15/2050 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMCAST CORP 02.3500 01/15/2027 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| RRAM 2020-12A AAR2 P/P 144A 01.6110 01/15/2036 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| WFRBS 2014-C22 XA IO 00.8043 09/15/2057 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| COMM 2014-UBS6 C 04.4456 12/10/2047 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 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% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.02% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.02% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MDPK 2018-30A A P/P 144A 00.9913 04/15/2029 | 0.02% |
| MSBAM 2014-C14 C 05.0501 02/15/2047 | 0.02% |
| MSCI EAFE MAR21 MFSH1 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| PPSI 2004-WCW2 M3 01.1676 10/25/2034 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| WFRBS 2013-C11 C 04.1994 03/15/2045 | 0.02% |
| WFRBS 2013-C16 AS 04.6680 09/15/2046 | 0.02% |
| ALPINE SECURITIZATION LLC 02088WQ94 DCP 03/09/2021 | 0.02% |
| BMIR 2019-4A M1C P/P 144A 02.6176 10/25/2029 | 0.02% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.02% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.02% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.02% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5688 05/10/2045 | 0.02% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CWALT 2006-OA19 A1 00.2911 02/20/2047 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 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% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.02% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6054 11/15/2045 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6200 11/06/2024 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| SAMI 2007-AR7 1A1 00.9676 05/25/2047 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 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% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7425 08/10/2046 | 0.02% |
| GSMS 2014-GC18 C 04.9885 01/10/2047 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.02% |
| JPMBB 2013-C12 B 04.0992 07/15/2045 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/15/2049 | 0.02% |
| MSC 2016-BNK2 C 03.9014 11/15/2049 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| NRZT 2018-4A A1M 01.0176 01/25/2048 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 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% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| WFCM 2013-LC12 C 04.2741 07/15/2046 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8138 11/15/2045 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| FMC CORP SEDOL 2328603 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 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% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| SARTORIUS AG-PFD PCT 0.000 | 0.02% |
| STACR 2017-DNA2 M2 03.5676 10/25/2029 | 0.02% |
| TORO CO SEDOL 2897040 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.02% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.02% |
| AMBATH TLB1 L+375 04.2500 12/27/2027 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.02% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| FHMS K121 X1 IO 01.0287 10/25/2030 | 0.02% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.02% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 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 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.6841 11/15/2043 | 0.02% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| MSBAM 2013-C9 D P/P 144A 04.1190 05/15/2046 | 0.02% |
| MSBAM 2015-C24 B 04.3429 05/15/2048 | 0.02% |
| MWST 2020-1 A 01.0176 10/25/2053 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SOLENIS 1STL L+400 04.2272 06/26/2025 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STACR 2016-HQA1 M3 06.4676 09/25/2028 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| APPLE INC 03.4500 05/06/2024 | 0.01% |
| ARRW 2018-1 A3 04.1570 04/25/2048 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.01% |
| CAS 2016-C06 1M2 04.3676 04/25/2029 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 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% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| FHMS KW01 X1 IO 00.9681 01/25/2026 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| STACR 2015-HQA2 M3 04.9176 05/25/2028 | 0.01% |
| STACR 2020-HQA1 M2 02.0176 01/25/2050 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| WAMU 2007-HY2 1A1 03.2746 12/25/2036 | 0.01% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| ANCESTRY.COM 1L L+325 04.2500 11/24/2027 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CMLTI 2005-2 1A2A 02.8811 05/25/2035 | 0.01% |
| COMM 2014-CR18 C 04.7460 07/15/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.01% |
| CSAIL 2015-C1 D P/P 144A 03.7638 04/15/2050 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| EMIR 2018-1 M1 01.8176 11/25/2028 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GNR 2015-H25 BI IO 01.9281 10/20/2065 | 0.01% |
| JPMBB 2014-C22 C 04.5534 09/15/2047 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PLMRS 2018-2A A1A P/P 144A 01.3234 07/16/2031 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 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% |
| VERTICAL US NEWCO IN P/P 144A 05.2500 07/15/2027 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WFCM 2016-LC25 XA IO 00.9658 12/15/2059 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.01% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| CAS 2017-C01 1EB1 01.3676 07/25/2029 | 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% |
| 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% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| HSBC USA INC 03.5000 06/23/2024 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| OMV AG SEDOL 4651459 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2014-HQ2 M3 03.8676 09/25/2024 | 0.01% |
| STACR 2017-DNA1 M2 03.3676 07/25/2029 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| WALT DISNEY COMP 07.7500 01/20/2024 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 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% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BCC 2019-3A A P/P 144A 01.5636 10/21/2032 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CGCMT 2014-GC19 D P/P 144A 05.0922 03/10/2047 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| E.ON SE SEDOL 4942904 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HOCHTIEF AG SEDOL 5108664 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| MSC 2011-C3 D P/P 144A 05.2442 07/15/2049 | 0.01% |
| MVEW 2017-2A A P/P 144A 01.4334 01/16/2031 | 0.01% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 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% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SVENSKA HNDLSBKN P/P 144A 00.6250 06/30/2023 | 0.01% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0877 08/15/2050 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| BAFC 2005-B 3M1 00.7861 04/20/2035 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CAS 2014-C03 2M2 03.0300 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0176 11/25/2024 | 0.01% |
| CAS 2015-C03 2M2 05.1300 07/25/2025 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7395 12/15/2047 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2016-H16 EI IO 02.4883 06/20/2066 | 0.01% |
| GSMS 2010-C1 D P/P 144A 05.9830 08/10/2043 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 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% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SANTANDER UK PLC P/P 144A 05.0000 11/07/2023 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 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% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 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% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WFCM 2013-LC12 D P/P 144A 04.2741 07/15/2046 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4912 08/15/2046 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALTICE FRANCE P/P 144A 07.3750 05/01/2026 | 0.01% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.01% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 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% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 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% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| CWALT 2005-59 1A1 00.7711 11/20/2035 | 0.01% |
| CWALT 2006-24CB A19 00.6176 08/25/2036 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GBP/USD 03/17/2021 JPMCB | 0.01% |
| GBP/USD 03/17/2021 MSCIL | 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 2013-99 AS IO 05.9389 06/20/2043 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 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% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MWST 2020-2 A 00.9176 11/25/2053 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| OLYMPUS CORP SEDOL 6658801 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 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% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| S&P MID 400 EMINI MAR21 FAH1 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| STACR 2014-HQ3 M3 04.8676 10/25/2024 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 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% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.01% |
| WAMU 2005-AR14 1A2 02.8933 12/25/2035 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0900 07/25/2045 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 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% |
| ALTICE FRANCE SA P/P 144A 05.5000 01/15/2028 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 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% |
| CAS 2014-C02 1M2 02.7300 05/25/2024 | 0.01% |
| CAS 2015-C02 2M2 04.1300 05/25/2025 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| EPICOR SOFTWARE TLB L+325 04.0000 07/30/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FHR 3829 AS IO 06.8378 03/15/2041 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LOUISIANA-PACIFI P/P 144A 03.6250 03/15/2029 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3626 06/30/2025 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 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% |
| REPUBLIC OF SENEGAL REGS 06.2500 07/30/2024 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.01% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2016-DNA3 M3 05.1176 12/25/2028 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.01% |
| US 2YR NOTE (CBT) JUN21 TUM1 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| WAMU 2005-AR11 A1B3 00.9176 08/25/2045 | 0.01% |
| WPX ENERGY INC 05.2500 10/15/2027 | 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% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 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% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CHF/USD 03/17/2021 GSFX | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| EMIR 2018-1 M2 03.1176 11/25/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| FIDELITY NATL INFO SERV 02.2500 03/01/2031 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| GBP/USD 03/17/2021 RBSF | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7132 10/20/2065 | 0.01% |
| GSMS 2014-GC24 XA IO 00.7314 09/10/2047 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8453 11/15/2047 | 0.01% |
| JPY/USD 05/19/2021 SSBT | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 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% |
| POWER SOLUTIONS TLB L+350 03.6145 04/30/2026 | 0.01% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.01% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| 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 LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.01% |
| STACR 2017-DNA2 M1 01.3176 10/25/2029 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 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% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.01% |
| 1.443 R ISWP US0003M P 02/25/2031 | 0.01% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.01% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 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% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BMIR 2020-2A M1A 02.4176 08/26/2030 | 0.01% |
| BUMT 2005-1 1A1 00.7176 09/25/2045 | 0.01% |
| BWAY CORP TLB L+325 03.4425 04/03/2024 | 0.01% |
| CAS 2015-C01 1M2 04.4300 02/25/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CHEVRON USA INC 06.0000 03/01/2041 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 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% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2014-CR19 XA IO 00.9706 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8865 12/10/2047 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| EQT CORP 08.5000 02/01/2030 | 0.01% |
| EUR/USD 03/17/2021 WPAC | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7176 10/25/2028 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JPMBB 2015-C33 XA IO 00.9065 12/15/2048 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% |
| L BRANDS INC 06.7500 07/01/2036 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| MSRR 2015-R4 CB1 00.9557 08/26/2047 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2019-DNA1 M2 02.7676 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.4676 02/25/2049 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TRANSDIGM INC P/P 144A 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% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.01% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2013-C14 XA IO 00.7175 06/15/2046 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| WR GRACE & CO-CONN 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% |
| 1.1749 R ISWP US0003M P 01/14/2031 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORP 04.3750 10/15/2028 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANK OF AMERICA CORP 00.9765 09/15/2026 | 0.00% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.00% |
| BOLLORE SEDOL 4572709 | 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% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2800 11/25/2039 | 0.00% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIVERSEY TL L+300 03.1145 09/06/2024 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 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% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 05.9826 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.6250 12/15/2025 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.00% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.00% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MLMI 2005-A2 A2 02.7977 02/25/2035 | 0.00% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.00% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.00% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.00% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| OVINTIV INC 07.3750 11/01/2031 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| SAIL 2004-10 A10 01.0176 11/25/2034 | 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% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2015-DNA2 M3 04.0176 12/25/2027 | 0.00% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 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% |
| TDK CORP SEDOL 6869302 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENNANT CO 05.6250 05/01/2025 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.00% |
| 1.059 R ISWP US0003M P 01/11/2031 | 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% |
| AMC ENT INC TLB L+300 05.5599 04/22/2026 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 04.1250 12/15/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2016-C07 2M2 04.4676 05/25/2029 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CENTENNIAL RESOURCE P/P 144A 08.0000 06/01/2025 | 0.00% |
| CGCMT 2012-GC8 XA IO P/P 144A 01.7410 09/10/2045 | 0.00% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.00% |
| CHF/USD 03/17/2021 CITI | 0.00% |
| CHF/USD 03/17/2021 HSBCB | 0.00% |
| CHF/USD 03/17/2021 MSCIL | 0.00% |
| CHF/USD 03/17/2021 SSBT | 0.00% |
| CHF/USD 03/17/2021 TDBK | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.00% |
| COMM 2013-CR11 XA IO 00.9191 08/10/2050 | 0.00% |
| COMM 2014-LC17 XA IO 00.7221 10/10/2047 | 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% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.00% |
| CWALT 2005-27 1A1 01.5705 08/25/2035 | 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% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| FHR 3408 EK 25.3414 04/15/2037 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 AY4779 04.4970 03/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.00% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.00% |
| GSMS 2013-GC10 XA IO 01.4867 02/10/2046 | 0.00% |
| GSMS 2014-GC22 XA IO 00.9794 06/10/2047 | 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 P/P 144A 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 05/19/2021 GSFX | 0.00% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.00% |
| KRW/USD 05/20/2021 JPMCB | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 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% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| MSAC 2004-HE6 M1 00.9426 08/25/2034 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| STACR 2018-HQA2 M2 02.4176 10/25/2048 | 0.00% |
| STACR 2020-HQA4 M1 01.4176 09/25/2050 | 0.00% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 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% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| WFRBS 2011-C4 E P/P 144A 05.1928 06/15/2044 | 0.00% |
| WFRBS 2012-C9 XA IO P/P 144A 01.8782 11/15/2045 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 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% |
| ZAYO GROUP HLDG INC L+300 03.1145 03/09/2027 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| AUD/USD 04/21/2021 UBS | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAS 2014-C04 2M2 05.1176 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.1300 05/25/2025 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| EUR/USD 03/17/2021 TDBK | 0.00% |
| FEDEX CORP 02.6250 08/01/2022 | 0.00% |
| FNR 2007-53 SP 23.7687 06/25/2037 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GBP/USD 03/17/2021 BCAP-FX | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.00% |
| GNMA GII30 BL6218 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% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JPMBB 2014-C19 XA IO 00.7404 04/15/2047 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/04/2026 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
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| MSBAM 2014-C17 XA IO 01.0785 08/15/2047 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
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| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 03.7500 04/01/2031 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RES PRTNRS 05.5000 03/01/2030 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6001 12/10/2045 | 0.00% |
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| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 1.7705 R ISWP US0003M P 02/10/2051 | 0.00% |
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| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 04/21/2021 JPMCB | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.00% |
| CHF/USD 03/17/2021 CSI-FX | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BB.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.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CNH/USD 05/20/2021 CITI | 0.00% |
| CNH/USD 05/20/2021 HSBCB | 0.00% |
| CNH/USD 05/20/2021 TDBK | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMM 2014-CR18 XA IO 01.0085 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| EUR/USD 03/17/2021 BCAP-FX | 0.00% |
| EUR/USD 03/17/2021 CITI | 0.00% |
| EUR/USD 03/17/2021 JPMCB | 0.00% |
| FHR 2990 LB 16.6588 06/15/2034 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FHR 3249 PS 21.9046 12/15/2036 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GBP/USD 03/17/2021 WPAC | 0.00% |
| GNMA GII30 BJ9611 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 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% |
| GRAFTECH FINANCE INC P/P 144A 04.6250 12/15/2028 | 0.00% |
| GSMS 2013-GC12 XA IO 01.4048 06/10/2046 | 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% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.00% |
| LBUBS 2008-C1 AM 06.2731 04/15/2041 | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 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% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 04/21/2021 CITI | 0.00% |
| NZD/USD 04/21/2021 GSFX | 0.00% |
| NZD/USD 04/21/2021 RBSF | 0.00% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OMIR 2018-1A M1 01.6676 07/25/2028 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.00% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% |
| PRECISION DRILL USD 05.2500 11/15/2024 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SEK/USD 03/17/2021 UBS | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 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 P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 1.355 R ISWP US0003M P 02/22/2031 | 0.00% |
| 1.3905 R ISWP US0003M P 02/19/2031 | 0.00% |
| 1.3956 R ISWP US0003M P 02/19/2031 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| CAD/USD 04/21/2021 TDBK | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CHESAPEAKE ENERGY CO P/P 144A 05.5000 02/01/2026 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 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 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.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.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-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-106 JC 19.7593 12/25/2035 | 0.00% |
| FNR 2005-75 GS 19.8971 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.1942 07/25/2036 | 0.00% |
| GBP/USD 03/17/2021 GSFX | 0.00% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.00% |
| GNMA GII30 BN2618 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN7073 04.5000 05/20/2049 | 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% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| JPY/USD 05/19/2021 JPMCB | 0.00% |
| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 0.00% |
| NZD/USD 04/21/2021 JPMCB | 0.00% |
| NZD/USD 04/21/2021 UBS | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| PAR PHARMA INC P/P 144A 07.5000 04/01/2027 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| RAYONIER AM PROD INC P/P 144A 07.6250 01/15/2026 | 0.00% |
| SEK/USD 03/17/2021 JPMCB | 0.00% |
| STACR 2015-DN1 M3 04.2676 01/25/2025 | 0.00% |
| STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.00% |
| STACR 2020-DNA5 M1 01.3447 10/25/2050 | 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% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 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% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| 0.188 R ISWP US0003M P 01/07/2023 | 0.00% |
| 0.2005 R ISWP US0003M P 02/22/2023 | 0.00% |
| 0.205 R ISWP US0003M P 01/08/2023 | 0.00% |
| 0.2095 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.211 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| 1.35734 R ISWP US0003M P 02/19/2031 | 0.00% |
| 1.36253 R ISWP US0003M P 02/19/2031 | 0.00% |
| 1.3692 R ISWP US0003M P 02/19/2031 | 0.00% |
| 1.4432 R ISWP US0003M P 02/26/2031 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| AUD/USD 04/21/2021 CITI | 0.00% |
| BACM 2007-1 XW IO 00.4243 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.6072 12/11/2038 | 0.00% |
| CAD/USD 04/21/2021 BANKAM | 0.00% |
| CAD/USD 04/21/2021 BCAP-FX | 0.00% |
| CAD/USD 04/21/2021 CITI | 0.00% |
| CAD/USD 04/21/2021 HSBCB | 0.00% |
| CAD/USD 04/21/2021 UBS | 0.00% |
| CAD/USD 04/21/2021 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5310 10/15/2049 | 0.00% |
| CHESAPEAKE ENERGY CO P/P 144A 05.8750 02/01/2029 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 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.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 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.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-.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 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 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-.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-.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 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% |
| CSFB 2003-C3 AX IO P/P 144A 01.7251 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO P/P 144A 00.0258 01/15/2049 | 0.00% |
| DKK/USD 03/17/2021 CITI | 0.00% |
| EUR/USD 03/17/2021 BANKAM | 0.00% |
| EUR/USD 03/17/2021 CSI-FX | 0.00% |
| EUR/USD 03/17/2021 GSFX | 0.00% |
| EUR/USD 03/17/2021 MSCIL | 0.00% |
| FHR 3117 AF 00.0000 02/15/2036 | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 2005-83 QP 17.0882 11/25/2034 | 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% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2018-127 IB IO 04.5000 06/20/2045 | 0.00% |
| GNR 2019-78 SJ IO 05.9389 06/20/2049 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 BCAP-FX | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | 0.00% |
| IOS.FN30.600.08 R USL1M P 01/12/39 GS | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
| IOS.FN30.650.67 R USL1M P 01/12/38 GS | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2857 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.4070 01/15/2049 | 0.00% |
| JPY/USD 05/19/2021 CITI | 0.00% |
| LBUBS 2007-C2 XW IO 00.1710 02/15/2040 | 0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | 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% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 03/17/2021 GSFX | 0.00% |
| NOK/USD 03/17/2021 TDBK | 0.00% |
| NZD/USD 04/21/2021 BANKAM | 0.00% |
| NZD/USD 04/21/2021 BCAP-FX | 0.00% |
| NZD/USD 04/21/2021 CSI-FX | 0.00% |
| NZD/USD 04/21/2021 HSBCB | 0.00% |
| NZD/USD 04/21/2021 TDBK | 0.00% |
| NZD/USD 04/21/2021 WPAC | 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% |
| SGD/USD 05/19/2021 JPMCB | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4153 11/15/2048 | 0.00% |
| 1.35001 R ISWP US0003M P 02/19/2031 | -0.00% |
| 1.4389 R ISWP US0003M P 02/26/2031 | -0.00% |
| AUD/USD 04/21/2021 CSI-FX | -0.00% |
| AUD/USD 04/21/2021 HSBCB | -0.00% |
| AUD/USD 04/21/2021 TDBK | -0.00% |
| AUD/USD 04/21/2021 WPAC | -0.00% |
| CAD/USD 04/21/2021 CSI-FX | -0.00% |
| CAD/USD 04/21/2021 GSFX | -0.00% |
| CAD/USD 04/21/2021 MSCIL | -0.00% |
| CAD/USD 04/21/2021 RBSF | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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% |
| CPURNSA P 2.278 R 02/25/31 | -0.00% |
| CPURNSA P 2.28 R 02/25/31 | -0.00% |
| CPURNSA P 2.281 R 02/24/31 | -0.00% |
| CPURNSA P 2.286 R 02/24/31 | -0.00% |
| EUR/USD 03/17/2021 RBSF | -0.00% |
| EUR/USD 03/17/2021 SSBT | -0.00% |
| GBP/USD 03/17/2021 TDBK | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| JPY/USD 05/19/2021 BANKAM | -0.00% |
| JPY/USD 05/19/2021 RBSF | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NZD/USD 04/21/2021 MSCIL | -0.00% |
| 1.1355 R ISWP US0003M P 01/13/2031 | -0.00% |
| 1.255 R ISWP US0003M P 02/10/2031 | -0.00% |
| AUD/USD 04/21/2021 JPMCB | -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 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA P 2.2675 R 02/25/31 | -0.00% |
| EUR/USD 03/17/2021 HSBCB | -0.00% |
| JPY/USD 05/19/2021 BCAP-FX | -0.00% |
| JPY/USD 05/19/2021 HSBCB | -0.00% |
| NOK/USD 03/17/2021 JPMCB | -0.00% |
| SEK/USD 03/17/2021 SSBT | -0.00% |
| 1.1075 R ISWP US0003M P 01/19/2031 | -0.00% |
| AUD/USD 04/21/2021 SSBT | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 05/19/2021 MSCIL | -0.00% |
| NZD/USD 04/21/2021 SSBT | -0.00% |
| CAD/USD 04/21/2021 SSBT | -0.00% |
| GBP/USD 03/17/2021 CITI | -0.00% |
| GBP/USD 03/17/2021 UBS | -0.00% |
| JPY/USD 05/19/2021 TDBK | -0.00% |
| JPY/USD 05/19/2021 WPAC | -0.00% |
| SEK/USD 03/17/2021 MSCIL | -0.00% |
| AUD/USD 04/21/2021 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 03/17/2021 UBS | -0.00% |
| JPY/USD 05/19/2021 UBS | -0.00% |
| NOK/USD 03/17/2021 UBS | -0.00% |
| 1.07 R ISWP US0003M P 01/11/2031 | -0.01% |
| GBP/USD 03/17/2021 CSI-FX | -0.01% |
| GBP/USD 03/17/2021 HSBCB | -0.01% |
| 1.0275 R ISWP US0003M P 01/08/2031 | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| AUD/USD 04/21/2021 GSFX | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| AUD/USD 04/21/2021 RBSF | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| 0.9355 R ISWP US0003M P 01/07/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.02% |
| GBP/USD 03/17/2021 SSBT | -0.02% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | -0.04% |
| US 10YR ULTRA FUT JUN21 UXYM1 | -0.06% |
| FNMA FN30 TBA UMBS 02.0000 03/01/2051 | -0.08% |
| GNMA GII30 TBA 04.5000 03/01/2051 | -0.08% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.09% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2051 | -0.20% |
| GSGLPWDS P US0001M R 12/15/25 GS | -4.42% |
| S&P500 EMINI FUT MAR21 ESH1 | -8.57% |
Portfolio composition as of 04/30/21
| U.S. large-cap equity | 42.43% |
|---|---|
| U.S. Investment-grade bonds | 25.64% |
| International equity | 12.42% |
| U.S. small- and mid-cap equity | 8.14% |
| U.S. High-yield bonds | 6.10% |
| Commodities | 3.87% |
| Emerging-markets equity | 1.42% |
Fixed income statistics as of 04/30/21
| Average effective maturity | 10.64 yrs. |
|---|---|
| Average effective duration | 1.70 yrs. |
Fund characteristics will vary over time.
Due to rounding, percentages may not equal 100%.
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.
Expenses
Expense ratio |
Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| Total expense ratio | 0.96% | 1.71% | 1.71% | 1.21% | 0.71% | 0.61% | 0.71% |
| What you pay | 0.96% | 1.71% | 1.71% | 1.21% | 0.71% | 0.61% | 0.71% |
Sales charge
| Investment Breakpoint | Class A | Class B | Class C | Class R | Class R5 | Class R6 | Class Y |
|---|---|---|---|---|---|---|---|
| $0-$49,999 | 5.75% | 0.00% | 0.00% | -- | -- | -- | -- |
| $50,000-$99,999 | 4.50% | 0.00% | 0.00% | -- | -- | -- | -- |
| $100,000-$249,999 | 3.50% | -- | 0.00% | -- | -- | -- | -- |
| $250,000-$499,999 | 2.50% | -- | 0.00% | -- | -- | -- | -- |
| $500,000-$999,999 | 2.00% | -- | 0.00% | -- | -- | -- | -- |
| $1M-$4M | 0.00% | -- | -- | -- | -- | -- | -- |
| $4M-$50M | 0.00% | -- | -- | -- | -- | -- | -- |
| $50M+ | 0.00% | -- | -- | -- | -- | -- | -- |
CDSC
| Class A (sales for $1,000,000+) | Class B | Class C | Class R | Class R5 | Class R6 | Class Y | |
|---|---|---|---|---|---|---|---|
| 0 to 9 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 9 to 12 mts. | 1.00% | 5.00% | 1.00% | -- | -- | -- | -- |
| 2 yrs. | 0.00% | 4.00% | 0.00% | -- | -- | -- | -- |
| 3 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 4 yrs. | 0.00% | 3.00% | 0.00% | -- | -- | -- | -- |
| 5 yrs. | 0.00% | 2.00% | 0.00% | -- | -- | -- | -- |
| 6 yrs. | 0.00% | 1.00% | 0.00% | -- | -- | -- | -- |
| 7+ yrs. | 0.00% | 0.00% | 0.00% | -- | -- | -- | -- |
The Russell 3000 Index is an unmanaged index of the 3,000 largest U.S. companies. The Putnam Balanced Blended Benchmark is a benchmark administered by Putnam Management, comprising 50% the Russell 3000 Index, 35% the Bloomberg Barclays U.S. Aggregate Bond Index, 10% the MSCI EAFE Index (ND), and 5% the JPMorgan Developed High Yield Index. You cannot invest directly in an index.
Consider these risks before investing: Allocation of assets among asset classes may hurt performance. The value of investments in the fund’s portfolio may fall or fail to rise over extended periods of time for a variety of reasons, including general economic, political or financial market conditions, investor sentiment and market perceptions, government actions, geopolitical events or changes, and factors related to a specific issuer, asset class, geography, industry or sector. These and other factors may lead to increased volatility and reduced liquidity in the fund’s portfolio holdings. International investing involves currency, economic, and political risks. Emerging-market securities carry illiquidity and volatility risks. Investments in small and/or midsize companies increase the risk of greater price fluctuations. Growth stocks may be more susceptible to earnings disappointments, and value stocks may fail to rebound. Funds that invest in government securities are not guaranteed. Mortgage-backed investments, unlike traditional debt investments, are also subject to prepayment risk, which means that they may increase in value less than other bonds when interest rates decline and decline in value more than other bonds when interest rates rise. Bond investments are subject to interest-rate risk (the risk of bond prices falling if interest rates rise) and credit risk (the risk of an issuer defaulting on interest or principal payments). Default risk is generally higher for non-qualified mortgages. Interest-rate risk is generally greater for longer-term bonds, and credit risk is generally greater for below-investment-grade bonds. Unlike bonds, funds that invest in bonds have fees and expenses. The use of derivatives may increase these risks by increasing investment exposure (which may be considered leverage) or, in the case of over-the-counter instruments, because of the potential inability to terminate or sell derivatives positions and the potential failure of the other party to the instrument to meet its obligations. Our investment techniques, analyses, and judgments may not produce the outcome we intend. The investments we select for the fund may not perform as well as other securities that we do not select for the fund. We, or the fund's other service providers, may experience disruptions or operating errors that could have a negative effect on the fund. You can lose money by investing in the fund.