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 |
$18.46
-0.38% | $-0.07 |
$18.69
09/02/21 |
$15.07
10/30/20 |
Fund facts as of 08/31/21
Total net assets
$2,838.48M
$2,838.48M
Turnover (fiscal year end)
265%
265%
Dividend frequency (view rate)
Quarterly
Quarterly
Number of holdings
2054
2054
Fiscal year-end
September
September
CUSIP / Fund code
746444884 / 1841
746444884 / 1841
Inception date
07/05/94
07/05/94
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PABYX
PABYX
Management team
Co-Chief Investment Officer, Global Asset Allocation
Co-Chief Investment Officer, Global Asset Allocation
Portfolio Manager
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Brochure (PDF) |
| Quarterly commentary (PDF) |
Fed's hawkish pivot shouldn't stoke inflation fears
We take a closer look at inflation, unfilled jobs, and semiconductor shortages.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)
6.87%
Average 5-year annualized return
Total return (%) as of 06/30/21
Annual performance as of 06/30/21
Annualized Total return (%) as of 06/30/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 25.36% | 10.59% | 10.49% | 9.11% |
| After sales charge | N/A | N/A | N/A | N/A |
| Russell 3000 Index | 44.16% | 18.73% | 17.89% | 14.70% |
| Putnam Balanced Blended Benchmark | 24.71% | 12.74% | 11.54% | 9.63% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 08/31/21 | 1.81% | - | |
| YTD as of 09/16/21 | 12.15% | - | |
Yield
| Distribution rate before sales charge as of 09/16/21 |
1.17% |
|---|---|
| Distribution rate after sales charge as of 09/16/21 |
1.17% |
| 30-day SEC yield as of 08/31/21 | 0.91% |
Risk-adjusted performance as of 08/31/21
| Sharpe ratio (3 yrs.) | 0.77 |
|---|
Volatility as of 08/31/21
| Standard deviation (3 yrs.) | 12.04% |
|---|
Fixed income statistics as of 08/31/21
| Average effective duration | 1.56 yrs. |
|---|
Lipper rankings as of 08/31/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 143/575 | 25% |
| 3 yrs. | 180/543 | 34% |
| 5 yrs. | 99/484 | 21% |
| 10 yrs. | 30/362 | 9% |
Morningstar Ratings™ as of 08/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 653 | |
| 3 yrs. | 653 | |
| 5 yrs. | 595 | |
| 10 yrs. | 425 |
Distributions
| Record/Ex dividend date | 09/16/21 |
|---|---|
| Payable date | 09/20/21 |
| Income | $0.054 |
| 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 | 3.17% |
|---|---|
| Microsoft Corp Sedol 2588173 | 3.08% |
| Amazon.Com Inc Sedol 2000019 | 2.34% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.80% |
| Fnma Fn15 Tba Umbs 02.5000 09/01/2036 | 1.55% |
| Nvidia Corp Sedol 2379504 | 1.37% |
| Jpmorgan Chase & Co Sedol 2190385 | 1.23% |
| Adobe Inc Sedol 2008154 | 1.06% |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | 1.04% |
| Gnma Gii30 Tba 03.0000 09/01/2051 | 0.92% |
| Top 10 holdings, percent of portfolio | 17.56% |
| Top 10 holdings as of 08/31/21 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fnma Fn15 Tba Umbs 02.5000 09/01/2036 | |
| Nvidia Corp Sedol 2379504 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Adobe Inc Sedol 2008154 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | |
| Gnma Gii30 Tba 03.0000 09/01/2051 | |
| Holdings represent 17.56% of portfolio | |
| Top 10 holdings as of 07/31/21 | |
|---|---|
| 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 Fn30 Tba Umbs 03.5000 09/01/2051 | |
| Fnma Fn15 Tba Umbs 02.5000 08/01/2036 | |
| Nvidia Corp Sedol 2379504 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Adobe Inc Sedol 2008154 | |
| Holdings represent 18.12% of portfolio | |
| Top 10 holdings as of 06/30/21 | |
|---|---|
| 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 03.5000 07/01/2051 | |
| Fnma Fn15 Tba Umbs 02.5000 07/01/2036 | |
| Nvidia Corp Sedol 2379504 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Adobe Inc Sedol 2008154 | |
| Holdings represent 17.63% of portfolio | |
| Top 10 holdings as of 05/31/21 | |
|---|---|
| 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 Fn30 Tba Umbs 03.5000 06/01/2051 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Fnma Fn15 Tba Umbs 02.5000 06/01/2036 | |
| Nvidia Corp Sedol 2379504 | |
| Holdings represent 18.47% of portfolio | |
| E-MINI RUSS 2000 SEP21 RTYU1 | 4.11% |
|---|---|
| GSGLPWDL R US0001M P 12/15/25 GS | 4.00% |
| APPLE INC SEDOL 2046251 | 3.17% |
| MICROSOFT CORP SEDOL 2588173 | 3.08% |
| US ULTRA BOND CBT DEC21 WNZ1 | 2.39% |
| AMAZON.COM INC SEDOL 2000019 | 2.34% |
| US 10YR NOTE (CBT)DEC21 TYZ1 | 1.93% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.80% |
| FNMA FN15 TBA UMBS 02.5000 09/01/2036 | 1.55% |
| NVIDIA CORP SEDOL 2379504 | 1.37% |
| RU10VATR R US0001M P 02/05/22 JP | 1.25% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.22% |
| US LONG BOND(CBT) DEC21 USZ1 | 1.18% |
| ADOBE INC SEDOL 2008154 | 1.06% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 1.04% |
| GNMA GII30 TBA 03.0000 09/01/2051 | 0.92% |
| CITIGROUP INC SEDOL 2297907 | 0.89% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.86% |
| INTUIT INC SEDOL 2459020 | 0.82% |
| QUALCOMM INC SEDOL 2714923 | 0.80% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.77% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | 0.76% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.75% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.66% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.63% |
| WALMART INC SEDOL 2936921 | 0.62% |
| TJX COMPANIES INC SEDOL 2989301 | 0.60% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.57% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.56% |
| ANTHEM INC SEDOL BSPHGL4 | 0.53% |
| MERCK & CO. INC. SEDOL 2778844 | 0.52% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.50% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.49% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.49% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 0.48% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.48% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.48% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.47% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.47% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.46% |
| PEPSICO INC SEDOL 2681511 | 0.45% |
| NASDAQ 100 E-MINI SEP21 NQU1 | 0.45% |
| TREASURY BILL 00.0000 09/21/2021 | 0.44% |
| FNMA FN30 TBA UMBS 06.0000 09/01/2051 | 0.43% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.42% |
| MCKESSON CORP SEDOL 2378534 | 0.41% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.40% |
| DEERE & CO SEDOL 2261203 | 0.40% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.40% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.40% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.39% |
| ABBVIE INC SEDOL B92SR70 | 0.38% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.38% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.38% |
| TREASURY BILL 00.0000 10/19/2021 | 0.37% |
| CASH MGMT BILL 00.0000 11/16/2021 | 0.37% |
| DANAHER CORP SEDOL 2250870 | 0.37% |
| EXELON CORP SEDOL 2670519 | 0.37% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.36% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.36% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.36% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.35% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.35% |
| FORTINET INC SEDOL B5B2106 | 0.35% |
| MODERNA INC SEDOL BGSXTS3 | 0.34% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.34% |
| MASTERCARD INC - A SEDOL B121557 | 0.34% |
| METLIFE INC SEDOL 2573209 | 0.33% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.33% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.33% |
| FORD MOTOR CO SEDOL 2615468 | 0.32% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.31% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.30% |
| CRH PLC SEDOL 4182249 | 0.29% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.29% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.28% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.28% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.27% |
| MCDONALD'S CORP SEDOL 2550707 | 0.27% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.27% |
| TESLA INC SEDOL B616C79 | 0.26% |
| CSX CORP SEDOL 2160753 | 0.26% |
| TREASURY BILL 00.0000 10/05/2021 | 0.26% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.26% |
| ROKU INC SEDOL BZ1LFG7 | 0.26% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.25% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.25% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.24% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.24% |
| TARGET CORP SEDOL 2259101 | 0.24% |
| SERVICENOW INC SEDOL B80NXX8 | 0.24% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.23% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.23% |
| NIKE INC -CL B SEDOL 2640147 | 0.23% |
| NRG ENERGY INC SEDOL 2212922 | 0.23% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.23% |
| MSCI EMGMKT SEP21 MESU1 | 0.23% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.23% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.23% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.22% |
| ELI LILLY & CO SEDOL 2516152 | 0.22% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.22% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.22% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.22% |
| HALLIBURTON CO SEDOL 2405302 | 0.21% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.21% |
| DOW INC SEDOL BHXCF84 | 0.21% |
| TREASURY BILL 00.0000 10/14/2021 | 0.21% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.21% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.21% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.21% |
| SONY GROUP CORP SEDOL 6821506 | 0.20% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.20% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.20% |
| UNITED RENTALS INC SEDOL 2134781 | 0.20% |
| GARTNER INC SEDOL 2372763 | 0.20% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.20% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.20% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.19% |
| BEST BUY CO INC SEDOL 2094670 | 0.19% |
| HOYA CORP SEDOL 6441506 | 0.19% |
| CUMMINS INC SEDOL 2240202 | 0.19% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.19% |
| MERCK KGAA SEDOL 4741844 | 0.19% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.19% |
| CORTEVA INC SEDOL BK73B42 | 0.19% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.18% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.18% |
| CONOCOPHILLIPS | 0.18% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.18% |
| AXA SA SEDOL 7088429 | 0.18% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.18% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.18% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.17% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.17% |
| FNMA FN30 BT7180 UMBS 02.5000 08/01/2051 | 0.17% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.17% |
| PULTEGROUP INC SEDOL 2708841 | 0.17% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.17% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.17% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.17% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.16% |
| COSTAR GROUP INC SEDOL 2262864 | 0.16% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.16% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.16% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.16% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.16% |
| LOWES COMPANIES INC | 0.16% |
| ORACLE CORP SEDOL 2661568 | 0.16% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.16% |
| EATON CORP PLC SEDOL B8KQN82 | 0.16% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.16% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.15% |
| DEXCOM INC SEDOL B0796X4 | 0.15% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.15% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.15% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.15% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.15% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.15% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.15% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 0.15% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.15% |
| AUTODESK INC SEDOL 2065159 | 0.15% |
| SYNOPSYS INC SEDOL 2867719 | 0.15% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.15% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.15% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.15% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2051 | 0.15% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.14% |
| ABBVIE INC 03.2000 11/21/2029 | 0.14% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.14% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.14% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.14% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.13% |
| HOME DEPOT INC SEDOL 2434209 | 0.13% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.13% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.13% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.13% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.13% |
| CHEVRON CORP | 0.13% |
| SYSCO CORP SEDOL 2868165 | 0.12% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.12% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.12% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.12% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.12% |
| SANOFI SEDOL 5671735 | 0.12% |
| NESTLE SA-REG SEDOL 7123870 | 0.12% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.12% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.12% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.12% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.12% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.12% |
| RADIAN GROUP INC SEDOL 2173911 | 0.12% |
| MORGAN STANLEY | 0.11% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 0.11% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.11% |
| L OREAL SEDOL 4057808 | 0.11% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.11% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.11% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.11% |
| STACR 2016-DNA2 M3 04.7344 10/25/2028 | 0.11% |
| VONTIER CORP SEDOL BH4GV32 | 0.11% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.11% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.11% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.11% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.11% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.10% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| DIAGEO PLC SEDOL 0237400 | 0.10% |
| STATE STREET CORP SEDOL 2842040 | 0.10% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.10% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.10% |
| DANAHER CORP 05.0000 CV PFD | 0.10% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.10% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.10% |
| ALLSTATE CORP SEDOL 2019952 | 0.10% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.10% |
| AGCO CORP SEDOL 2010278 | 0.10% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.10% |
| VERIZON COMM 04.3290 09/21/2028 | 0.10% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.10% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.09% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.09% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.09% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.09% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.09% |
| AMERISOURCEBERGEN CORP | 0.09% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.09% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.09% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.09% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.09% |
| AMEREN CORPORATION SEDOL 2050832 | 0.09% |
| STELLANTIS NV SEDOL BMD8F98 | 0.09% |
| ARAMARK SEDOL BH3XG17 | 0.09% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.09% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.09% |
| RIO TINTO PLC SEDOL 0718875 | 0.09% |
| BRENNTAG SE SEDOL B4YVF56 | 0.08% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.08% |
| EDISON INTERNATIONAL SEDOL 2829515 | 0.08% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.08% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.08% |
| WESFARMERS LTD SEDOL 6948836 | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.08% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.08% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.08% |
| THALES SA SEDOL 4162791 | 0.08% |
| ABB LTD-REG SEDOL 7108899 | 0.08% |
| AFLAC INC SEDOL 2026361 | 0.08% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.08% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.08% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.08% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.08% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.08% |
| AT&T INC SEDOL 2831811 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.08% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| WAT US R US0001M P 12/15/25 GS | 0.08% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.08% |
| LEGRAND SA SEDOL B11ZRK9 | 0.08% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.08% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.08% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.08% |
| ZOZO INC SEDOL B292RC1 | 0.08% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.08% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.08% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.08% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.08% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.08% |
| APPLE INC 04.2500 02/09/2047 | 0.08% |
| CROWN HOLDINGS INC | 0.08% |
| ITOCHU CORP SEDOL 6467803 | 0.08% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.08% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.08% |
| ZALANDO SE SEDOL BQV0SV7 | 0.08% |
| DBUBS 2011-LC3A D 144A 05.5573 08/10/2044 | 0.07% |
| MRK GR R US0001M P 12/15/25 GS | 0.07% |
| NINTENDO CO LTD SEDOL 6639550 | 0.07% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.07% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.07% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.07% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.07% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.07% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.07% |
| NEXI SPA SEDOL BJ1F880 | 0.07% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.07% |
| A US R US0001M P 12/15/25 GS | 0.07% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.07% |
| BNP PARIBAS SEDOL 7309681 | 0.07% |
| MTD US R US0001M P 12/15/25 GS | 0.07% |
| TREASURY BILL 00.0000 09/02/2021 | 0.07% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.07% |
| EQUINOR ASA SEDOL 7133608 | 0.07% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.07% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.07% |
| SANDVIK AB SEDOL B1VQ252 | 0.07% |
| CAPGEMINI SE SEDOL 4163437 | 0.07% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.07% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.07% |
| ORSTED A/S SEDOL BYT16L4 | 0.07% |
| PFIZER INC SEDOL 2684703 | 0.07% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.07% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.07% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.07% |
| BRUNSWICK CORP SEDOL 2149309 | 0.07% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.07% |
| LINDE PLC SEDOL BYWD9S5 | 0.07% |
| PKI US R US0001M P 12/15/25 GS | 0.07% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.07% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| IQV US R US0001M P 12/15/25 GS | 0.07% |
| ORACLE CORP 04.0000 11/15/2047 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.06% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.06% |
| INCYTE CORP | 0.06% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.06% |
| SK TELECOM SEDOL 6224871 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.06% |
| SLM CORP | 0.06% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.06% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.06% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.06% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.06% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.06% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.06% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.06% |
| FORTUM OYJ SEDOL 5579550 | 0.06% |
| FUJITSU LTD SEDOL 6356945 | 0.06% |
| MINEBEA CO LTD SEDOL 6642406 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.06% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.06% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.06% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.06% |
| COVESTRO AG SEDOL BYTBWY9 | 0.06% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| KEYCORP SEDOL 2490911 | 0.06% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.06% |
| ORACLE CORP 02.5000 10/15/2022 | 0.06% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.06% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.06% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.06% |
| BP PLC SEDOL 0798059 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| CAIXABANK SA SEDOL B283W97 | 0.06% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.06% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.06% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.06% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.06% |
| AVIVA PLC SEDOL 0216238 | 0.06% |
| BHP GROUP LTD SEDOL 6144690 | 0.06% |
| CAS 2016-C04 1M2 04.3344 01/25/2029 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.06% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.06% |
| MAGNE 2020-26A A 144A 01.8761 07/15/2030 | 0.06% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.06% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.06% |
| TMO US R US0001M P 12/15/25 GS | 0.06% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.06% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.05% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.05% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.05% |
| AUTO1 GROUP SE 144A SEDOL BL5C4C7 | 0.05% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.05% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.05% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.05% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.05% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.05% |
| ZTS US R US0001M P 12/15/25 GS | 0.05% |
| ADYEN NV SEDOL BZ1HM42 | 0.05% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 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% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.05% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.05% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.05% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.05% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.05% |
| HOLCIM LTD SEDOL 7110753 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| PFE US R US0001M P 12/15/25 GS | 0.05% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.05% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.05% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.05% |
| ASML HOLDING NV SEDOL B929F46 | 0.05% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.05% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| CAS 2016-C01 1M2 06.8344 08/25/2028 | 0.05% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.05% |
| FHR 4326 GS IO 05.9545 04/15/2044 | 0.05% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.05% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.05% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.05% |
| TRNTS 2021-16A A1 144A 01.3143 07/20/2034 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| NITTO DENKO CORP SEDOL 6641801 | 0.05% |
| OPAP SA SEDOL 7107250 | 0.05% |
| POLARIS INC SEDOL 2692933 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.05% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.05% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.3319 04/20/2048 | 0.05% |
| MONCLER SPA SEDOL BGLP232 | 0.05% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.05% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.05% |
| CSAIL 2015-C1 C 04.4043 04/15/2050 | 0.04% |
| FISERV INC 04.2000 10/01/2028 | 0.04% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.04% |
| ILMN US R US0001M P 12/15/25 GS | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.04% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.04% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.04% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.04% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| IPN FP R US0001M P 12/15/25 GS | 0.04% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.04% |
| SSE PLC SEDOL 0790873 | 0.04% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.04% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.04% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.04% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.04% |
| OSHKOSH CORP SEDOL 2663520 | 0.04% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.04% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.04% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.04% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 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% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.04% |
| APID 2015-23A AR 144A 01.3461 04/15/2033 | 0.04% |
| BIOGEN INC SEDOL 2455965 | 0.04% |
| CAS 2015-C04 1M2 05.7844 04/25/2028 | 0.04% |
| CSMC 2016-NXSR C 04.5023 12/15/2049 | 0.04% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.04% |
| MSBAM 2014-C17 C 04.6324 08/15/2047 | 0.04% |
| ORACLE CORP 02.5000 05/15/2022 | 0.04% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.04% |
| ROSS STORES INC SEDOL 2746711 | 0.04% |
| BOEING CO 05.9300 05/01/2060 | 0.04% |
| CAS 2015-C04 2M2 05.6344 04/25/2028 | 0.04% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.04% |
| FNMA FN30 TBA UMBS 04.5000 09/01/2051 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| EDF SEDOL B0NJJ17 | 0.04% |
| JNJ US R US0001M P 12/15/25 GS | 0.04% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.04% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.04% |
| OMRON CORP SEDOL 6659428 | 0.04% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.04% |
| PNC BANK NA 02.0280 12/09/2022 | 0.04% |
| TORO CO SEDOL 2897040 | 0.04% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.04% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.04% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.04% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.04% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.04% |
| PANDORA A/S SEDOL B44XTX8 | 0.04% |
| TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.04% |
| ABBV US R US0001M P 12/15/25 GS | 0.04% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.04% |
| DIM FP R US0001M P 12/15/25 GS | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.04% |
| GENPACT LTD SEDOL B23DBK6 | 0.04% |
| KINGFISHER PLC SEDOL 3319521 | 0.04% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.04% |
| MRAIT 2021-11 A1X 01.2455 01/25/2022 | 0.04% |
| MRAIT 2021-EBO4 A1X 01.8458 02/16/2022 | 0.04% |
| MRK US R US0001M P 12/15/25 GS | 0.04% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.04% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.04% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.04% |
| SPST 2021-6 A 00.8859 04/25/2022 | 0.04% |
| TREASURY BILL 00.0000 09/28/2021 | 0.04% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.04% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| APPLE INC 00.7500 05/11/2023 | 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% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| CIRRUS LOGIC INC SEDOL 2197308 | 0.03% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.03% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GSK LN R US0001M P 12/15/25 GS | 0.03% |
| GSMS 2014-GC22 C 04.8455 06/10/2047 | 0.03% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.03% |
| NETFLIX INC 04.3750 11/15/2026 | 0.03% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.03% |
| PUBLIC STORAGE SEDOL 2852533 | 0.03% |
| SEAGEN INC SEDOL BLPK4D2 | 0.03% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.03% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.03% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.03% |
| CAS 2016-C02 1M2 06.0844 09/25/2028 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| COMCAST CORP 02.3500 01/15/2027 | 0.03% |
| COMM 2010-C1 D 144A 05.9851 07/10/2046 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.03% |
| INTERNATIONAL PAPER CO SEDOL 2465254 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.03% |
| MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.03% |
| OZLM 2014-9A A1AR 144A 01.4143 10/20/2031 | 0.03% |
| TRANSUNION SEDOL BYMWL86 | 0.03% |
| WESTROCK CO SEDOL BYR0914 | 0.03% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.03% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.03% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.03% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.03% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.03% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.03% |
| HCA INC 03.5000 07/15/2051 | 0.03% |
| INTEL CORP SEDOL 2463247 | 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% |
| OMNICOM GROUP SEDOL 2279303 | 0.03% |
| OWENS CORNING SEDOL B1FW7Q2 | 0.03% |
| SAN FP R US0001M P 12/15/25 GS | 0.03% |
| STRYKER CORP SEDOL 2853688 | 0.03% |
| TEXTRON INC SEDOL 2885937 | 0.03% |
| ZAIS 2019-13A A1A 144A 01.6161 07/15/2032 | 0.03% |
| 3M CO | 0.03% |
| ABBSL 2020-1A A1A 144A 01.6261 01/15/2033 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| AES CORP SEDOL 2002479 | 0.03% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.03% |
| AZN US US0001M 12/15/25 GS | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| BOBA 2020-1A A 144A 01.4843 01/20/2032 | 0.03% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.03% |
| CWALT 2006-OA10 4A1 00.4644 08/25/2046 | 0.03% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% |
| ITT INC SEDOL BZBY209 | 0.03% |
| LASERTEC CORP SEDOL 6506267 | 0.03% |
| MORGN 2019-5A A1 144A 01.5161 01/15/2033 | 0.03% |
| MRAIT 2020-11 A1X 01.7955 04/22/2022 | 0.03% |
| MRAIT 2021-NA1 A1X 01.5958 03/08/2022 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.03% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.03% |
| STARBUCKS CORP SEDOL 2842255 | 0.03% |
| WHIRLPOOL CORP SEDOL 2960384 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.03% |
| 4506 JP R US0001M P 12/15/25 GS | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| BIIB US R US0001M P 12/15/25 GS | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| KRAFT HEINZ CO/THE SEDOL BYRY499 | 0.03% |
| LG CHEM LTD SEDOL 6346913 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.03% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.03% |
| STACR 2016-DNA1 M3 05.6344 07/25/2028 | 0.03% |
| STACR 2016-HQA3 M3 03.9344 03/25/2029 | 0.03% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.03% |
| VTRS US R US0001M P 12/15/25 GS | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.03% |
| AMGEN INC SEDOL 2023607 | 0.03% |
| BXMT 2021-FL4 A P/P 144A 01.1455 05/15/2038 | 0.03% |
| CAS 2016-C05 2M2 04.5344 01/25/2029 | 0.03% |
| CIGNA CORP SEDOL BHJ0775 | 0.03% |
| COMM 2013-CR13 C 05.0449 11/10/2046 | 0.03% |
| CSAIL 2020-C19 XA IO 01.2377 03/15/2053 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.03% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| MSC 2016-BNK2 C 04.0284 11/15/2049 | 0.03% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.03% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| BROADCOM INC 04.1500 11/15/2030 | 0.03% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.03% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.03% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.03% |
| GWOLF 2015-1A A1R 144A 01.2853 01/27/2031 | 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% |
| MRAIT 2020-2 A2 | 0.03% |
| MRAIT 2021-EBO1 A1X 01.8455 02/16/2022 | 0.03% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.03% |
| AHM 2007-1 GA1C 00.2744 05/25/2047 | 0.03% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 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 01.1585 04/30/2031 | 0.03% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.03% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.03% |
| GOOGLE INC 03.3750 02/25/2024 | 0.03% |
| JPMBB 2013-C12 C 04.2353 07/15/2045 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.03% |
| MRAIT 2021-8 A1X 01.2458 10/15/2021 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| AWPT 2014-2A A1R 144A 01.3561 10/15/2029 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| OZLM 2015-11A A1R 144A 01.3785 10/30/2030 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| PRGO US R US0001M P 12/15/25 GS | 0.03% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.03% |
| WFCM 2016-LC25 AS 04.0932 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% |
| AMGEN INC 04.6630 06/15/2051 | 0.02% |
| APPLE INC 03.8500 05/04/2043 | 0.02% |
| BMY US R US0001M P 12/15/25 GS | 0.02% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| ELMW4 2020-1A A 144A 01.3661 04/15/2033 | 0.02% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| ORACLE CORP 01.9000 09/15/2021 | 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% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.02% |
| TMIR 2021-2 M1A P/P 144A 02.1344 10/25/2033 | 0.02% |
| TPAT 2018-SL1 A 144A 00.6844 01/25/2046 | 0.02% |
| TREASURY BILL 00.0000 02/17/2022 | 0.02% |
| VIBR 2018-8A A1A 144A 01.2743 01/20/2031 | 0.02% |
| YCLO 2016-2A A1R 144A 01.2243 04/20/2032 | 0.02% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.02% |
| AZN LN R US0001M P 12/15/25 GS | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BAYN GR R US0001M P 12/15/25 GS | 0.02% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.02% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.02% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.02% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.02% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.02% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.02% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.02% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.02% |
| STACR 2016-HQA2 M3 05.2344 11/25/2028 | 0.02% |
| VERTIV TLB L+275 02.8325 03/02/2027 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| 4581 JP R US0001M P 12/15/25 GS | 0.02% |
| CAS 2017-C01 1M2 03.6344 07/25/2029 | 0.02% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| COMCAST CORP 03.4500 02/01/2050 | 0.02% |
| CSL AU R US0001M P 12/15/25 GS | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| STACR 2015-DNA3 M3 04.7844 04/25/2028 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.02% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| CAS 2020-R01 1M2 02.1344 01/25/2040 | 0.02% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| JPMCC 2012-C6 E 144A 05.3103 05/15/2045 | 0.02% |
| REG18 2021-1A A1 144A 01.2261 01/15/2034 | 0.02% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SPST 2021-WL1 A 00.7393 01/26/2054 | 0.02% |
| SPST 2021-WL2 A 00.7844 03/25/2054 | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| CAS 2016-C01 2M2 07.0344 08/25/2028 | 0.02% |
| CEDF 2013-1A ARR 144A 01.2143 04/20/2034 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| GALXY 2016-22A ARR 144A 01.3264 04/16/2034 | 0.02% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| MWST 2021-2 A 00.8344 04/25/2055 | 0.02% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SNDPT 2018-1A A 144A 01.1261 04/15/2031 | 0.02% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CAS 2016-C03 2M2 05.9844 10/25/2028 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| CWALT 2006-OA7 1A2 01.0379 06/25/2046 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| GILD US R US0001M P 12/15/25 GS | 0.02% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.02% |
| LBMLT 2004-1 A2 00.8844 02/25/2034 | 0.02% |
| LLY US R US0001M P 12/15/25 GS | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MSC 2011-C3 B 144A 05.4601 07/15/2049 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.02% |
| SOARING EAGLE ACQU - CL A SEDOL BNQP3R7 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% |
| BANK 2017-BNK8 B 04.0617 11/15/2050 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 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% |
| MCAS 2019-01 M7 144A 01.7844 10/15/2049 | 0.02% |
| MDPK 2018-30A A 144A 00.8761 04/15/2029 | 0.02% |
| MORGN 2020-6A A 144A 01.4779 10/23/2033 | 0.02% |
| MSBAM 2014-C14 C 05.2179 02/15/2047 | 0.02% |
| PPSI 2004-WCW2 M3 01.1344 10/25/2034 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| WAMU 2005-AR12 1A8 02.8801 10/25/2035 | 0.02% |
| WFRBS 2012-C9 D 144A 04.9691 11/15/2045 | 0.02% |
| AMGN US R US0001M P 12/15/25 GS | 0.02% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.02% |
| BMIR 2019-4A M1C 144A 02.5844 10/25/2029 | 0.02% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.02% |
| CAS 2019-R06 2M2 02.1844 09/25/2039 | 0.02% |
| COMM 2014-UBS6 C 04.5923 12/10/2047 | 0.02% |
| COMM 2015-DC1 AM 03.7240 02/10/2048 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DEN14 2016-1A A1R 144A 01.4179 10/23/2031 | 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 10/05/2025 | 0.02% |
| GUGG4 2016-1A A1S1 144A 01.3561 10/15/2031 | 0.02% |
| JPMCC 2012-C8 D 144A 04.8278 10/15/2045 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| NZD/USD 10/20/2021 SSBT | 0.02% |
| SCSK CORP SEDOL 6858474 | 0.02% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.02% |
| SPEAK 2020-8A A 144A 01.4043 04/20/2033 | 0.02% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TEVA US R US0001M P 12/15/25 GS | 0.02% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.02% |
| UBSCM 2012-C1 C 144A 05.7355 05/10/2045 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WFRBS 2013-C11 C 04.3252 03/15/2045 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.02% |
| E.ON SE SEDOL 4942904 | 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% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.02% |
| MSBAM 2012-C6 D 144A 04.7568 11/15/2045 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| ORACLE CORP 03.6500 03/25/2041 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
| PROLOGIS INC SEDOL B44WZD7 | 0.02% |
| SAMI 2007-AR7 1A1 00.9344 05/25/2047 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.02% |
| TOTALENERGIES SE SEDOL B15C557 | 0.02% |
| VMWARE INC 02.2000 08/15/2031 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 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% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| CWALT 2006-OA19 A1 00.2684 02/20/2047 | 0.02% |
| DEN17 2018-1A AR 144A 01.1861 10/15/2031 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| GSMS 2010-C1 D 144A 06.1862 08/10/2043 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.8969 08/10/2046 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% |
| JPMBB 2013-C12 B 04.2353 07/15/2045 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/15/2049 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| VIFN SW R US0001M P 12/15/25 GS | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFCM 2013-LC12 C 04.4431 07/15/2046 | 0.02% |
| WFRBS 2011-C3 D 144A 05.5133 03/15/2044 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9443 09/15/2057 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.02% |
| BMARK 2019-B13 AM 03.1830 08/15/2057 | 0.02% |
| BOLLORE SEDOL 4572709 | 0.02% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CARVL 2019-1A ANR 144A 01.2443 04/20/2032 | 0.02% |
| CGCMT 2014-GC19 D 144A 05.2599 03/10/2047 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| JPMCC 2010-C2 C 144A 05.8722 11/15/2043 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NEUB 2021-40A A 144A 01.1864 04/16/2033 | 0.02% |
| PFWST 2021-1 A 00.7844 02/25/2055 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.02% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| STACR 2017-DNA2 M2 03.5344 10/25/2029 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.01% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.01% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CLUB CAR TL L+400 04.5000 06/01/2028 | 0.01% |
| COMCAST CORP 03.9990 11/01/2049 | 0.01% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.01% |
| ELMW2 2019-2A AR 144A 01.2843 04/20/2034 | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 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% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.01% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| MSBAM 2013-C9 D 144A 04.2470 05/15/2046 | 0.01% |
| MSBAM 2015-C24 B 04.4883 05/15/2048 | 0.01% |
| MWST 2020-1 A 00.9844 10/25/2053 | 0.01% |
| NRZT 2018-4A A1M 00.9844 01/25/2048 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| SOLENIS 1STL L+400 04.0846 06/26/2025 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| STACR 2016-HQA1 M3 06.4344 09/25/2028 | 0.01% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.01% |
| WAMU 2007-HY2 1A1 02.9850 12/25/2036 | 0.01% |
| 4502 JP R US0001M P 12/15/25 GS | 0.01% |
| 4523 JP R US0001M P 12/15/25 GS | 0.01% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 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% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CANYC 2019-2A A 144A 01.4961 10/15/2032 | 0.01% |
| CGMS 2017-4A A1 144A 01.3061 01/15/2030 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 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 03.9043 04/15/2050 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| EMIR 2018-1 M1 01.7844 11/25/2028 | 0.01% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GCBSL 2020-48A A1 144A 01.4439 04/17/2033 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| JPMBB 2014-C22 C 04.7047 09/15/2047 | 0.01% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| NZD/USD 10/20/2021 JPMCB | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.01% |
| RECORDATI INDUSTRIA CHIMICA SEDOL B07DRZ5 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SEB SA SEDOL 4792132 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.01% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% |
| 4507 JP R US0001M P 12/15/25 GS | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| ARES 2021-60A A 144A 01.2549 07/18/2034 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| CAS 2016-C06 1M2 04.3344 04/25/2029 | 0.01% |
| CAS 2018-C05 1M2 02.4344 01/25/2031 | 0.01% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| COMM 2014-CR18 C 04.9143 07/15/2047 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.01% |
| GSM 2021-4A A1 144A 01.3058 07/15/2034 | 0.01% |
| GSMS 2014-GC18 C 05.1545 01/10/2047 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 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% |
| NEWZ 2021-1 A 00.8344 05/25/2055 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| 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 144A 01.2264 07/16/2031 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| QUORUM HEALTH EXT TL L+650 07.5000 04/29/2025 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STACR 2015-HQA2 M3 04.8844 05/25/2028 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| WFCM 2016-LC25 XA IO 01.1071 12/15/2059 | 0.01% |
| WFRBS 2013-C15 D 144A 04.6451 08/15/2046 | 0.01% |
| 4530 JP R US0001M P 12/15/25 GS | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| AUTONATION INC 02.4000 08/01/2031 | 0.01% |
| CAS 2017-C01 1EB1 01.3344 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% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 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% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| MSC 2011-C3 D 144A 05.4601 07/15/2049 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.01% |
| RRAM 2018-3A A1R2 144A 01.2161 01/15/2030 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2017-DNA1 M2 03.3344 07/25/2029 | 0.01% |
| STACR 2018-HQA1 M2 02.3844 09/25/2030 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| VMC 2021-FL4 A P/P 144A 01.1885 06/16/2036 | 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% |
| AIR LEASE CORP 02.1000 09/01/2028 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CIFC 2018-2A A1 144A 01.1743 04/20/2031 | 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% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.01% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GLM 2019-5A A 144A 01.4343 10/20/2032 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| GNR 2015-H25 BI IO 01.9776 10/20/2065 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HIK LN R US0001M P 12/15/25 GS | 0.01% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.01% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| 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% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.01% |
| S&P MID 400 EMINI SEP21 FAU1 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SEK/USD 09/15/2021 SSBT | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| SVENSKA HNDLSBKN P/P 144A 00.6250 06/30/2023 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| WOODS 2018-17A A 144A 01.1983 04/22/2031 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.01% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| CBAM 2019-9A A 144A 01.4061 02/12/2030 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CFCRE 2011-C2 D 144A 05.9555 12/15/2047 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CLARIV SCI HLD CORP P/P 144A 04.8750 07/01/2029 | 0.01% |
| CMLTI 2005-2 1A2A 02.7641 05/25/2035 | 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% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 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% |
| FORD MOTOR CREDIT CO LLC 04.2710 01/09/2027 | 0.01% |
| FORD MOTOR CREDIT CO LLC 05.1130 05/03/2029 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 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% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.01% |
| KAYNE 2019-6A A1 144A 01.5143 01/20/2033 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.01% |
| 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% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| OCT54 2021-1A A1 144A 01.2531 07/15/2034 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.01% |
| 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% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.01% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2438 08/15/2050 | 0.01% |
| 4503 JP R US0001M P 12/15/25 GS | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| CAD/USD 10/20/2021 SSBT | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CAS 2018-C04 2M2 02.6344 12/25/2030 | 0.01% |
| CECLO 2020-29A A1N 144A 01.8343 07/20/2031 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| CWALT 2005-59 1A1 00.7484 11/20/2035 | 0.01% |
| DIRECTV FINANCING TL L+500 05.1214 07/22/2027 | 0.01% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GBP/USD 09/15/2021 HSBCB | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| 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% |
| MAV ACQUISITION CORP P/P 144A 05.7500 08/01/2028 | 0.01% |
| MAV ACQUISITION CORP P/P 144A 08.0000 08/01/2029 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MWST 2020-2 A 00.8844 11/25/2053 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NMSG3 2021-1 A 00.8410 06/25/2054 | 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% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% |
| 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 2014-HQ2 M3 03.8344 09/25/2024 | 0.01% |
| STACR 2020-HQA1 M2 01.9844 01/25/2050 | 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 04/21/2028 | 0.01% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 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% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| 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% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 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 03.0893 04/22/2026 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| BAFC 2005-B 3M1 00.7634 04/20/2035 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2014-C04 1M2 04.9844 11/25/2024 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMCAST CORP 04.0490 11/01/2052 | 0.01% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CWALT 2006-24CB A19 00.5844 08/25/2036 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.01% |
| EMIR 2018-1 M2 03.0844 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% |
| ERF FP R US0001M P 12/15/25 GS | 0.01% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GBP/USD 09/15/2021 CSI-FX | 0.01% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.01% |
| GLPG NA R US0001M P 12/15/25 GS | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2016-H16 EI IO 02.1935 06/20/2066 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LUN DC R US0001M P 12/15/25 GS | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| 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% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0905 06/30/2025 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STACR 2016-DNA3 M3 05.0844 12/25/2028 | 0.01% |
| STACR 2018-HRP2 M3 02.4844 02/25/2047 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| UCB BB R US0001M P 12/15/25 GS | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WAMU 2005-AR11 A1B3 00.8844 08/25/2045 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0444 07/25/2045 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WFCM 2013-LC12 D 144A 04.4431 07/15/2046 | 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% |
| ADIENT TLB L+350 03.5846 04/01/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| ARRW 2019-1 A3 04.0905 01/25/2049 | 0.01% |
| AT&T INC 02.2500 02/01/2032 | 0.01% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| CAD/USD 10/20/2021 GSFX | 0.01% |
| CAS 2014-C02 1M2 02.6844 05/25/2024 | 0.01% |
| CAS 2014-C03 2M2 02.9844 07/25/2024 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CHF/USD 09/15/2021 JPMCB | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| EUR/USD 09/15/2021 WPAC | 0.01% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% |
| GBP/USD PUT 1.3645 20210930 BANKAM | 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% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GSMS 2014-GC24 XA IO 00.8519 09/10/2047 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HMIR 2018-1 M1 144A 01.6844 10/25/2028 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| ORGANON & CO SEDOL BLDC8J4 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| STACR 2017-DNA2 M1 01.2844 10/25/2029 | 0.01% |
| STACR 2019-DNA1 M2 02.7344 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.4344 02/25/2049 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 04.0000 08/15/2029 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 0.01% |
| ZF NA CAPITAL P/P 144A 04.5000 04/29/2022 | 0.01% |
| AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 0.00% |
| 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 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| ASURION CORPORATION 2N L+525 05.3346 01/30/2029 | 0.00% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.00% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.00% |
| BUMT 2005-1 1A1 00.6844 09/25/2045 | 0.00% |
| BWAY CORP TLB L+325 03.3360 04/03/2024 | 0.00% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.00% |
| CAS 2019-HRP1 M2 02.2344 11/25/2039 | 0.00% |
| CHF/USD 09/15/2021 SSBT | 0.00% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.00% |
| COMM 2014-UBS6 XA IO 01.0257 12/10/2047 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DIVERSEY TL L+300 03.0846 09/06/2024 | 0.00% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.00% |
| EUR/USD 09/15/2021 BCAP-FX | 0.00% |
| EUR/USD 09/15/2021 CSI-FX | 0.00% |
| EUR/USD 09/15/2021 JPMCB | 0.00% |
| EUR/USD 09/15/2021 TDBK | 0.00% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.00% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GBP/USD 09/15/2021 TDBK | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNR 2015-H26 EI IO 01.7237 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% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.00% |
| HCA INC. 05.5000 06/15/2047 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.00% |
| INCY US R US0001M P 12/15/25 GS | 0.00% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JPMBB 2014-C25 XA IO 00.9859 11/15/2047 | 0.00% |
| JPMBB 2015-C33 XA IO 01.0590 12/15/2048 | 0.00% |
| JPMORGAN CHASE & CO 03.6500 06/01/2026 | 0.00% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| KRW/USD 11/17/2021 JPMCB | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| LINK REIT SEDOL B0PB4M7 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| MSRR 2015-R4 CB1 00.9149 08/26/2047 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 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% |
| SOLENIS 2NDL L+850 08.5846 06/26/2026 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.00% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.00% |
| VISTRA OPERATION P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| ZIGGO BV P/P 144A 05.5000 01/15/2027 | 0.00% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| BANK OF AMERICA CORP 00.8789 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% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.00% |
| CAS 2015-C01 1M2 04.3844 02/25/2025 | 0.00% |
| CAS 2015-C03 2M2 05.0844 07/25/2025 | 0.00% |
| CAS 2016-C07 2M2 04.4344 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% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.00% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.00% |
| COMM 2014-CR19 XA IO 01.1126 08/10/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 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% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.00% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| EUR/USD 09/15/2021 RBSF | 0.00% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.00% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.00% |
| 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 04.4870 03/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GRF SM R US0001M P 12/15/25 GS | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.00% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% |
| MLMI 2005-A2 A2 02.8185 02/25/2035 | 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 MEDIA INC P/P 144A 04.7500 11/01/2028 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| 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% |
| P/P 144A 06.6250 10/01/2030 | 0.00% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.00% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.00% |
| REGN US R US0001M P 12/15/25 GS | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2018-HQA2 M2 02.3844 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% |
| THYSSENKRUPP ELEVATOR L+350 04.0000 07/31/2027 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VICTORS MERGER CORP P/P 144A 06.3750 05/15/2029 | 0.00% |
| WFRBS 2011-C4 E 144A 05.0232 06/15/2044 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| ASURION LLC TLB9 L+325 03.3391 07/31/2027 | 0.00% |
| AUD/USD PUT 0.70 20211008 CITI | 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 06.0000 02/15/2028 | 0.00% |
| BP CAP MARKETS AMERICA 03.9370 09/21/2028 | 0.00% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAS 2015-C02 2M2 04.0844 05/25/2025 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 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 01.0784 08/10/2050 | 0.00% |
| COMM 2014-LC17 XA IO 00.8809 10/10/2047 | 0.00% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| EUR/USD 09/15/2021 CITI | 0.00% |
| EUR/USD PUT 1.16 20211008 GSFX | 0.00% |
| FHR 3408 EK 25.4088 04/15/2037 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| GSMS 2014-GC22 XA IO 01.1044 06/10/2047 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| 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 00.9094 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2171 08/15/2047 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NOVN SW R US0001M P 12/15/25 GS | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 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% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| STACR 2014-HQ3 M3 04.8344 10/25/2024 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.00% |
| UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% |
| WFRBS 2013-C14 XA IO 00.8066 06/15/2046 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 4568 JP R US0001M P 12/15/25 GS | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 10/20/2021 UBS | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2015-C02 1M2 04.0844 05/25/2025 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CGCMT 2012-GC8 XA IO 144A 01.8932 09/10/2045 | 0.00% |
| CHF/USD 09/15/2021 MSCIL | 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% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CNH/USD 11/17/2021 GSFX | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| COMM 2014-CR18 XA IO 01.1653 07/15/2047 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| CVR PARTNERS LP P/P 144A 06.1250 06/15/2028 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FNR 2007-53 SP 23.8906 06/25/2037 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GBP/USD 09/15/2021 UBS | 0.00% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GSMS 2013-GC10 XA IO 01.6264 02/10/2046 | 0.00% |
| HILCORP ENERGY I P/P 144A 05.7500 02/01/2029 | 0.00% |
| HILCORP ENERGY I P/P 144A 06.0000 02/01/2031 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JPMBB 2014-C19 XA IO 00.8157 04/15/2047 | 0.00% |
| JPY/USD 11/17/2021 TDBK | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.00% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.00% |
| NZD/USD 10/20/2021 TDBK | 0.00% |
| OGN US R US0001M P 12/15/25 GS | 0.00% |
| OMIR 2018-1A M1 01.6344 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% |
| P/P 144A 09.3750 07/01/2025 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| REC IM R US0001M P 12/15/25 GS | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TPMT 2015-1 A2 144A 03.2500 10/25/2053 | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.7290 12/10/2045 | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.6362 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO 144A 02.0191 11/15/2045 | 0.00% |
| AIR CANADA P/P 144A 03.8750 08/15/2026 | 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% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| CAD/USD 10/20/2021 BANKAM | 0.00% |
| CAD/USD 10/20/2021 CSI-FX | 0.00% |
| CAD/USD 10/20/2021 MSCIL | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CAS 2014-C04 2M2 05.0844 11/25/2024 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CHF/USD 09/15/2021 BCAP-FX | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DKK/USD 09/15/2021 CITI | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FHR 2990 LB 16.7016 06/15/2034 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-106 JC 19.8624 12/25/2035 | 0.00% |
| FNR 2006-62 PS 39.3937 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 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GSMS 2013-GC12 XA IO 01.5346 06/10/2046 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| JPY/USD 11/17/2021 WPAC | 0.00% |
| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 10/20/2021 CITI | 0.00% |
| ORNBV FH R US0001M P 12/15/25 GS | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| STACR 2018-HQA2 M2AS 00.9844 10/25/2048 | 0.00% |
| STACR 2019-DNA2 M2 02.5344 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| THUNGELA RESOURCES LTD-DI SEDOL BMV3M27 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VRTX US R US0001M P 12/15/25 GS | 0.00% |
| 0.296 R ISWP US0003M P 07/09/2023 | 0.00% |
| 0.3025 R ISWP US0003M P 08/19/2023 | 0.00% |
| 0.3045 R ISWP US0003M P 08/23/2023 | 0.00% |
| 0.3045 R ISWP US0003M P 09/01/2023 | 0.00% |
| 0.305 R ISWP US0003M P 08/17/2023 | 0.00% |
| 0.306 R ISWP US0003M P 08/17/2023 | 0.00% |
| 0.86 R ISWP US0003M P 08/11/2026 | 0.00% |
| 1.2635 R ISWP US0003M P 08/19/2031 | 0.00% |
| 1.2875 R ISWP US0003M P 07/09/2031 | 0.00% |
| 1.30378 R ISWP US0003M P 08/17/2031 | 0.00% |
| 1.30409 R ISWP US0003M P 08/17/2031 | 0.00% |
| 1.3231 R ISWP US0003M P 09/01/2031 | 0.00% |
| AUD/USD 10/20/2021 CSI-FX | 0.00% |
| AUD/USD 10/20/2021 HSBCB | 0.00% |
| BACM 2007-1 XW IO 00.6207 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7627 12/11/2038 | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 0.00% |
| CAD/USD 10/20/2021 CITI | 0.00% |
| CAD/USD 10/20/2021 JPMCB | 0.00% |
| CAD/USD 10/20/2021 TDBK | 0.00% |
| CAD/USD 10/20/2021 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.6074 10/15/2049 | 0.00% |
| CHF/USD 09/15/2021 CITI | 0.00% |
| CHF/USD 09/15/2021 GSFX | 0.00% |
| CHF/USD 09/15/2021 HSBCB | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 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.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 GS | 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 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 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 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0484 01/15/2049 | 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% |
| GMAC CAPITAL TRUST I PCT 05.9097 | 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 05.9616 06/20/2049 | 0.00% |
| HC BRILLANT SERVICES GMBH P/P | 0.00% |
| HKD/USD 11/17/2021 BANKAM | 0.00% |
| HKD/USD 11/17/2021 BCAP-FX | 0.00% |
| HKD/USD 11/17/2021 HSBCB | 0.00% |
| HKD/USD 11/17/2021 SSBT | 0.00% |
| HKD/USD 11/17/2021 UBS | 0.00% |
| 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 00.2300 05/15/2045 | 0.00% |
| JPY/USD 11/17/2021 BANKAM | 0.00% |
| JPY/USD 11/17/2021 BCAP-FX | 0.00% |
| JPY/USD 11/17/2021 HSBCB | 0.00% |
| JPY/USD 11/17/2021 MSCIL | 0.00% |
| JPY/USD 11/17/2021 RBSF | 0.00% |
| LBUBS 2007-C2 XW IO 00.2641 02/15/2040 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NZD/USD 10/20/2021 MSCIL | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 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 11/17/2021 JPMCB | 0.00% |
| STACR 2020-DNA5 M1 01.3500 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 00.4528 11/15/2048 | 0.00% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | -0.00% |
| 1.2531 R ISWP US0003M P 08/23/2031 | -0.00% |
| AUD/USD 10/20/2021 TDBK | -0.00% |
| CAD/USD 10/20/2021 HSBCB | -0.00% |
| CAD/USD 10/20/2021 RBSF | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 11/17/2021 CITI | -0.00% |
| CNH/USD 11/17/2021 HSBCB | -0.00% |
| CNH/USD 11/17/2021 TDBK | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| JPY/USD 11/17/2021 CITI | -0.00% |
| JPY/USD 11/17/2021 UBS | -0.00% |
| SEK/USD 09/15/2021 TDBK | -0.00% |
| CHF/USD 09/15/2021 RBSF | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 09/15/2021 BCAP-FX | -0.00% |
| GBP/USD 09/15/2021 WPAC | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 11/17/2021 JPMCB | -0.00% |
| NZD/USD 10/20/2021 HSBCB | -0.00% |
| NZD/USD 10/20/2021 WPAC | -0.00% |
| AUD/USD 10/20/2021 BCAP-FX | -0.00% |
| AUD/USD 10/20/2021 JPMCB | -0.00% |
| AUD/USD 10/20/2021 RBSF | -0.00% |
| CHF/USD 09/15/2021 UBS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| EUR/USD 09/15/2021 BANKAM | -0.00% |
| GBP/USD 09/15/2021 CITI | -0.00% |
| GBP/USD 09/15/2021 RBSF | -0.00% |
| NZD/USD 10/20/2021 GSFX | -0.00% |
| NZD/USD 10/20/2021 UBS | -0.00% |
| SEK/USD 09/15/2021 RBSF | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| EUR/USD 09/15/2021 MSCIL | -0.00% |
| GBP/USD 09/15/2021 BANKAM | -0.00% |
| JPY/USD 11/17/2021 GSFX | -0.00% |
| NZD/USD 10/20/2021 RBSF | -0.00% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.00% |
| AUD/USD 10/20/2021 CITI | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| EUR/USD CALL 1.195 20211008 GSFX | -0.00% |
| SEK/USD 09/15/2021 BCAP-FX | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| EUR/USD 09/15/2021 HSBCB | -0.01% |
| NOK/USD 09/15/2021 SSBT | -0.01% |
| SEK/USD 09/15/2021 JPMCB | -0.01% |
| AUD/USD 10/20/2021 GSFX | -0.01% |
| AUD/USD 10/20/2021 MSCIL | -0.01% |
| AUD/USD 10/20/2021 UBS | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| GBP/USD 09/15/2021 SSBT | -0.01% |
| JPY/USD 11/17/2021 SSBT | -0.01% |
| SEK/USD 09/15/2021 UBS | -0.01% |
| NOK/USD 09/15/2021 GSFX | -0.01% |
| AUD/USD 10/20/2021 SSBT | -0.01% |
| NOK/USD 09/15/2021 JPMCB | -0.01% |
| AUD/USD 10/20/2021 BANKAM | -0.01% |
| GBP/USD 09/15/2021 JPMCB | -0.02% |
| CPURNSA P 2.686 R 04/01/31 | -0.02% |
| EUR/USD 09/15/2021 GSFX | -0.02% |
| EUR/USD 09/15/2021 UBS | -0.02% |
| AUD/USD CALL 0.7335 20211008 CITI | -0.02% |
| NOK/USD 09/15/2021 UBS | -0.02% |
| GBP/USD 09/15/2021 MSCIL | -0.02% |
| SEK/USD 09/15/2021 GSFX | -0.03% |
| EUR/USD 09/15/2021 SSBT | -0.03% |
| SEK/USD 09/15/2021 MSCIL | -0.03% |
| GBP/USD 09/15/2021 GSFX | -0.04% |
| 1.57 R ISWP US0003M P 04/20/2031 | -0.06% |
| GNMA GII30 TBA 04.5000 09/01/2051 | -0.08% |
| CPURNSA P 2.79 R 04/15/26 | -0.11% |
| MSCI EAFE SEP21 MFSU1 | -0.13% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2051 | -1.43% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -3.03% |
| GSGLPWDS P US0001M R 12/15/25 GS | -3.86% |
| US 5YR NOTE (CBT) DEC21 FVZ1 | -3.88% |
| S&P500 EMINI FUT SEP21 ESU1 | -15.39% |
| E-MINI RUSS 2000 SEP21 RTYU1 | 4.45% |
|---|---|
| GSGLPWDL R US0001M P 12/15/25 GS | 3.97% |
| APPLE INC SEDOL 2046251 | 3.18% |
| MICROSOFT CORP SEDOL 2588173 | 2.96% |
| US ULTRA BOND CBT SEP21 WNU1 | 2.39% |
| AMAZON.COM INC SEDOL 2000019 | 2.32% |
| RU10VATR R US0001M P 02/05/22 JP | 2.32% |
| US 10YR NOTE (CBT)SEP21 TYU1 | 1.86% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.80% |
| S&P GSCI LIGHT ENERGY ER | 1.52% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 1.43% |
| FNMA FN15 TBA UMBS 02.5000 08/01/2036 | 1.42% |
| MSCI EMGMKT SEP21 MESU1 | 1.33% |
| NVIDIA CORP SEDOL 2379504 | 1.24% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.21% |
| US LONG BOND(CBT) SEP21 USU1 | 1.17% |
| US 2YR NOTE (CBT) SEP21 TUU1 | 1.12% |
| ADOBE INC SEDOL 2008154 | 1.03% |
| NASDAQ 100 E-MINI SEP21 NQU1 | 0.96% |
| CITIGROUP INC SEDOL 2297907 | 0.87% |
| QUALCOMM INC SEDOL 2714923 | 0.85% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.81% |
| FNMA FN30 TBA UMBS 02.5000 08/01/2051 | 0.78% |
| INTUIT INC SEDOL 2459020 | 0.75% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.70% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.69% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.67% |
| WALMART INC SEDOL 2936921 | 0.62% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.62% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.61% |
| TJX COMPANIES INC SEDOL 2989301 | 0.58% |
| ANTHEM INC SEDOL BSPHGL4 | 0.56% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.56% |
| GNMA GII30 TBA 03.0000 08/01/2051 | 0.56% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.52% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.52% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.52% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.51% |
| MERCK & CO. INC. SEDOL 2778844 | 0.51% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.51% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.50% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.49% |
| PEPSICO INC SEDOL 2681511 | 0.47% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.45% |
| MODERNA INC SEDOL BGSXTS3 | 0.45% |
| TREASURY BILL 00.0000 09/21/2021 | 0.44% |
| FNMA FN30 TBA UMBS 06.0000 08/01/2051 | 0.44% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.44% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.43% |
| MCKESSON CORP SEDOL 2378534 | 0.43% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.42% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.41% |
| DEERE & CO SEDOL 2261203 | 0.39% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.39% |
| MASTERCARD INC - A SEDOL B121557 | 0.39% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.39% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.38% |
| CASH MGMT BILL 00.0000 10/19/2021 | 0.38% |
| CASH MGMT BILL 00.0000 11/16/2021 | 0.38% |
| ABBVIE INC SEDOL B92SR70 | 0.38% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.37% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.37% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.36% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.36% |
| FORD MOTOR CO SEDOL 2615468 | 0.36% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.36% |
| EXELON CORP SEDOL 2670519 | 0.36% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.35% |
| DANAHER CORP SEDOL 2250870 | 0.34% |
| ROKU INC SEDOL BZ1LFG7 | 0.34% |
| AUTODESK INC SEDOL 2065159 | 0.34% |
| FORTINET INC SEDOL B5B2106 | 0.33% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.33% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.33% |
| METLIFE INC SEDOL 2573209 | 0.32% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.31% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.30% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.30% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.30% |
| MCDONALD'S CORP SEDOL 2550707 | 0.29% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.29% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.29% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.28% |
| CRH PLC SEDOL 4182249 | 0.28% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.28% |
| CSX CORP SEDOL 2160753 | 0.27% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.26% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.26% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.26% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.26% |
| TREASURY BILL 00.0000 10/05/2021 | 0.26% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.26% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.25% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.25% |
| NIKE INC -CL B SEDOL 2640147 | 0.24% |
| ALTRIA GROUP INC | 0.24% |
| ELI LILLY & CO SEDOL 2516152 | 0.24% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.24% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.23% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.23% |
| HALLIBURTON CO SEDOL 2405302 | 0.23% |
| TARGET CORP SEDOL 2259101 | 0.22% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.22% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.22% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.22% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.22% |
| SERVICENOW INC SEDOL B80NXX8 | 0.22% |
| TESLA INC SEDOL B616C79 | 0.22% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.22% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.21% |
| SONY GROUP CORP SEDOL 6821506 | 0.21% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.21% |
| TREASURY BILL 00.0000 10/14/2021 | 0.21% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.21% |
| NRG ENERGY INC SEDOL 2212922 | 0.21% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.21% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.21% |
| DOW INC SEDOL BHXCF84 | 0.21% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.20% |
| BEST BUY CO INC SEDOL 2094670 | 0.20% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.20% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.20% |
| CUMMINS INC SEDOL 2240202 | 0.20% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.19% |
| FNMA FN30 TBA UMBS 04.0000 08/01/2051 | 0.19% |
| UNITED RENTALS INC SEDOL 2134781 | 0.19% |
| CONOCOPHILLIPS | 0.19% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.19% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.19% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.18% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.18% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.18% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.18% |
| PULTEGROUP INC SEDOL 2708841 | 0.18% |
| GARTNER INC SEDOL 2372763 | 0.18% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.18% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.18% |
| DEXCOM INC SEDOL B0796X4 | 0.18% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.18% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.18% |
| COSTAR GROUP INC SEDOL 2262864 | 0.17% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.17% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.17% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.17% |
| AXA SA SEDOL 7088429 | 0.17% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.17% |
| MERCK KGAA SEDOL 4741844 | 0.16% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.16% |
| LOWES COMPANIES INC | 0.16% |
| HOYA CORP SEDOL 6441506 | 0.16% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.16% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.16% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.16% |
| ORACLE CORP SEDOL 2661568 | 0.16% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.16% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.16% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.15% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.15% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.15% |
| CORTEVA INC SEDOL BK73B42 | 0.15% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.15% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.15% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.15% |
| EATON CORP PLC SEDOL B8KQN82 | 0.15% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.15% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.14% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.14% |
| CHEVRON CORP | 0.14% |
| ABBVIE INC 03.2000 11/21/2029 | 0.14% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.14% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.14% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.14% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.14% |
| HOME DEPOT INC SEDOL 2434209 | 0.14% |
| SYNOPSYS INC SEDOL 2867719 | 0.14% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.14% |
| MORGAN STANLEY | 0.14% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.13% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.13% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.13% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.13% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.13% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.13% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.13% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.13% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.12% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.12% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.12% |
| NESTLE SA-REG SEDOL 7123870 | 0.12% |
| SANOFI SEDOL 5671735 | 0.12% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.12% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.12% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.12% |
| SYSCO CORP SEDOL 2868165 | 0.12% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.12% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.12% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.12% |
| AFLAC INC SEDOL 2026361 | 0.12% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.11% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.11% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.11% |
| DIAGEO PLC SEDOL 0237400 | 0.11% |
| STACR 2016-DNA2 M3 04.7393 10/25/2028 | 0.11% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2051 | 0.11% |
| L OREAL SEDOL 4057808 | 0.11% |
| RADIAN GROUP INC SEDOL 2173911 | 0.11% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.11% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.11% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.11% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.11% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.11% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.11% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.11% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.11% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.10% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.10% |
| ALLSTATE CORP SEDOL 2019952 | 0.10% |
| RIO TINTO PLC SEDOL 0718875 | 0.10% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.10% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.10% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.10% |
| VONTIER CORP SEDOL BH4GV32 | 0.10% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.10% |
| AGCO CORP SEDOL 2010278 | 0.10% |
| AMERISOURCEBERGEN CORP | 0.10% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.10% |
| VERIZON COMM 04.3290 09/21/2028 | 0.10% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.10% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.10% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.10% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.09% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.09% |
| POLARIS INC SEDOL 2692933 | 0.09% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.09% |
| STATE STREET CORP SEDOL 2842040 | 0.09% |
| DANAHER CORP 05.0000 CV PFD | 0.09% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.09% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.09% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.09% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.09% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.09% |
| ARAMARK SEDOL BH3XG17 | 0.09% |
| THALES SA SEDOL 4162791 | 0.09% |
| WESFARMERS LTD SEDOL 6948836 | 0.09% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.09% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.09% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| BRENNTAG SE SEDOL B4YVF56 | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| STELLANTIS NV SEDOL BMD8F98 | 0.08% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.08% |
| EDISON INTERNATIONAL SEDOL 2829515 | 0.08% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.08% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.08% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.08% |
| NEXI SPA SEDOL BJ1F880 | 0.08% |
| ABB LTD-REG SEDOL 7108899 | 0.08% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.08% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.08% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.08% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.08% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.08% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| LEGRAND SA SEDOL B11ZRK9 | 0.08% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.08% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.08% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.08% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.08% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.08% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.08% |
| APPLE INC 04.2500 02/09/2047 | 0.08% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.08% |
| AT&T INC SEDOL 2831811 | 0.08% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.08% |
| BNP PARIBAS SEDOL 7309681 | 0.08% |
| BRUNSWICK CORP SEDOL 2149309 | 0.08% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.08% |
| WAT US R US0001M P 12/15/25 GS | 0.08% |
| ITOCHU CORP SEDOL 6467803 | 0.08% |
| DBUBS 2011-LC3A D 144A 05.4201 08/10/2044 | 0.07% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.07% |
| CROWN HOLDINGS INC | 0.07% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.07% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.07% |
| SANDVIK AB SEDOL B1VQ252 | 0.07% |
| TREASURY BILL 00.0000 09/02/2021 | 0.07% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.07% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.07% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.07% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.07% |
| INCYTE CORP | 0.07% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.07% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.07% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.07% |
| AUTO1 GROUP SE 144A SEDOL BL5C4C7 | 0.07% |
| BHP GROUP LTD SEDOL 6144690 | 0.07% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.07% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.07% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.07% |
| SLM CORP | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| MTD US R US0001M P 12/15/25 GS | 0.07% |
| ORACLE CORP 04.0000 11/15/2047 | 0.07% |
| SK TELECOM SEDOL 6224871 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.07% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.07% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.07% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.07% |
| CAPGEMINI SE SEDOL 4163437 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% |
| PKI US R US0001M P 12/15/25 GS | 0.07% |
| ZALANDO SE SEDOL BQV0SV7 | 0.07% |
| LINDE PLC SEDOL BYWD9S5 | 0.06% |
| MINEBEA CO LTD SEDOL 6642406 | 0.06% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| IQV US R US0001M P 12/15/25 GS | 0.06% |
| MRK GR R US0001M P 12/15/25 GS | 0.06% |
| ORSTED A/S SEDOL BYT16L4 | 0.06% |
| PFIZER INC SEDOL 2684703 | 0.06% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.06% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.06% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.06% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| A US R US0001M P 12/15/25 GS | 0.06% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.06% |
| LG CHEM LTD SEDOL 6346913 | 0.06% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.06% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.06% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.06% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| CAIXABANK SA SEDOL B283W97 | 0.06% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.06% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.06% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.06% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.06% |
| COVESTRO AG SEDOL BYTBWY9 | 0.06% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.06% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.06% |
| ORACLE CORP 02.5000 10/15/2022 | 0.06% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.06% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.06% |
| ZOZO INC SEDOL B292RC1 | 0.06% |
| BP PLC SEDOL 0798059 | 0.06% |
| CAS 2016-C04 1M2 04.3393 01/25/2029 | 0.06% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.06% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.06% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.06% |
| KEYCORP SEDOL 2490911 | 0.06% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.06% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.06% |
| AVIVA PLC SEDOL 0216238 | 0.06% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.06% |
| FUJITSU LTD SEDOL 6356945 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.06% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.06% |
| FORTUM OYJ SEDOL 5579550 | 0.06% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.06% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.06% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.06% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.06% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.06% |
| TMO US R US0001M P 12/15/25 GS | 0.06% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.05% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.05% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.05% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.05% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.05% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.05% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.05% |
| ZTS US R US0001M P 12/15/25 GS | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.05% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.05% |
| HOLCIM LTD SEDOL 7110753 | 0.05% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.05% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.05% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.05% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.05% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% |
| 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% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| CAS 2016-C01 1M2 06.8393 08/25/2028 | 0.05% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.05% |
| FHR 4326 GS IO 05.9569 04/15/2044 | 0.05% |
| ILMN US R US0001M P 12/15/25 GS | 0.05% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.05% |
| MONCLER SPA SEDOL BGLP232 | 0.05% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.05% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.05% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.05% |
| LNSTR 2015-3 B P/P 144A 03.1831 04/20/2048 | 0.05% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.05% |
| PFE US R US0001M P 12/15/25 GS | 0.05% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.05% |
| TORO CO SEDOL 2897040 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.05% |
| GENTEX CORP SEDOL 2366799 | 0.05% |
| IPN FP R US0001M P 12/15/25 GS | 0.05% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.05% |
| NITTO DENKO CORP SEDOL 6641801 | 0.05% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.05% |
| ASML HOLDING NV SEDOL B929F46 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.04% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.04% |
| CSAIL 2015-C1 C 04.2625 04/15/2050 | 0.04% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.04% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.04% |
| KINGFISHER PLC SEDOL 3319521 | 0.04% |
| OSHKOSH CORP SEDOL 2663520 | 0.04% |
| RAYTHEON TECH CORP 02.5000 12/15/2022 | 0.04% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.04% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.04% |
| ADYEN NV SEDOL BZ1HM42 | 0.04% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.04% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| SPX 20220121 C 4350.00CITI | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| ROSS STORES INC SEDOL 2746711 | 0.04% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.04% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.04% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.04% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| BIOGEN INC SEDOL 2455965 | 0.04% |
| CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.04% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.04% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.04% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 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 KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.04% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.04% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.04% |
| APID 2015-23A AR 144A 01.3461 04/15/2033 | 0.04% |
| BOEING CO 05.9300 05/01/2060 | 0.04% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.04% |
| CSMC 2016-NXSR C 04.3599 12/15/2049 | 0.04% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.04% |
| MAGNE 2020-26A A 144A 01.8761 07/15/2030 | 0.04% |
| MSBAM 2014-C17 C 04.4767 08/15/2047 | 0.04% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.04% |
| OPAP SA SEDOL 7107250 | 0.04% |
| PANDORA A/S SEDOL B44XTX8 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.04% |
| CAS 2015-C04 2M2 05.6393 04/25/2028 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.04% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 0.04% |
| FNMA FN30 TBA UMBS 04.5000 08/01/2051 | 0.04% |
| GNMA GII30 TBA 04.0000 08/01/2051 | 0.04% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.04% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.04% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.04% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.04% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| DOVER CORP SEDOL 2278407 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.04% |
| ITT INC SEDOL BZBY209 | 0.04% |
| JNJ US R US0001M P 12/15/25 GS | 0.04% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| PNC BANK NA 02.0280 12/09/2022 | 0.04% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.04% |
| MRK US R US0001M P 12/15/25 GS | 0.04% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.04% |
| SPST 2021-6 A 00.8893 04/25/2022 | 0.04% |
| TREASURY BILL 00.0000 09/28/2021 | 0.04% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.04% |
| COMM 2013-LC6 AM 03.2820 01/10/2046 | 0.04% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.04% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.04% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.04% |
| GSMS 2014-GC22 C 04.6893 06/10/2047 | 0.04% |
| MRAIT 2021-11 A1X 01.2431 01/25/2022 | 0.04% |
| MRAIT 2021-EBO4 A1X 01.8421 02/16/2022 | 0.04% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.04% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.04% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.03% |
| ABBV US R US0001M P 12/15/25 GS | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.03% |
| APPLE INC 00.7500 05/11/2023 | 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% |
| CAS 2016-C02 1M2 06.0893 09/25/2028 | 0.03% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GSK LN R US0001M P 12/15/25 GS | 0.03% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.03% |
| NETFLIX INC 04.3750 11/15/2026 | 0.03% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.03% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.03% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| COMCAST CORP 02.3500 01/15/2027 | 0.03% |
| COMM 2010-C1 D 144A 05.7920 07/10/2046 | 0.03% |
| DIM FP R US0001M P 12/15/25 GS | 0.03% |
| EDF SEDOL B0NJJ17 | 0.03% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.03% |
| HCA INC 03.5000 07/15/2051 | 0.03% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% |
| LENNAR CORP 04.7500 11/29/2027 | 0.03% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.03% |
| OMRON CORP SEDOL 6659428 | 0.03% |
| RAYONIER INC SEDOL 2473138 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| CWALT 2006-OA10 4A1 00.4693 08/25/2046 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| MRAIT 2020-11 A1X 01.7931 04/22/2022 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.03% |
| RRAM 2018-3A A1R2 144A 01.2161 01/15/2030 | 0.03% |
| SAN FP R US0001M P 12/15/25 GS | 0.03% |
| SPST 2020-15 A 01.4593 12/10/2021 | 0.03% |
| STACR 2016-DNA1 M3 05.6415 07/25/2028 | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| MRAIT 2021-NA1 A1X 01.5908 03/08/2022 | 0.03% |
| PRGO US R US0001M P 12/15/25 GS | 0.03% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| AZN US US0001M 12/15/25 GS | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| CSAIL 2020-C19 XA IO 01.1177 03/15/2053 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| INGIM 2013-2A A1R 144A 01.0953 04/25/2031 | 0.03% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| STACR 2016-HQA3 M3 03.9393 03/25/2029 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| 4506 JP R US0001M P 12/15/25 GS | 0.03% |
| BIIB US R US0001M P 12/15/25 GS | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| BROADCOM INC 04.1500 11/15/2030 | 0.03% |
| BXMT 2021-FL4 A P/P 144A 01.1431 05/15/2038 | 0.03% |
| CAS 2016-C05 2M2 04.5393 01/25/2029 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| COMM 2013-CR13 C 04.8825 11/10/2046 | 0.03% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.03% |
| VTRS US R US0001M P 12/15/25 GS | 0.03% |
| AHM 2007-1 GA1C 00.2793 05/25/2047 | 0.03% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 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% |
| MRAIT 2020-2 A2 | 0.03% |
| MRAIT 2021-8 A1X 01.2503 10/15/2021 | 0.03% |
| MRAIT 2021-EBO1 A1X 01.8503 10/08/2021 | 0.03% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.03% |
| AWPT 2014-2A A1R 144A 01.3561 10/15/2029 | 0.03% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CGMS C17A A1AR 144A 01.1585 04/30/2031 | 0.03% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.03% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.03% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.03% |
| JPMBB 2013-C12 C 04.0988 07/15/2045 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| LASERTEC CORP SEDOL 6506267 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| SPEAK 2017-4A A 144A 01.3353 10/26/2029 | 0.03% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.03% |
| AMGEN INC 04.6630 06/15/2051 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| APPLE INC 03.8500 05/04/2043 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| BAYN GR R US0001M P 12/15/25 GS | 0.03% |
| BMY US R US0001M P 12/15/25 GS | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.03% |
| JPMCC 2012-C8 D 144A 04.6694 10/15/2045 | 0.03% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.03% |
| ORACLE CORP 01.9000 09/15/2021 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.03% |
| TMIR 2021-2 M1A P/P 144A 02.1393 10/25/2033 | 0.03% |
| TPAT 2018-SL1 A 144A 00.6893 01/25/2046 | 0.03% |
| WFCM 2016-LC25 AS 03.9462 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% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.02% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.02% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.02% |
| MSC 2011-C3 B 144A 05.2837 07/15/2049 | 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% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.02% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.02% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.02% |
| STACR 2015-DNA3 M3 04.7893 04/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.2393 11/25/2028 | 0.02% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.02% |
| AZN LN R US0001M P 12/15/25 GS | 0.02% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.02% |
| CAS 2017-C01 1M2 03.6393 07/25/2029 | 0.02% |
| CAS 2020-R01 1M2 02.1393 01/25/2040 | 0.02% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.02% |
| COMCAST CORP 03.4500 02/01/2050 | 0.02% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.02% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.02% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.02% |
| VERTIV TLB L+275 02.8458 03/02/2027 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.02% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| 4581 JP R US0001M P 12/15/25 GS | 0.02% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| APPLE INC 04.3750 05/13/2045 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| CSL AU R US0001M P 12/15/25 GS | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| REG18 2021-1A A1 144A 01.2261 01/15/2034 | 0.02% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.02% |
| SPST 2021-WL1 A 00.7393 01/26/2054 | 0.02% |
| SPST 2021-WL2 A 00.7893 03/25/2054 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CAS 2016-C01 2M2 07.0393 08/25/2028 | 0.02% |
| CEDF 2013-1A ARR 144A 01.2143 04/20/2034 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 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 144A 05.1412 05/15/2045 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| MWST 2021-2 A 00.8393 04/25/2055 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SNDPT 2018-1A A 144A 01.1261 04/15/2031 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.02% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% |
| BANK 2017-BNK8 B 03.9262 11/15/2050 | 0.02% |
| CAS 2016-C03 2M2 05.9893 10/25/2028 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| CWALT 2006-OA7 1A2 01.0471 06/25/2046 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% |
| LBMLT 2004-1 A2 00.8893 02/25/2034 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MCAS 2019-01 M7 144A 01.7893 10/15/2049 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.02% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.02% |
| SOARING EAGLE ACQU - CL A SEDOL BNQP3R7 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| WAMU 2005-AR12 1A8 02.9020 10/25/2035 | 0.02% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.02% |
| AMGN US R US0001M P 12/15/25 GS | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CEDF 2016-5A A1R 144A 01.2339 07/17/2031 | 0.02% |
| COMM 2014-UBS6 C 04.4443 12/10/2047 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| GILD US R US0001M P 12/15/25 GS | 0.02% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| LLY US R US0001M P 12/15/25 GS | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MDPK 2018-30A A 144A 00.8761 04/15/2029 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| MSBAM 2014-C14 C 05.0496 02/15/2047 | 0.02% |
| MVEW 2017-2A A 144A 01.3364 01/16/2031 | 0.02% |
| PPSI 2004-WCW2 M3 01.1393 10/25/2034 | 0.02% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| TEVA US R US0001M P 12/15/25 GS | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| WFRBS 2012-C9 D 144A 04.8090 11/15/2045 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| BMIR 2019-4A M1C 144A 02.5893 10/25/2029 | 0.02% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DEN14 2016-1A A1R 144A 01.4179 10/23/2031 | 0.02% |
| FISERV INC 03.5000 07/01/2029 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENPACT LTD SEDOL B23DBK6 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.02% |
| OZLM 2015-11A A1R 144A 01.3785 10/30/2030 | 0.02% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.02% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| UBSCM 2012-C1 C 144A 05.5506 05/10/2045 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| WFRBS 2013-C11 C 04.1840 03/15/2045 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.02% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 07.5000 04/01/2025 | 0.02% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.02% |
| GSMS 2010-C1 D 144A 05.9861 08/10/2043 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7413 08/10/2046 | 0.02% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.02% |
| MP3 2013-1A AR 144A 01.3843 10/20/2030 | 0.02% |
| MSBAM 2012-C6 D 144A 04.6035 11/15/2045 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| ORACLE CORP 03.6500 03/25/2041 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
| PROLOGIS INC SEDOL B44WZD7 | 0.02% |
| SAMI 2007-AR7 1A1 00.9393 05/25/2047 | 0.02% |
| SCSK CORP SEDOL 6858474 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TOTALENERGIES SE SEDOL B15C557 | 0.02% |
| VMWARE INC 02.2000 08/15/2031 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| WFRBS 2011-C3 D 144A 05.4246 03/15/2044 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| WFRBS 2014-C22 XA IO 00.7963 09/15/2057 | 0.02% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| CWALT 2006-OA19 A1 00.2636 02/20/2047 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| E.ON SE SEDOL 4942904 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| JPMBB 2013-C12 B 04.0988 07/15/2045 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/15/2049 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| MSC 2016-BNK2 C 03.8998 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% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| VIFN SW R US0001M P 12/15/25 GS | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFCM 2013-LC12 C 04.3081 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% |
| CGCMT 2014-GC19 D 144A 05.0919 03/10/2047 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| CIFC 2016-1A A1R 144A 01.4843 10/21/2031 | 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% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| JPMCC 2010-C2 C 144A 05.6830 11/15/2043 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| MSBAM 2015-C24 B 04.3438 05/15/2048 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NEUB 2021-40A A 144A 01.1864 04/16/2033 | 0.02% |
| PFWST 2021-1 A 00.7893 02/25/2055 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| STACR 2017-DNA2 M2 03.5393 10/25/2029 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| WAMU 2007-HY2 1A1 02.9961 12/25/2036 | 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% |
| BOLLORE SEDOL 4572709 | 0.01% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CLUB CAR TL L+400 04.5000 05/12/2028 | 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% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.01% |
| ELMW2 2019-2A AR 144A 01.2843 04/20/2034 | 0.01% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.01% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.01% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| MSBAM 2013-C9 D 144A 04.1103 05/15/2046 | 0.01% |
| MWST 2020-1 A 00.9893 10/25/2053 | 0.01% |
| NRZT 2018-4A A1M 00.9893 01/25/2048 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| SEB SA SEDOL 4792132 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| STACR 2016-HQA1 M3 06.4393 09/25/2028 | 0.01% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.01% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.01% |
| US BANCORP 02.9500 07/15/2022 | 0.01% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.01% |
| 4502 JP R US0001M P 12/15/25 GS | 0.01% |
| 4523 JP R US0001M P 12/15/25 GS | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALTICE FRANCE P/P 144A 06.0000 02/15/2028 | 0.01% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 02.5700 11/25/2035 | 0.01% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CANYC 2019-2A A 144A 01.4961 10/15/2032 | 0.01% |
| CAS 2016-C06 1M2 04.3393 04/25/2029 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMM 2014-CR18 C 04.7559 07/15/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| CSAIL 2015-C1 D 144A 03.7625 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% |
| EMIR 2018-1 M1 01.7893 11/25/2028 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GSMS 2014-GC18 C 04.9883 01/10/2047 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.01% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| STACR 2015-HQA2 M3 04.8893 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% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% |
| 4530 JP R US0001M P 12/15/25 GS | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.01% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.01% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JPMBB 2014-C22 C 04.5529 09/15/2047 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.01% |
| NEWZ 2021-1 A 00.8393 05/25/2055 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| PLMRS 2018-2A A1A 144A 01.2264 07/16/2031 | 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% |
| 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% |
| VMC 2021-FL4 A P/P 144A 01.1891 06/16/2036 | 0.01% |
| WFCM 2016-LC25 XA IO 00.9609 12/15/2059 | 0.01% |
| WFRBS 2013-C15 D 144A 04.4955 08/15/2046 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| AUTONATION INC 02.4000 08/01/2031 | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.01% |
| CAS 2017-C01 1EB1 01.3393 07/25/2029 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| 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% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.01% |
| GSMS 2011-GC3 D 144A 05.4059 03/10/2044 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| KRW/USD 08/18/2021 JPMCB | 0.01% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.01% |
| MSC 2011-C3 D 144A 05.2837 07/15/2049 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 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 03.3393 07/25/2029 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.01% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| 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% |
| 4507 JP R US0001M P 12/15/25 GS | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ALTICE FRANCE P/P 144A 10.5000 05/15/2027 | 0.01% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| 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% |
| 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% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BCC 2019-3A A 144A 01.4743 10/21/2032 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CMLTI 2005-2 1A2A 02.7917 05/25/2035 | 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% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GLM 2019-5A A 144A 01.4343 10/20/2032 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| GNR 2015-H25 BI IO 01.9695 10/20/2065 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HIK LN R US0001M P 12/15/25 GS | 0.01% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| ORACLE CORP 05.3750 07/15/2040 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.01% |
| 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% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.01% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.01% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| SVENSKA HNDLSBKN P/P 144A 00.6250 06/30/2023 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| 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% |
| ARDAGH PKG FIN/HLDGS P/P 144A 04.1250 08/15/2026 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| CALRIV SCI HLD CORP P/P 144A 04.8750 06/30/2029 | 0.01% |
| CBAM 2019-9A A 144A 01.4061 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 05.7758 12/15/2047 | 0.01% |
| CHF/USD 09/15/2021 GSFX | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CWALT 2005-59 1A1 00.7436 11/20/2035 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| 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% |
| GOLDMAN SACHS GROUP INC 06.7500 10/01/2037 | 0.01% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.01% |
| KAYNE 2019-6A A1 144A 01.5143 01/20/2033 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.01% |
| 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% |
| MAV ACQUISITION CORP P/P 144A 05.7500 08/01/2028 | 0.01% |
| MAV ACQUISITION CORP P/P 144A 08.0000 08/01/2029 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| OCT54 2021-1A A1 144A 01.2531 07/15/2034 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 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% |
| SEK/USD 09/15/2021 SSBT | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| STACR 2020-HQA1 M2 01.9893 01/25/2050 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.01% |
| 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 2014-LC16 XA IO 01.0846 08/15/2050 | 0.01% |
| WINDR 2014-2A AR 144A 01.2661 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% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CAS 2014-C04 1M2 04.9893 11/25/2024 | 0.01% |
| CECLO 2020-29A A1N 144A 01.8343 07/20/2031 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHF/USD 09/15/2021 SSBT | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GLPG NA R US0001M P 12/15/25 GS | 0.01% |
| GNR 2016-H16 EI IO 01.8121 06/20/2066 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| 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% |
| MWST 2020-2 A 00.8893 11/25/2053 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NMSG3 2021-1 A 00.8410 06/25/2054 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 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-HQ2 M3 03.8393 09/25/2024 | 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% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 4503 JP R US0001M P 12/15/25 GS | 0.01% |
| ADIENT GLOBAL HLDG P/P 144A 04.8750 08/15/2026 | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| 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 03.0893 04/22/2026 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| ARRW 2019-1 A3 04.1201 01/25/2049 | 0.01% |
| BAFC 2005-B 3M1 00.7586 04/20/2035 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CWALT 2006-24CB A19 00.5893 08/25/2036 | 0.01% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.01% |
| EMIR 2018-1 M2 03.0893 11/25/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.01% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HERENS HOLDCO SARL P/P 144A 04.7500 05/15/2028 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LUN DC R US0001M P 12/15/25 GS | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| 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% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0905 06/30/2025 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| REPUBLIC OF SENEGAL REGS 06.7500 03/13/2048 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STACR 2016-DNA3 M3 05.0893 12/25/2028 | 0.01% |
| STACR 2018-HRP2 M3 02.4893 02/25/2047 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| UCB BB R US0001M P 12/15/25 GS | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WAMU 2005-AR11 A1B3 00.8893 08/25/2045 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0493 07/25/2045 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WFCM 2013-LC12 D 144A 04.3081 07/15/2046 | 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% |
| ADIENT TLB L+350 03.5920 04/08/2028 | 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% |
| AT&T INC 02.2500 02/01/2032 | 0.01% |
| AUD/USD 10/20/2021 SSBT | 0.01% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| CAS 2014-C02 1M2 02.6893 05/25/2024 | 0.01% |
| CAS 2014-C03 2M2 02.9893 07/25/2024 | 0.01% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 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% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 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% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DRESDNER FDG TRST I P/P 144A 08.1510 06/30/2031 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| ERF FP R US0001M P 12/15/25 GS | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% |
| GNMA GII30 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% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GSMS 2014-GC24 XA IO 00.7196 09/10/2047 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HMIR 2018-1 M1 144A 01.6893 10/25/2028 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8382 11/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MSRR 2015-R4 CB1 00.9172 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% |
| 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% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| STACR 2017-DNA2 M1 01.2893 10/25/2029 | 0.01% |
| STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.4393 02/25/2049 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| 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% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 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% |
| AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 0.00% |
| 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% |
| ASURION LLC 2L TLB4 L+525 05.3391 01/14/2029 | 0.00% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.00% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.00% |
| BUMT 2005-1 1A1 00.6893 09/25/2045 | 0.00% |
| BWAY CORP TLB L+325 03.3420 04/03/2024 | 0.00% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.00% |
| CAS 2015-C03 2M2 05.0893 07/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2393 11/25/2039 | 0.00% |
| CHF/USD 09/15/2021 JPMCB | 0.00% |
| CHF/USD 09/15/2021 MSCIL | 0.00% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| COMM 2014-CR19 XA IO 00.9566 08/10/2047 | 0.00% |
| COMM 2014-UBS6 XA IO 00.8781 12/10/2047 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DIVERSEY TL L+300 03.0920 09/06/2024 | 0.00% |
| EUR/USD 09/15/2021 WPAC | 0.00% |
| EUR/USD PUT 1.18 20210823 GSFX | 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 09/15/2021 HSBCB | 0.00% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.00% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.00% |
| GNR 2015-H26 EI IO 01.7280 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% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.00% |
| GRF SM R US0001M P 12/15/25 GS | 0.00% |
| HCA INC. 05.5000 06/15/2047 | 0.00% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.00% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.00% |
| INCY US R US0001M P 12/15/25 GS | 0.00% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JPMBB 2015-C33 XA IO 00.9055 12/15/2048 | 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% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.00% |
| LINK REIT SEDOL B0PB4M7 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.00% |
| MET LIFE GLOB FUND P/P 144A 03.0000 01/10/2023 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ORGANON & CO SEDOL BLDC8J4 | 0.00% |
| P/P 144A 06.6250 10/01/2030 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.00% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.00% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.00% |
| 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% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| BANK OF AMERICA CORP 00.8789 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% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.00% |
| CAS 2015-C01 1M2 04.3893 02/25/2025 | 0.00% |
| CAS 2015-C02 2M2 04.0893 05/25/2025 | 0.00% |
| CAS 2016-C07 2M2 04.4393 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% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 06.0000 06/30/2028 | 0.00% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.00% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| EUR/USD 09/15/2021 BCAP-FX | 0.00% |
| EUR/USD 09/15/2021 CSI-FX | 0.00% |
| EUR/USD 09/15/2021 TDBK | 0.00% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.00% |
| 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 04.4870 03/20/2067 | 0.00% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 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 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% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.00% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% |
| MLMI 2005-A2 A2 02.8157 02/25/2035 | 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 MEDIA INC P/P 144A 04.7500 11/01/2028 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.00% |
| 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% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.00% |
| REGN US R US0001M P 12/15/25 GS | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.00% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| 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 06.6250 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 2014-HQ3 M3 04.8415 10/25/2024 | 0.00% |
| STACR 2018-HQA2 M2 02.3893 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% |
| TK ELEVATOR TLB L+350 04.0000 07/31/2027 | 0.00% |
| TPMT 2015-1 A2 144A 03.2500 10/25/2053 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.00% |
| WFRBS 2011-C4 E 144A 04.9641 06/15/2044 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| ASURION LLC TLB9 L+325 03.3391 07/31/2027 | 0.00% |
| AUD/USD 10/20/2021 GSFX | 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% |
| 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% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CMB CMBX.NA.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 00.9138 08/10/2050 | 0.00% |
| COMM 2014-LC17 XA IO 00.7291 10/10/2047 | 0.00% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| ENDO DAC/ENDO FI P/P 144A 09.5000 07/31/2027 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| EUR/USD 09/15/2021 CITI | 0.00% |
| EUR/USD 09/15/2021 RBSF | 0.00% |
| FHR 3408 EK 25.4184 04/15/2037 | 0.00% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.00% |
| GBP/USD 09/15/2021 CSI-FX | 0.00% |
| GBP/USD 09/15/2021 TDBK | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| GSMS 2014-GC22 XA IO 00.9486 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% |
| JPY/USD 08/18/2021 GSFX | 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 00.9143 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.0647 08/15/2047 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NOVN SW R US0001M P 12/15/25 GS | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.00% |
| UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2013-C14 XA IO 00.6751 06/15/2046 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 4568 JP R US0001M P 12/15/25 GS | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 03/15/2025 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2014-C04 2M2 05.0893 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.0893 05/25/2025 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CGCMT 2012-GC8 XA IO 144A 01.7325 09/10/2045 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| COMM 2014-CR18 XA IO 01.0075 07/15/2047 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| CVR PARTNERS LP P/P 144A 06.1250 06/15/2028 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| EUR/USD 09/15/2021 JPMCB | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FNR 2007-53 SP 23.8728 06/25/2037 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GBP/USD PUT 1.37 20210823 MSCIL | 0.00% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GSMS 2013-GC10 XA IO 01.4809 02/10/2046 | 0.00% |
| HILCORP ENERGY I P/P 144A 05.7500 02/01/2029 | 0.00% |
| HILCORP ENERGY I P/P 144A 06.0000 02/01/2031 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JPMBB 2014-C19 XA IO 00.6617 04/15/2047 | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.00% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OMIR 2018-1A M1 01.6393 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% |
| P/P 144A 09.3750 07/01/2025 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| REC IM R US0001M P 12/15/25 GS | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| 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% |
| UBSBB 2012-C4 XA IO 144A 01.5816 12/10/2045 | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.5128 12/15/2045 | 0.00% |
| WFRBS 2012-C9 XA IO 144A 01.8630 11/15/2045 | 0.00% |
| AIR CANADA P/P 144A 03.8750 08/15/2026 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| AUD/USD 10/20/2021 CSI-FX | 0.00% |
| AUD/USD 10/20/2021 MSCIL | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CHF/USD 09/15/2021 HSBCB | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.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 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% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DKK/USD 09/15/2021 CITI | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FHR 2990 LB 16.7077 06/15/2034 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-106 JC 19.8473 12/25/2035 | 0.00% |
| FNR 2006-62 PS 39.3645 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 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GSMS 2013-GC12 XA IO 01.3988 06/10/2046 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| JPY/USD 08/18/2021 JPMCB | 0.00% |
| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| OGN US R US0001M P 12/15/25 GS | 0.00% |
| ORNBV FH R US0001M P 12/15/25 GS | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| STACR 2018-HQA2 M2AS 00.9893 10/25/2048 | 0.00% |
| STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VENTURE GLOBAL CALCA P/P 144A 03.8750 08/15/2029 | 0.00% |
| VENTURE GLOBAL CALCA P/P 144A 04.1250 08/15/2031 | 0.00% |
| VRTX US R US0001M P 12/15/25 GS | 0.00% |
| 0.296 R ISWP US0003M P 07/09/2023 | 0.00% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | 0.00% |
| 1.2875 R ISWP US0003M P 07/09/2031 | 0.00% |
| AUD/USD 10/20/2021 HSBCB | 0.00% |
| AUD/USD 10/20/2021 JPMCB | 0.00% |
| AUD/USD 10/20/2021 TDBK | 0.00% |
| BACM 2007-1 XW IO 00.4228 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5632 12/11/2038 | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 0.00% |
| CAD/USD 10/20/2021 CSI-FX | 0.00% |
| CAD/USD 10/20/2021 HSBCB | 0.00% |
| CAD/USD 10/20/2021 JPMCB | 0.00% |
| CAD/USD 10/20/2021 MSCIL | 0.00% |
| CAD/USD 10/20/2021 RBSF | 0.00% |
| CAD/USD 10/20/2021 TDBK | 0.00% |
| CAD/USD 10/20/2021 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.4090 10/15/2049 | 0.00% |
| CHF/USD 09/15/2021 CITI | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.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.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 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 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 JP | 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.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0155 01/15/2049 | 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% |
| GMAC CAPITAL TRUST I PCT 05.9408 | 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 05.9664 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 00.2958 05/15/2045 | 0.00% |
| JPY/USD 08/18/2021 BANKAM | 0.00% |
| JPY/USD 08/18/2021 CITI | 0.00% |
| LBUBS 2007-C2 XW IO 00.1330 02/15/2040 | 0.00% |
| LBUBS 2008-C1 AM 06.3183 04/15/2041 | 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% |
| NZD/USD 10/20/2021 CITI | 0.00% |
| NZD/USD 10/20/2021 HSBCB | 0.00% |
| NZD/USD 10/20/2021 MSCIL | 0.00% |
| NZD/USD 10/20/2021 RBSF | 0.00% |
| NZD/USD 10/20/2021 WPAC | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 05.3750 04/12/2027 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 07.6500 04/21/2025 | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2020-DNA5 M1 01.3500 10/25/2050 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| THUNGELA RESOURCES LTD-DI SEDOL BMV3M27 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WBCMT 2006-C29 IO IO 00.2604 11/15/2048 | 0.00% |
| CAD/USD 10/20/2021 BANKAM | -0.00% |
| CAD/USD 10/20/2021 SSBT | -0.00% |
| CAD/USD 10/20/2021 UBS | -0.00% |
| CHF/USD 09/15/2021 BCAP-FX | -0.00% |
| CHF/USD 09/15/2021 RBSF | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 09/15/2021 UBS | -0.00% |
| GBP/USD 09/15/2021 WPAC | -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 HSBCB | -0.00% |
| JPY/USD 08/18/2021 RBSF | -0.00% |
| JPY/USD 08/18/2021 WPAC | -0.00% |
| NZD/USD 10/20/2021 TDBK | -0.00% |
| NZD/USD 10/20/2021 UBS | -0.00% |
| SEK/USD 09/15/2021 TDBK | -0.00% |
| SGD/USD 08/18/2021 JPMCB | -0.00% |
| AUD/USD 10/20/2021 CITI | -0.00% |
| AUD/USD 10/20/2021 RBSF | -0.00% |
| CAD/USD 10/20/2021 CITI | -0.00% |
| CAD/USD 10/20/2021 GSFX | -0.00% |
| CHF/USD 09/15/2021 UBS | -0.00% |
| CMB CMBX.NA.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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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% |
| GBP/USD 09/15/2021 BANKAM | -0.00% |
| GBP/USD 09/15/2021 BCAP-FX | -0.00% |
| GBP/USD 09/15/2021 CITI | -0.00% |
| GBP/USD 09/15/2021 RBSF | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 08/18/2021 TDBK | -0.00% |
| NOK/USD 09/15/2021 BANKAM | -0.00% |
| NZD/USD 10/20/2021 SSBT | -0.00% |
| AUD/USD 10/20/2021 BCAP-FX | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| EUR/USD 09/15/2021 BANKAM | -0.00% |
| JPY/USD 08/18/2021 MSCIL | -0.00% |
| NOK/USD 09/15/2021 GSFX | -0.00% |
| NZD/USD 10/20/2021 GSFX | -0.00% |
| NZD/USD 10/20/2021 JPMCB | -0.00% |
| SEK/USD 09/15/2021 RBSF | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| EUR/USD 09/15/2021 MSCIL | -0.00% |
| SEK/USD 09/15/2021 BCAP-FX | -0.00% |
| EUR/USD 09/15/2021 HSBCB | -0.01% |
| SEK/USD 09/15/2021 JPMCB | -0.01% |
| AUD/USD 10/20/2021 UBS | -0.01% |
| NOK/USD 09/15/2021 SSBT | -0.01% |
| SEK/USD 09/15/2021 UBS | -0.01% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| MSCI EAFE SEP21 MFSU1 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 09/15/2021 GSFX | -0.01% |
| GBP/USD 09/15/2021 SSBT | -0.01% |
| JPY/USD 08/18/2021 UBS | -0.01% |
| GBP/USD 09/15/2021 JPMCB | -0.01% |
| NOK/USD 09/15/2021 JPMCB | -0.01% |
| SPX 20220121 C 4700.00CITI | -0.01% |
| CPURNSA P 2.686 R 04/01/31 | -0.01% |
| GBP/USD 09/15/2021 MSCIL | -0.01% |
| NOK/USD 09/15/2021 UBS | -0.02% |
| EUR/USD 09/15/2021 UBS | -0.02% |
| NOK/USD 09/15/2021 MSCIL | -0.02% |
| NOK/USD 09/15/2021 TDBK | -0.02% |
| EUR/USD 09/15/2021 SSBT | -0.02% |
| SEK/USD 09/15/2021 GSFX | -0.02% |
| GBP/USD 09/15/2021 GSFX | -0.03% |
| SEK/USD 09/15/2021 MSCIL | -0.03% |
| 1.57 R ISWP US0003M P 04/20/2031 | -0.07% |
| GNMA GII30 TBA 04.5000 08/01/2051 | -0.08% |
| CPURNSA P 2.79 R 04/15/26 | -0.10% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2051 | -1.01% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -3.10% |
| GSGLPWDS P US0001M R 12/15/25 GS | -3.86% |
| US 5YR NOTE (CBT) SEP21 FVU1 | -3.93% |
| S&P500 EMINI FUT SEP21 ESU1 | -13.99% |
| E-MINI RUSS 2000 SEP21 RTYU1 | 4.68% |
|---|---|
| GSGLPWDL R US0001M P 12/15/25 GS | 3.90% |
| APPLE INC SEDOL 2046251 | 3.00% |
| MICROSOFT CORP SEDOL 2588173 | 2.80% |
| AMAZON.COM INC SEDOL 2000019 | 2.40% |
| RU10VATR R US0001M P 02/05/22 JP | 2.30% |
| US ULTRA BOND CBT SEP21 WNU1 | 2.28% |
| US 10YR NOTE (CBT)SEP21 TYU1 | 1.83% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.65% |
| S&P GSCI LIGHT ENERGY ER | 1.49% |
| MSCI EMGMKT SEP21 MESU1 | 1.42% |
| US 2YR NOTE (CBT) SEP21 TUU1 | 1.40% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2051 | 1.38% |
| FNMA FN15 TBA UMBS 02.5000 07/01/2036 | 1.37% |
| NVIDIA CORP SEDOL 2379504 | 1.33% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.30% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.24% |
| US LONG BOND(CBT) SEP21 USU1 | 1.11% |
| ADOBE INC SEDOL 2008154 | 0.97% |
| NASDAQ 100 E-MINI SEP21 NQU1 | 0.93% |
| CITIGROUP INC SEDOL 2297907 | 0.91% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2051 | 0.85% |
| QUALCOMM INC SEDOL 2714923 | 0.84% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 0.74% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.73% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.71% |
| MERCK & CO. INC. SEDOL 2778844 | 0.69% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.68% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.67% |
| INTUIT INC SEDOL 2459020 | 0.61% |
| WALMART INC SEDOL 2936921 | 0.61% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.60% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.58% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.57% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.56% |
| TJX COMPANIES INC SEDOL 2989301 | 0.56% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.54% |
| GNMA GII30 TBA 03.0000 07/01/2051 | 0.52% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.52% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.51% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.50% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.50% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.49% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.48% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.46% |
| PEPSICO INC SEDOL 2681511 | 0.44% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.44% |
| CASH MGMT BILL 00.0000 09/21/2021 | 0.44% |
| FNMA FN30 TBA UMBS 06.0000 07/01/2051 | 0.44% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.44% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.42% |
| ELI LILLY & CO SEDOL 2516152 | 0.42% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.41% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.40% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.39% |
| DEERE & CO SEDOL 2261203 | 0.37% |
| MASTERCARD INC - A SEDOL B121557 | 0.37% |
| ROKU INC SEDOL BZ1LFG7 | 0.37% |
| ABBVIE INC SEDOL B92SR70 | 0.36% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.36% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.35% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.35% |
| EXELON CORP SEDOL 2670519 | 0.34% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.34% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.33% |
| METLIFE INC SEDOL 2573209 | 0.33% |
| FORD MOTOR CO SEDOL 2615468 | 0.33% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.33% |
| AUTODESK INC SEDOL 2065159 | 0.31% |
| DANAHER CORP SEDOL 2250870 | 0.31% |
| NRG ENERGY INC SEDOL 2212922 | 0.31% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.29% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.29% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.29% |
| FORTINET INC SEDOL B5B2106 | 0.29% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.29% |
| CRH PLC SEDOL 4182249 | 0.28% |
| MCDONALD'S CORP SEDOL 2550707 | 0.28% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.27% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.27% |
| CSX CORP SEDOL 2160753 | 0.27% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.27% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.26% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.26% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.26% |
| CASH MGMT BILL 00.0000 10/05/2021 | 0.26% |
| HALLIBURTON CO SEDOL 2405302 | 0.26% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.26% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.25% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.25% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.24% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.24% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.24% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.24% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.24% |
| ALTRIA GROUP INC | 0.23% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.23% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.23% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2051 | 0.23% |
| TREASURY BILL 00.0000 07/20/2021 | 0.22% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.22% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.22% |
| TESLA INC SEDOL B616C79 | 0.22% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.22% |
| ANTHEM INC SEDOL BSPHGL4 | 0.22% |
| NIKE INC -CL B SEDOL 2640147 | 0.22% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.22% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.21% |
| CASH MGMT BILL 00.0000 10/19/2021 | 0.21% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.21% |
| TREASURY BILL 00.0000 10/14/2021 | 0.21% |
| DOW INC SEDOL BHXCF84 | 0.21% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.21% |
| CUMMINS INC SEDOL 2240202 | 0.21% |
| TARGET CORP SEDOL 2259101 | 0.21% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.21% |
| BEST BUY CO INC SEDOL 2094670 | 0.21% |
| SERVICENOW INC SEDOL B80NXX8 | 0.20% |
| CONOCOPHILLIPS | 0.20% |
| SONY GROUP CORP SEDOL 6821506 | 0.20% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.20% |
| HUMANA INC SEDOL 2445063 | 0.19% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.19% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.19% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.19% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.18% |
| UNITED RENTALS INC SEDOL 2134781 | 0.18% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.18% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.18% |
| PULTEGROUP INC SEDOL 2708841 | 0.18% |
| HP INC SEDOL BYX4D52 | 0.18% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.18% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.18% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.17% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.17% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.17% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.17% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.17% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.17% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.17% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.17% |
| MCKESSON CORP SEDOL 2378534 | 0.17% |
| AXA SA SEDOL 7088429 | 0.16% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.16% |
| LOWES COMPANIES INC | 0.16% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.16% |
| CORTEVA INC SEDOL BK73B42 | 0.16% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.16% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.16% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.16% |
| DEXCOM INC SEDOL B0796X4 | 0.16% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.16% |
| MERCK KGAA SEDOL 4741844 | 0.15% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.15% |
| COSTAR GROUP INC SEDOL 2262864 | 0.15% |
| HOYA CORP SEDOL 6441506 | 0.15% |
| CHEVRON CORP | 0.15% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.15% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.14% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.14% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.14% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.14% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.14% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.14% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.14% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.14% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.14% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.14% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.14% |
| ORACLE CORP SEDOL 2661568 | 0.14% |
| ABBVIE INC 03.2000 11/21/2029 | 0.14% |
| EATON CORP PLC SEDOL B8KQN82 | 0.14% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.14% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.14% |
| GARTNER INC SEDOL 2372763 | 0.14% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.14% |
| TREASURY BILL 00.0000 07/13/2021 | 0.14% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.13% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.13% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.13% |
| HOME DEPOT INC SEDOL 2434209 | 0.13% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.13% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.13% |
| LG CHEM LTD SEDOL 6346913 | 0.13% |
| SYNOPSYS INC SEDOL 2867719 | 0.13% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.13% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.13% |
| MORGAN STANLEY | 0.13% |
| SYSCO CORP SEDOL 2868165 | 0.13% |
| SANOFI SEDOL 5671735 | 0.13% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.12% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.12% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.12% |
| NESTLE SA-REG SEDOL 7123870 | 0.12% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.12% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.12% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.12% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.12% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.12% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.12% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.12% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.12% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.11% |
| AFLAC INC SEDOL 2026361 | 0.11% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.11% |
| STACR 2016-DNA2 M3 04.7415 10/25/2028 | 0.11% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.11% |
| RADIAN GROUP INC SEDOL 2173911 | 0.11% |
| DIAGEO PLC SEDOL 0237400 | 0.11% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.11% |
| L OREAL SEDOL 4057808 | 0.11% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.11% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.11% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.11% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.11% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.10% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.10% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.10% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.10% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.10% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.10% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.10% |
| VERIZON COMM 04.3290 09/21/2028 | 0.10% |
| ALLSTATE CORP SEDOL 2019952 | 0.10% |
| VONTIER CORP SEDOL BH4GV32 | 0.10% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.10% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.10% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.10% |
| POLARIS INC SEDOL 2692933 | 0.10% |
| RIO TINTO PLC SEDOL 0718875 | 0.10% |
| AGCO CORP SEDOL 2010278 | 0.10% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.10% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.10% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.09% |
| ABIOMED INC SEDOL 2003698 | 0.09% |
| ARAMARK SEDOL BH3XG17 | 0.09% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.09% |
| NEXI SPA SEDOL BJ1F880 | 0.09% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.09% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.09% |
| AMERISOURCEBERGEN CORP | 0.09% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.09% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.09% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.09% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.09% |
| EDISON INTERNATIONAL SEDOL 2829515 | 0.09% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.09% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.09% |
| NINTENDO CO LTD SEDOL 6639550 | 0.09% |
| STATE STREET CORP SEDOL 2842040 | 0.09% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.09% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.09% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.09% |
| STELLANTIS NV SEDOL BMD8F98 | 0.09% |
| WESFARMERS LTD SEDOL 6948836 | 0.09% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| THALES SA SEDOL 4162791 | 0.08% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.08% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.08% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.08% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.08% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.08% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.08% |
| AMEREN CORPORATION SEDOL 2050832 | 0.08% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| KDDI CORP SEDOL 6248990 | 0.08% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.08% |
| ZALANDO SE SEDOL BQV0SV7 | 0.08% |
| BRENNTAG SE SEDOL B4YVF56 | 0.08% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.08% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.08% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.08% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.08% |
| AT&T INC SEDOL 2831811 | 0.08% |
| BNP PARIBAS SEDOL 7309681 | 0.08% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.08% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.08% |
| BHP GROUP LTD SEDOL 6144690 | 0.08% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.08% |
| ABB LTD-REG SEDOL 7108899 | 0.08% |
| INCYTE CORP | 0.08% |
| ORSTED A/S SEDOL BYT16L4 | 0.08% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.08% |
| APPLE INC 04.2500 02/09/2047 | 0.08% |
| SLM CORP | 0.08% |
| DBUBS 2011-LC3A D 144A 05.6054 08/10/2044 | 0.07% |
| LEGRAND SA SEDOL B11ZRK9 | 0.07% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.07% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.07% |
| MONCLER SPA SEDOL BGLP232 | 0.07% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.07% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.07% |
| BRUNSWICK CORP SEDOL 2149309 | 0.07% |
| CROWN HOLDINGS INC | 0.07% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.07% |
| ITOCHU CORP SEDOL 6467803 | 0.07% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.07% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.07% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.07% |
| SK TELECOM SEDOL 6224871 | 0.07% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.07% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.07% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.07% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.07% |
| TREASURY BILL 00.0000 09/02/2021 | 0.07% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.07% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.07% |
| EQUINOR ASA SEDOL 7133608 | 0.07% |
| SANDVIK AB SEDOL B1VQ252 | 0.07% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.07% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.07% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.07% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.07% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.07% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.07% |
| BF0101 03.5000 06/01/2056 | 0.07% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.07% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.07% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.07% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.07% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.07% |
| ORACLE CORP 04.0000 11/15/2047 | 0.07% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.07% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.07% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.06% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.06% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.06% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.06% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.06% |
| BP PLC SEDOL 0798059 | 0.06% |
| ECOLAB INC 02.7000 11/01/2026 | 0.06% |
| MINEBEA CO LTD SEDOL 6642406 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.06% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.06% |
| CAIXABANK SA SEDOL B283W97 | 0.06% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.06% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.06% |
| FUJITSU LTD SEDOL 6356945 | 0.06% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.06% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% |
| AUTO1 GROUP SE 144A SEDOL BL5C4C7 | 0.06% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| KEYCORP SEDOL 2490911 | 0.06% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.06% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.06% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.06% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.06% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.06% |
| COVESTRO AG SEDOL BYTBWY9 | 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% |
| AVIVA PLC SEDOL 0216238 | 0.06% |
| CAPGEMINI SE SEDOL 4163437 | 0.06% |
| CAS 2016-C04 1M2 04.3415 01/25/2029 | 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% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.06% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.06% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.06% |
| LINDE PLC SEDOL BYWD9S5 | 0.06% |
| PFIZER INC SEDOL 2684703 | 0.06% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.06% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.06% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.06% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.06% |
| FORTUM OYJ SEDOL 5579550 | 0.06% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.06% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.06% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.06% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.05% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.05% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.05% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.05% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.05% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.05% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.05% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.05% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.05% |
| FHR 4326 GS IO 05.9771 04/15/2044 | 0.05% |
| HOLCIM LTD SEDOL 7110753 | 0.05% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.05% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.05% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.05% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.05% |
| QIAGEN N.V. SEDOL BYXS699 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.05% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.05% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.05% |
| CAS 2016-C01 1M2 06.8415 08/25/2028 | 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% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.05% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.05% |
| ZOZO INC SEDOL B292RC1 | 0.05% |
| AT&T INC 04.7500 05/15/2046 | 0.05% |
| CAS 2016-C02 1M2 06.0915 09/25/2028 | 0.05% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.05% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.05% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.05% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.05% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.05% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.05% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.05% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.05% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.05% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.05% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.05% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.05% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.05% |
| COMCAST CORP 03.9690 11/01/2047 | 0.05% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.05% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 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% |
| LNSTR 2015-3 B P/P 144A 03.3670 04/20/2048 | 0.05% |
| OSHKOSH CORP SEDOL 2663520 | 0.05% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.05% |
| FISERV INC 04.2000 10/01/2028 | 0.05% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 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% |
| NITTO DENKO CORP SEDOL 6641801 | 0.05% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.05% |
| TORO CO SEDOL 2897040 | 0.05% |
| CSAIL 2015-C1 C 04.4048 04/15/2050 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.04% |
| RAYTHEON TECH CORP 02.5000 12/15/2022 | 0.04% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.04% |
| KINGFISHER PLC SEDOL 3319521 | 0.04% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.04% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.04% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.04% |
| BIOGEN INC SEDOL 2455965 | 0.04% |
| BROADCOM INC 04.1500 11/15/2030 | 0.04% |
| CSAIL 2015-C1 AS 03.7910 04/15/2050 | 0.04% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.04% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.04% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.04% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.04% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.04% |
| ASML HOLDING NV SEDOL B929F46 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| BOEING CO 05.9300 05/01/2060 | 0.04% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.04% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| ADYEN NV SEDOL BZ1HM42 | 0.04% |
| CAS 2015-C04 1M2 05.7915 04/25/2028 | 0.04% |
| OPAP SA SEDOL 7107250 | 0.04% |
| ORACLE CORP 02.5000 05/15/2022 | 0.04% |
| PANDORA A/S SEDOL B44XTX8 | 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% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.04% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.04% |
| APID 2015-23A AR 144A 01.4038 04/15/2033 | 0.04% |
| CSMC 2016-NXSR C 04.5272 12/15/2049 | 0.04% |
| MAGNE 2020-26A A 144A 01.9338 07/15/2030 | 0.04% |
| MSBAM 2014-C17 C 04.6369 08/15/2047 | 0.04% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.04% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.04% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.04% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.04% |
| CAS 2015-C04 2M2 05.6415 04/25/2028 | 0.04% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.04% |
| EDF SEDOL B0NJJ17 | 0.04% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.04% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2051 | 0.04% |
| GNMA GII30 TBA 04.0000 07/01/2051 | 0.04% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.04% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.04% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.04% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.04% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.04% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.04% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.04% |
| PNC BANK NA 02.0280 12/09/2022 | 0.04% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.04% |
| BIOGEN INC 03.6250 09/15/2022 | 0.04% |
| CASH MGMT BILL 00.0000 09/28/2021 | 0.04% |
| COMCAST CORPORATION 03.3750 02/15/2025 | 0.04% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.04% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.04% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.04% |
| SPST 2021-6 A 00.8908 04/25/2022 | 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% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| GSMS 2014-GC22 C 04.8457 06/10/2047 | 0.04% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.04% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.04% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.04% |
| MRAIT 2021-11 A1X 01.2355 01/25/2022 | 0.04% |
| MRAIT 2021-EBO4 A1X 01.8421 02/16/2022 | 0.04% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 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% |
| APPLE INC 00.7500 05/11/2023 | 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% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.03% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.03% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.03% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.03% |
| NETFLIX INC 04.3750 11/15/2026 | 0.03% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.03% |
| STACR 2016-DNA1 M3 05.6416 07/25/2028 | 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% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.03% |
| COMCAST CORP 02.3500 01/15/2027 | 0.03% |
| COMM 2010-C1 D 144A 05.9372 07/10/2046 | 0.03% |
| DNB NOR ASA SEDOL 4263304 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.03% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.03% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.03% |
| LENNAR CORP 04.7500 11/29/2027 | 0.03% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.03% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.03% |
| CWALT 2006-OA10 4A1 00.4715 08/25/2046 | 0.03% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.03% |
| ITT INC SEDOL BZBY209 | 0.03% |
| MRAIT 2020-11 A1X 01.7729 04/22/2022 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| RAYONIER INC SEDOL 2473138 | 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 01.4608 12/10/2021 | 0.03% |
| SPX 20220121 C 4350.00CITI | 0.03% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.03% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.03% |
| HCA INC 03.5000 07/15/2051 | 0.03% |
| IBM CORP 01.8750 08/01/2022 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| MRAIT 2021-NA1 A1X 01.5908 03/08/2022 | 0.03% |
| OMRON CORP SEDOL 6659428 | 0.03% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.03% |
| ALKERMES PLC SEDOL B3P6D26 | 0.03% |
| AMGEN INC 02.6000 08/19/2026 | 0.03% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.03% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.03% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.03% |
| CSAIL 2020-C19 XA IO 01.2386 03/15/2053 | 0.03% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.03% |
| EIFFAGE SEDOL B13X013 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.03% |
| INGIM 2013-2A A1R 144A 01.1458 04/25/2031 | 0.03% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.03% |
| STACR 2016-HQA3 M3 03.9415 03/25/2029 | 0.03% |
| ZOETIS INC 03.9000 08/20/2028 | 0.03% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.03% |
| BXMT 2021-FL4 A P/P 144A 01.1229 05/15/2038 | 0.03% |
| CAS 2016-C05 2M2 04.5415 01/25/2029 | 0.03% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.03% |
| COMM 2013-CR13 C 05.0456 11/10/2046 | 0.03% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.03% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.03% |
| JPMCC 2012-C6 AS 04.1166 05/15/2045 | 0.03% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.03% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.03% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.03% |
| MSBAM 2016-C31 B 03.8800 11/15/2049 | 0.03% |
| S&P MID 400 EMINI SEP21 FAU1 | 0.03% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.03% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.03% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 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% |
| LASERTEC CORP SEDOL 6506267 | 0.03% |
| MRAIT 2020-2 A2 | 0.03% |
| MRAIT 2021-8 A1X 01.2601 10/15/2021 | 0.03% |
| MRAIT 2021-EBO1 A1X 01.8421 10/08/2021 | 0.03% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.03% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.03% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.03% |
| TREASURY BILL 00.0000 07/06/2021 | 0.03% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.03% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.03% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 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% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.03% |
| CAD/USD 07/21/2021 GSFX | 0.03% |
| CGMS C17A A1AR 144A 01.2350 04/30/2031 | 0.03% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.03% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.03% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.03% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| JPMBB 2013-C12 C 04.2355 07/15/2045 | 0.03% |
| JPMCC 2013-LC11 AS 03.2160 04/15/2046 | 0.03% |
| MRAIT 2020-12 A1X 01.4229 07/15/2021 | 0.03% |
| SPEAK 2017-4A A 144A 01.3858 10/26/2029 | 0.03% |
| STACR 2015-DNA3 M3 04.7915 04/25/2028 | 0.03% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.03% |
| TPAT 2018-SL1 A 144A 00.6916 01/25/2046 | 0.03% |
| AHM 2007-1 GA1C 00.2815 05/25/2047 | 0.03% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.03% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.03% |
| CAS 2020-R01 1M2 02.1415 01/25/2040 | 0.03% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.03% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.03% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.03% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.03% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.03% |
| ORACLE CORP 01.9000 09/15/2021 | 0.03% |
| PFIZER INC 03.0000 12/15/2026 | 0.03% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.03% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.03% |
| WFCM 2016-LC25 AS 04.0936 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% |
| AMGEN INC 04.6630 06/15/2051 | 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% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.02% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.02% |
| CPURNSA P 2.686 R 04/01/31 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MSC 2011-C3 B 144A 05.4752 07/15/2049 | 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% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.02% |
| STACR 2016-HQA2 M3 05.2415 11/25/2028 | 0.02% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.02% |
| TMIR 2021-2 M1A P/P 144A 02.1415 10/25/2033 | 0.02% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.02% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 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 03.6415 07/25/2029 | 0.02% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.02% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.02% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JPMCC 2012-C8 D 144A 04.8251 10/15/2045 | 0.02% |
| JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.02% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.02% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.02% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.02% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.02% |
| VERTIV TLB L+275 02.8505 03/02/2027 | 0.02% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.02% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.02% |
| COMCAST CORP 03.4500 02/01/2050 | 0.02% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 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% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.02% |
| JPY/USD 08/18/2021 SSBT | 0.02% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.02% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.02% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.02% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.02% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.02% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.02% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 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 07.0415 08/25/2028 | 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% |
| 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% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.02% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.02% |
| SPST 2021-WL1 A 00.7416 01/26/2054 | 0.02% |
| SPST 2021-WL2 A 00.7915 03/25/2054 | 0.02% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.02% |
| ALPHABET INC 02.2500 08/15/2060 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| CEDF 2013-1A ARR 144A 01.2638 04/20/2034 | 0.02% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.02% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.02% |
| CWALT 2006-OA7 1A2 01.0563 06/25/2046 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 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% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| IVORY COAST REGS 05.3750 07/23/2024 | 0.02% |
| JPMCC 2012-C6 E 144A 05.3126 05/15/2045 | 0.02% |
| LBMLT 2004-1 A2 00.8915 02/25/2034 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.02% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.02% |
| MWST 2021-2 A 00.8415 04/25/2055 | 0.02% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.02% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.02% |
| SNDPT 2018-1A A 144A 01.1838 04/15/2031 | 0.02% |
| SOARING EAGLE ACQU - CL A SEDOL BNQP3R7 | 0.02% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.02% |
| BANK 2017-BNK8 B 04.0620 11/15/2050 | 0.02% |
| CAS 2016-C03 2M2 05.9915 10/25/2028 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CIGNA CORP 03.7500 07/15/2023 | 0.02% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.02% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| CSX CORP 04.1000 03/15/2044 | 0.02% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.02% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.02% |
| MCAS 2019-01 M7 144A 01.7915 10/15/2049 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 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% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRUIST BANK 02.6360 09/17/2029 | 0.02% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.02% |
| UNITEDHEALTH GROUP INC 03.3750 11/15/2021 | 0.02% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.02% |
| WAMU 2005-AR12 1A8 02.9086 10/25/2035 | 0.02% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.02% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CEDF 2016-5A A1R 144A 01.2898 07/17/2031 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| COMM 2014-UBS6 C 04.5932 12/10/2047 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.02% |
| MDPK 2018-30A A 144A 00.9338 04/15/2029 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.02% |
| MSBAM 2014-C14 C 05.2181 02/15/2047 | 0.02% |
| MVEW 2017-2A A 144A 01.3936 01/16/2031 | 0.02% |
| PPSI 2004-WCW2 M3 01.1415 10/25/2034 | 0.02% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.02% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| WFRBS 2012-C9 D 144A 04.9694 11/15/2045 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.02% |
| BMIR 2019-4A M1C 144A 02.5915 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% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.02% |
| DEN14 2016-1A A1R 144A 01.4529 10/23/2031 | 0.02% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.02% |
| FHMS K105 X1 IO 01.6448 03/25/2053 | 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 10/05/2025 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.02% |
| 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% |
| NAVISTAR INTERNATIONAL L+350 03.6000 11/06/2024 | 0.02% |
| OZLM 2015-11A A1R 144A 01.4355 10/30/2030 | 0.02% |
| SAMI 2007-AR7 1A1 00.9415 05/25/2047 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TOTALENERGIES SE SEDOL B15C557 | 0.02% |
| UBSCM 2012-C1 C 144A 05.7542 05/10/2045 | 0.02% |
| US BANCORP 02.6250 01/24/2022 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| WFRBS 2013-C11 C 04.3268 03/15/2045 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| CABOT CORP SEDOL 2162500 | 0.02% |
| CAD/USD 07/21/2021 SSBT | 0.02% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 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% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.02% |
| GSMS 2010-C1 D 144A 06.1851 08/10/2043 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.8996 08/10/2046 | 0.02% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.02% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 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% |
| MSBAM 2012-C6 D 144A 04.7545 11/15/2045 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| ORACLE CORP 03.6500 03/25/2041 | 0.02% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.02% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
| SCSK CORP SEDOL 6858474 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFRBS 2011-C3 D 144A 05.5199 03/15/2044 | 0.02% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.02% |
| WFRBS 2014-C22 XA IO 00.9488 09/15/2057 | 0.02% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.02% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.02% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| CWALT 2006-OA19 A1 00.2734 02/20/2047 | 0.02% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.02% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.02% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| JPMBB 2013-C12 B 04.2355 07/15/2045 | 0.02% |
| JPMBB 2016-C1 AS 03.9704 03/15/2049 | 0.02% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.02% |
| MSC 2016-BNK2 C 04.0301 11/15/2049 | 0.02% |
| MSCI EAFE SEP21 MFSU1 | 0.02% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.02% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 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 04.4350 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% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.02% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.02% |
| CGCMT 2014-GC19 D 144A 05.2617 03/10/2047 | 0.02% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.02% |
| CIFC 2016-1A A1R 144A 01.5360 10/21/2031 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.02% |
| E.ON SE SEDOL 4942904 | 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% |
| FEDEX CORP SEDOL 2142784 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| FMC CORP SEDOL 2328603 | 0.02% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| JPMCC 2010-C2 C 144A 05.8736 11/15/2043 | 0.02% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.02% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.02% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.02% |
| MSBAM 2015-C24 B 04.4888 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 00.9915 01/25/2048 | 0.02% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% |
| PFWST 2021-1 A 00.7916 02/25/2055 | 0.02% |
| S&P GLOBAL INC 02.9500 01/22/2027 | 0.02% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SEB SA SEDOL 4792132 | 0.02% |
| STACR 2017-DNA2 M2 03.5415 10/25/2029 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.02% |
| WAMU 2007-HY2 1A1 03.0500 12/25/2036 | 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% |
| BOLLORE SEDOL 4572709 | 0.01% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.01% |
| CLUB CAR TL L+400 04.5000 05/12/2028 | 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% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.01% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.01% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.01% |
| ELMW2 2019-2A AR 144A 01.3383 04/20/2034 | 0.01% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 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% |
| GSMS 2019-GC40 AS 03.4120 07/10/2052 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| JPMCC 2013-C10 AS 03.3715 12/15/2047 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.01% |
| MSBAM 2013-C9 D 144A 04.2477 05/15/2046 | 0.01% |
| MWST 2020-1 A 00.9915 10/25/2053 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| REPUBLICA ORIENT URUGUAY USD 05.1000 06/18/2050 | 0.01% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.01% |
| SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.01% |
| SPRINT CORP 07.2500 09/15/2021 | 0.01% |
| STACR 2016-HQA1 M3 06.4415 09/25/2028 | 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% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 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% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CANYC 2019-2A A 144A 01.5538 10/15/2032 | 0.01% |
| CAS 2016-C06 1M2 04.3415 04/25/2029 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COMM 2014-CR18 C 04.9146 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 03.9048 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% |
| EMIR 2018-1 M1 01.7915 11/25/2028 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GSMS 2014-GC18 C 05.1546 01/10/2047 | 0.01% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.01% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.01% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.01% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| STACR 2015-HQA2 M3 04.8915 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% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 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% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.01% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.01% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JPMBB 2014-C22 C 04.7047 09/15/2047 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.01% |
| NEWZ 2021-1 A 00.8415 05/25/2055 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.01% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PLMRS 2018-2A A1A 144A 01.2836 07/16/2031 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 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% |
| VMC 2021-FL4 A P/P 144A 01.1825 06/16/2036 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WFCM 2016-LC25 XA IO 01.1090 12/15/2059 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| CAS 2017-C01 1EB1 01.3415 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% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| DOMINICAN REPUBLIC REGS 06.0000 07/19/2028 | 0.01% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| 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% |
| EUR/USD PUT 1.18 20210823 GSFX | 0.01% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.01% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.01% |
| GNMA GN30 BA5049 04.5000 05/15/2047 | 0.01% |
| GSMS 2011-GC3 D 144A 05.5850 03/10/2044 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| JPY/USD 08/18/2021 GSFX | 0.01% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MSC 2011-C3 D 144A 05.4752 07/15/2049 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 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 03.3415 07/25/2029 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.0000 04/15/2024 | 0.01% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.01% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFRBS 2013-C15 D 144A 04.6455 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% |
| APPLE INC 02.8000 02/08/2061 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| ASHTEAD CAPITAL INC P/P 144A 04.2500 11/01/2029 | 0.01% |
| 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 144A 01.5260 10/21/2032 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 05/27/2028 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CANPACK SA EASTERN L P/P 144A 03.1250 11/01/2025 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CMLTI 2005-2 1A2A 02.8005 05/25/2035 | 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% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GLM 2019-5A A 144A 01.4883 10/20/2032 | 0.01% |
| GNR 2015-H25 BI IO 01.9644 10/20/2065 | 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% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 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% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.01% |
| 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% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| STACR 2020-HQA1 M2 01.9915 01/25/2050 | 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% |
| 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 01.2451 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% |
| 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% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| 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 05.9710 12/15/2047 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| CONSTELLIUM SE P/P 144A 05.8750 02/15/2026 | 0.01% |
| CWALT 2005-59 1A1 00.7510 11/20/2035 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 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% |
| 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% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% |
| KAYNE 2019-6A A1 144A 01.5683 01/20/2033 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.01% |
| MAGNE 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% |
| 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 04.7000 04/01/2026 | 0.01% |
| NZD/USD 07/21/2021 GSFX | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| ORGANON & CO/ORG P/P 144A 04.1250 04/30/2028 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| 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% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| 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% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| STACR 2014-HQ2 M3 03.8415 09/25/2024 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TRK 2021-1 A1 02.2395 06/25/2024 | 0.01% |
| 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% |
| 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 04.4350 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% |
| AT&T INC 02.2500 02/01/2032 | 0.01% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.01% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.01% |
| CAS 2014-C04 1M2 04.9915 11/25/2024 | 0.01% |
| CECLO 2020-29A A1N 144A 01.8883 07/20/2031 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHF/USD 09/15/2021 JPMCB | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| 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% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 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 05.9566 06/20/2043 | 0.01% |
| GNR 2016-H16 EI IO 02.2774 06/20/2066 | 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 00.8915 11/25/2053 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NMSG3 2021-1 A 00.8410 06/25/2054 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 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% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VERTICAL HOLDCO GMBH P/P 144A 07.6250 07/15/2028 | 0.01% |
| VIACOMCBS INC 04.2000 06/01/2029 | 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% |
| 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 03.0855 04/22/2026 | 0.01% |
| ARDAGH METAL PAC P/P 144A 04.0000 09/01/2029 | 0.01% |
| ARRW 2019-1 A3 04.1318 01/25/2049 | 0.01% |
| BAFC 2005-B 3M1 00.7684 04/20/2035 | 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% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2014-C02 1M2 02.6915 05/25/2024 | 0.01% |
| CAS 2014-C03 2M2 02.9915 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% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CHF/USD 09/15/2021 SSBT | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.01% |
| CSC HOLDINGS LLC P/P 144A 05.7500 01/15/2030 | 0.01% |
| CWALT 2006-24CB A19 00.5915 08/25/2036 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| EMIR 2018-1 M2 03.0915 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% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FHR 3829 AS IO 06.8771 03/15/2041 | 0.01% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| 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% |
| 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% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0888 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% |
| SEK/USD 09/15/2021 SSBT | 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 06.5000 07/15/2028 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STACR 2016-DNA3 M3 05.0915 12/25/2028 | 0.01% |
| STACR 2018-HRP2 M3 02.4915 02/25/2047 | 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 00.8915 08/25/2045 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0515 07/25/2045 | 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% |
| AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 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% |
| CALRIV SCI HLD CORP P/P 144A 04.8750 06/30/2029 | 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% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLARIOS GLOBAL L+325 03.3425 04/30/2026 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 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% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% |
| EQT CORP 08.5000 02/01/2030 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% |
| GBP/USD 09/15/2021 HSBCB | 0.01% |
| GBP/USD PUT 1.37 20210823 MSCIL | 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% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GSMS 2014-GC24 XA IO 00.8526 09/10/2047 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HMIR 2018-1 M1 144A 01.6915 10/25/2028 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.9869 11/15/2047 | 0.01% |
| JPMBB 2015-C33 XA IO 01.0594 12/15/2048 | 0.01% |
| L BRANDS INC 06.7500 07/01/2036 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% |
| 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% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| ORGANON & CO SEDOL BLDC8J4 | 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% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| STACR 2017-DNA2 M1 01.2915 10/25/2029 | 0.01% |
| STACR 2019-DNA1 M2 02.7415 01/25/2049 | 0.01% |
| STACR 2019-HQA1 M2 02.4415 02/25/2049 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.01% |
| TPMT 2015-1 A2 144A 03.2500 10/25/2053 | 0.01% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 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% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 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% |
| 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% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | 0.00% |
| 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% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.00% |
| BUMT 2005-1 1A1 00.6915 09/25/2045 | 0.00% |
| BWAY CORP TLB L+325 03.3543 04/03/2024 | 0.00% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.00% |
| CAS 2015-C02 2M2 04.0915 05/25/2025 | 0.00% |
| CAS 2015-C03 2M2 05.0915 07/25/2025 | 0.00% |
| CAS 2019-HRP1 M2 02.2415 11/25/2039 | 0.00% |
| CHF/USD 09/15/2021 GSFX | 0.00% |
| CHF/USD 09/15/2021 MSCIL | 0.00% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| COMM 2014-CR19 XA IO 01.1248 08/10/2047 | 0.00% |
| COMM 2014-UBS6 XA IO 01.0326 12/10/2047 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DIVERSEY TL L+300 03.1855 09/06/2024 | 0.00% |
| EUR/USD 09/15/2021 WPAC | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GBP/USD 09/15/2021 CSI-FX | 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 01.7202 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 JPMCB | 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 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 02.8095 02/25/2035 | 0.00% |
| MSRR 2015-R4 CB1 00.9173 08/26/2047 | 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% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.00% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.00% |
| STACR 2015-DNA2 M3 03.9915 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% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 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% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.00% |
| AADVANTAGE 1L TL L+475 05.5000 03/24/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ADIENT TLB L+350 03.6043 04/01/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| BANK OF AMERICA CORP 00.8789 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 TDBK | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.00% |
| CAS 2015-C01 1M2 04.3915 02/25/2025 | 0.00% |
| CAS 2016-C07 2M2 04.4415 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% |
| CHF/USD 09/15/2021 CITI | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 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% |
| 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% |
| EUR/USD 09/15/2021 BCAP-FX | 0.00% |
| EUR/USD 09/15/2021 CSI-FX | 0.00% |
| EUR/USD 09/15/2021 TDBK | 0.00% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.00% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.00% |
| GBP/USD 09/15/2021 TDBK | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 AY4779 04.4920 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% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 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% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% |
| 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% |
| 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% |
| 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% |
| 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 06.6250 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 2014-HQ3 M3 04.8415 10/25/2024 | 0.00% |
| STACR 2018-HQA2 M2 02.3915 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 2013-C14 XA IO 00.8083 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% |
| 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% |
| 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% |
| 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% |
| CAD/USD 07/21/2021 CSI-FX | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CMB CMBX.NA.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 01.0803 08/10/2050 | 0.00% |
| COMM 2014-LC17 XA IO 00.8885 10/10/2047 | 0.00% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| 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 01.4939 08/25/2035 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| 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% |
| EUR/USD 09/15/2021 RBSF | 0.00% |
| FHR 3408 EK 25.4998 04/15/2037 | 0.00% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.00% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 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 01.6287 02/10/2046 | 0.00% |
| GSMS 2014-GC22 XA IO 01.1054 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 00.8343 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 00.9165 08/25/2034 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2284 08/15/2047 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NZD/USD 07/21/2021 MSCIL | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| 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 2011-C4 E 144A 05.2661 06/15/2044 | 0.00% |
| WFRBS 2012-C9 XA IO 144A 02.0250 11/15/2045 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 03/15/2025 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2014-C04 2M2 05.0915 11/25/2024 | 0.00% |
| CAS 2015-C02 1M2 04.0915 05/25/2025 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CGCMT 2012-GC8 XA IO 144A 01.8966 09/10/2045 | 0.00% |
| CHF/USD 09/15/2021 HSBCB | 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.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 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 01.1668 07/15/2047 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| CVR PARTNERS LP P/P 144A 06.1250 06/15/2028 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| EUR/USD 09/15/2021 JPMCB | 0.00% |
| FHR 3072 SM 04.2533 11/15/2035 | 0.00% |
| FNR 2007-53 SP 23.8645 06/25/2037 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GBP/USD 09/15/2021 UBS | 0.00% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GSMS 2013-GC12 XA IO 01.5370 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% |
| KRW/USD 08/18/2021 JPMCB | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| 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% |
| NZD/USD 07/21/2021 SSBT | 0.00% |
| OMIR 2018-1A M1 01.6415 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% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 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% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.7424 12/10/2045 | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.6618 12/15/2045 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| AUD/USD 07/21/2021 MSCIL | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BMIR 2020-2A M1A 144A 02.3915 08/26/2030 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| CAD/USD 07/21/2021 BANKAM | 0.00% |
| CAD/USD 07/21/2021 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% |
| CHF/USD 09/15/2021 RBSF | 0.00% |
| CHF/USD 09/15/2021 UBS | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.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.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DKK/USD 09/15/2021 CITI | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 09/15/2021 CITI | 0.00% |
| FHR 2990 LB 16.7594 06/15/2034 | 0.00% |
| FNMA FN30 BO0212 UMBS 04.5000 05/01/2049 | 0.00% |
| FNR 2005-106 JC 19.8403 12/25/2035 | 0.00% |
| FNR 2006-62 PS 39.3510 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% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| JPY/USD 08/18/2021 CITI | 0.00% |
| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 0.00% |
| NOK/USD 09/15/2021 GSFX | 0.00% |
| NZD/USD 07/21/2021 JPMCB | 0.00% |
| NZD/USD 07/21/2021 UBS | 0.00% |
| NZD/USD 07/21/2021 WPAC | 0.00% |
| 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% |
| STACR 2019-DNA2 M2 02.5415 03/25/2049 | 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% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| AUD/USD 07/21/2021 CSI-FX | 0.00% |
| BACM 2007-1 XW IO 00.6213 01/15/2049 | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7620 12/11/2038 | 0.00% |
| CAD/USD 07/21/2021 HSBCB | 0.00% |
| CAD/USD 07/21/2021 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.6518 10/15/2049 | 0.00% |
| 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 JP | 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.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 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 02.2673 05/15/2038 | 0.00% |
| CSMC 2007-C2 AX IO 144A 00.0484 01/15/2049 | 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% |
| GMAC CAPITAL TRUST I PCT 05.9408 | 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 05.9566 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 00.2965 05/15/2045 | 0.00% |
| JPMCC 2007-LDPX X IO 00.5742 01/15/2049 | 0.00% |
| JPY/USD 08/18/2021 HSBCB | 0.00% |
| JPY/USD 08/18/2021 RBSF | 0.00% |
| LBUBS 2007-C2 XW IO 00.3361 02/15/2040 | 0.00% |
| LBUBS 2008-C1 AM 06.2717 04/15/2041 | 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 06.1099 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 09/15/2021 BANKAM | 0.00% |
| NZD/USD 07/21/2021 CITI | 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 08/18/2021 JPMCB | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2020-DNA5 M1 01.3180 10/25/2050 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| THUNGELA RESOURCES LTD-DI SEDOL BMV3M27 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| WBCMT 2006-C29 IO IO 00.4543 11/15/2048 | 0.00% |
| CAD/USD 07/21/2021 RBSF | -0.00% |
| CAD/USD 07/21/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BC | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CNH/USD 08/18/2021 CITI | -0.00% |
| CNH/USD 08/18/2021 HSBCB | -0.00% |
| CNH/USD 08/18/2021 TDBK | -0.00% |
| GBP/USD 09/15/2021 BANKAM | -0.00% |
| GBP/USD 09/15/2021 WPAC | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| JPY/USD 08/18/2021 BANKAM | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| SEK/USD 09/15/2021 TDBK | -0.00% |
| AUD/USD 07/21/2021 TDBK | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 09/15/2021 BCAP-FX | -0.00% |
| GBP/USD 09/15/2021 CITI | -0.00% |
| GBP/USD 09/15/2021 RBSF | -0.00% |
| GBP/USD CALL 1.4198 20210823 MSCIL | -0.00% |
| JPY/USD 08/18/2021 BCAP-FX | -0.00% |
| NOK/USD 09/15/2021 SSBT | -0.00% |
| NZD/USD 07/21/2021 HSBCB | -0.00% |
| SEK/USD 09/15/2021 RBSF | -0.00% |
| AUD/USD 07/21/2021 CITI | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| EUR/USD 09/15/2021 BANKAM | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NZD/USD 07/21/2021 RBSF | -0.00% |
| AUD/USD 07/21/2021 JPMCB | -0.00% |
| AUD/USD 07/21/2021 RBSF | -0.00% |
| CAD/USD 07/21/2021 BCAP-FX | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| CPURNSA P 2.79 R 04/15/26 | -0.00% |
| EUR/USD CALL 1.2114 20210823 GSFX | -0.00% |
| JPY/USD 08/18/2021 WPAC | -0.00% |
| SEK/USD 09/15/2021 BCAP-FX | -0.00% |
| AUD/USD 07/21/2021 HSBCB | -0.00% |
| CAD/USD 07/21/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.00% |
| EUR/USD 09/15/2021 MSCIL | -0.00% |
| JPY/USD 08/18/2021 MSCIL | -0.00% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | -0.01% |
| EUR/USD 09/15/2021 HSBCB | -0.01% |
| NOK/USD 09/15/2021 JPMCB | -0.01% |
| SEK/USD 09/15/2021 JPMCB | -0.01% |
| SEK/USD 09/15/2021 UBS | -0.01% |
| AUD/USD 07/21/2021 BCAP-FX | -0.01% |
| JPY/USD 08/18/2021 TDBK | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| SPX 20220121 C 4700.00CITI | -0.01% |
| AUD/USD 07/21/2021 GSFX | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| GBP/USD 09/15/2021 SSBT | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NOK/USD 09/15/2021 UBS | -0.01% |
| AUD/USD 07/21/2021 SSBT | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| NOK/USD 09/15/2021 MSCIL | -0.01% |
| EUR/USD 09/15/2021 GSFX | -0.01% |
| NOK/USD 09/15/2021 TDBK | -0.01% |
| AUD/USD 07/21/2021 UBS | -0.01% |
| GBP/USD 09/15/2021 JPMCB | -0.01% |
| JPY/USD 08/18/2021 UBS | -0.02% |
| EUR/USD 09/15/2021 UBS | -0.02% |
| GBP/USD 09/15/2021 MSCIL | -0.02% |
| SEK/USD 09/15/2021 GSFX | -0.02% |
| EUR/USD 09/15/2021 SSBT | -0.02% |
| SEK/USD 09/15/2021 MSCIL | -0.02% |
| GBP/USD 09/15/2021 GSFX | -0.03% |
| 1.57 R ISWP US0003M P 04/20/2031 | -0.03% |
| GNMA GII30 TBA 04.5000 07/01/2051 | -0.08% |
| FNMA FN30 TBA UMBS 02.0000 07/01/2051 | -1.01% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -3.04% |
| GSGLPWDS P US0001M R 12/15/25 GS | -3.83% |
| US 5YR NOTE (CBT) SEP21 FVU1 | -3.88% |
| S&P500 EMINI FUT SEP21 ESU1 | -14.37% |
| 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% |
| 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% |
| UBSBB 2012-C4 XA IO 144A 01.5948 12/10/2045 | 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% |
| 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% |
| 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% |
| LBUBS 2008-C1 AM 06.2721 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% |
| SEK/USD 06/16/2021 RBSF | 0.00% |
| SGD/USD 08/18/2021 JPMCB | 0.00% |
| SPRINT SPECTRUM P/P 144A 03.3600 09/20/2021 | 0.00% |
| STACR 2019-DNA2 M2 02.5416 03/25/2049 | 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% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| 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% |
Portfolio composition as of 08/31/21
| U.S. large-cap equity | 41.10% |
|---|---|
| U.S. Investment-grade bonds | 31.69% |
| International equity | 13.36% |
| U.S. small- and mid-cap equity | 6.58% |
| U.S. High-yield bonds | 4.39% |
| U.S. money markets | 2.66% |
| Emerging-markets equity | 0.23% |
Fixed income statistics as of 08/31/21
| Average effective maturity | 9.85 yrs. |
|---|---|
| Average effective duration | 1.56 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 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.