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 Conservative Fund (Class Y) (PACYX)
A globally diversified fund for preserving wealth
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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 consistent with preservation of capital.
Strategy and process
- Global benchmarkThe fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 30/70 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 |
$12.11
-0.25% | $-0.03 |
$12.19
09/02/21 |
$11.09
10/30/20 |
Fund facts as of 08/31/21
Total net assets
$1,120.47M
$1,120.47M
Turnover (fiscal year end)
395%
395%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
2008
2008
Fiscal year-end
September
September
CUSIP / Fund code
746444801 / 1842
746444801 / 1842
Inception date
07/14/94
07/14/94
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PACYX
PACYX
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) |
| Benefit of diversifying with a single fund. (PDF) |
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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.
12.85%
Best 5-year annualized return
(for period ending 03/31/14)
-1.45%
Worst 5-year annualized return
(for period ending 03/31/09)
5.80%
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 | 12.79% | 7.69% | 6.74% | 6.36% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg U.S. Aggregate Bond Index | -0.33% | 5.34% | 3.03% | 3.39% |
| Putnam Conservative Blended Benchmark | 12.08% | 9.22% | 7.44% | 6.67% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 08/31/21 | 0.96% | - | |
| YTD as of 09/16/21 | 6.19% | - | |
Yield
| Distribution rate before sales charge as of 09/16/21 |
1.49% |
|---|---|
| Distribution rate after sales charge as of 09/16/21 |
1.49% |
| 30-day SEC yield as of 08/31/21 | 1.02% |
Risk-adjusted performance as of 08/31/21
| Sharpe ratio (3 yrs.) | 0.98 |
|---|
Volatility as of 08/31/21
| Standard deviation (3 yrs.) | 6.63% |
|---|
Fixed income statistics as of 08/31/21
| Average effective duration | 3.48 yrs. |
|---|
Lipper rankings as of 08/31/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 191/327 | 59% |
| 3 yrs. | 120/298 | 41% |
| 5 yrs. | 101/281 | 36% |
| 10 yrs. | 33/193 | 18% |
Morningstar Ratings™ as of 08/31/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 479 | |
| 3 yrs. | 479 | |
| 5 yrs. | 427 | |
| 10 yrs. | 274 |
Distributions
| Record/Ex dividend date | 09/16/21 |
|---|---|
| Payable date | 09/20/21 |
| Income | $0.015 |
| 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
| Fnma Fn15 Tba Umbs 02.5000 09/01/2036 | 2.89% |
|---|---|
| Apple Inc Sedol 2046251 | 2.57% |
| Microsoft Corp Sedol 2588173 | 2.40% |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | 1.98% |
| Amazon.Com Inc Sedol 2000019 | 1.82% |
| Gnma Gii30 Tba 03.0000 09/01/2051 | 1.68% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.49% |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | 1.25% |
| Nvidia Corp Sedol 2379504 | 1.11% |
| Fnma Fn30 Ca8525 Umbs 02.5000 12/01/2050 | 1.04% |
| Top 10 holdings, percent of portfolio | 18.23% |
| Top 10 holdings as of 08/31/21 | |
|---|---|
| Fnma Fn15 Tba Umbs 02.5000 09/01/2036 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | |
| Amazon.Com Inc Sedol 2000019 | |
| Gnma Gii30 Tba 03.0000 09/01/2051 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| Nvidia Corp Sedol 2379504 | |
| Fnma Fn30 Ca8525 Umbs 02.5000 12/01/2050 | |
| Holdings represent 18.23% of portfolio | |
| Top 10 holdings as of 07/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | |
| Fnma Fn15 Tba Umbs 02.5000 08/01/2036 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 02.5000 08/01/2051 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| S&P Gsci Light Energy Er | |
| Fnma Fn30 Ca8525 Umbs 02.5000 12/01/2050 | |
| Holdings represent 18.67% of portfolio | |
| Top 10 holdings as of 06/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 07/01/2051 | |
| Fnma Fn15 Tba Umbs 02.5000 07/01/2036 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 02.5000 07/01/2051 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| S&P Gsci Light Energy Er | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Holdings represent 18.75% of portfolio | |
| Top 10 holdings as of 05/31/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | |
| Fnma Fn15 Tba Umbs 02.5000 06/01/2036 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| S&P Gsci Light Energy Er | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Holdings represent 20.14% of portfolio | |
| US ULTRA BOND CBT DEC21 WNZ1 | 4.38% |
|---|---|
| US 10YR NOTE (CBT)DEC21 TYZ1 | 3.98% |
| US 2YR NOTE (CBT) DEC21 TUZ1 | 3.28% |
| FNMA FN15 TBA UMBS 02.5000 09/01/2036 | 2.90% |
| APPLE INC SEDOL 2046251 | 2.57% |
| MICROSOFT CORP SEDOL 2588173 | 2.40% |
| GSGLPWDL R US0001M P 12/15/25 GS | 2.21% |
| E-MINI RUSS 2000 SEP21 RTYU1 | 2.19% |
| US LONG BOND(CBT) DEC21 USZ1 | 2.15% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 1.98% |
| AMAZON.COM INC SEDOL 2000019 | 1.82% |
| GNMA GII30 TBA 03.0000 09/01/2051 | 1.68% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.49% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.25% |
| RU10VATR R US0001M P 02/05/22 JP | 1.24% |
| NVIDIA CORP SEDOL 2379504 | 1.11% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 1.04% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.01% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.99% |
| FNMA FN30 TBA UMBS 03.5000 10/01/2051 | 0.94% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.94% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2051 | 0.93% |
| ADOBE INC SEDOL 2008154 | 0.86% |
| FNMA FN30 TBA UMBS 06.0000 09/01/2051 | 0.80% |
| TREASURY BILL 00.0000 10/19/2021 | 0.79% |
| CITIGROUP INC SEDOL 2297907 | 0.71% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.70% |
| INTUIT INC SEDOL 2459020 | 0.67% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.65% |
| QUALCOMM INC SEDOL 2714923 | 0.65% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.62% |
| CASH MGMT BILL 00.0000 11/16/2021 | 0.58% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.58% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.49% |
| WALMART INC SEDOL 2936921 | 0.49% |
| TJX COMPANIES INC SEDOL 2989301 | 0.48% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.48% |
| NASDAQ 100 E-MINI SEP21 NQU1 | 0.47% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.47% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.46% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.44% |
| TREASURY BILL 00.0000 09/21/2021 | 0.44% |
| ANTHEM INC SEDOL BSPHGL4 | 0.43% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.42% |
| MERCK & CO. INC. SEDOL 2778844 | 0.42% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.40% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.39% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.39% |
| PEPSICO INC SEDOL 2681511 | 0.37% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.36% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.36% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.35% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.33% |
| MCKESSON CORP SEDOL 2378534 | 0.33% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.33% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.32% |
| DEERE & CO SEDOL 2261203 | 0.31% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.31% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.30% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.30% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.30% |
| ABBVIE INC SEDOL B92SR70 | 0.30% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.30% |
| EXELON CORP SEDOL 2670519 | 0.29% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.29% |
| MODERNA INC SEDOL BGSXTS3 | 0.29% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.28% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.28% |
| FNMA FN30 BT7180 UMBS 02.5000 08/01/2051 | 0.28% |
| DANAHER CORP SEDOL 2250870 | 0.28% |
| FORTINET INC SEDOL B5B2106 | 0.28% |
| FORD MOTOR CO SEDOL 2615468 | 0.27% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.27% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.27% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.27% |
| METLIFE INC SEDOL 2573209 | 0.27% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.26% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.26% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.26% |
| ABBVIE INC 03.2000 11/21/2029 | 0.26% |
| MASTERCARD INC - A SEDOL B121557 | 0.26% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.25% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.25% |
| TREASURY BILL 00.0000 09/28/2021 | 0.25% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.25% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.25% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.24% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.24% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.24% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.24% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.23% |
| CRH PLC SEDOL 4182249 | 0.23% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.22% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.22% |
| MCDONALD'S CORP SEDOL 2550707 | 0.22% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.22% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.22% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.22% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.22% |
| MSCI EMGMKT SEP21 MESU1 | 0.22% |
| CSX CORP SEDOL 2160753 | 0.21% |
| ROKU INC SEDOL BZ1LFG7 | 0.21% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.21% |
| TESLA INC SEDOL B616C79 | 0.20% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.20% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.20% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.20% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.19% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 0.19% |
| FNMA FN30 TBA UMBS 04.0000 10/01/2051 | 0.19% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.19% |
| TREASURY BILL 00.0000 02/17/2022 | 0.19% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.19% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.19% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.19% |
| TARGET CORP SEDOL 2259101 | 0.18% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.18% |
| TREASURY BILL 00.0000 10/05/2021 | 0.18% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% |
| TREASURY BILL 00.0000 10/07/2021 | 0.18% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.18% |
| HALLIBURTON CO SEDOL 2405302 | 0.18% |
| SERVICENOW INC SEDOL B80NXX8 | 0.18% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.18% |
| NIKE INC -CL B SEDOL 2640147 | 0.18% |
| NRG ENERGY INC SEDOL 2212922 | 0.17% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.17% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.17% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.17% |
| ELI LILLY & CO SEDOL 2516152 | 0.17% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.17% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.17% |
| GARTNER INC SEDOL 2372763 | 0.16% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.16% |
| SONY GROUP CORP SEDOL 6821506 | 0.16% |
| APPLE INC 04.2500 02/09/2047 | 0.16% |
| BEST BUY CO INC SEDOL 2094670 | 0.16% |
| DOW INC SEDOL BHXCF84 | 0.16% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.16% |
| CUMMINS INC SEDOL 2240202 | 0.16% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.16% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.15% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.15% |
| HOYA CORP SEDOL 6441506 | 0.15% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.15% |
| UNITED RENTALS INC SEDOL 2134781 | 0.15% |
| MERCK KGAA SEDOL 4741844 | 0.15% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.15% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.15% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.15% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.15% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.15% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.15% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.15% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.15% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.15% |
| CORTEVA INC SEDOL BK73B42 | 0.14% |
| TREASURY BILL 00.0000 10/14/2021 | 0.14% |
| STACR 2016-DNA2 M3 04.7344 10/25/2028 | 0.14% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.14% |
| AXA SA SEDOL 7088429 | 0.14% |
| CONOCOPHILLIPS | 0.14% |
| VERIZON COMM 04.3290 09/21/2028 | 0.14% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.14% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.14% |
| LOWES COMPANIES INC | 0.14% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.13% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.13% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.13% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.13% |
| PULTEGROUP INC SEDOL 2708841 | 0.13% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.13% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.13% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.13% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.13% |
| AUTODESK INC SEDOL 2065159 | 0.12% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.12% |
| COSTAR GROUP INC SEDOL 2262864 | 0.12% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.12% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.12% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.12% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.12% |
| SYNOPSYS INC SEDOL 2867719 | 0.12% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.12% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.12% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.12% |
| ORACLE CORP SEDOL 2661568 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.12% |
| EATON CORP PLC SEDOL B8KQN82 | 0.12% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.12% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.12% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.12% |
| DEXCOM INC SEDOL B0796X4 | 0.12% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.12% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.12% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.11% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.11% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.11% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.11% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.11% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.11% |
| ORACLE CORP 04.0000 11/15/2047 | 0.11% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.11% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.11% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.11% |
| CHEVRON CORP | 0.10% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.10% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.10% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.10% |
| COMCAST CORP 03.4500 02/01/2050 | 0.10% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.10% |
| SYSCO CORP SEDOL 2868165 | 0.10% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.10% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.10% |
| HOME DEPOT INC SEDOL 2434209 | 0.10% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.10% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.10% |
| KDDI CORP SEDOL 6248990 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 09/01/2051 | 0.10% |
| MORGAN STANLEY | 0.10% |
| MAGNE 2020-26A A 144A 01.8761 07/15/2030 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.09% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.09% |
| SANOFI SEDOL 5671735 | 0.09% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.09% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.09% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.09% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.09% |
| L OREAL SEDOL 4057808 | 0.09% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.09% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.09% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.09% |
| CAS 2016-C04 1M2 04.3344 01/25/2029 | 0.09% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.09% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.09% |
| RADIAN GROUP INC SEDOL 2173911 | 0.09% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.09% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.09% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.08% |
| FISERV INC 04.2000 10/01/2028 | 0.08% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.08% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.08% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.08% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.08% |
| VONTIER CORP SEDOL BH4GV32 | 0.08% |
| DBUBS 2011-LC3A D 144A 05.5573 08/10/2044 | 0.08% |
| GSMS 2014-GC22 C 04.8455 06/10/2047 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.08% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| APPLE INC 00.7500 05/11/2023 | 0.08% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.08% |
| WAT US R US0001M P 12/15/25 GS | 0.08% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.08% |
| ALLSTATE CORP SEDOL 2019952 | 0.08% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.08% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.08% |
| AGCO CORP SEDOL 2010278 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.08% |
| DIAGEO PLC SEDOL 0237400 | 0.08% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.08% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.08% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.08% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.08% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.08% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.08% |
| AMERISOURCEBERGEN CORP | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.08% |
| ORACLE CORP 02.5000 10/15/2022 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.08% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.08% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.08% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.08% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| FHR 4326 GS IO 05.9545 04/15/2044 | 0.07% |
| MRK GR R US0001M P 12/15/25 GS | 0.07% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| A US R US0001M P 12/15/25 GS | 0.07% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.07% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.07% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.07% |
| TREASURY BILL 00.0000 09/02/2021 | 0.07% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.07% |
| BOEING CO 05.9300 05/01/2060 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| MTD US R US0001M P 12/15/25 GS | 0.07% |
| RIO TINTO PLC SEDOL 0718875 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| EDISON INTERNATIONAL SEDOL 2829515 | 0.07% |
| MRAIT 2021-8 A1X 01.2458 10/15/2021 | 0.07% |
| CAS 2016-C01 1M2 06.8344 08/25/2028 | 0.07% |
| COMCAST CORP 02.3500 01/15/2027 | 0.07% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.07% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.3319 04/20/2048 | 0.07% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.07% |
| STELLANTIS NV SEDOL BMD8F98 | 0.07% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.07% |
| WESFARMERS LTD SEDOL 6948836 | 0.07% |
| AFLAC INC SEDOL 2026361 | 0.07% |
| AMEREN CORPORATION SEDOL 2050832 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.07% |
| CAS 2015-C04 2M2 05.6344 04/25/2028 | 0.07% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.07% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.07% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.07% |
| IQV US R US0001M P 12/15/25 GS | 0.07% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.07% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.07% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.07% |
| PKI US R US0001M P 12/15/25 GS | 0.07% |
| AT&T INC SEDOL 2831811 | 0.07% |
| BRENNTAG SE SEDOL B4YVF56 | 0.07% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.07% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.07% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.07% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.07% |
| THALES SA SEDOL 4162791 | 0.07% |
| ABB LTD-REG SEDOL 7108899 | 0.06% |
| ARAMARK SEDOL BH3XG17 | 0.06% |
| BIOGEN INC 03.6250 09/15/2022 | 0.06% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.06% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.06% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.06% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.06% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.06% |
| CAS 2015-C04 1M2 05.7844 04/25/2028 | 0.06% |
| CAS 2017-C01 1M2 03.6344 07/25/2029 | 0.06% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.06% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.06% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.06% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.06% |
| TRNTS 2021-16A A1 144A 01.3143 07/20/2034 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% |
| CROWN HOLDINGS INC | 0.06% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.06% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.06% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.06% |
| LENNAR CORP 04.7500 11/29/2027 | 0.06% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.06% |
| CSAIL 2015-C1 C 04.4043 04/15/2050 | 0.06% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.06% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% |
| ZOZO INC SEDOL B292RC1 | 0.06% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| NINTENDO CO LTD SEDOL 6639550 | 0.06% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| HCA INC 03.5000 07/15/2051 | 0.06% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.06% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.06% |
| ZALANDO SE SEDOL BQV0SV7 | 0.06% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.06% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.06% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.06% |
| NEXI SPA SEDOL BJ1F880 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| TMO US R US0001M P 12/15/25 GS | 0.06% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.06% |
| BNP PARIBAS SEDOL 7309681 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| CAPGEMINI SE SEDOL 4163437 | 0.06% |
| COMM 2010-C1 D 144A 05.9851 07/10/2046 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| INCYTE CORP | 0.06% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.05% |
| APID 2015-23A AR 144A 01.3461 04/15/2033 | 0.05% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.05% |
| ENTERGY CORP SEDOL 2317087 | 0.05% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.05% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.05% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| ZTS US R US0001M P 12/15/25 GS | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.05% |
| ORSTED A/S SEDOL BYT16L4 | 0.05% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.05% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.05% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.05% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.05% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.05% |
| LINDE PLC SEDOL BYWD9S5 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| SLM CORP | 0.05% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.05% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.05% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.05% |
| MRAIT 2021-11 A1X 01.2455 01/25/2022 | 0.05% |
| MRAIT 2021-EBO4 A1X 01.8458 02/16/2022 | 0.05% |
| PFE US R US0001M P 12/15/25 GS | 0.05% |
| PFIZER INC SEDOL 2684703 | 0.05% |
| SK TELECOM SEDOL 6224871 | 0.05% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.05% |
| SPST 2021-6 A 00.8859 04/25/2022 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.05% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.05% |
| FORTUM OYJ SEDOL 5579550 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.05% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.05% |
| FUJITSU LTD SEDOL 6356945 | 0.05% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.05% |
| ORACLE CORP 03.6500 03/25/2041 | 0.05% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| ABBSL 2020-1A A1A 144A 01.6261 01/15/2033 | 0.05% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| BOBA 2020-1A A 144A 01.4843 01/20/2032 | 0.05% |
| BP PLC SEDOL 0798059 | 0.05% |
| CAS 2016-C02 1M2 06.0844 09/25/2028 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| MINEBEA CO LTD SEDOL 6642406 | 0.05% |
| MORGN 2019-5A A1 144A 01.5161 01/15/2033 | 0.05% |
| NETFLIX INC 04.3750 11/15/2026 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.05% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| AVIVA PLC SEDOL 0216238 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| CAIXABANK SA SEDOL B283W97 | 0.05% |
| CAS 2016-C05 2M2 04.5344 01/25/2029 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.05% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.05% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.05% |
| BHP GROUP LTD SEDOL 6144690 | 0.05% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| ILMN US R US0001M P 12/15/25 GS | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.04% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| BROADCOM INC 04.1500 11/15/2030 | 0.04% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.04% |
| MRAIT 2020-11 A1X 01.7955 04/22/2022 | 0.04% |
| MRAIT 2021-NA1 A1X 01.5958 03/08/2022 | 0.04% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.04% |
| CAS 2020-R01 1M2 02.1344 01/25/2040 | 0.04% |
| COMM 2013-CR13 C 05.0449 11/10/2046 | 0.04% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.04% |
| IPN FP R US0001M P 12/15/25 GS | 0.04% |
| OZLM 2014-9A A1AR 144A 01.4143 10/20/2031 | 0.04% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| BMIR 2019-4A M1C 144A 02.5844 10/25/2029 | 0.04% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.04% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.04% |
| ZAIS 2019-13A A1A 144A 01.6161 07/15/2032 | 0.04% |
| ADYEN NV SEDOL BZ1HM42 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| AUTO1 GROUP SE 144A SEDOL BL5C4C7 | 0.04% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.04% |
| GWOLF 2015-1A A1R 144A 01.2853 01/27/2031 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| AWPT 2014-2A A1R 144A 01.3561 10/15/2029 | 0.04% |
| CEDF 2013-1A ARR 144A 01.2143 04/20/2034 | 0.04% |
| CSAIL 2020-C19 XA IO 01.2377 03/15/2053 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| HOLCIM LTD SEDOL 7110753 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| ASML HOLDING NV SEDOL B929F46 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| CGMS C17A A1AR 144A 01.1585 04/30/2031 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.04% |
| MRAIT 2021-EBO1 A1X 01.8455 02/16/2022 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| UBSCM 2012-C1 C 144A 05.7355 05/10/2045 | 0.04% |
| US BANCORP 02.6250 01/24/2022 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| BANK 2019-BN22 C 03.5766 11/15/2062 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| CWALT 2006-OA10 4A1 00.4644 08/25/2046 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| JNJ US R US0001M P 12/15/25 GS | 0.04% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| MSBAM 2012-C5 E 144A 04.8177 08/15/2045 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| OPAP SA SEDOL 7107250 | 0.04% |
| POLARIS INC SEDOL 2692933 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.04% |
| BXMT 2021-FL4 A P/P 144A 01.1455 05/15/2038 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.9555 12/15/2047 | 0.04% |
| DIM FP R US0001M P 12/15/25 GS | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| MONCLER SPA SEDOL BGLP232 | 0.04% |
| MRK US R US0001M P 12/15/25 GS | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| TERRIER MEDIA BUYER IN L+350 03.5846 12/17/2026 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| VIBR 2018-8A A1A 144A 01.2743 01/20/2031 | 0.04% |
| ABBV US R US0001M P 12/15/25 GS | 0.04% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.04% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| CAS 2018-C05 1M2 02.4344 01/25/2031 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.04% |
| GSK LN R US0001M P 12/15/25 GS | 0.04% |
| JPMBB 2013-C12 C 04.2353 07/15/2045 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.03% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.03% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.03% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.03% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.03% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.03% |
| SSE PLC SEDOL 0790873 | 0.03% |
| TPAT 2018-SL1 A 144A 00.6844 01/25/2046 | 0.03% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.03% |
| BIOGEN INC SEDOL 2455965 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.03% |
| LBMLT 2004-1 A2 00.8844 02/25/2034 | 0.03% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.03% |
| OSHKOSH CORP SEDOL 2663520 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| SAMI 2007-AR7 1A1 00.9344 05/25/2047 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.03% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.03% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| GENTEX CORP SEDOL 2366799 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| ROSS STORES INC SEDOL 2746711 | 0.03% |
| SAN FP R US0001M P 12/15/25 GS | 0.03% |
| SPST 2021-WL1 A 00.7393 01/26/2054 | 0.03% |
| SPST 2021-WL2 A 00.7844 03/25/2054 | 0.03% |
| UNUM GROUP SEDOL 2433842 | 0.03% |
| WFCM 2013-LC12 C 04.4431 07/15/2046 | 0.03% |
| WFRBS 2011-C5 D 144A 05.9613 11/15/2044 | 0.03% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.03% |
| AZN US US0001M 12/15/25 GS | 0.03% |
| CAS 2016-C03 2M2 05.9844 10/25/2028 | 0.03% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.03% |
| ELMW4 2020-1A A 144A 01.3661 04/15/2033 | 0.03% |
| FHMS K099 X1 IO 01.0047 09/25/2029 | 0.03% |
| GALXY 2016-22A ARR 144A 01.3264 04/16/2034 | 0.03% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.03% |
| TORO CO SEDOL 2897040 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| YCLO 2016-2A A1R 144A 01.2243 04/20/2032 | 0.03% |
| 4506 JP R US0001M P 12/15/25 GS | 0.03% |
| BIIB US R US0001M P 12/15/25 GS | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.03% |
| DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MSBAM 2014-C14 C 05.2179 02/15/2047 | 0.03% |
| MWST 2021-2 A 00.8344 04/25/2055 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| VTRS US R US0001M P 12/15/25 GS | 0.03% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.03% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.03% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| GENPACT LTD SEDOL B23DBK6 | 0.03% |
| GSMS 2010-C1 D 144A 06.1862 08/10/2043 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.03% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.03% |
| MORGN 2020-6A A 144A 01.4779 10/23/2033 | 0.03% |
| MSBAM 2014-C17 C 04.6324 08/15/2047 | 0.03% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.03% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.03% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.03% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| APPLE INC 02.8000 02/08/2061 | 0.03% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| CIRRUS LOGIC INC SEDOL 2197308 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| EDF SEDOL B0NJJ17 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.03% |
| OMRON CORP SEDOL 6659428 | 0.03% |
| SEAGEN INC SEDOL BLPK4D2 | 0.03% |
| SPEAK 2020-8A A 144A 01.4043 04/20/2033 | 0.03% |
| STACR 2018-HRP2 M3 02.4844 02/25/2047 | 0.03% |
| TRANSUNION SEDOL BYMWL86 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| WESTROCK CO SEDOL BYR0914 | 0.03% |
| WFRBS 2011-C3 D 144A 05.5133 03/15/2044 | 0.03% |
| WFRBS 2013-C11 C 04.3252 03/15/2045 | 0.03% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.03% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.03% |
| AHM 2007-1 GA1C 00.2744 05/25/2047 | 0.03% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.03% |
| BANK 2017-BNK8 B 04.0617 11/15/2050 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| COMM 2015-DC1 AM 03.7240 02/10/2048 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.03% |
| CWALT 2005-59 1A1 00.7484 11/20/2035 | 0.03% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.03% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.03% |
| INTEL CORP SEDOL 2463247 | 0.03% |
| INTERNATIONAL PAPER CO SEDOL 2465254 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| KINGFISHER PLC SEDOL 3319521 | 0.03% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.03% |
| MCCORMICK & CO-NON VTG SHRS SEDOL 2550161 | 0.03% |
| MDPK 2018-30A A 144A 00.8761 04/15/2029 | 0.03% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| MSBAM 2013-C8 B 03.6592 12/15/2048 | 0.03% |
| OMNICOM GROUP SEDOL 2279303 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.03% |
| SNDPT 2018-1A A 144A 01.1261 04/15/2031 | 0.03% |
| STRYKER CORP SEDOL 2853688 | 0.03% |
| TEXTRON INC SEDOL 2885937 | 0.03% |
| WAMU 2005-AR12 1A8 02.8801 10/25/2035 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| 3M CO | 0.03% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.03% |
| CATERPILLAR INC SEDOL 2180201 | 0.03% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.03% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.03% |
| CWALT 2006-OA7 1A2 01.0379 06/25/2046 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| ITT INC SEDOL BZBY209 | 0.03% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| MSC 2011-C3 B 144A 05.4601 07/15/2049 | 0.03% |
| OWENS CORNING SEDOL B1FW7Q2 | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| PPSI 2004-WCW2 M3 01.1344 10/25/2034 | 0.03% |
| PRGO US R US0001M P 12/15/25 GS | 0.03% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.03% |
| PUBLIC STORAGE SEDOL 2852533 | 0.03% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.03% |
| STACR 2017-DNA2 M2 03.5344 10/25/2029 | 0.03% |
| STARBUCKS CORP SEDOL 2842255 | 0.03% |
| VERTIV TLB L+275 02.8325 03/02/2027 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.03% |
| WFCM 2016-LC25 AS 04.0932 12/15/2059 | 0.03% |
| WHIRLPOOL CORP SEDOL 2960384 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.02% |
| BMY US R US0001M P 12/15/25 GS | 0.02% |
| CGCMT 2014-GC19 D 144A 05.2599 03/10/2047 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| JPMBB 2014-C19 C 04.8112 04/15/2047 | 0.02% |
| JPMCC 2010-C2 C 144A 05.8722 11/15/2043 | 0.02% |
| KRAFT HEINZ CO/THE SEDOL BYRY499 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.02% |
| STACR 2016-DNA1 M3 05.6344 07/25/2028 | 0.02% |
| VERIZON COMMUNICATIONS 01.7500 01/20/2031 | 0.02% |
| VMWARE INC 02.2000 08/15/2031 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| WFRBS 2012-C9 D 144A 04.9691 11/15/2045 | 0.02% |
| WILLIAMS COS INC SEDOL 2967181 | 0.02% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.02% |
| AMGEN INC SEDOL 2023607 | 0.02% |
| AZN LN R US0001M P 12/15/25 GS | 0.02% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.02% |
| BAYN GR R US0001M P 12/15/25 GS | 0.02% |
| CAS 2016-C01 2M2 07.0344 08/25/2028 | 0.02% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| DEN14 2016-1A A1R 144A 01.4179 10/23/2031 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.02% |
| ELMW2 2019-2A AR 144A 01.2843 04/20/2034 | 0.02% |
| LG CHEM LTD SEDOL 6346913 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| MSBAM 2012-C6 D 144A 04.7568 11/15/2045 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| REG18 2021-1A A1 144A 01.2261 01/15/2034 | 0.02% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.02% |
| 4581 JP R US0001M P 12/15/25 GS | 0.02% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.02% |
| CAS 2016-C06 1M2 04.3344 04/25/2029 | 0.02% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.02% |
| CIGNA CORP SEDOL BHJ0775 | 0.02% |
| CSL AU R US0001M P 12/15/25 GS | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.02% |
| JPMCC 2012-C6 E 144A 05.3103 05/15/2045 | 0.02% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.02% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.02% |
| STACR 2016-HQA3 M3 03.9344 03/25/2029 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| WFCM 2013-LC12 AS 04.4431 07/15/2046 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.02% |
| ARES 2021-60A A 144A 01.2549 07/18/2034 | 0.02% |
| BSP 2018-5BA A1A 144A 01.2243 04/20/2031 | 0.02% |
| CANYC 2019-2A A 144A 01.4961 10/15/2032 | 0.02% |
| CARVL 2019-1A ANR 144A 01.2443 04/20/2032 | 0.02% |
| CBAM 2019-9A A 144A 01.4061 02/12/2030 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CGMS 2017-1A A1R 144A 01.1343 04/20/2031 | 0.02% |
| CGMS 2017-4A A1 144A 01.3061 01/15/2030 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMM 2014-CR18 C 04.9143 07/15/2047 | 0.02% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DEN17 2018-1A AR 144A 01.1861 10/15/2031 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| GCBSL 2020-48A A1 144A 01.4439 04/17/2033 | 0.02% |
| GLM 2019-5A A 144A 01.4343 10/20/2032 | 0.02% |
| GUGG4 2016-1A A1S1 144A 01.3561 10/15/2031 | 0.02% |
| JPMBB 2013-C12 B 04.2353 07/15/2045 | 0.02% |
| KAYNE 2019-6A A1 144A 01.5143 01/20/2033 | 0.02% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| OZLM 2015-11A A1R 144A 01.3785 10/30/2030 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PFWST 2021-1 A 00.7844 02/25/2055 | 0.02% |
| PLMRS 2018-2A A1A 144A 01.2264 07/16/2031 | 0.02% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.02% |
| RRAM 2018-3A A1R2 144A 01.2161 01/15/2030 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| STACR 2016-HQA2 M3 05.2344 11/25/2028 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.02% |
| WELF 2018-2A A1 144A 01.3343 10/20/2031 | 0.02% |
| WOODS 2018-17A A 144A 01.1983 04/22/2031 | 0.02% |
| AIR LEASE CORP 02.1000 09/01/2028 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.02% |
| AUTONATION INC 02.4000 08/01/2031 | 0.02% |
| BANK 2019-BN20 XA IO 00.9588 09/15/2062 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.8969 08/10/2046 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.02% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| STACR 2016-HQA1 M3 06.4344 09/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.3344 07/25/2029 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| WFCM 2019-C52 XA IO 01.7589 08/15/2052 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CAS 2018-C04 2M2 02.6344 12/25/2030 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| CWALT 2006-OA19 A1 00.2684 02/20/2047 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GILD US R US0001M P 12/15/25 GS | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.02% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| LLY US R US0001M P 12/15/25 GS | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.02% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LNSTR 2017-5 AS 144A 04.0210 03/10/2050 | 0.02% |
| MSBAM 2015-C24 B 04.4883 05/15/2048 | 0.02% |
| MWST 2020-1 A 00.9844 10/25/2053 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 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% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| AMGN US R US0001M P 12/15/25 GS | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.02% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| JPMBB 2014-C22 C 04.7047 09/15/2047 | 0.02% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.02% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.02% |
| MSC 2011-C3 D 144A 05.4601 07/15/2049 | 0.02% |
| MSC 2016-UB12 AS 03.7780 12/15/2049 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| STACR 2015-HQA2 M3 04.8844 05/25/2028 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFCM 2013-LC12 D 144A 04.4431 07/15/2046 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.02% |
| CLUB CAR TL L+400 04.5000 06/01/2028 | 0.02% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.02% |
| EMIR 2018-1 M1 01.7844 11/25/2028 | 0.02% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.02% |
| FHMS K740 X1 00.8450 09/25/2027 | 0.02% |
| GNR 2016-H16 EI IO 02.1935 06/20/2066 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| NEWZ 2021-1 A 00.8344 05/25/2055 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.02% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| CIFC 2018-2A A1 144A 01.1743 04/20/2031 | 0.02% |
| CMLTI 2005-2 1A2A 02.7641 05/25/2035 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| FHMS KW10 X1 IO 00.7732 09/25/2029 | 0.02% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SOARING EAGLE ACQU - CL A SEDOL BNQP3R7 | 0.02% |
| SOLENIS 1STL L+400 04.0846 06/26/2025 | 0.02% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.02% |
| UBSCM 2018-C8 XA IO 01.0232 02/15/2051 | 0.02% |
| VIFN SW R US0001M P 12/15/25 GS | 0.02% |
| VMC 2021-FL4 A P/P 144A 01.1885 06/16/2036 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.02% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.02% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.02% |
| CAS 2019-HRP1 M2 02.2344 11/25/2039 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.02% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.02% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STACR 2014-HQ2 M3 03.8344 09/25/2024 | 0.02% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% |
| TMIR 2021-2 M1A P/P 144A 02.1344 10/25/2033 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| WAMU 2005-AR11 A1B3 00.8844 08/25/2045 | 0.02% |
| WFCM 2016-LC25 XA IO 01.1071 12/15/2059 | 0.02% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAS 2017-C01 1EB1 01.3344 07/25/2029 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| GNR 2015-H25 BI IO 01.9776 10/20/2065 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| NZD/USD 10/20/2021 SSBT | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.01% |
| PROLOGIS INC SEDOL B44WZD7 | 0.01% |
| QUORUM HEALTH EXT TL L+650 07.5000 04/29/2025 | 0.01% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SCSK CORP SEDOL 6858474 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.01% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.01% |
| UBSBB 2012-C2 D 144A 05.0433 05/10/2063 | 0.01% |
| UBSCM 2017-C7 XA IO 01.1739 12/15/2050 | 0.01% |
| WAMU 2004-AR13 A2B 00.9644 11/25/2034 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| 4502 JP R US0001M P 12/15/25 GS | 0.01% |
| 4523 JP R US0001M P 12/15/25 GS | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| COMM 2013-CR9 D 144A 04.4120 07/10/2045 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| E.ON SE SEDOL 4942904 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 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% |
| TOTALENERGIES SE SEDOL B15C557 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.01% |
| WAMU 2004-AR3 A2 02.5896 06/25/2034 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 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% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| BOLLORE SEDOL 4572709 | 0.01% |
| CAS 2016-C07 2M2 04.4344 05/25/2029 | 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% |
| CFCRE 2011-C2 D 144A 05.9555 12/15/2047 | 0.01% |
| COMM 2014-CR14 XA IO 00.7060 02/10/2047 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.01% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 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% |
| IPSEN SEDOL B0R7JF1 | 0.01% |
| MWST 2020-2 A 00.8844 11/25/2053 | 0.01% |
| NH FOODS LTD SEDOL 6640767 | 0.01% |
| NMSG3 2021-1 A 00.8410 06/25/2054 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.01% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 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% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| UNILEVER PLC SEDOL B10RZP7 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0444 07/25/2045 | 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% |
| 4530 JP R US0001M P 12/15/25 GS | 0.01% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 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% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 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% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.01% |
| NZD/USD 10/20/2021 JPMCB | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| STACR 2019-DNA1 M2 02.7344 01/25/2049 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 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% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 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% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 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% |
| 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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 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% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 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 05.1214 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% |
| FHR 3065 DC 19.5735 03/15/2035 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| HIK LN R US0001M P 12/15/25 GS | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.01% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 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% |
| 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% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| RECORDATI INDUSTRIA CHIMICA SEDOL B07DRZ5 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SEB SA SEDOL 4792132 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| STACR 2020-HQA1 M2 01.9844 01/25/2050 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2438 08/15/2050 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| BAFC 2005-B 3M1 00.7634 04/20/2035 | 0.01% |
| BANK OF AMERICA CORP 00.8789 09/15/2026 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| CAS 2014-C04 1M2 04.9844 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% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| EUR/USD 09/15/2021 JPMCB | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 AY4779 04.4870 03/20/2067 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 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% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MSAC 2004-HE6 M1 00.9094 08/25/2034 | 0.01% |
| MSRR 2015-R4 CB1 00.9149 08/26/2047 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 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% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SAMI 2007-AR1 2A1 00.2644 01/25/2037 | 0.01% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2017-DNA2 M1 01.2844 10/25/2029 | 0.01% |
| STACR 2019-HQA1 M2 02.4344 02/25/2049 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 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% |
| 4503 JP R US0001M P 12/15/25 GS | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AMC ENT INC TLB L+300 03.0893 04/22/2026 | 0.01% |
| ARRW 2019-1 A3 04.0905 01/25/2049 | 0.01% |
| AT&T INC 02.2500 02/01/2032 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2014-C03 2M2 02.9844 07/25/2024 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMM 2014-UBS4 XA IO 01.2532 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0257 12/10/2047 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GSMS 2013-GC10 XA IO 01.6264 02/10/2046 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HMIR 2018-1 M1 144A 01.6844 10/25/2028 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 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% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MLMI 2005-A2 A2 02.8185 02/25/2035 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 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% |
| 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% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SEK/USD 09/15/2021 SSBT | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.01% |
| WFRBS 2011-C4 E 144A 05.0232 06/15/2044 | 0.01% |
| WFRBS 2013-C15 D 144A 04.6451 08/15/2046 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 04.0000 08/15/2029 | 0.01% |
| 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% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BUMT 2005-1 1A1 00.6844 09/25/2045 | 0.01% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.01% |
| COMM 2014-CR17 XA IO 01.1226 05/10/2047 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| ERF FP R US0001M P 12/15/25 GS | 0.01% |
| EUR/USD 09/15/2021 BCAP-FX | 0.01% |
| FHR 3408 EK 25.4088 04/15/2037 | 0.01% |
| FNR 2006-8 HP 24.2573 03/25/2036 | 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% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.01% |
| GLPG NA R US0001M P 12/15/25 GS | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 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 2015-H26 EI IO 01.7237 10/20/2065 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| LUN DC R US0001M P 12/15/25 GS | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| 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% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 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% |
| UBSBB 2012-C2 XA IO 144A 01.4320 05/10/2063 | 0.01% |
| UCB BB R US0001M P 12/15/25 GS | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| AKZO NOBEL CHEMICALS T L+300 03.1330 10/01/2025 | 0.01% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.01% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| ASURION CORPORATION 2N L+525 05.3346 01/30/2029 | 0.01% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.01% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.01% |
| BWAY CORP TLB L+325 03.3360 04/03/2024 | 0.01% |
| CAD/USD 10/20/2021 SSBT | 0.01% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| COMM 2013-LC13 XA IO 01.1792 08/10/2046 | 0.01% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIVERSEY TL L+300 03.0846 09/06/2024 | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| EUR/USD 09/15/2021 MSCIL | 0.01% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.9859 11/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.01% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SOLENIS 2NDL L+850 08.5846 06/26/2026 | 0.01% |
| STACR 2018-HQA2 M2 02.3844 10/25/2048 | 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% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 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% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| 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 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 03/05/2028 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CAD/USD 10/20/2021 GSFX | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CAS 2015-C03 2M2 05.0844 07/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CHF/USD 09/15/2021 JPMCB | 0.00% |
| CHF/USD 09/15/2021 SSBT | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| EUR/USD 09/15/2021 TDBK | 0.00% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.00% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 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 RBSF | 0.00% |
| GBP/USD PUT 1.3645 20210930 BANKAM | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INCY US R US0001M P 12/15/25 GS | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JPMBB 2014-C19 XA IO 00.8157 04/15/2047 | 0.00% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% |
| LINK REIT SEDOL B0PB4M7 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.00% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2171 08/15/2047 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 04.7500 11/01/2028 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ORGANON & CO SEDOL BLDC8J4 | 0.00% |
| P/P 144A 06.6250 10/01/2030 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.00% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 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% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA OPERATION P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 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% |
| APACHE CORPORATION 04.8750 11/15/2027 | 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% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% |
| BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 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-C02 1M2 04.0844 05/25/2025 | 0.00% |
| CAS 2015-C02 2M2 04.0844 05/25/2025 | 0.00% |
| CAS 2019-R01 2M2 02.5344 07/25/2031 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 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% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 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 CSI-FX | 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% |
| GRF SM R US0001M P 12/15/25 GS | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 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% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 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 06.2500 05/15/2025 | 0.00% |
| JPMCC 2013-LC11 X IO 01.3776 04/15/2046 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.00% |
| KRW/USD 11/17/2021 JPMCB | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| REGN US R US0001M P 12/15/25 GS | 0.00% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 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% |
| VICTORS MERGER CORP P/P 144A 06.3750 05/15/2029 | 0.00% |
| WFRBS 2012-C9 XB IO 144A 00.8735 11/15/2045 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAS 2014-C04 2M2 05.0844 11/25/2024 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 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% |
| FHR 2990 LB 16.7016 06/15/2034 | 0.00% |
| FNR 2005-106 JC 19.8624 12/25/2035 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 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 BM4196 06.0000 04/20/2049 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NOVN SW R US0001M P 12/15/25 GS | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 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% |
| 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% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 4568 JP R US0001M P 12/15/25 GS | 0.00% |
| AUD/USD PUT 0.70 20211008 CITI | 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 2017-C05 1M2A 02.2844 01/25/2030 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CHF/USD 09/15/2021 MSCIL | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CNH/USD 11/17/2021 GSFX | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 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% |
| EUR/USD 09/15/2021 CITI | 0.00% |
| EUR/USD PUT 1.16 20211008 GSFX | 0.00% |
| FNR 2006-62 PS 39.3937 07/25/2036 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 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% |
| 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% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 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% |
| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.00% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.00% |
| OGN US R US0001M P 12/15/25 GS | 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% |
| STACR 2014-HQ3 M3 04.8344 10/25/2024 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TPMT 2015-1 A2 144A 03.2500 10/25/2053 | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.6362 12/15/2045 | 0.00% |
| 0.7695 R ISWP US0003M P 07/23/2026 | 0.00% |
| 1.154 R ISWP US0003M P 08/06/2031 | 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 RBSF | 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 MSCIL | 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 BCAP-FX | 0.00% |
| CHF/USD 09/15/2021 CITI | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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.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.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.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 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% |
| DKK/USD 09/15/2021 CITI | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 09/15/2021 WPAC | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 09/15/2021 HSBCB | 0.00% |
| GBP/USD 09/15/2021 UBS | 0.00% |
| GBP/USD 09/15/2021 WPAC | 0.00% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| JPY/USD 11/17/2021 MSCIL | 0.00% |
| JPY/USD 11/17/2021 TDBK | 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% |
| NZD/USD 10/20/2021 TDBK | 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 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% |
| UBSBB 2012-C4 XA IO 144A 01.7290 12/10/2045 | 0.00% |
| VRTX US R US0001M P 12/15/25 GS | 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% |
| 1.2465 R ISWP US0003M P 08/23/2031 | 0.00% |
| 1.2635 R ISWP US0003M P 08/19/2031 | 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% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7627 12/11/2038 | 0.00% |
| CAD/USD 10/20/2021 BANKAM | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 0.00% |
| CAD/USD 10/20/2021 CITI | 0.00% |
| CAD/USD 10/20/2021 CSI-FX | 0.00% |
| CAD/USD 10/20/2021 JPMCB | 0.00% |
| CAD/USD 10/20/2021 TDBK | 0.00% |
| CAD/USD 10/20/2021 UBS | 0.00% |
| CAD/USD 10/20/2021 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.6074 10/15/2049 | 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.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 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 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 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 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 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 ML | 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-.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% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 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% |
| HKD/USD 11/17/2021 BANKAM | 0.00% |
| HKD/USD 11/17/2021 BCAP-FX | 0.00% |
| HKD/USD 11/17/2021 GSFX | 0.00% |
| HKD/USD 11/17/2021 HSBCB | 0.00% |
| HKD/USD 11/17/2021 RBSF | 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.FN30.400.11 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.FN30.600.08 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 RBSF | 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% |
| SEK/USD 09/15/2021 BANKAM | 0.00% |
| SEK/USD 09/15/2021 JPMCB | 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% |
| TXU TCEH RIGHTS | 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.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.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 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 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 GS | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 11/17/2021 CITI | -0.00% |
| JPY/USD 11/17/2021 UBS | -0.00% |
| NZD/USD 10/20/2021 HSBCB | -0.00% |
| NZD/USD 10/20/2021 WPAC | -0.00% |
| SEK/USD 09/15/2021 TDBK | -0.00% |
| CHF/USD 09/15/2021 RBSF | -0.00% |
| CHF/USD 09/15/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| EUR/USD 09/15/2021 RBSF | -0.00% |
| GBP/USD 09/15/2021 BCAP-FX | -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 GSFX | -0.00% |
| SEK/USD 09/15/2021 RBSF | -0.00% |
| AUD/USD 10/20/2021 BCAP-FX | -0.00% |
| AUD/USD 10/20/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| GBP/USD 09/15/2021 CITI | -0.00% |
| JPY/USD 11/17/2021 GSFX | -0.00% |
| NZD/USD 10/20/2021 RBSF | -0.00% |
| NZD/USD 10/20/2021 UBS | -0.00% |
| AUD/USD 10/20/2021 CITI | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CNH/USD 11/17/2021 TDBK | -0.00% |
| EUR/USD CALL 1.195 20211008 GSFX | -0.00% |
| GBP/USD 09/15/2021 BANKAM | -0.00% |
| SEK/USD 09/15/2021 BCAP-FX | -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% |
| NOK/USD 09/15/2021 SSBT | -0.00% |
| AUD/USD 10/20/2021 GSFX | -0.01% |
| AUD/USD 10/20/2021 MSCIL | -0.01% |
| EUR/USD 09/15/2021 HSBCB | -0.01% |
| GBP/USD 09/15/2021 SSBT | -0.01% |
| AUD/USD 10/20/2021 UBS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| SEK/USD 09/15/2021 UBS | -0.01% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.01% |
| JPY/USD 11/17/2021 SSBT | -0.01% |
| AUD/USD 10/20/2021 BANKAM | -0.01% |
| AUD/USD 10/20/2021 SSBT | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| NOK/USD 09/15/2021 GSFX | -0.01% |
| EUR/USD 09/15/2021 UBS | -0.01% |
| GBP/USD 09/15/2021 JPMCB | -0.01% |
| NOK/USD 09/15/2021 JPMCB | -0.01% |
| NOK/USD 09/15/2021 UBS | -0.02% |
| AUD/USD CALL 0.7335 20211008 CITI | -0.02% |
| EUR/USD 09/15/2021 GSFX | -0.02% |
| CPURNSA P 2.686 R 04/01/31 | -0.02% |
| EUR/USD 09/15/2021 BANKAM | -0.02% |
| EUR/USD 09/15/2021 SSBT | -0.02% |
| GBP/USD 09/15/2021 MSCIL | -0.02% |
| SEK/USD 09/15/2021 GSFX | -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 | -0.06% |
| CPURNSA P 2.79 R 04/15/26 | -0.11% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2051 | -0.19% |
| US 5YR NOTE (CBT) DEC21 FVZ1 | -0.77% |
| S&P MID 400 EMINI SEP21 FAU1 | -1.57% |
| GSGLPWDS P US0001M R 12/15/25 GS | -2.13% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2051 | -2.17% |
| US 10YR ULTRA FUT DEC21 UXYZ1 | -3.34% |
| MSCI EAFE SEP21 MFSU1 | -3.36% |
| S&P500 EMINI FUT SEP21 ESU1 | -24.81% |
| US ULTRA BOND CBT SEP21 WNU1 | 4.37% |
|---|---|
| US 2YR NOTE (CBT) SEP21 TUU1 | 4.04% |
| US 10YR NOTE (CBT)SEP21 TYU1 | 3.83% |
| FNMA FN30 TBA UMBS 03.5000 09/01/2051 | 2.66% |
| FNMA FN15 TBA UMBS 02.5000 08/01/2036 | 2.63% |
| APPLE INC SEDOL 2046251 | 2.58% |
| E-MINI RUSS 2000 SEP21 RTYU1 | 2.55% |
| RU10VATR R US0001M P 02/05/22 JP | 2.38% |
| MICROSOFT CORP SEDOL 2588173 | 2.30% |
| GSGLPWDL R US0001M P 12/15/25 GS | 2.18% |
| US LONG BOND(CBT) SEP21 USU1 | 2.14% |
| AMAZON.COM INC SEDOL 2000019 | 1.81% |
| FNMA FN30 TBA UMBS 02.5000 08/01/2051 | 1.50% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.49% |
| MSCI EMGMKT SEP21 MESU1 | 1.36% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.33% |
| S&P GSCI LIGHT ENERGY ER | 1.31% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 1.07% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.06% |
| NVIDIA CORP SEDOL 2379504 | 1.01% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 1.00% |
| NASDAQ 100 E-MINI SEP21 NQU1 | 0.99% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.98% |
| GNMA GII30 TBA 03.0000 08/01/2051 | 0.94% |
| ADOBE INC SEDOL 2008154 | 0.84% |
| FNMA FN30 TBA UMBS 06.0000 08/01/2051 | 0.80% |
| CASH MGMT BILL 00.0000 10/19/2021 | 0.80% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.75% |
| QUALCOMM INC SEDOL 2714923 | 0.70% |
| CITIGROUP INC SEDOL 2297907 | 0.69% |
| INTUIT INC SEDOL 2459020 | 0.62% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.61% |
| CASH MGMT BILL 00.0000 11/16/2021 | 0.58% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.54% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.53% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.51% |
| WALMART INC SEDOL 2936921 | 0.48% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.48% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.48% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.47% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.46% |
| TJX COMPANIES INC SEDOL 2989301 | 0.46% |
| ANTHEM INC SEDOL BSPHGL4 | 0.45% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.44% |
| TREASURY BILL 00.0000 09/21/2021 | 0.44% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.42% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.41% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.41% |
| MERCK & CO. INC. SEDOL 2778844 | 0.41% |
| PEPSICO INC SEDOL 2681511 | 0.38% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.38% |
| MODERNA INC SEDOL BGSXTS3 | 0.37% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.37% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.37% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.36% |
| MCKESSON CORP SEDOL 2378534 | 0.34% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.34% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.33% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.32% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.31% |
| DEERE & CO SEDOL 2261203 | 0.31% |
| FORD MOTOR CO SEDOL 2615468 | 0.31% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.31% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.31% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.30% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.30% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.30% |
| MASTERCARD INC - A SEDOL B121557 | 0.29% |
| ABBVIE INC SEDOL B92SR70 | 0.29% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.29% |
| AUTODESK INC SEDOL 2065159 | 0.29% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.29% |
| EXELON CORP SEDOL 2670519 | 0.29% |
| ROKU INC SEDOL BZ1LFG7 | 0.28% |
| FNMA FN30 TBA UMBS 02.5000 09/01/2051 | 0.28% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.27% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.26% |
| FORTINET INC SEDOL B5B2106 | 0.26% |
| METLIFE INC SEDOL 2573209 | 0.26% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.26% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.26% |
| ABBVIE INC 03.2000 11/21/2029 | 0.26% |
| DANAHER CORP SEDOL 2250870 | 0.26% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.26% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.25% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.25% |
| TREASURY BILL 00.0000 09/28/2021 | 0.25% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.25% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.25% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.24% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.24% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.24% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.24% |
| MCDONALD'S CORP SEDOL 2550707 | 0.24% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.24% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.24% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.23% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.23% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.23% |
| CSX CORP SEDOL 2160753 | 0.22% |
| TREASURY BILL 00.0000 10/05/2021 | 0.22% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.22% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.22% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.22% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.22% |
| CRH PLC SEDOL 4182249 | 0.21% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.21% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.20% |
| ALTRIA GROUP INC | 0.20% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.20% |
| FNMA FN30 TBA UMBS 04.0000 08/01/2051 | 0.19% |
| HALLIBURTON CO SEDOL 2405302 | 0.19% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.19% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.19% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.19% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% |
| NIKE INC -CL B SEDOL 2640147 | 0.18% |
| TREASURY BILL 00.0000 10/14/2021 | 0.18% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.18% |
| ELI LILLY & CO SEDOL 2516152 | 0.18% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.18% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.18% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.17% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.17% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.17% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.17% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.17% |
| BEST BUY CO INC SEDOL 2094670 | 0.17% |
| TARGET CORP SEDOL 2259101 | 0.17% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.17% |
| SONY GROUP CORP SEDOL 6821506 | 0.17% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.17% |
| TESLA INC SEDOL B616C79 | 0.16% |
| CUMMINS INC SEDOL 2240202 | 0.16% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.16% |
| APPLE INC 04.2500 02/09/2047 | 0.16% |
| SERVICENOW INC SEDOL B80NXX8 | 0.16% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.16% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.16% |
| DOW INC SEDOL BHXCF84 | 0.16% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.16% |
| NRG ENERGY INC SEDOL 2212922 | 0.16% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.16% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.15% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.15% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.15% |
| GARTNER INC SEDOL 2372763 | 0.15% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.15% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.15% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.15% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.14% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.14% |
| STACR 2016-DNA2 M3 04.7393 10/25/2028 | 0.14% |
| TREASURY BILL 00.0000 08/03/2021 | 0.14% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.14% |
| UNITED RENTALS INC SEDOL 2134781 | 0.14% |
| CONOCOPHILLIPS | 0.14% |
| VERIZON COMM 04.3290 09/21/2028 | 0.14% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.14% |
| PULTEGROUP INC SEDOL 2708841 | 0.14% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% |
| LOWES COMPANIES INC | 0.14% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.13% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.13% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.13% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.13% |
| DEXCOM INC SEDOL B0796X4 | 0.13% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.13% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.13% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.13% |
| COSTAR GROUP INC SEDOL 2262864 | 0.13% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.13% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.13% |
| MERCK KGAA SEDOL 4741844 | 0.13% |
| AXA SA SEDOL 7088429 | 0.13% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| HOYA CORP SEDOL 6441506 | 0.13% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.13% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.12% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.12% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.12% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.12% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.12% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.12% |
| CHEVRON CORP | 0.12% |
| ORACLE CORP SEDOL 2661568 | 0.12% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.12% |
| TREASURY BILL 00.0000 09/02/2021 | 0.12% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.12% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.12% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.11% |
| CORTEVA INC SEDOL BK73B42 | 0.11% |
| MORGAN STANLEY | 0.11% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.11% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.11% |
| EATON CORP PLC SEDOL B8KQN82 | 0.11% |
| SYNOPSYS INC SEDOL 2867719 | 0.11% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.11% |
| ORACLE CORP 04.0000 11/15/2047 | 0.11% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.11% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.11% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.11% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.11% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.11% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.11% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.11% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.11% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.11% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.10% |
| COMCAST CORP 03.4500 02/01/2050 | 0.10% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.10% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.10% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.10% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.10% |
| HOME DEPOT INC SEDOL 2434209 | 0.10% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.10% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.10% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.10% |
| SYSCO CORP SEDOL 2868165 | 0.10% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 08/01/2051 | 0.10% |
| FNMA FN30 TBA UMBS 04.0000 09/01/2051 | 0.10% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| GNMA GII30 TBA 04.0000 08/01/2051 | 0.10% |
| AFLAC INC SEDOL 2026361 | 0.09% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.09% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.09% |
| KDDI CORP SEDOL 6248990 | 0.09% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.09% |
| SANOFI SEDOL 5671735 | 0.09% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.09% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.09% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.09% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.09% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.09% |
| L OREAL SEDOL 4057808 | 0.09% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.09% |
| CAS 2016-C04 1M2 04.3393 01/25/2029 | 0.09% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.09% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.09% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.09% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.09% |
| DIAGEO PLC SEDOL 0237400 | 0.09% |
| AMETEK INC SEDOL 2089212 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.08% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.08% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.08% |
| GSMS 2014-GC22 C 04.6893 06/10/2047 | 0.08% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.08% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| DBUBS 2011-LC3A D 144A 05.4201 08/10/2044 | 0.08% |
| RADIAN GROUP INC SEDOL 2173911 | 0.08% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.08% |
| ALLSTATE CORP SEDOL 2019952 | 0.08% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.08% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| AGCO CORP SEDOL 2010278 | 0.08% |
| AMERISOURCEBERGEN CORP | 0.08% |
| APPLE INC 00.7500 05/11/2023 | 0.08% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.08% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.08% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.08% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.08% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.08% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.08% |
| RIO TINTO PLC SEDOL 0718875 | 0.08% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.08% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.08% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.08% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.08% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| ORACLE CORP 02.5000 10/15/2022 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| FHR 4326 GS IO 05.9569 04/15/2044 | 0.08% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.08% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.08% |
| POLARIS INC SEDOL 2692933 | 0.08% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| WAT US R US0001M P 12/15/25 GS | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.08% |
| RAYTHEON TECH CORP 02.5000 12/15/2022 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.08% |
| VONTIER CORP SEDOL BH4GV32 | 0.08% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.07% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.07% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.07% |
| STATE STREET CORP SEDOL 2842040 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| BOEING CO 05.9300 05/01/2060 | 0.07% |
| DANAHER CORP 05.0000 CV PFD | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| MRAIT 2021-8 A1X 01.2503 10/15/2021 | 0.07% |
| WESFARMERS LTD SEDOL 6948836 | 0.07% |
| CAS 2016-C01 1M2 06.8393 08/25/2028 | 0.07% |
| EDISON INTERNATIONAL SEDOL 2829515 | 0.07% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.07% |
| COMCAST CORP 02.3500 01/15/2027 | 0.07% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.1831 04/20/2048 | 0.07% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.07% |
| THALES SA SEDOL 4162791 | 0.07% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.07% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.07% |
| CAS 2015-C04 2M2 05.6393 04/25/2028 | 0.07% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.07% |
| MTD US R US0001M P 12/15/25 GS | 0.07% |
| PKI US R US0001M P 12/15/25 GS | 0.07% |
| ARAMARK SEDOL BH3XG17 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| BRENNTAG SE SEDOL B4YVF56 | 0.07% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.07% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.07% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.07% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% |
| STELLANTIS NV SEDOL BMD8F98 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.06% |
| CAS 2017-C01 1M2 03.6393 07/25/2029 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.06% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.06% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.06% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.06% |
| NEXI SPA SEDOL BJ1F880 | 0.06% |
| NINTENDO CO LTD SEDOL 6639550 | 0.06% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.06% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.06% |
| ABB LTD-REG SEDOL 7108899 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.06% |
| IQV US R US0001M P 12/15/25 GS | 0.06% |
| MRK GR R US0001M P 12/15/25 GS | 0.06% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.06% |
| AT&T INC SEDOL 2831811 | 0.06% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| LENNAR CORP 04.7500 11/29/2027 | 0.06% |
| A US R US0001M P 12/15/25 GS | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.06% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% |
| CSAIL 2015-C1 C 04.2625 04/15/2050 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.06% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.06% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| BNP PARIBAS SEDOL 7309681 | 0.06% |
| CROWN HOLDINGS INC | 0.06% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.06% |
| HCA INC 03.5000 07/15/2051 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.06% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.06% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| INCYTE CORP | 0.06% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.06% |
| SLM CORP | 0.06% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.06% |
| COMM 2010-C1 D 144A 05.7920 07/10/2046 | 0.06% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.06% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.06% |
| TMO US R US0001M P 12/15/25 GS | 0.06% |
| APID 2015-23A AR 144A 01.3461 04/15/2033 | 0.05% |
| AUTO1 GROUP SE 144A SEDOL BL5C4C7 | 0.05% |
| BHP GROUP LTD SEDOL 6144690 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| ENTERGY CORP SEDOL 2317087 | 0.05% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.05% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.05% |
| CAPGEMINI SE SEDOL 4163437 | 0.05% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.05% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.05% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.05% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.05% |
| ZTS US R US0001M P 12/15/25 GS | 0.05% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.05% |
| EQUINOR ASA SEDOL 7133608 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| SK TELECOM SEDOL 6224871 | 0.05% |
| ZALANDO SE SEDOL BQV0SV7 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| LINDE PLC SEDOL BYWD9S5 | 0.05% |
| MAGNE 2020-26A A 144A 01.8761 07/15/2030 | 0.05% |
| MINEBEA CO LTD SEDOL 6642406 | 0.05% |
| MRAIT 2021-11 A1X 01.2431 01/25/2022 | 0.05% |
| MRAIT 2021-EBO4 A1X 01.8421 02/16/2022 | 0.05% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.05% |
| SPST 2021-6 A 00.8893 04/25/2022 | 0.05% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.05% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| ORACLE CORP 03.6500 03/25/2041 | 0.05% |
| ORSTED A/S SEDOL BYT16L4 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| ILMN US R US0001M P 12/15/25 GS | 0.05% |
| NETFLIX INC 04.3750 11/15/2026 | 0.05% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| CAIXABANK SA SEDOL B283W97 | 0.05% |
| CAS 2016-C02 1M2 06.0893 09/25/2028 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| LG CHEM LTD SEDOL 6346913 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| PFIZER INC SEDOL 2684703 | 0.05% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.05% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| BP PLC SEDOL 0798059 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| CAS 2016-C05 2M2 04.5393 01/25/2029 | 0.05% |
| CAS 2020-R01 1M2 02.1393 01/25/2040 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.05% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.05% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.05% |
| PFE US R US0001M P 12/15/25 GS | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| ZOZO INC SEDOL B292RC1 | 0.05% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.05% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| FUJITSU LTD SEDOL 6356945 | 0.05% |
| IPN FP R US0001M P 12/15/25 GS | 0.05% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.05% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.04% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.04% |
| FORTUM OYJ SEDOL 5579550 | 0.04% |
| MRAIT 2020-11 A1X 01.7931 04/22/2022 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| RRAM 2018-3A A1R2 144A 01.2161 01/15/2030 | 0.04% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.04% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.04% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.04% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.04% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.04% |
| BROADCOM INC 04.1500 11/15/2030 | 0.04% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.04% |
| MRAIT 2021-NA1 A1X 01.5908 03/08/2022 | 0.04% |
| SPST 2020-15 A 01.4593 12/10/2021 | 0.04% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| BMIR 2019-4A M1C 144A 02.5893 10/25/2029 | 0.04% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| COMM 2013-CR13 C 04.8825 11/10/2046 | 0.04% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.04% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.04% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.04% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| HOLCIM LTD SEDOL 7110753 | 0.04% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.04% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| CEDF 2013-1A ARR 144A 01.2143 04/20/2034 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| CSAIL 2020-C19 XA IO 01.1177 03/15/2053 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.04% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| AWPT 2014-2A A1R 144A 01.3561 10/15/2029 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.04% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| TORO CO SEDOL 2897040 | 0.04% |
| CGMS C17A A1AR 144A 01.1585 04/30/2031 | 0.04% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.04% |
| MONCLER SPA SEDOL BGLP232 | 0.04% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.04% |
| MRAIT 2021-EBO1 A1X 01.8503 10/08/2021 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| UBSCM 2012-C1 C 144A 05.5506 05/10/2045 | 0.04% |
| US BANCORP 02.6250 01/24/2022 | 0.04% |
| CWALT 2006-OA10 4A1 00.4693 08/25/2046 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| MSBAM 2012-C5 E 144A 04.6625 08/15/2045 | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| BANK 2019-BN22 C 03.4612 11/15/2062 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.04% |
| JNJ US R US0001M P 12/15/25 GS | 0.04% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| ASML HOLDING NV SEDOL B929F46 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| BXMT 2021-FL4 A P/P 144A 01.1431 05/15/2038 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.7758 12/15/2047 | 0.04% |
| MRK US R US0001M P 12/15/25 GS | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| OSHKOSH CORP SEDOL 2663520 | 0.04% |
| TERRIER MEDIA BUYER IN L+350 03.5920 12/17/2026 | 0.04% |
| TPAT 2018-SL1 A 144A 00.6893 01/25/2046 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| ADYEN NV SEDOL BZ1HM42 | 0.04% |
| BIOGEN INC SEDOL 2455965 | 0.04% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.04% |
| JPMBB 2013-C12 C 04.0988 07/15/2045 | 0.04% |
| KINGFISHER PLC SEDOL 3319521 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| ROSS STORES INC SEDOL 2746711 | 0.04% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.04% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.04% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| ABBV US R US0001M P 12/15/25 GS | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| DIM FP R US0001M P 12/15/25 GS | 0.03% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| GSK LN R US0001M P 12/15/25 GS | 0.03% |
| MSC 2011-C3 B 144A 05.2837 07/15/2049 | 0.03% |
| SAMI 2007-AR7 1A1 00.9393 05/25/2047 | 0.03% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.03% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.03% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.03% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.03% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| LBMLT 2004-1 A2 00.8893 02/25/2034 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| SPX 20220121 C 4350.00CITI | 0.03% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.03% |
| CAS 2016-C03 2M2 05.9893 10/25/2028 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FHMS K099 X1 IO 00.8855 09/25/2029 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| SAN FP R US0001M P 12/15/25 GS | 0.03% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.03% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.03% |
| SPST 2021-WL1 A 00.7393 01/26/2054 | 0.03% |
| SPST 2021-WL2 A 00.7893 03/25/2054 | 0.03% |
| WFCM 2013-LC12 C 04.3081 07/15/2046 | 0.03% |
| WFRBS 2011-C5 D 144A 05.6789 11/15/2044 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| AZN US US0001M 12/15/25 GS | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| ITT INC SEDOL BZBY209 | 0.03% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.03% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.03% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.03% |
| PRGO US R US0001M P 12/15/25 GS | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| ABCAM PLC SEDOL B677469 | 0.03% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.03% |
| DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| INGIM 2013-2A A1R 144A 01.0953 04/25/2031 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MSBAM 2014-C14 C 05.0496 02/15/2047 | 0.03% |
| MWST 2021-2 A 00.8393 04/25/2055 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| OPAP SA SEDOL 7107250 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| 4506 JP R US0001M P 12/15/25 GS | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.03% |
| BIIB US R US0001M P 12/15/25 GS | 0.03% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.03% |
| CEDF 2016-5A A1R 144A 01.2339 07/17/2031 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| GSMS 2010-C1 D 144A 05.9861 08/10/2043 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.03% |
| MSBAM 2014-C17 C 04.4767 08/15/2047 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.03% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| VTRS US R US0001M P 12/15/25 GS | 0.03% |
| WFRBS 2011-C3 D 144A 05.4246 03/15/2044 | 0.03% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.03% |
| APPLE INC 02.8000 02/08/2061 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.03% |
| CWALT 2005-59 1A1 00.7436 11/20/2035 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| RAYONIER INC SEDOL 2473138 | 0.03% |
| STACR 2018-HRP2 M3 02.4893 02/25/2047 | 0.03% |
| WAMU 2005-AR12 1A8 02.9020 10/25/2035 | 0.03% |
| WFRBS 2013-C11 C 04.1840 03/15/2045 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| AHM 2007-1 GA1C 00.2793 05/25/2047 | 0.03% |
| BANK 2017-BNK8 B 03.9262 11/15/2050 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| CWALT 2006-OA7 1A2 01.0471 06/25/2046 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.03% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.03% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.03% |
| MDPK 2018-30A A 144A 00.8761 04/15/2029 | 0.03% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.03% |
| MSBAM 2013-C8 B 03.5585 12/15/2048 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| SNDPT 2018-1A A 144A 01.1261 04/15/2031 | 0.03% |
| STACR 2016-DNA1 M3 05.6415 07/25/2028 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| YUM BRANDS INC SEDOL 2098876 | 0.03% |
| BAYN GR R US0001M P 12/15/25 GS | 0.03% |
| BMY US R US0001M P 12/15/25 GS | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| CGCMT 2014-GC19 D 144A 05.0919 03/10/2047 | 0.03% |
| EDF SEDOL B0NJJ17 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| PPSI 2004-WCW2 M3 01.1393 10/25/2034 | 0.03% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| STACR 2017-DNA2 M2 03.5393 10/25/2029 | 0.03% |
| VERTIV TLB L+275 02.8458 03/02/2027 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.03% |
| WFCM 2016-LC25 AS 03.9462 12/15/2059 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.02% |
| JPMBB 2014-C19 C 04.6563 04/15/2047 | 0.02% |
| JPMCC 2010-C2 C 144A 05.6830 11/15/2043 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| OMRON CORP SEDOL 6659428 | 0.02% |
| REG18 2021-1A A1 144A 01.2261 01/15/2034 | 0.02% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.02% |
| VERIZON COMMUNICATIONS 01.7500 01/20/2031 | 0.02% |
| VMWARE INC 02.2000 08/15/2031 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| WFRBS 2012-C9 D 144A 04.8090 11/15/2045 | 0.02% |
| AZN LN R US0001M P 12/15/25 GS | 0.02% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.02% |
| CAS 2016-C01 2M2 07.0393 08/25/2028 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| DEN14 2016-1A A1R 144A 01.4179 10/23/2031 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.02% |
| ELMW2 2019-2A AR 144A 01.2843 04/20/2034 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MSBAM 2012-C6 D 144A 04.6035 11/15/2045 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| 4581 JP R US0001M P 12/15/25 GS | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| CAS 2016-C06 1M2 04.3393 04/25/2029 | 0.02% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.02% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.02% |
| COMM 2014-CR18 C 04.7559 07/15/2047 | 0.02% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.02% |
| JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.02% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.02% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.02% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.02% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| STACR 2016-HQA3 M3 03.9393 03/25/2029 | 0.02% |
| WFCM 2013-LC12 AS 04.3081 07/15/2046 | 0.02% |
| WFCM 2019-C52 XA IO 01.6136 08/15/2052 | 0.02% |
| BANK 2019-BN20 XA IO 00.8355 09/15/2062 | 0.02% |
| BCC 2019-3A A 144A 01.4743 10/21/2032 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| BSP 2018-5BA A1A 144A 01.2243 04/20/2031 | 0.02% |
| CANYC 2019-2A A 144A 01.4961 10/15/2032 | 0.02% |
| CBAM 2019-9A A 144A 01.4061 02/12/2030 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CGMS 2017-1A A1R 144A 01.1343 04/20/2031 | 0.02% |
| CIFC 2016-1A A1R 144A 01.4843 10/21/2031 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 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% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| GLM 2019-5A A 144A 01.4343 10/20/2032 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| JPMBB 2013-C12 B 04.0988 07/15/2045 | 0.02% |
| JPMCC 2012-C6 E 144A 05.1412 05/15/2045 | 0.02% |
| KAYNE 2019-6A A1 144A 01.5143 01/20/2033 | 0.02% |
| MP3 2013-1A AR 144A 01.3843 10/20/2030 | 0.02% |
| MVEW 2017-2A A 144A 01.3364 01/16/2031 | 0.02% |
| OCT29 2016-1A AR 144A 01.3053 01/24/2033 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PFWST 2021-1 A 00.7893 02/25/2055 | 0.02% |
| PLMRS 2018-2A A1A 144A 01.2264 07/16/2031 | 0.02% |
| SPEAK 2017-4A A 144A 01.3353 10/26/2029 | 0.02% |
| STACR 2016-HQA1 M3 06.4393 09/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.2393 11/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.3393 07/25/2029 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.02% |
| WELF 2018-2A A1 144A 01.3343 10/20/2031 | 0.02% |
| WINDR 2014-2A AR 144A 01.2661 01/15/2031 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.02% |
| AUTONATION INC 02.4000 08/01/2031 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7413 08/10/2046 | 0.02% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.02% |
| AMGN US R US0001M P 12/15/25 GS | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CWALT 2006-OA19 A1 00.2636 02/20/2047 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.02% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| LNSTR 2017-5 AS 144A 04.0210 03/10/2050 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| UBSBB 2012-C2 D 144A 04.8864 05/10/2063 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| GILD US R US0001M P 12/15/25 GS | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.02% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.02% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.02% |
| LLY US R US0001M P 12/15/25 GS | 0.02% |
| MSBAM 2015-C24 B 04.3438 05/15/2048 | 0.02% |
| MWST 2020-1 A 00.9893 10/25/2053 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| STACR 2015-HQA2 M3 04.8893 05/25/2028 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 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% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.02% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.02% |
| FHMS K740 X1 00.7591 09/25/2027 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.02% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.02% |
| MSC 2011-C3 D 144A 05.2837 07/15/2049 | 0.02% |
| MSC 2016-UB12 AS 03.7780 12/15/2049 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFCM 2013-LC12 D 144A 04.3081 07/15/2046 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CLUB CAR TL L+400 04.5000 05/12/2028 | 0.02% |
| CMLTI 2005-2 1A2A 02.7917 05/25/2035 | 0.02% |
| EMIR 2018-1 M1 01.7893 11/25/2028 | 0.02% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.02% |
| GNR 2016-H16 EI IO 01.8121 06/20/2066 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.02% |
| GSMS 2011-GC3 D 144A 05.4059 03/10/2044 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| JPMBB 2014-C22 C 04.5529 09/15/2047 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| NEWZ 2021-1 A 00.8393 05/25/2055 | 0.02% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| UBSCM 2018-C8 XA IO 00.8674 02/15/2051 | 0.02% |
| VMC 2021-FL4 A P/P 144A 01.1891 06/16/2036 | 0.02% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.02% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| FHMS KW10 X1 IO 00.6491 09/25/2029 | 0.02% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.02% |
| SOARING EAGLE ACQU - CL A SEDOL BNQP3R7 | 0.02% |
| SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.02% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.02% |
| VIFN SW R US0001M P 12/15/25 GS | 0.02% |
| WAMU 2005-AR11 A1B3 00.8893 08/25/2045 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.02% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CAS 2019-HRP1 M2 02.2393 11/25/2039 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.02% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GENPACT LTD SEDOL B23DBK6 | 0.02% |
| GNR 2015-H25 BI IO 01.9695 10/20/2065 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.02% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| PROLOGIS INC SEDOL B44WZD7 | 0.02% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.02% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STACR 2014-HQ2 M3 03.8393 09/25/2024 | 0.02% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% |
| TMIR 2021-2 M1A P/P 144A 02.1393 10/25/2033 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| WAMU 2004-AR13 A2B 00.9693 11/25/2034 | 0.02% |
| WFCM 2016-LC25 XA IO 00.9609 12/15/2059 | 0.02% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.02% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAS 2017-C01 1EB1 01.3393 07/25/2029 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.01% |
| TENCENT HOLDINGS LTD SEDOL BMMV2K8 | 0.01% |
| UBSCM 2017-C7 XA IO 01.0229 12/15/2050 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| 4502 JP R US0001M P 12/15/25 GS | 0.01% |
| 4523 JP R US0001M P 12/15/25 GS | 0.01% |
| AES CORP SEDOL 2002479 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 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% |
| COMM 2014-CR14 XA IO 00.5617 02/10/2047 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 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% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.01% |
| IPSEN SEDOL B0R7JF1 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| NH FOODS LTD SEDOL 6640767 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SCSK CORP SEDOL 6858474 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| TOTALENERGIES SE SEDOL B15C557 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% |
| UNILEVER PLC SEDOL B10RZP7 | 0.01% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.01% |
| WAMU 2004-AR3 A2 02.5792 06/25/2034 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| 4530 JP R US0001M P 12/15/25 GS | 0.01% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| CAS 2016-C07 2M2 04.4393 05/25/2029 | 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% |
| CFCRE 2011-C2 D 144A 05.7758 12/15/2047 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.01% |
| E.ON SE SEDOL 4942904 | 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% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% |
| MWST 2020-2 A 00.8893 11/25/2053 | 0.01% |
| NMSG3 2021-1 A 00.8410 06/25/2054 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 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% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0493 07/25/2045 | 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% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 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% |
| BOLLORE SEDOL 4572709 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2013-CR9 D 144A 04.2699 07/10/2045 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| SEB SA SEDOL 4792132 | 0.01% |
| STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.01% |
| STACR 2020-HQA1 M2 01.9893 01/25/2050 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| 4507 JP R US0001M P 12/15/25 GS | 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% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 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% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CALRIV SCI HLD CORP P/P 144A 04.8750 06/30/2029 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 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% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 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% |
| DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.01% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| FHR 3065 DC 19.5806 03/15/2035 | 0.01% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| HIK LN R US0001M P 12/15/25 GS | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.01% |
| KRW/USD 08/18/2021 JPMCB | 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% |
| 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% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 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% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0846 08/15/2050 | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ARRW 2019-1 A3 04.1201 01/25/2049 | 0.01% |
| BAFC 2005-B 3M1 00.7586 04/20/2035 | 0.01% |
| BANK OF AMERICA CORP 00.8789 09/15/2026 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 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% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 AY4779 04.4870 03/20/2067 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GSMS 2013-GC10 XA IO 01.4809 02/10/2046 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 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% |
| 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% |
| MSAC 2004-HE6 M1 00.9143 08/25/2034 | 0.01% |
| MSRR 2015-R4 CB1 00.9172 08/26/2047 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SAMI 2007-AR1 2A1 00.2693 01/25/2037 | 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 2017-DNA2 M1 01.2893 10/25/2029 | 0.01% |
| STACR 2019-HQA1 M2 02.4393 02/25/2049 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/14/2028 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 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% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AMC ENT INC TLB L+300 03.0893 04/22/2026 | 0.01% |
| AT&T INC 02.2500 02/01/2032 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2014-C03 2M2 02.9893 07/25/2024 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CHF/USD 09/15/2021 GSFX | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMM 2014-UBS4 XA IO 01.0967 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8781 12/10/2047 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.01% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% |
| FNR 2006-8 HP 24.2394 03/25/2036 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GLPG NA R US0001M P 12/15/25 GS | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HMIR 2018-1 M1 144A 01.6893 10/25/2028 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 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% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MLMI 2005-A2 A2 02.8157 02/25/2035 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 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% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 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% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| UBSBB 2012-C2 XA IO 144A 01.2768 05/10/2063 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.01% |
| WFRBS 2011-C4 E 144A 04.9641 06/15/2044 | 0.01% |
| WFRBS 2013-C15 D 144A 04.4955 08/15/2046 | 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% |
| 4503 JP R US0001M P 12/15/25 GS | 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% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BUMT 2005-1 1A1 00.6893 09/25/2045 | 0.01% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% |
| CHF/USD 09/15/2021 SSBT | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 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% |
| COMM 2014-CR17 XA IO 00.9617 05/10/2047 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| FHR 3408 EK 25.4184 04/15/2037 | 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% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.01% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7280 10/20/2065 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8382 11/15/2047 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| LUN DC R US0001M P 12/15/25 GS | 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% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% |
| SEK/USD 09/15/2021 SSBT | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 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% |
| UCB BB R US0001M P 12/15/25 GS | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 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% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.01% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| ASURION LLC 2L TLB4 L+525 05.3391 01/14/2029 | 0.01% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.01% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.01% |
| BWAY CORP TLB L+325 03.3420 04/03/2024 | 0.01% |
| CAS 2015-C03 2M2 05.0893 07/25/2025 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COMM 2013-LC13 XA IO 01.0055 08/10/2046 | 0.01% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DIVERSEY TL L+300 03.0920 09/06/2024 | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| ERF FP R US0001M P 12/15/25 GS | 0.01% |
| EUR/USD 09/15/2021 BCAP-FX | 0.01% |
| EUR/USD 09/15/2021 JPMCB | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MSBAM 2014-C17 XA IO 01.0647 08/15/2047 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.01% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.01% |
| STACR 2018-HQA2 M2 02.3893 10/25/2048 | 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% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.01% |
| VICTORS MERGER CORP P/P 144A 06.3750 05/15/2029 | 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% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| 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 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% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CAS 2015-C02 2M2 04.0893 05/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| EUR/USD 09/15/2021 MSCIL | 0.00% |
| EUR/USD 09/15/2021 TDBK | 0.00% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.00% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GRF SM R US0001M P 12/15/25 GS | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INCY US R US0001M P 12/15/25 GS | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JPMBB 2014-C19 XA IO 00.6617 04/15/2047 | 0.00% |
| JPY/USD 08/18/2021 SSBT | 0.00% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% |
| LINK REIT SEDOL B0PB4M7 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.00% |
| 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% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 04.7500 11/01/2028 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| P/P 144A 06.6250 10/01/2030 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.00% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 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% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 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% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 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% |
| APACHE CORPORATION 04.8750 11/15/2027 | 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 SSBT | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 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 1M2 04.0893 05/25/2025 | 0.00% |
| CAS 2019-R01 2M2 02.5393 07/25/2031 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHF/USD 09/15/2021 JPMCB | 0.00% |
| CHF/USD 09/15/2021 MSCIL | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 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% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 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% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 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 PUT 1.18 20210823 GSFX | 0.00% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 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% |
| 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 06.2500 05/15/2025 | 0.00% |
| JPMCC 2013-LC11 X IO 01.2398 04/15/2046 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| ORGANON & CO SEDOL BLDC8J4 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| REGN US R US0001M P 12/15/25 GS | 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% |
| 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% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TPMT 2015-1 A2 144A 03.2500 10/25/2053 | 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% |
| WFRBS 2012-C9 XB IO 144A 00.7134 11/15/2045 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AUD/USD 10/20/2021 GSFX | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 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% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAS 2014-C04 2M2 05.0893 11/25/2024 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COMM 2014-CR18 XA IO 01.0075 07/15/2047 | 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% |
| EUR/USD 09/15/2021 CSI-FX | 0.00% |
| FHR 2990 LB 16.7077 06/15/2034 | 0.00% |
| FNR 2005-106 JC 19.8473 12/25/2035 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GBP/USD 09/15/2021 CSI-FX | 0.00% |
| GBP/USD 09/15/2021 RBSF | 0.00% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NOVN SW R US0001M P 12/15/25 GS | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 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% |
| STACR 2014-HQ3 M3 04.8415 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% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 4568 JP R US0001M P 12/15/25 GS | 0.00% |
| AUD/USD 10/20/2021 RBSF | 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 2017-C05 1M2A 02.2893 01/25/2030 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 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 CITI | 0.00% |
| FNR 2006-62 PS 39.3645 07/25/2036 | 0.00% |
| GBP/USD 09/15/2021 TDBK | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 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% |
| 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% |
| JPY/USD 08/18/2021 GSFX | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 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% |
| 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% |
| 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% |
| WFRBS 2012-C10 XA IO 144A 01.5128 12/15/2045 | 0.00% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | 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 CITI | 0.00% |
| CHF/USD 09/15/2021 HSBCB | 0.00% |
| CHF/USD 09/15/2021 RBSF | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 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.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.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.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 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% |
| DKK/USD 09/15/2021 CITI | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD PUT 1.37 20210823 MSCIL | 0.00% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 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 BANKAM | 0.00% |
| OGN US R US0001M P 12/15/25 GS | 0.00% |
| ORNBV FH R US0001M P 12/15/25 GS | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 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% |
| UBSBB 2012-C4 XA IO 144A 01.5816 12/10/2045 | 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% |
| 0.7695 R ISWP US0003M P 07/23/2026 | 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% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5632 12/11/2038 | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 0.00% |
| CAD/USD 10/20/2021 CSI-FX | 0.00% |
| CAD/USD 10/20/2021 HSBCB | 0.00% |
| CAD/USD 10/20/2021 JPMCB | 0.00% |
| CAD/USD 10/20/2021 MSCIL | 0.00% |
| CAD/USD 10/20/2021 RBSF | 0.00% |
| CAD/USD 10/20/2021 TDBK | 0.00% |
| CAD/USD 10/20/2021 UBS | 0.00% |
| CAD/USD 10/20/2021 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.4090 10/15/2049 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 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 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 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 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 ML | 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-.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% |
| EUR/USD 09/15/2021 WPAC | 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 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GBP/USD 09/15/2021 HSBCB | 0.00% |
| GBP/USD 09/15/2021 WPAC | 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% |
| HKD/USD 08/18/2021 BANKAM | 0.00% |
| HKD/USD 08/18/2021 BCAP-FX | 0.00% |
| HKD/USD 08/18/2021 GSFX | 0.00% |
| HKD/USD 08/18/2021 HSBCB | 0.00% |
| HKD/USD 08/18/2021 RBSF | 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.FN30.400.11 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.FN30.600.08 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 JPMCB | 0.00% |
| JPY/USD 08/18/2021 RBSF | 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 TDBK | 0.00% |
| NZD/USD 10/20/2021 WPAC | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| SEK/USD 09/15/2021 BANKAM | 0.00% |
| SEK/USD 09/15/2021 JPMCB | 0.00% |
| SEK/USD 09/15/2021 TDBK | 0.00% |
| SGD/USD 08/18/2021 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% |
| THUNGELA RESOURCES LTD-DI SEDOL BMV3M27 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| AUD/USD 10/20/2021 CITI | -0.00% |
| CAD/USD 10/20/2021 BANKAM | -0.00% |
| CAD/USD 10/20/2021 GSFX | -0.00% |
| CAD/USD 10/20/2021 SSBT | -0.00% |
| CHF/USD 09/15/2021 BCAP-FX | -0.00% |
| CHF/USD 09/15/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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.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 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 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-.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 GS | -0.00% |
| GBP/USD 09/15/2021 BANKAM | -0.00% |
| GBP/USD 09/15/2021 UBS | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 08/18/2021 BCAP-FX | -0.00% |
| JPY/USD 08/18/2021 HSBCB | -0.00% |
| JPY/USD 08/18/2021 TDBK | -0.00% |
| JPY/USD 08/18/2021 WPAC | -0.00% |
| NZD/USD 10/20/2021 UBS | -0.00% |
| AUD/USD 10/20/2021 BCAP-FX | -0.00% |
| CAD/USD 10/20/2021 CITI | -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-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| EUR/USD 09/15/2021 RBSF | -0.00% |
| GBP/USD 09/15/2021 BCAP-FX | -0.00% |
| GBP/USD 09/15/2021 CITI | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NZD/USD 10/20/2021 JPMCB | -0.00% |
| NZD/USD 10/20/2021 SSBT | -0.00% |
| SEK/USD 09/15/2021 RBSF | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| JPY/USD 08/18/2021 MSCIL | -0.00% |
| NZD/USD 10/20/2021 GSFX | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| JPY/USD 08/18/2021 UBS | -0.00% |
| SEK/USD 09/15/2021 BCAP-FX | -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 TDBK | -0.00% |
| EUR/USD 09/15/2021 HSBCB | -0.00% |
| AUD/USD 10/20/2021 UBS | -0.01% |
| NOK/USD 09/15/2021 SSBT | -0.01% |
| SEK/USD 09/15/2021 UBS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| EUR/USD 09/15/2021 GSFX | -0.01% |
| GBP/USD 09/15/2021 SSBT | -0.01% |
| NOK/USD 09/15/2021 MSCIL | -0.01% |
| GBP/USD 09/15/2021 JPMCB | -0.01% |
| NOK/USD 09/15/2021 GSFX | -0.01% |
| SPX 20220121 C 4700.00CITI | -0.01% |
| EUR/USD 09/15/2021 UBS | -0.01% |
| NOK/USD 09/15/2021 JPMCB | -0.01% |
| GBP/USD 09/15/2021 MSCIL | -0.01% |
| NOK/USD 09/15/2021 UBS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CPURNSA P 2.686 R 04/01/31 | -0.01% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | -0.01% |
| EUR/USD 09/15/2021 BANKAM | -0.02% |
| EUR/USD 09/15/2021 SSBT | -0.02% |
| NOK/USD 09/15/2021 TDBK | -0.02% |
| GBP/USD 09/15/2021 GSFX | -0.02% |
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| 1.57 R ISWP US0003M P 04/20/2031 | -0.07% |
| CPURNSA P 2.79 R 04/15/26 | -0.10% |
| FNMA FN30 TBA UMBS 03.0000 09/01/2051 | -0.19% |
| US 5YR NOTE (CBT) SEP21 FVU1 | -0.79% |
| FNMA FN30 TBA UMBS 02.0000 09/01/2051 | -1.46% |
| S&P MID 400 EMINI SEP21 FAU1 | -1.52% |
| GSGLPWDS P US0001M R 12/15/25 GS | -2.12% |
| MSCI EAFE SEP21 MFSU1 | -3.20% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -3.40% |
| S&P500 EMINI FUT SEP21 ESU1 | -23.18% |
| US 2YR NOTE (CBT) SEP21 TUU1 | 4.62% |
|---|---|
| US ULTRA BOND CBT SEP21 WNU1 | 4.19% |
| US 10YR NOTE (CBT)SEP21 TYU1 | 3.79% |
| E-MINI RUSS 2000 SEP21 RTYU1 | 2.67% |
| FNMA FN30 TBA UMBS 03.5000 07/01/2051 | 2.65% |
| FNMA FN15 TBA UMBS 02.5000 07/01/2036 | 2.63% |
| APPLE INC SEDOL 2046251 | 2.44% |
| RU10VATR R US0001M P 02/05/22 JP | 2.36% |
| MICROSOFT CORP SEDOL 2588173 | 2.19% |
| GSGLPWDL R US0001M P 12/15/25 GS | 2.15% |
| US LONG BOND(CBT) SEP21 USU1 | 2.08% |
| AMAZON.COM INC SEDOL 2000019 | 1.88% |
| FNMA FN30 TBA UMBS 02.5000 07/01/2051 | 1.58% |
| MSCI EMGMKT SEP21 MESU1 | 1.46% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.40% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.38% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.31% |
| S&P GSCI LIGHT ENERGY ER | 1.29% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.10% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 1.10% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 1.09% |
| NVIDIA CORP SEDOL 2379504 | 1.08% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.00% |
| NASDAQ 100 E-MINI SEP21 NQU1 | 0.97% |
| GNMA GII30 TBA 03.0000 07/01/2051 | 0.84% |
| FNMA FN30 TBA UMBS 06.0000 07/01/2051 | 0.81% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.80% |
| ADOBE INC SEDOL 2008154 | 0.79% |
| CITIGROUP INC SEDOL 2297907 | 0.73% |
| CASH MGMT BILL 00.0000 10/19/2021 | 0.71% |
| QUALCOMM INC SEDOL 2714923 | 0.69% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.58% |
| MERCK & CO. INC. SEDOL 2778844 | 0.56% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.55% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.52% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.52% |
| INTUIT INC SEDOL 2459020 | 0.51% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.50% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.49% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.48% |
| WALMART INC SEDOL 2936921 | 0.48% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.48% |
| TREASURY BILL 00.0000 07/20/2021 | 0.48% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.48% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.48% |
| TJX COMPANIES INC SEDOL 2989301 | 0.45% |
| CASH MGMT BILL 00.0000 09/21/2021 | 0.44% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.43% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.42% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.39% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.38% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.37% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.37% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.37% |
| PEPSICO INC SEDOL 2681511 | 0.36% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.34% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.34% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.34% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.33% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.32% |
| ELI LILLY & CO SEDOL 2516152 | 0.32% |
| ROKU INC SEDOL BZ1LFG7 | 0.31% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.30% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.30% |
| DEERE & CO SEDOL 2261203 | 0.29% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.29% |
| FNMA FN30 TBA UMBS 04.0000 07/01/2051 | 0.29% |
| ABBVIE INC SEDOL B92SR70 | 0.28% |
| MASTERCARD INC - A SEDOL B121557 | 0.28% |
| FORD MOTOR CO SEDOL 2615468 | 0.28% |
| METLIFE INC SEDOL 2573209 | 0.28% |
| EXELON CORP SEDOL 2670519 | 0.27% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.27% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.27% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.27% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.26% |
| AUTODESK INC SEDOL 2065159 | 0.26% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.26% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.26% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.26% |
| ABBVIE INC 03.2000 11/21/2029 | 0.26% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.26% |
| CASH MGMT BILL 00.0000 09/28/2021 | 0.25% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.25% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.25% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.24% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.24% |
| NRG ENERGY INC SEDOL 2212922 | 0.24% |
| DANAHER CORP SEDOL 2250870 | 0.23% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.23% |
| FORTINET INC SEDOL B5B2106 | 0.23% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.23% |
| MCDONALD'S CORP SEDOL 2550707 | 0.23% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.23% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.23% |
| CASH MGMT BILL 00.0000 10/05/2021 | 0.22% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.22% |
| CSX CORP SEDOL 2160753 | 0.22% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.22% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.22% |
| CRH PLC SEDOL 4182249 | 0.22% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.22% |
| HALLIBURTON CO SEDOL 2405302 | 0.22% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.22% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.21% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.21% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.21% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.20% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.20% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.20% |
| ALTRIA GROUP INC | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.19% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.19% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.19% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.19% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.18% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.18% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% |
| TREASURY BILL 00.0000 10/14/2021 | 0.18% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.18% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.18% |
| BEST BUY CO INC SEDOL 2094670 | 0.17% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.17% |
| CUMMINS INC SEDOL 2240202 | 0.17% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.17% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.17% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.17% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.17% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.17% |
| TESLA INC SEDOL B616C79 | 0.17% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.17% |
| ANTHEM INC SEDOL BSPHGL4 | 0.17% |
| NIKE INC -CL B SEDOL 2640147 | 0.17% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.16% |
| APPLE INC 04.2500 02/09/2047 | 0.16% |
| DOW INC SEDOL BHXCF84 | 0.16% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.16% |
| SONY GROUP CORP SEDOL 6821506 | 0.16% |
| TARGET CORP SEDOL 2259101 | 0.16% |
| HUMANA INC SEDOL 2445063 | 0.16% |
| CONOCOPHILLIPS | 0.15% |
| SERVICENOW INC SEDOL B80NXX8 | 0.15% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.15% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.15% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.15% |
| HP INC SEDOL BYX4D52 | 0.15% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.15% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.15% |
| VERIZON COMM 04.3290 09/21/2028 | 0.15% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.15% |
| STACR 2016-DNA2 M3 04.7415 10/25/2028 | 0.14% |
| TREASURY BILL 00.0000 08/03/2021 | 0.14% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.14% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.14% |
| MCKESSON CORP SEDOL 2378534 | 0.14% |
| LOWES COMPANIES INC | 0.14% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.14% |
| UNITED RENTALS INC SEDOL 2134781 | 0.14% |
| PULTEGROUP INC SEDOL 2708841 | 0.14% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.14% |
| TREASURY BILL 00.0000 07/13/2021 | 0.14% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.13% |
| ECOLAB INC 02.7000 11/01/2026 | 0.13% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.13% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.13% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.13% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.13% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.13% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.13% |
| AXA SA SEDOL 7088429 | 0.13% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.13% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.13% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.12% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.12% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.12% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.12% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.12% |
| CHEVRON CORP | 0.12% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.12% |
| MERCK KGAA SEDOL 4741844 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.12% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.12% |
| HOYA CORP SEDOL 6441506 | 0.12% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.12% |
| CORTEVA INC SEDOL BK73B42 | 0.12% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.12% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.12% |
| DEXCOM INC SEDOL B0796X4 | 0.12% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.12% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| TREASURY BILL 00.0000 09/02/2021 | 0.12% |
| COSTAR GROUP INC SEDOL 2262864 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.11% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.11% |
| GARTNER INC SEDOL 2372763 | 0.11% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.11% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.11% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.11% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.11% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.11% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.11% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.11% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.11% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.11% |
| MORGAN STANLEY | 0.11% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.11% |
| ORACLE CORP 04.0000 11/15/2047 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.11% |
| SYNOPSYS INC SEDOL 2867719 | 0.11% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.11% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.11% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.11% |
| ORACLE CORP SEDOL 2661568 | 0.11% |
| SYSCO CORP SEDOL 2868165 | 0.11% |
| EATON CORP PLC SEDOL B8KQN82 | 0.10% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.10% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.10% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.10% |
| COMCAST CORP 03.4500 02/01/2050 | 0.10% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.10% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.10% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.10% |
| HOME DEPOT INC SEDOL 2434209 | 0.10% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.10% |
| LG CHEM LTD SEDOL 6346913 | 0.10% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.10% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.10% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.10% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 07/01/2051 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.10% |
| GNMA GII30 TBA 04.0000 07/01/2051 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| SANOFI SEDOL 5671735 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.09% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.09% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| AFLAC INC SEDOL 2026361 | 0.09% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.09% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.09% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.09% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.09% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.09% |
| CAS 2016-C04 1M2 04.3415 01/25/2029 | 0.09% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.09% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.09% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.09% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.09% |
| L OREAL SEDOL 4057808 | 0.09% |
| 1.65 R ISWP FWD US0003M P 09/15/2031 | 0.08% |
| DIAGEO PLC SEDOL 0237400 | 0.08% |
| FISERV INC 04.2000 10/01/2028 | 0.08% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.08% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.08% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.08% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.08% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.08% |
| GSMS 2014-GC22 C 04.8457 06/10/2047 | 0.08% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.08% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| DBUBS 2011-LC3A D 144A 05.6054 08/10/2044 | 0.08% |
| RADIAN GROUP INC SEDOL 2173911 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.08% |
| ALLSTATE CORP SEDOL 2019952 | 0.08% |
| APPLE INC 00.7500 05/11/2023 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.08% |
| FHR 4326 GS IO 05.9771 04/15/2044 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.08% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.08% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.08% |
| AGCO CORP SEDOL 2010278 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.08% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.08% |
| POLARIS INC SEDOL 2692933 | 0.08% |
| ABIOMED INC SEDOL 2003698 | 0.08% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.08% |
| RIO TINTO PLC SEDOL 0718875 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| ORACLE CORP 02.5000 10/15/2022 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| AMERISOURCEBERGEN CORP | 0.08% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.08% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.08% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.08% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| VONTIER CORP SEDOL BH4GV32 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% |
| RAYTHEON TECH CORP 02.5000 12/15/2022 | 0.08% |
| BOEING CO 05.9300 05/01/2060 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| EDISON INTERNATIONAL SEDOL 2829515 | 0.07% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.07% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.07% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.07% |
| NEXI SPA SEDOL BJ1F880 | 0.07% |
| NINTENDO CO LTD SEDOL 6639550 | 0.07% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.07% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.07% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| ARAMARK SEDOL BH3XG17 | 0.07% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| CAS 2016-C01 1M2 06.8415 08/25/2028 | 0.07% |
| CAS 2016-C02 1M2 06.0915 09/25/2028 | 0.07% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| MRAIT 2021-8 A1X 01.2601 10/15/2021 | 0.07% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.07% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.07% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.07% |
| MRAIT 2020-12 A1X 01.4229 07/15/2021 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.07% |
| WESFARMERS LTD SEDOL 6948836 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| CAS 2015-C04 2M2 05.6415 04/25/2028 | 0.07% |
| COMCAST CORP 02.3500 01/15/2027 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.3670 04/20/2048 | 0.07% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.07% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.07% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.07% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.07% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.07% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.07% |
| STATE STREET CORP SEDOL 2842040 | 0.07% |
| STELLANTIS NV SEDOL BMD8F98 | 0.07% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.07% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.07% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.07% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% |
| THALES SA SEDOL 4162791 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.06% |
| AT&T INC SEDOL 2831811 | 0.06% |
| BROADCOM INC 04.1500 11/15/2030 | 0.06% |
| CAS 2015-C04 1M2 05.7915 04/25/2028 | 0.06% |
| CAS 2017-C01 1M2 03.6415 07/25/2029 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| KDDI CORP SEDOL 6248990 | 0.06% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.06% |
| DANAHER CORP 05.0000 CV PFD | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| INCYTE CORP | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.06% |
| ZALANDO SE SEDOL BQV0SV7 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| BRENNTAG SE SEDOL B4YVF56 | 0.06% |
| CROWN HOLDINGS INC | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| LENNAR CORP 04.7500 11/29/2027 | 0.06% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.06% |
| SLM CORP | 0.06% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| BNP PARIBAS SEDOL 7309681 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| CSAIL 2015-C1 C 04.4048 04/15/2050 | 0.06% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.06% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.06% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.06% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.06% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.06% |
| ABB LTD-REG SEDOL 7108899 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| BHP GROUP LTD SEDOL 6144690 | 0.06% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| HCA INC 03.5000 07/15/2051 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| ORSTED A/S SEDOL BYT16L4 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.06% |
| MONCLER SPA SEDOL BGLP232 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.06% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.06% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| SK TELECOM SEDOL 6224871 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.06% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.06% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.06% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.06% |
| COMM 2010-C1 D 144A 05.9372 07/10/2046 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.06% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.06% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| APID 2015-23A AR 144A 01.4038 04/15/2033 | 0.05% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.05% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.05% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.05% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.05% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.05% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.05% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.05% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| BP PLC SEDOL 0798059 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| ENTERGY CORP SEDOL 2317087 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| SPST 2021-6 A 00.8908 04/25/2022 | 0.05% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.05% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.05% |
| FUJITSU LTD SEDOL 6356945 | 0.05% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.05% |
| MAGNE 2020-26A A 144A 01.9338 07/15/2030 | 0.05% |
| MRAIT 2021-11 A1X 01.2355 01/25/2022 | 0.05% |
| MRAIT 2021-EBO4 A1X 01.8421 02/16/2022 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| CAIXABANK SA SEDOL B283W97 | 0.05% |
| CAS 2020-R01 1M2 02.1415 01/25/2040 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.05% |
| MINEBEA CO LTD SEDOL 6642406 | 0.05% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.05% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| 2.00 R ISWP FWD US0003M P 09/15/2051 | 0.05% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.05% |
| AUTO1 GROUP SE 144A SEDOL BL5C4C7 | 0.05% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.05% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| NETFLIX INC 04.3750 11/15/2026 | 0.05% |
| ORACLE CORP 03.6500 03/25/2041 | 0.05% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| CAS 2016-C05 2M2 04.5415 01/25/2029 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| AVIVA PLC SEDOL 0216238 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| CAPGEMINI SE SEDOL 4163437 | 0.05% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.05% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.04% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.04% |
| FORTUM OYJ SEDOL 5579550 | 0.04% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% |
| LINDE PLC SEDOL BYWD9S5 | 0.04% |
| MRAIT 2020-11 A1X 01.7729 04/22/2022 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| RRAM 2018-3A A1R2 144A 01.2738 01/15/2030 | 0.04% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.04% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.04% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.04% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.04% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.04% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.04% |
| GARMIN LTD SEDOL B3Z5T14 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| MRAIT 2021-NA1 A1X 01.5908 03/08/2022 | 0.04% |
| PFIZER INC SEDOL 2684703 | 0.04% |
| SPST 2020-15 A 01.4608 12/10/2021 | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| BMIR 2019-4A M1C 144A 02.5915 10/25/2029 | 0.04% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| COMM 2013-CR13 C 05.0456 11/10/2046 | 0.04% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| HOLCIM LTD SEDOL 7110753 | 0.04% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.04% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.04% |
| CEDF 2013-1A ARR 144A 01.2638 04/20/2034 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.04% |
| CSAIL 2020-C19 XA IO 01.2386 03/15/2053 | 0.04% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.04% |
| QIAGEN N.V. SEDOL BYXS699 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| AWPT 2014-2A A1R 144A 01.4138 10/15/2029 | 0.04% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.04% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.04% |
| CGMS C17A A1AR 144A 01.2350 04/30/2031 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.04% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.04% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.04% |
| MRAIT 2021-EBO1 A1X 01.8421 10/08/2021 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| TORO CO SEDOL 2897040 | 0.04% |
| UBSCM 2012-C1 C 144A 05.7542 05/10/2045 | 0.04% |
| US BANCORP 02.6250 01/24/2022 | 0.04% |
| ZOZO INC SEDOL B292RC1 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| CWALT 2006-OA10 4A1 00.4715 08/25/2046 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.04% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| MSBAM 2012-C5 E 144A 04.8182 08/15/2045 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.04% |
| OSHKOSH CORP SEDOL 2663520 | 0.04% |
| BANK 2019-BN22 C 03.5766 11/15/2062 | 0.04% |
| BIOGEN INC SEDOL 2455965 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.04% |
| TPAT 2018-SL1 A 144A 00.6916 01/25/2046 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| BXMT 2021-FL4 A P/P 144A 01.1229 05/15/2038 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.9710 12/15/2047 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.04% |
| TERRIER MEDIA BUYER IN L+350 03.6043 12/17/2026 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.04% |
| JPMBB 2013-C12 C 04.2355 07/15/2045 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| KINGFISHER PLC SEDOL 3319521 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| LBMLT 2004-1 A2 00.8915 02/25/2034 | 0.03% |
| MSC 2011-C3 B 144A 05.4752 07/15/2049 | 0.03% |
| SAMI 2007-AR7 1A1 00.9415 05/25/2047 | 0.03% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| CAS 2016-C03 2M2 05.9915 10/25/2028 | 0.03% |
| FHMS K099 X1 IO 01.0049 09/25/2029 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| OPAP SA SEDOL 7107250 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.03% |
| SPST 2021-WL1 A 00.7416 01/26/2054 | 0.03% |
| SPST 2021-WL2 A 00.7915 03/25/2054 | 0.03% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| WFCM 2013-LC12 C 04.4350 07/15/2046 | 0.03% |
| WFRBS 2011-C5 D 144A 05.9014 11/15/2044 | 0.03% |
| ABCAM PLC SEDOL B677469 | 0.03% |
| ADYEN NV SEDOL BZ1HM42 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.03% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.03% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| INGIM 2013-2A A1R 144A 01.1458 04/25/2031 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MSBAM 2014-C14 C 05.2181 02/15/2047 | 0.03% |
| MWST 2021-2 A 00.8415 04/25/2055 | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.03% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.03% |
| CEDF 2016-5A A1R 144A 01.2898 07/17/2031 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.03% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.03% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| EDF SEDOL B0NJJ17 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| GSMS 2010-C1 D 144A 06.1851 08/10/2043 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.03% |
| MSBAM 2014-C17 C 04.6369 08/15/2047 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| RRAM 2020-12A AAR2 144A 01.5438 01/15/2036 | 0.03% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.03% |
| STACR 2016-DNA1 M3 05.6416 07/25/2028 | 0.03% |
| WAMU 2005-AR12 1A8 02.9086 10/25/2035 | 0.03% |
| WFRBS 2011-C3 D 144A 05.5199 03/15/2044 | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| CWALT 2005-59 1A1 00.7510 11/20/2035 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.03% |
| STACR 2018-HRP2 M3 02.4915 02/25/2047 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| WFRBS 2013-C11 C 04.3268 03/15/2045 | 0.03% |
| APPLE INC 02.8000 02/08/2061 | 0.03% |
| BANK 2017-BNK8 B 04.0620 11/15/2050 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| CWALT 2006-OA7 1A2 01.0563 06/25/2046 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| MDPK 2018-30A A 144A 00.9338 04/15/2029 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| MSBAM 2013-C8 B 03.6937 12/15/2048 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| RAYONIER INC SEDOL 2473138 | 0.03% |
| SNDPT 2018-1A A 144A 01.1838 04/15/2031 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| VERTIV TLB L+275 02.8505 03/02/2027 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| AHM 2007-1 GA1C 00.2815 05/25/2047 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| CGCMT 2014-GC19 D 144A 05.2617 03/10/2047 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| CPURNSA P 2.686 R 04/01/31 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| DNB NOR ASA SEDOL 4263304 | 0.03% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.03% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.03% |
| FHMS K105 X1 IO 01.6448 03/25/2053 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| ITT INC SEDOL BZBY209 | 0.03% |
| JPMBB 2014-C19 C 04.8207 04/15/2047 | 0.03% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.03% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| PPSI 2004-WCW2 M3 01.1415 10/25/2034 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| STACR 2017-DNA2 M2 03.5415 10/25/2029 | 0.03% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.03% |
| WFCM 2016-LC25 AS 04.0936 12/15/2059 | 0.03% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.02% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.02% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.02% |
| JPMCC 2010-C2 C 144A 05.8736 11/15/2043 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.02% |
| REG18 2021-1A A1 144A 01.1911 01/15/2034 | 0.02% |
| VERIZON COMMUNICATIONS 01.7500 01/20/2031 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| WFRBS 2012-C9 D 144A 04.9694 11/15/2045 | 0.02% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 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% |
| DEN14 2016-1A A1R 144A 01.4529 10/23/2031 | 0.02% |
| ELMW2 2019-2A AR 144A 01.3383 04/20/2034 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MSBAM 2012-C6 D 144A 04.7545 11/15/2045 | 0.02% |
| OMRON CORP SEDOL 6659428 | 0.02% |
| SPX 20220121 C 4350.00CITI | 0.02% |
| YUM BRANDS INC SEDOL 2098876 | 0.02% |
| BCC 2019-3A A 144A 01.5260 10/21/2032 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| CANYC 2019-2A A 144A 01.5538 10/15/2032 | 0.02% |
| CAS 2016-C06 1M2 04.3415 04/25/2029 | 0.02% |
| CIFC 2016-1A A1R 144A 01.5360 10/21/2031 | 0.02% |
| COMM 2014-CR18 C 04.9146 07/15/2047 | 0.02% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.02% |
| GLM 2019-5A A 144A 01.4883 10/20/2032 | 0.02% |
| JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.02% |
| JPY/USD 08/18/2021 SSBT | 0.02% |
| KAYNE 2019-6A A1 144A 01.5683 01/20/2033 | 0.02% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.02% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| STACR 2016-HQA3 M3 03.9415 03/25/2029 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| WFCM 2013-LC12 AS 04.4350 07/15/2046 | 0.02% |
| WFCM 2013-LC12 D 144A 04.4350 07/15/2046 | 0.02% |
| WFCM 2019-C52 XA IO 01.7602 08/15/2052 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| BANK 2019-BN20 XA IO 00.9595 09/15/2062 | 0.02% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.02% |
| BSP 2018-5BA A1A 144A 01.2783 04/20/2031 | 0.02% |
| CBAM 2019-9A A 144A 01.4638 02/12/2030 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CGMS 2017-1A A1A 144A 01.4883 04/20/2031 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| JPMBB 2013-C12 B 04.2355 07/15/2045 | 0.02% |
| JPMCC 2012-C6 E 144A 05.3126 05/15/2045 | 0.02% |
| MAGNE 2012-7A A1R2 144A 00.9838 01/15/2028 | 0.02% |
| MP3 2013-1A AR 144A 01.4383 10/20/2030 | 0.02% |
| MVEW 2017-2A A 144A 01.3936 01/16/2031 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PFWST 2021-1 A 00.7916 02/25/2055 | 0.02% |
| PLMRS 2018-2A A1A 144A 01.2836 07/16/2031 | 0.02% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.02% |
| SPEAK 2017-4A A 144A 01.3858 10/26/2029 | 0.02% |
| STACR 2016-HQA1 M3 06.4415 09/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.2415 11/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.3415 07/25/2029 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| WINDR 2014-2A AR 144A 01.3238 01/15/2031 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| CAD/USD 07/21/2021 GSFX | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| CWALT 2006-OA19 A1 00.2734 02/20/2047 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.8996 08/10/2046 | 0.02% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.02% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.02% |
| MWST 2020-1 A 00.9915 10/25/2053 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.02% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| LNSTR 2017-5 AS 144A 04.0210 03/10/2050 | 0.02% |
| MSBAM 2015-C24 B 04.4888 05/15/2048 | 0.02% |
| NAVISTAR INTERNATIONAL L+350 03.6000 11/06/2024 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| STACR 2015-HQA2 M3 04.8915 05/25/2028 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| UBSBB 2012-C2 D 144A 05.0437 05/10/2063 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.02% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.02% |
| CMLTI 2005-2 1A2A 02.8005 05/25/2035 | 0.02% |
| COMM 2013-CR9 D 144A 04.4125 07/10/2045 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.02% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.02% |
| FHMS K740 X1 00.8452 09/25/2027 | 0.02% |
| GNR 2016-H16 EI IO 02.2774 06/20/2066 | 0.02% |
| GSMS 2011-GC3 D 144A 05.5850 03/10/2044 | 0.02% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.02% |
| MSC 2011-C3 D 144A 05.4752 07/15/2049 | 0.02% |
| MSC 2016-UB12 AS 03.7780 12/15/2049 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| VMC 2021-FL4 A P/P 144A 01.1825 06/16/2036 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.02% |
| CLUB CAR TL L+400 04.5000 05/12/2028 | 0.02% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.02% |
| EMIR 2018-1 M1 01.7915 11/25/2028 | 0.02% |
| FHMS KW10 X1 IO 00.7733 09/25/2029 | 0.02% |
| GENERAL ELECTRIC CO 03.4489 12/29/2049 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| JPMBB 2014-C22 C 04.7047 09/15/2047 | 0.02% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.02% |
| NEWZ 2021-1 A 00.8415 05/25/2055 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| UBSCM 2018-C8 XA IO 01.0251 02/15/2051 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.02% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.02% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.02% |
| SOARING EAGLE ACQU - CL A SEDOL BNQP3R7 | 0.02% |
| SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.02% |
| STACR 2014-HQ2 M3 03.8415 09/25/2024 | 0.02% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.02% |
| WAMU 2005-AR11 A1B3 00.8915 08/25/2045 | 0.02% |
| WFCM 2016-LC25 XA IO 01.1090 12/15/2059 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.02% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.02% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| CABOT CORP SEDOL 2162500 | 0.02% |
| CAS 2019-HRP1 M2 02.2415 11/25/2039 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.02% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GNR 2015-H25 BI IO 01.9644 10/20/2065 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.02% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.02% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% |
| TMIR 2021-2 M1A P/P 144A 02.1415 10/25/2033 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| WAMU 2004-AR13 A2B 00.9715 11/25/2034 | 0.02% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.02% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.02% |
| AES CORP SEDOL 2002479 | 0.01% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CAD/USD 07/21/2021 SSBT | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAS 2017-C01 1EB1 01.3415 07/25/2029 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.01% |
| COMM 2014-CR14 XA IO 00.7193 02/10/2047 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| FMC CORP SEDOL 2328603 | 0.01% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TOTALENERGIES SE SEDOL B15C557 | 0.01% |
| UBSCM 2017-C7 XA IO 01.1773 12/15/2050 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.01% |
| WAMU 2004-AR3 A2 02.5765 06/25/2034 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| IPSEN SEDOL B0R7JF1 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| NH FOODS LTD SEDOL 6640767 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SCSK CORP SEDOL 6858474 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| UNILEVER PLC SEDOL B10RZP7 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| AT&T INC 02.2500 02/01/2032 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 05/27/2028 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CAS 2016-C07 2M2 04.4415 05/25/2029 | 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% |
| CFCRE 2011-C2 D 144A 05.9710 12/15/2047 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 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% |
| GNR 2013-99 AS IO 05.9566 06/20/2043 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.01% |
| MWST 2020-2 A 00.8915 11/25/2053 | 0.01% |
| NMSG3 2021-1 A 00.8410 06/25/2054 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SEB SA SEDOL 4792132 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STACR 2020-HQA1 M2 01.9915 01/25/2050 | 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% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0515 07/25/2045 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BOLLORE SEDOL 4572709 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 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% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| E.ON SE SEDOL 4942904 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% |
| FEDEX CORP SEDOL 2142784 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 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% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.01% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% |
| STACR 2019-DNA1 M2 02.7415 01/25/2049 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2451 08/15/2050 | 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% |
| BAFC 2005-B 3M1 00.7684 04/20/2035 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 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% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 0.01% |
| CAS 2014-C04 1M2 04.9915 11/25/2024 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 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% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 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% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| FHR 3065 DC 19.6414 03/15/2035 | 0.01% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNMA GII30 AY4779 04.4920 03/20/2067 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| GSMS 2013-GC10 XA IO 01.6287 02/10/2046 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 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% |
| 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% |
| MSAC 2004-HE6 M1 00.9165 08/25/2034 | 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% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 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% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UBSBB 2012-C2 XA IO 144A 01.4356 05/10/2063 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/14/2028 | 0.01% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| 0.95 R ISWP FWD US0003M P 09/15/2026 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ARRW 2019-1 A3 04.1318 01/25/2049 | 0.01% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| BANK OF AMERICA CORP 00.8789 09/15/2026 | 0.01% |
| CAS 2014-C03 2M2 02.9915 07/25/2024 | 0.01% |
| CECLO 2020-29A A1N 144A 01.8883 07/20/2031 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| COMM 2014-UBS4 XA IO 01.2541 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0326 12/10/2047 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.01% |
| EUR/USD PUT 1.18 20210823 GSFX | 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% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 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% |
| 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% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MSRR 2015-R4 CB1 00.9173 08/26/2047 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 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% |
| SAMI 2007-AR1 2A1 00.2715 01/25/2037 | 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 2017-DNA2 M1 01.2915 10/25/2029 | 0.01% |
| STACR 2019-HQA1 M2 02.4415 02/25/2049 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TREASURY BILL 00.0000 07/06/2021 | 0.01% |
| TREASURY BILL 00.0000 07/27/2021 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 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% |
| AMC ENT INC TLB L+300 03.0855 04/22/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BUMT 2005-1 1A1 00.6915 09/25/2045 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2015-C03 2M2 05.0915 07/25/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMM 2014-CR17 XA IO 01.1239 05/10/2047 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 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% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FNR 2006-8 HP 24.2312 03/25/2036 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| HMIR 2018-1 M1 144A 01.6915 10/25/2028 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 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% |
| JPY/USD 08/18/2021 GSFX | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| MLMI 2005-A2 A2 02.8095 02/25/2035 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 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% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.01% |
| WFRBS 2011-C4 E 144A 05.2661 06/15/2044 | 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% |
| 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% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CALRIV SCI HLD CORP P/P 144A 04.8750 06/30/2029 | 0.01% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 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% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EUR/USD 09/15/2021 JPMCB | 0.01% |
| FHR 3408 EK 25.4998 04/15/2037 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 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% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.01% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7202 10/20/2065 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.9869 11/15/2047 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 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. 07.2500 05/15/2026 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| NZD/USD 07/21/2021 GSFX | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| TPMT 2015-1 A2 144A 03.2500 10/25/2053 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 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% |
| WFRBS 2013-C15 D 144A 04.6455 08/15/2046 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 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% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.01% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.01% |
| BWAY CORP TLB L+325 03.3543 04/03/2024 | 0.01% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.01% |
| CAS 2015-C02 2M2 04.0915 05/25/2025 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CHF/USD 09/15/2021 JPMCB | 0.01% |
| CHF/USD 09/15/2021 SSBT | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COMM 2013-LC13 XA IO 01.1824 08/10/2046 | 0.01% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIVERSEY TL L+300 03.1855 09/06/2024 | 0.01% |
| EQT CORP 08.5000 02/01/2030 | 0.01% |
| EUR/USD 09/15/2021 BCAP-FX | 0.01% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% |
| L BRANDS INC 06.7500 07/01/2036 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2284 08/15/2047 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.01% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.01% |
| SEK/USD 09/15/2021 SSBT | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.01% |
| STACR 2018-HQA2 M2 02.3915 10/25/2048 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VICTORS MERGER CORP P/P 144A 06.3750 05/15/2029 | 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% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| AADVANTAGE 1L TL L+475 05.5000 03/24/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CAS 2015-C02 1M2 04.0915 05/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| CWALT 2005-27 1A1 01.4939 08/25/2035 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| EUR/USD 09/15/2021 MSCIL | 0.00% |
| EUR/USD 09/15/2021 TDBK | 0.00% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 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 PUT 1.37 20210823 MSCIL | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 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% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JPMBB 2014-C19 XA IO 00.8343 04/15/2047 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% |
| LINK REIT SEDOL B0PB4M7 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% |
| 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% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| ROCKET SOFTWARE TL L+425 04.7500 11/28/2025 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 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 P/P 144A 10.0000 01/15/2025 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2012-C9 XB IO 144A 00.8737 11/15/2045 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| ADIENT TLB L+350 03.6043 04/01/2028 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAD/USD 07/21/2021 TDBK | 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 2019-R01 2M2 02.5415 07/25/2031 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHF/USD 09/15/2021 CITI | 0.00% |
| CHF/USD 09/15/2021 GSFX | 0.00% |
| CHF/USD 09/15/2021 MSCIL | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 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% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 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% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| FHR 2990 LB 16.7594 06/15/2034 | 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 RBSF | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 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% |
| ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 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 06.2500 05/15/2025 | 0.00% |
| JPMCC 2013-LC11 X IO 01.3798 04/15/2046 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| ORGANON & CO SEDOL BLDC8J4 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 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% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| 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% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 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% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAS 2014-C04 2M2 05.0915 11/25/2024 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COMM 2014-CR18 XA IO 01.1668 07/15/2047 | 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% |
| EUR/USD 09/15/2021 CSI-FX | 0.00% |
| FNR 2005-106 JC 19.8403 12/25/2035 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GBP/USD 09/15/2021 TDBK | 0.00% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 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% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 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% |
| JPY/USD 08/18/2021 JPMCB | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 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% |
| STACR 2014-HQ3 M3 04.8415 10/25/2024 | 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% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.6618 12/15/2045 | 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% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 07/21/2021 CSI-FX | 0.00% |
| CAD/USD 07/21/2021 UBS | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2017-C05 1M2A 02.2915 01/25/2030 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 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% |
| FNR 2006-62 PS 39.3510 07/25/2036 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 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% |
| 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 CITI | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| KRW/USD 08/18/2021 JPMCB | 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% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 07/21/2021 MSCIL | 0.00% |
| NZD/USD 07/21/2021 SSBT | 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% |
| 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% |
| 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 HSBCB | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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.7 2047-01-17 500.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.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-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 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% |
| 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% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 09/15/2021 UBS | 0.00% |
| GBP/USD 09/15/2021 WPAC | 0.00% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 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 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 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% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 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% |
| STACR 2020-DNA5 M1 01.3180 10/25/2050 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.7424 12/10/2045 | 0.00% |
| AUD/USD 07/21/2021 CSI-FX | 0.00% |
| AUD/USD 07/21/2021 RBSF | 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.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 MS | 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 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 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.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-.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 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 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 ML | 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-.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% |
| EUR/USD 09/15/2021 WPAC | 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 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GBP/USD 09/15/2021 HSBCB | 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% |
| HKD/USD 08/18/2021 BANKAM | 0.00% |
| HKD/USD 08/18/2021 BCAP-FX | 0.00% |
| HKD/USD 08/18/2021 GSFX | 0.00% |
| HKD/USD 08/18/2021 HSBCB | 0.00% |
| HKD/USD 08/18/2021 RBSF | 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.FN30.400.11 R USL1M P 01/12/42 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% |
| JPY/USD 08/18/2021 BANKAM | 0.00% |
| JPY/USD 08/18/2021 HSBCB | 0.00% |
| JPY/USD 08/18/2021 RBSF | 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 07/21/2021 CITI | 0.00% |
| SEK/USD 09/15/2021 BANKAM | 0.00% |
| SEK/USD 09/15/2021 JPMCB | 0.00% |
| SEK/USD 09/15/2021 TDBK | 0.00% |
| SGD/USD 08/18/2021 JPMCB | 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% |
| TXU TCEH RIGHTS | 0.00% |
| AUD/USD 07/21/2021 TDBK | -0.00% |
| CAD/USD 07/21/2021 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.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -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 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-.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 GS | -0.00% |
| GBP/USD CALL 1.4198 20210823 MSCIL | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 09/15/2021 SSBT | -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-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| EUR/USD 09/15/2021 RBSF | -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% |
| JPY/USD 08/18/2021 BCAP-FX | -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% |
| AUD/USD 07/21/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| EUR/USD CALL 1.2114 20210823 GSFX | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NOK/USD 09/15/2021 GSFX | -0.00% |
| NOK/USD 09/15/2021 MSCIL | -0.00% |
| NZD/USD 07/21/2021 RBSF | -0.00% |
| SEK/USD 09/15/2021 BCAP-FX | -0.00% |
| AUD/USD 07/21/2021 HSBCB | -0.00% |
| CAD/USD 07/21/2021 BCAP-FX | -0.00% |
| CAD/USD 07/21/2021 JPMCB | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CNH/USD 08/18/2021 TDBK | -0.00% |
| CPURNSA P 2.79 R 04/15/26 | -0.00% |
| JPY/USD 08/18/2021 WPAC | -0.00% |
| AUD/USD 07/21/2021 BCAP-FX | -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% |
| EUR/USD 09/15/2021 HSBCB | -0.00% |
| SEK/USD 09/15/2021 UBS | -0.00% |
| SPX 20220121 C 4700.00CITI | -0.00% |
| AUD/USD 07/21/2021 GSFX | -0.01% |
| GBP/USD 09/15/2021 SSBT | -0.01% |
| JPY/USD 08/18/2021 TDBK | -0.01% |
| NOK/USD 09/15/2021 JPMCB | -0.01% |
| NOK/USD 09/15/2021 UBS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| JPY/USD 08/18/2021 MSCIL | -0.01% |
| EUR/USD 09/15/2021 GSFX | -0.01% |
| AUD/USD 07/21/2021 SSBT | -0.01% |
| EUR/USD 09/15/2021 UBS | -0.01% |
| JPY/USD 08/18/2021 UBS | -0.01% |
| NOK/USD 09/15/2021 TDBK | -0.01% |
| 0.30 R ISWP FWD US0003M P 09/15/2023 | -0.01% |
| AUD/USD 07/21/2021 UBS | -0.01% |
| GBP/USD 09/15/2021 JPMCB | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| EUR/USD 09/15/2021 SSBT | -0.01% |
| GBP/USD 09/15/2021 MSCIL | -0.01% |
| EUR/USD 09/15/2021 BANKAM | -0.02% |
| SEK/USD 09/15/2021 GSFX | -0.02% |
| SEK/USD 09/15/2021 MSCIL | -0.02% |
| GBP/USD 09/15/2021 GSFX | -0.02% |
| 1.57 R ISWP US0003M P 04/20/2031 | -0.03% |
| FNMA FN30 TBA UMBS 03.0000 07/01/2051 | -0.19% |
| US 5YR NOTE (CBT) SEP21 FVU1 | -0.73% |
| FNMA FN30 TBA UMBS 02.0000 07/01/2051 | -1.45% |
| S&P MID 400 EMINI SEP21 FAU1 | -1.53% |
| GSGLPWDS P US0001M R 12/15/25 GS | -2.11% |
| MSCI EAFE SEP21 MFSU1 | -3.19% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -3.34% |
| S&P500 EMINI FUT SEP21 ESU1 | -23.65% |
| US 10YR NOTE (CBT)SEP21 TYU1 | 3.99% |
|---|---|
| US ULTRA BOND CBT SEP21 WNU1 | 3.98% |
| FNMA FN30 TBA UMBS 02.5000 06/01/2051 | 3.65% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 2.67% |
| E-MINI RUSS 2000 JUN21 RTYM1 | 2.66% |
| US 2YR NOTE (CBT) SEP21 TUU1 | 2.65% |
| FNMA FN15 TBA UMBS 02.5000 06/01/2036 | 2.45% |
| RU10VATR R US0001M P 02/05/22 JP | 2.40% |
| GSGLPWDL R US0001M P 12/15/25 GS | 2.33% |
| APPLE INC SEDOL 2046251 | 2.26% |
| US LONG BOND(CBT) SEP21 USU1 | 2.04% |
| MICROSOFT CORP SEDOL 2588173 | 2.02% |
| AMAZON.COM INC SEDOL 2000019 | 1.80% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.49% |
| MSCI EMGMKT JUN21 MESM1 | 1.46% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.39% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.36% |
| S&P GSCI LIGHT ENERGY ER | 1.28% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.15% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 1.15% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 1.11% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.07% |
| NVIDIA CORP SEDOL 2379504 | 0.97% |
| NASDAQ 100 E-MINI JUN21 NQM1 | 0.92% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.85% |
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| FNMA FN30 TBA UMBS 06.0000 06/01/2051 | 0.82% |
| TREASURY BILL 00.0000 06/29/2021 | 0.75% |
| ADOBE INC SEDOL 2008154 | 0.68% |
| QUALCOMM INC SEDOL 2714923 | 0.66% |
| GNMA GII30 TBA 03.0000 06/01/2051 | 0.66% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.59% |
| ELI LILLY & CO SEDOL 2516152 | 0.56% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.55% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.54% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.51% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.50% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.50% |
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| INTUIT INC SEDOL 2459020 | 0.47% |
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| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.42% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.39% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.39% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.38% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.38% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.38% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.37% |
| PEPSICO INC SEDOL 2681511 | 0.37% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.36% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.36% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.36% |
| TARGET CORP SEDOL 2259101 | 0.34% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.34% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.33% |
| MERCK & CO. INC. SEDOL 2778844 | 0.31% |
| METLIFE INC SEDOL 2573209 | 0.31% |
| WALMART INC SEDOL 2936921 | 0.30% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.30% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.29% |
| FNMA FN30 TBA UMBS 04.0000 06/01/2051 | 0.29% |
| ABBVIE INC SEDOL B92SR70 | 0.29% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.28% |
| EXELON CORP SEDOL 2670519 | 0.28% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.28% |
| MASTERCARD INC - A SEDOL B121557 | 0.28% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.27% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.27% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.27% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.26% |
| AUTODESK INC SEDOL 2065159 | 0.26% |
| DEERE & CO SEDOL 2261203 | 0.26% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.26% |
| ABBVIE INC 03.2000 11/21/2029 | 0.26% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.26% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.25% |
| TREASURY BILL 00.0000 06/03/2021 | 0.25% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.25% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.25% |
| MORGAN STANLEY | 0.25% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.25% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.24% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.24% |
| MCDONALD'S CORP SEDOL 2550707 | 0.24% |
| ROKU INC SEDOL BZ1LFG7 | 0.24% |
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| CRH PLC SEDOL 4182249 | 0.23% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.23% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.23% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.22% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.22% |
| FORTINET INC SEDOL B5B2106 | 0.22% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.22% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.21% |
| HALLIBURTON CO SEDOL 2405302 | 0.21% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.21% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.21% |
| DANAHER CORP SEDOL 2250870 | 0.21% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.21% |
| CASH MGMT BILL 00.0000 09/21/2021 | 0.21% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.21% |
| ALTRIA GROUP INC | 0.21% |
| HOME DEPOT INC SEDOL 2434209 | 0.20% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.20% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.20% |
| TREASURY BILL 00.0000 06/10/2021 | 0.20% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.20% |
| BIOGEN INC SEDOL 2455965 | 0.19% |
| NRG ENERGY INC SEDOL 2212922 | 0.19% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| TREASURY BILL 00.0000 06/01/2021 | 0.19% |
| CUMMINS INC SEDOL 2240202 | 0.19% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.18% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.18% |
| BEST BUY CO INC SEDOL 2094670 | 0.18% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.18% |
| DOW INC SEDOL BHXCF84 | 0.18% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.18% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.18% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.18% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.17% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.17% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.17% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.17% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.17% |
| TESLA INC SEDOL B616C79 | 0.16% |
| NIKE INC -CL B SEDOL 2640147 | 0.16% |
| SONY GROUP CORP SEDOL 6821506 | 0.16% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.16% |
| HUMANA INC SEDOL 2445063 | 0.16% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.16% |
| APPLE INC 04.2500 02/09/2047 | 0.16% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.15% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.15% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.15% |
| AFLAC INC SEDOL 2026361 | 0.15% |
| PULTEGROUP INC SEDOL 2708841 | 0.15% |
| STACR 2016-DNA2 M3 04.7416 10/25/2028 | 0.15% |
| UNITED RENTALS INC SEDOL 2134781 | 0.14% |
| VERIZON COMM 04.3290 09/21/2028 | 0.14% |
| CASH MGMT BILL 00.0000 08/03/2021 | 0.14% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.14% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.14% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.14% |
| MCKESSON CORP SEDOL 2378534 | 0.14% |
| CONOCOPHILLIPS | 0.14% |
| LOWES COMPANIES INC | 0.14% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.14% |
| CIGNA CORP SEDOL BHJ0775 | 0.14% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.14% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.14% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.14% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.14% |
| TREASURY BILL 00.0000 07/13/2021 | 0.14% |
| AXA SA SEDOL 7088429 | 0.13% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.13% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.13% |
| SERVICENOW INC SEDOL B80NXX8 | 0.13% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.13% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.13% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.12% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.12% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.12% |
| CHEVRON CORP | 0.12% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.12% |
| CORTEVA INC SEDOL BK73B42 | 0.12% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.12% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.12% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.12% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.12% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.12% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.12% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| HOYA CORP SEDOL 6441506 | 0.12% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.12% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.12% |
| LG CHEM LTD SEDOL 6346913 | 0.12% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| TREASURY BILL 00.0000 09/02/2021 | 0.12% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.12% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.12% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.12% |
| TJX COMPANIES INC SEDOL 2989301 | 0.12% |
| MERCK KGAA SEDOL 4741844 | 0.12% |
| EQUINIX INC SEDOL BVLZX12 | 0.11% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.11% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.11% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.11% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.11% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.11% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.11% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.11% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.11% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.11% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.11% |
| COSTAR GROUP INC SEDOL 2262864 | 0.11% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.11% |
| ORACLE CORP SEDOL 2661568 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.11% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.11% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.11% |
| ANTHEM INC SEDOL BSPHGL4 | 0.10% |
| ORACLE CORP 04.0000 11/15/2047 | 0.10% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.10% |
| EATON CORP PLC SEDOL B8KQN82 | 0.10% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.10% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.10% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.10% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.10% |
| DEXCOM INC SEDOL B0796X4 | 0.10% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.10% |
| EBAY INC SEDOL 2293819 | 0.10% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.10% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.10% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.10% |
| SYNOPSYS INC SEDOL 2867719 | 0.10% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.10% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.10% |
| COMCAST CORP 03.4500 02/01/2050 | 0.10% |
| GARTNER INC SEDOL 2372763 | 0.10% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 06/01/2051 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| GNMA GII30 TBA 04.0000 06/01/2051 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.10% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.10% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.10% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.09% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.09% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.09% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.09% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.09% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.09% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.09% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.09% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.09% |
| CAS 2016-C04 1M2 04.3416 01/25/2029 | 0.09% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.09% |
| ALLSTATE CORP SEDOL 2019952 | 0.09% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.09% |
| L OREAL SEDOL 4057808 | 0.09% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.09% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.09% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.09% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.09% |
| RADIAN GROUP INC SEDOL 2173911 | 0.09% |
| DIAGEO PLC SEDOL 0237400 | 0.09% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.09% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.08% |
| FHR 4326 GS IO 05.9491 04/15/2044 | 0.08% |
| GSMS 2014-GC22 C 04.6910 06/10/2047 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.08% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| FISERV INC 04.2000 10/01/2028 | 0.08% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.08% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.08% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.08% |
| DBUBS 2011-LC3A D 144A 05.4266 08/10/2044 | 0.08% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.08% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.08% |
| APPLE INC 00.7500 05/11/2023 | 0.08% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.08% |
| RIO TINTO PLC SEDOL 0718875 | 0.08% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| VONTIER CORP SEDOL BH4GV32 | 0.08% |
| BHP GROUP LTD SEDOL 6144690 | 0.08% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| AMERISOURCEBERGEN CORP | 0.08% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| POLARIS INC SEDOL 2692933 | 0.08% |
| AMGEN INC SEDOL 2023607 | 0.08% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.08% |
| BP PLC SEDOL 0798059 | 0.08% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.08% |
| ORACLE CORP 02.5000 10/15/2022 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.08% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.08% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.08% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| ABIOMED INC SEDOL 2003698 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| ARAMARK SEDOL BH3XG17 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| CAS 2016-C01 1M2 06.8416 08/25/2028 | 0.07% |
| CAS 2016-C02 1M2 06.0916 09/25/2028 | 0.07% |
| KDDI CORP SEDOL 6248990 | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| STATE STREET CORP SEDOL 2842040 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| BOEING CO 05.9300 05/01/2060 | 0.07% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.07% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.07% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.07% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.07% |
| MRAIT 2021-8 A1X 01.2601 10/15/2021 | 0.07% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.07% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.07% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.07% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.07% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.2160 04/20/2048 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| MRAIT 2020-12 A1X 01.4509 07/15/2021 | 0.07% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.07% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.07% |
| BNP PARIBAS SEDOL 7309681 | 0.07% |
| CAS 2015-C04 2M2 05.6416 04/25/2028 | 0.07% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.07% |
| COMCAST CORP 02.3500 01/15/2027 | 0.07% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.07% |
| NEXI SPA SEDOL BJ1F880 | 0.07% |
| STELLANTIS NV SEDOL BMD8F98 | 0.07% |
| AGCO CORP SEDOL 2010278 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.07% |
| SANOFI SEDOL 5671735 | 0.07% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.07% |
| THALES SA SEDOL 4162791 | 0.07% |
| WESFARMERS LTD SEDOL 6948836 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| CAS 2015-C04 1M2 05.7916 04/25/2028 | 0.07% |
| CAS 2017-C01 1M2 03.6416 07/25/2029 | 0.07% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.07% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.07% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.07% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| ORSTED A/S SEDOL BYT16L4 | 0.06% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.06% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.06% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| BRENNTAG SE SEDOL B4YVF56 | 0.06% |
| BROADCOM INC 04.1500 11/15/2030 | 0.06% |
| DANAHER CORP 05.0000 CV PFD | 0.06% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.06% |
| LENNAR CORP 04.7500 11/29/2027 | 0.06% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.06% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.06% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| CSAIL 2015-C1 C 04.2630 04/15/2050 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| MONCLER SPA SEDOL BGLP232 | 0.06% |
| SLM CORP | 0.06% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.06% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| ABB LTD-REG SEDOL 7108899 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.06% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.06% |
| SK TELECOM SEDOL 6224871 | 0.06% |
| CAIXABANK SA SEDOL B283W97 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| ZALANDO SE SEDOL BQV0SV7 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.06% |
| CAS 2020-R01 1M2 02.1416 01/25/2040 | 0.06% |
| COMM 2010-C1 D 144A 05.7920 07/10/2046 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.06% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.06% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.06% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| APID 2015-23A AR 144A 01.4038 04/15/2033 | 0.05% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.05% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.05% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.05% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.05% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.05% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.05% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.05% |
| AUTO1 GROUP SE 144A SEDOL BL5C4C7 | 0.05% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| MINEBEA CO LTD SEDOL 6642406 | 0.05% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.05% |
| SPST 2021-6 A 00.8925 04/25/2022 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.05% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.05% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.05% |
| MAGNE 2020-26A A 144A 01.9338 07/15/2030 | 0.05% |
| MRAIT 2021-EBO4 A1X 01.8493 02/16/2022 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.05% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.05% |
| AVIVA PLC SEDOL 0216238 | 0.05% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.05% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.05% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.05% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.05% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.05% |
| NETFLIX INC 04.3750 11/15/2026 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.05% |
| CAS 2016-C05 2M2 04.5416 01/25/2029 | 0.05% |
| FORTUM OYJ SEDOL 5579550 | 0.05% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| SPST 2020-6 A 01.8425 09/07/2021 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.05% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.05% |
| LINDE PLC SEDOL BYWD9S5 | 0.05% |
| ORACLE CORP 03.6500 03/25/2041 | 0.05% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| CAPGEMINI SE SEDOL 4163437 | 0.05% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.04% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.04% |
| CIMAREX ENERGY CO SEDOL 2987521 | 0.04% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.04% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.04% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.04% |
| GARMIN LTD SEDOL B3Z5T14 | 0.04% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.04% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.04% |
| MRAIT 2020-11 A1X 01.8009 04/22/2022 | 0.04% |
| RRAM 2018-3A A1R2 144A 01.2738 01/15/2030 | 0.04% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.04% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.04% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.04% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.04% |
| COMM 2013-CR13 C 04.8832 11/10/2046 | 0.04% |
| CROWN HOLDINGS INC | 0.04% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.04% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| PFIZER INC SEDOL 2684703 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| SPST 2020-13 A 01.5925 10/10/2021 | 0.04% |
| SPST 2020-15 A 01.4625 12/10/2021 | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| BMIR 2019-4A M1C 144A 02.5916 10/25/2029 | 0.04% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.04% |
| HOLCIM LTD SEDOL 7110753 | 0.04% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.04% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.04% |
| CSAIL 2020-C19 XA IO 01.1187 03/15/2053 | 0.04% |
| OSHKOSH CORP SEDOL 2663520 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| QIAGEN N.V. SEDOL BYXS699 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| AWPT 2014-2A A1R 144A 01.4138 10/15/2029 | 0.04% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| CEDF 2013-1A ARR 144A 01.2638 04/20/2034 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.04% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| CGMS C17A A1AR 144A 01.2350 04/30/2031 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| SHRP 2020-1 NOTE 03.0470 07/25/2024 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CWALT 2006-OA10 4A1 00.4716 08/25/2046 | 0.04% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.04% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.04% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.04% |
| MRAIT 2021-EBO1 A1X 01.8601 10/08/2021 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| NITTO DENKO CORP SEDOL 6641801 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| TPAT 2018-SL1 A P/P 144A 00.6916 01/25/2046 | 0.04% |
| US BANCORP 02.6250 01/24/2022 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| AT&T INC SEDOL 2831811 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| MSBAM 2012-C5 E 144A 04.6629 08/15/2045 | 0.04% |
| NORDSON CORP SEDOL 2641838 | 0.04% |
| RSA INSURANCE GROUP LTD SEDOL BKKMKR2 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| COMM 2015-CR24 B 04.3792 08/10/2048 | 0.04% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| TERRIER MEDIA BUYER IN L+350 03.5942 12/17/2026 | 0.04% |
| TOTAL SE SEDOL B15C557 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| BXMT 2021-FL4 A P/P 144A 01.1509 05/15/2038 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.7481 12/15/2047 | 0.04% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| DEVON ENERGY CORP SEDOL 2480677 | 0.04% |
| JPMBB 2013-C12 C 04.0989 07/15/2045 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| KINGFISHER PLC SEDOL 3319521 | 0.04% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| LBMLT 2004-1 A2 00.8916 02/25/2034 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.03% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| MSC 2011-C3 B 144A 05.2155 07/15/2049 | 0.03% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.03% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.03% |
| ABCAM PLC SEDOL B677469 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.03% |
| FHMS K099 X1 IO 00.8856 09/25/2029 | 0.03% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.03% |
| OPAP SA SEDOL 7107250 | 0.03% |
| SAMI 2007-AR7 1A1 00.9416 05/25/2047 | 0.03% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| ZOZO INC SEDOL B292RC1 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.03% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.03% |
| CAS 2016-C03 2M2 05.9916 10/25/2028 | 0.03% |
| COMM 2013-CR11 C 144A 05.1193 08/10/2050 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.03% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.03% |
| SPST 2021-WL1 A 00.7416 01/26/2054 | 0.03% |
| SPST 2021-WL2 A 00.7916 03/25/2054 | 0.03% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| WFCM 2013-LC12 C 04.3086 07/15/2046 | 0.03% |
| WFRBS 2011-C3 D 144A 05.5978 03/15/2044 | 0.03% |
| WFRBS 2011-C5 D 144A 05.7086 11/15/2044 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| AGL 2020-5A A1 144A 02.2383 07/20/2030 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.03% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.03% |
| MSBAM 2014-C14 C 05.0498 02/15/2047 | 0.03% |
| MWST 2021-2 A 00.8416 04/25/2055 | 0.03% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.03% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| RRAM 2020-10A A1FL 144A 01.9838 07/15/2033 | 0.03% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.03% |
| ADYEN NV SEDOL BZ1HM42 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.03% |
| EDF SEDOL B0NJJ17 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| INGIM 2013-2A A1R 144A 01.1458 04/25/2031 | 0.03% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.03% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| STACR 2016-DNA1 M3 05.6416 07/25/2028 | 0.03% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| WAMU 2005-AR12 1A8 02.9027 10/25/2035 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.03% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.03% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.03% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.03% |
| CEDF 2016-5A A1R 144A 01.2898 07/17/2031 | 0.03% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.03% |
| CWALT 2005-59 1A1 00.7593 11/20/2035 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.03% |
| MSBAM 2014-C17 C 04.4788 08/15/2047 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| RRAM 2020-12A AAR2 144A 01.5438 01/15/2036 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| BANK 2017-BNK8 B 03.9265 11/15/2050 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.03% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.03% |
| CWALT 2006-OA7 1A2 01.0666 06/25/2046 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| JPMCC 2012-C6 E 144A 05.1413 05/15/2045 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| STACR 2018-HRP2 M3 02.4916 02/25/2047 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| WFRBS 2013-C11 C 04.1856 03/15/2045 | 0.03% |
| AHM 2007-1 GA1C 00.2816 05/25/2047 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.03% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| DNB NOR ASA SEDOL 4263304 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| FHMS K105 X1 IO 01.5229 01/25/2030 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| MDPK 2018-30A A 144A 00.9338 04/15/2029 | 0.03% |
| MSBAM 2013-C8 B 03.5586 12/15/2048 | 0.03% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| SNDPT 2018-1A A 144A 01.1838 04/15/2031 | 0.03% |
| STACR 2017-DNA2 M2 03.5416 10/25/2029 | 0.03% |
| VERTIV TLB L+275 02.8359 03/02/2027 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| APPLE INC 02.8000 02/08/2061 | 0.03% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.03% |
| CGCMT 2014-GC19 D 144A 05.0921 03/10/2047 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| CSX CORP SEDOL 2160753 | 0.03% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| JPMBB 2014-C19 C 04.6747 04/15/2047 | 0.03% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.03% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| PPSI 2004-WCW2 M3 01.1416 10/25/2034 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.03% |
| WFCM 2016-LC25 AS 03.9466 12/15/2059 | 0.03% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.02% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| CAS 2016-C01 2M2 07.0416 08/25/2028 | 0.02% |
| CGCMT 2018-C6 B 04.7378 11/10/2051 | 0.02% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.02% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| JPMCC 2010-C2 C 144A 05.6841 11/15/2043 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.02% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.02% |
| REG18 2021-1A A1 144A 01.1911 01/15/2034 | 0.02% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| VERIZON COMMUNICATIONS 01.7500 01/20/2031 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| YUM BRANDS INC SEDOL 2098876 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| APA CORP SEDOL BNNF1C1 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| DEN14 2016-1A A1R 144A 01.4529 10/23/2031 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| ELMW2 2019-2A AR P/P 144A 01.3383 04/20/2034 | 0.02% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.02% |
| GSMS 2010-C1 D 144A 06.1540 08/10/2043 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| MSBAM 2012-C6 D 144A 04.6051 11/15/2045 | 0.02% |
| OMRON CORP SEDOL 6659428 | 0.02% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| UBSCM 2012-C1 C 144A 05.5686 05/10/2045 | 0.02% |
| BANK 2019-BN20 XA IO 00.8362 09/15/2062 | 0.02% |
| BCC 2019-3A A 144A 01.5260 10/21/2032 | 0.02% |
| BSP 2018-5BA A1A 144A 01.2783 04/20/2031 | 0.02% |
| CANYC 2019-2A A 144A 01.5538 10/15/2032 | 0.02% |
| CAS 2016-C06 1M2 04.3416 04/25/2029 | 0.02% |
| CBAM 2019-9A A 144A 01.4638 02/12/2030 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMM 2014-CR18 C 04.7562 07/15/2047 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.02% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.02% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.02% |
| MP3 2013-1A AR 144A 01.4383 10/20/2030 | 0.02% |
| MVEW 2017-2A A 144A 01.3936 01/16/2031 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| PLMRS 2018-2A A1A 144A 01.2836 07/16/2031 | 0.02% |
| SPEAK 2017-4A A 144A 01.3858 10/26/2029 | 0.02% |
| STACR 2016-HQA3 M3 03.9416 03/25/2029 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| WFCM 2013-LC12 AS 04.3086 07/15/2046 | 0.02% |
| WFCM 2013-LC12 D 144A 04.3086 07/15/2046 | 0.02% |
| WFCM 2019-C52 XA IO 01.6149 08/15/2052 | 0.02% |
| WFRBS 2012-C9 D 144A 04.8091 11/15/2045 | 0.02% |
| WINDR 2014-2A AR 144A 01.3238 01/15/2031 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.02% |
| CGMS 2017-1A A1A 144A 01.4883 04/20/2031 | 0.02% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| JPMBB 2013-C12 B 04.0989 07/15/2045 | 0.02% |
| JPMORGAN CHASE & CO 01.1559 05/15/2047 | 0.02% |
| MAGNE 2012-7A A1R2 144A 00.9838 01/15/2028 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| OZLM 2015-11A A1R 144A 01.4355 10/30/2030 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PFWST 2021-1 A 00.7916 02/25/2055 | 0.02% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.02% |
| STACR 2016-HQA1 M3 06.4416 09/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.2416 11/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.3416 07/25/2029 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | 0.02% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| CWALT 2006-OA19 A1 00.2793 02/20/2047 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| FHMS K121 X1 IO 01.0284 10/25/2030 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7418 08/10/2046 | 0.02% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| CPURNSA P 2.686 R 04/01/31 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.02% |
| GNR 2016-H16 EI IO 02.4729 06/20/2066 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JAZZ PHARMA TLB L+350 04.0000 04/22/2028 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LNSTR 2017-5 AS 144A 04.0210 03/10/2050 | 0.02% |
| MWST 2020-1 A 00.9916 10/25/2053 | 0.02% |
| SPX 20220121 C 4350.00CITI | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.02% |
| UBSBB 2012-C2 D 144A 04.8868 05/10/2063 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CMLTI 2005-2 1A2A 02.7961 05/25/2035 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.02% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| MSBAM 2015-C24 B 04.3442 05/15/2048 | 0.02% |
| NAVISTAR INTERNATIONAL L+350 03.5925 11/06/2024 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| STACR 2015-HQA2 M3 04.8916 05/25/2028 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.02% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.02% |
| FHMS K740 X1 00.7594 09/25/2027 | 0.02% |
| GSMS 2011-GC3 D 144A 05.3796 03/10/2044 | 0.02% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.02% |
| MSC 2011-C3 D 144A 05.2155 07/15/2049 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| VMC 2021-FL4 A P/P 144A 01.2100 06/16/2036 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| CABOT CORP SEDOL 2162500 | 0.02% |
| CLUB CAR TL L+400 04.5000 05/12/2028 | 0.02% |
| COMM 2013-CR9 D 144A 04.2704 07/10/2045 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| EMIR 2018-1 M1 01.7916 11/25/2028 | 0.02% |
| FHMS KW10 X1 IO 00.6492 09/25/2029 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| JPMBB 2014-C22 C 04.5531 09/15/2047 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.02% |
| NETFLIX INC SEDOL 2857817 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NEWZ 2021-1 A 00.8416 05/25/2055 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| STACR 2014-HQ2 M3 03.8416 09/25/2024 | 0.02% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.02% |
| UBSCM 2018-C8 XA IO 00.8693 02/15/2051 | 0.02% |
| WAMU 2005-AR11 A1B3 00.8916 08/25/2045 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| 02.2500 03/01/2031 | 0.02% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.02% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.02% |
| CAD/USD 07/21/2021 GSFX | 0.02% |
| CAS 2019-HRP1 M2 02.2416 11/25/2039 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| GNR 2015-H25 BI IO 01.9667 10/20/2065 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| SOARING EAGLE ACQU - CL A SEDOL BNQP3R7 | 0.02% |
| SOLENIS 1STL L+400 04.1350 06/26/2025 | 0.02% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| WFCM 2016-LC25 XA IO 00.9629 12/15/2059 | 0.02% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.02% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.02% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| BT GROUP PLC SEDOL 3091357 | 0.02% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| COMM 2014-CR14 XA IO 00.5747 02/10/2047 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.02% |
| FMC CORP SEDOL 2328603 | 0.02% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.02% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.02% |
| SEK/USD 06/16/2021 MSCIL | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% |
| TMIR 2021-2 M1A P/P 144A 02.1601 10/25/2033 | 0.02% |
| UBSCM 2017-C7 XA IO 01.0259 12/15/2050 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| WAMU 2004-AR13 A2B 00.9716 11/25/2034 | 0.02% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.02% |
| AES CORP SEDOL 2002479 | 0.01% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.01% |
| ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.01% |
| CAS 2017-C01 1EB1 01.3416 07/25/2029 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| STACR 2020-HQA1 M2 01.9916 01/25/2050 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TORO CO SEDOL 2897040 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WAMU 2004-AR3 A2 02.5984 06/25/2034 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 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% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| CPURNSA P 2.79 R 04/15/26 | 0.01% |
| DISH DBS CORP 07.7500 07/01/2026 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| IPSEN SEDOL B0R7JF1 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| NH FOODS LTD SEDOL 6640767 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 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% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SCSK CORP SEDOL 6858474 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| UNILEVER PLC SEDOL B10RZP7 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0516 07/25/2045 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| CAS 2016-C07 2M2 04.4416 05/25/2029 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CFCRE 2011-C2 D 144A 05.7481 12/15/2047 | 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% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| E.ON SE SEDOL 4942904 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GNR 2013-99 AS IO 05.9508 06/20/2043 | 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% |
| HUSKY INJECTION MOLDIN L+300 03.2666 03/28/2025 | 0.01% |
| MWST 2020-2 A 00.8916 11/25/2053 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SEB SA SEDOL 4792132 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 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% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 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% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% |
| FEDEX CORP SEDOL 2142784 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.01% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MSAC 2004-HE6 M1 00.9166 08/25/2034 | 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% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% |
| STACR 2019-DNA1 M2 02.7416 01/25/2049 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| UBSBB 2012-C2 XA IO 144A 01.2804 05/10/2063 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0859 08/15/2050 | 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% |
| ARRW 2019-1 A3 04.1555 01/25/2049 | 0.01% |
| BAFC 2005-B 3M1 00.7743 04/20/2035 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BOLLORE SEDOL 4572709 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CAS 2014-C03 2M2 02.9916 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 04.9916 11/25/2024 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DISH DBS CORP P/P 144A 05.1250 06/01/2029 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| FHR 3065 DC 19.5574 03/15/2035 | 0.01% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNMA GII30 AY4779 04.4910 03/20/2067 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| GSMS 2013-GC10 XA IO 01.4832 02/10/2046 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 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% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 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 2017-DNA2 M1 01.2916 10/25/2029 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/14/2028 | 0.01% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| BANK OF AMERICA CORP 00.9439 09/15/2026 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 0.01% |
| CAD/USD 07/21/2021 SSBT | 0.01% |
| CAS 2015-C03 2M2 05.0916 07/25/2025 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| COMM 2014-UBS4 XA IO 01.0975 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8850 12/10/2047 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| EUR/USD 06/16/2021 BANKAM | 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% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 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% |
| 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% |
| MLMI 2005-A2 A2 02.7985 02/25/2035 | 0.01% |
| MSRR 2015-R4 CB1 00.9318 08/26/2047 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SAMI 2007-AR1 2A1 00.2716 01/25/2037 | 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 2019-HQA1 M2 02.4416 02/25/2049 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TPMT 2015-1 A2 144A 03.2500 10/25/2053 | 0.01% |
| TREASURY BILL 00.0000 07/06/2021 | 0.01% |
| TREASURY BILL 00.0000 07/27/2021 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 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% |
| AKZO NOBEL CHEMICALS T L+275 02.8475 10/01/2025 | 0.01% |
| AMC ENT INC TLB L+300 03.1073 04/22/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 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% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BUMT 2005-1 1A1 00.6916 09/25/2045 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| COMM 2014-CR17 XA IO 00.9629 05/10/2047 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 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 3408 EK 25.3872 04/15/2037 | 0.01% |
| FHR 3829 AS IO 06.8491 03/15/2041 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FNR 2006-8 HP 24.2307 03/25/2036 | 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% |
| GBP/USD 06/16/2021 GSFX | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7275 10/20/2065 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| HMIR 2018-1 M1 144A 01.6916 10/25/2028 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 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% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 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% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNECO INC P/P 144A 05.1250 04/15/2029 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WFRBS 2011-C4 E 144A 05.1338 06/15/2044 | 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% |
| 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% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CAS 2015-C02 2M2 04.0916 05/25/2025 | 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% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 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% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COMM 2013-LC13 XA IO 01.0124 08/10/2046 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 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% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.01% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8392 11/15/2047 | 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% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.01% |
| MSBAM 2014-C17 XA IO 01.0717 08/15/2047 | 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. 07.2500 05/15/2026 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 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% |
| WFRBS 2013-C15 D 144A 04.4790 08/15/2046 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 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% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.01% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| BWAY CORP TLB L+325 03.3850 04/03/2024 | 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% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.01% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.01% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIVERSEY TL L+300 03.1854 09/06/2024 | 0.01% |
| EQT CORP 08.5000 02/01/2030 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% |
| L BRANDS INC 06.7500 07/01/2036 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.01% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.01% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SOLENIS 2NDL L+850 08.6350 06/26/2026 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 02.3916 10/25/2048 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VICTORS MERGER CORP P/P 144A 06.3750 05/15/2029 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 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% |
| AADVANTAGE 1L TL L+475 05.5000 03/24/2028 | 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% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/18/2028 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| CAD/USD 07/21/2021 TDBK | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.00% |
| CAS 2015-C02 1M2 04.0916 05/25/2025 | 0.00% |
| CAS 2019-R01 2M2 02.5416 07/25/2031 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| CWALT 2005-27 1A1 01.4690 08/25/2035 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JPMBB 2014-C19 XA IO 00.7365 04/15/2047 | 0.00% |
| JPMCC 2013-LC11 X IO 01.2420 04/15/2046 | 0.00% |
| JPY/USD 08/18/2021 SSBT | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LINK REIT SEDOL B0PB4M7 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 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% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NOK/USD 06/16/2021 TDBK | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| ROCKET SOFTWARE TL L+425 04.7500 11/28/2025 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 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 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2014-C04 2M2 05.0916 11/25/2024 | 0.00% |
| CAS 2015-C01 1M2 04.3916 02/25/2025 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 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% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 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 06/16/2021 HSBCB | 0.00% |
| FHR 2990 LB 16.6878 06/15/2034 | 0.00% |
| GBP/USD 06/16/2021 MSCIL | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 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% |
| ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 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 06.2500 05/15/2025 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PRECISION DRILL USD 05.2500 11/15/2024 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% |
| SEK/USD 06/16/2021 GSFX | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 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% |
| STACR 2014-HQ3 M3 04.8416 10/25/2024 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| 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% |
| WFRBS 2012-C9 XB IO 144A 00.7135 11/15/2045 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| ZAYO GROUP HLDG INC L+300 03.0925 03/09/2027 | 0.00% |
| 1.5911 R ISWP US0003M P 05/13/2031 | 0.00% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAD/USD 07/21/2021 CITI | 0.00% |
| CAD/USD 07/21/2021 HSBCB | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 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.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COMM 2014-CR18 XA IO 01.0090 07/15/2047 | 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% |
| FNR 2005-106 JC 19.8399 12/25/2035 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 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% |
| 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% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NOK/USD 06/16/2021 JPMCB | 0.00% |
| NOK/USD 06/16/2021 UBS | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 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% |
| 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% |
| 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% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 1.627 R ISWP US0003M P 05/24/2031 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 07/21/2021 UBS | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2017-C05 1M2A 02.2916 01/25/2030 | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 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% |
| EUR/USD 06/16/2021 RBSF | 0.00% |
| FNR 2006-62 PS 39.3502 07/25/2036 | 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 BN1509 05.0000 05/20/2049 | 0.00% |
| GRAFTECH FINANCE INC P/P 144A 04.6250 12/15/2028 | 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% |
| IOS.FN30.400.10 R USL1M P 01/12/41 BC | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 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% |
| NRG ENERGY INC 06.6250 01/15/2027 | 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% |
| 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.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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.12 2061-08-17 500.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.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.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 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.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 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 06/16/2021 JPMCB | 0.00% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 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 GS | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
| JPY/USD 08/18/2021 CITI | 0.00% |
| JPY/USD 08/18/2021 GSFX | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 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% |
| STACR 2019-DNA2 M2 02.5416 03/25/2049 | 0.00% |
| STACR 2020-DNA5 M1 01.3100 10/25/2050 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.5948 12/10/2045 | 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% |
| 1.5585 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 BCAP-FX | 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% |
| AUD/USD 07/21/2021 UBS | 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.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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.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 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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 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.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-.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 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.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% |
| DKK/USD 06/16/2021 CITI | 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 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GBP/USD 06/16/2021 BANKAM | 0.00% |
| GBP/USD 06/16/2021 BCAP-FX | 0.00% |
| GBP/USD 06/16/2021 HSBCB | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| HKD/USD 08/18/2021 BANKAM | 0.00% |
| HKD/USD 08/18/2021 BCAP-FX | 0.00% |
| HKD/USD 08/18/2021 GSFX | 0.00% |
| HKD/USD 08/18/2021 HSBCB | 0.00% |
| HKD/USD 08/18/2021 RBSF | 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.FN30.400.11 R USL1M P 01/12/42 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% |
| JPY/USD 08/18/2021 BANKAM | 0.00% |
| JPY/USD 08/18/2021 HSBCB | 0.00% |
| JPY/USD 08/18/2021 JPMCB | 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 07/21/2021 HSBCB | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
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| SEK/USD 06/16/2021 JPMCB | 0.00% |
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| SGD/USD 08/18/2021 JPMCB | 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% |
| TXU TCEH RIGHTS | 0.00% |
| AUD/USD 07/21/2021 CITI | -0.00% |
| AUD/USD 07/21/2021 HSBCB | -0.00% |
| CAD/USD 07/21/2021 WPAC | -0.00% |
| CHF/USD 06/16/2021 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.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 JP | -0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 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 GS | -0.00% |
| GBP/USD 06/16/2021 CITI | -0.00% |
| GBP/USD 06/16/2021 WPAC | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 08/18/2021 BCAP-FX | -0.00% |
| JPY/USD 08/18/2021 RBSF | -0.00% |
| JPY/USD 08/18/2021 WPAC | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NOK/USD 06/16/2021 GSFX | -0.00% |
| NOK/USD 06/16/2021 MSCIL | -0.00% |
| NZD/USD 07/21/2021 CITI | -0.00% |
| NZD/USD 07/21/2021 MSCIL | -0.00% |
| SEK/USD 06/16/2021 TDBK | -0.00% |
| AUD/USD 07/21/2021 SSBT | -0.00% |
| CHF/USD 06/16/2021 CITI | -0.00% |
| CHF/USD 06/16/2021 GSFX | -0.00% |
| CHF/USD 06/16/2021 SSBT | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/16/2021 GSFX | -0.00% |
| EUR/USD 06/16/2021 WPAC | -0.00% |
| GBP/USD 06/16/2021 RBSF | -0.00% |
| GBP/USD 06/16/2021 TDBK | -0.00% |
| JPY/USD 08/18/2021 TDBK | -0.00% |
| KRW/USD 08/18/2021 JPMCB | -0.00% |
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| CAD/USD 07/21/2021 BANKAM | -0.00% |
| CAD/USD 07/21/2021 RBSF | -0.00% |
| CHF/USD 06/16/2021 JPMCB | -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-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| EUR/USD 06/16/2021 CSI-FX | -0.00% |
| GBP/USD 06/16/2021 CSI-FX | -0.00% |
| GBP/USD 06/16/2021 SSBT | -0.00% |
| GBP/USD 06/16/2021 UBS | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NZD/USD 07/21/2021 JPMCB | -0.00% |
| EUR/USD 06/16/2021 BCAP-FX | -0.00% |
| EUR/USD 06/16/2021 CITI | -0.00% |
| JPY/USD 08/18/2021 MSCIL | -0.00% |
| CAD/USD 07/21/2021 BCAP-FX | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| JPY/USD 08/18/2021 UBS | -0.00% |
| SPX 20220121 C 4700.00CITI | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| EUR/USD 06/16/2021 SSBT | -0.01% |
| 1.57 R ISWP US0003M P 04/20/2031 | -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 SSBT | -0.01% |
| NZD/USD 07/21/2021 UBS | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| EUR/USD 06/16/2021 JPMCB | -0.01% |
| EUR/USD 06/16/2021 MSCIL | -0.01% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | -0.01% |
| NZD/USD 07/21/2021 RBSF | -0.01% |
| SEK/USD 06/16/2021 SSBT | -0.01% |
| EUR/USD 06/16/2021 TDBK | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.01% |
| NZD/USD 07/21/2021 GSFX | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| CNH/USD 08/18/2021 TDBK | -0.01% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2051 | -0.19% |
| US 5YR NOTE (CBT) SEP21 FVU1 | -0.82% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2051 | -1.28% |
| S&P MID 400 EMINI JUN21 FAM1 | -1.58% |
| GSGLPWDS P US0001M R 12/15/25 GS | -2.28% |
| MSCI EAFE JUN21 MFSM1 | -3.29% |
| US 10YR ULTRA FUT SEP21 UXYU1 | -3.30% |
| S&P500 EMINI FUT JUN21 ESM1 | -23.47% |
Portfolio composition as of 08/31/21
| U.S. Investment-grade bonds | 61.63% |
|---|---|
| U.S. large-cap equity | 20.67% |
| International equity | 7.61% |
| U.S. High-yield bonds | 4.96% |
| U.S. small- and mid-cap equity | 2.47% |
| U.S. money markets | 2.45% |
| Emerging-markets equity | 0.21% |
Fixed income statistics as of 08/31/21
| Average effective maturity | 11.83 yrs. |
|---|---|
| Average effective duration | 3.48 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 | 0.99% | 1.74% | 1.74% | 1.24% | 0.71% | 0.64% | 0.74% |
| What you pay | 0.99% | 1.74% | 1.74% | 1.24% | 0.71% | 0.64% | 0.74% |
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 Bloomberg U.S. Aggregate Bond Index is an unmanaged index of U.S. investment-grade fixed-income securities. The Putnam Conservative Blended Benchmark is a benchmark administered by Putnam Management, comprising 65% the Bloomberg U.S. Aggregate Bond Index, 25% the Russell 3000 Index, 5% 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.