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 |
$11.95
0.08% | $0.01 |
$11.95
06/11/21 |
$10.92
06/11/20 |
Fund facts as of 05/31/21
Total net assets
$1,107.47M
$1,107.47M
Turnover (fiscal year end)
395%
395%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1895
1895
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
Chief Investment Officer, Global Asset Allocation
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Portfolio Manager
Literature
Fund documents |
| Prospectuses/SAI |
| Fact Sheet (YA share) (PDF) |
| Annual Fund Report (PDF) |
| Semiannual Fund Report (PDF) |
| Brochure (PDF) |
| Quarterly commentary (PDF) |
| Benefit of diversifying with a single fund. (PDF) |
Don't fall for inflation head fake
Large, repeated government stimulus packages do not necessarily lead to inflation. See what this means for our strategy.Performance
Consistency of positive performance over five years
Performance shown above does not reflect the effects of any sales charges. Click on the dots to see specific returns in each five-year period as of the date revealed. Note that returns of 0.00% are counted as positive periods. For complete fund performance, please see below.
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)
5.79%
Average 5-year annualized return
Total return (%) as of 03/31/21
Annual performance as of 03/31/21
Annualized Total return (%) as of 03/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 16.19% | 6.40% | 6.16% | 5.98% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg Barclays U.S. Aggregate Bond Index | 0.71% | 4.65% | 3.10% | 3.44% |
| Putnam Conservative Blended Benchmark | 17.30% | 8.23% | 7.17% | 6.46% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 05/31/21 | 0.91% | - | |
| YTD as of 06/11/21 | 4.25% | - | |
Yield
| Distribution rate before sales charge as of 06/11/21 |
1.61% |
|---|---|
| Distribution rate after sales charge as of 06/11/21 |
1.61% |
| 30-day SEC yield as of 05/31/21 | 0.99% |
Risk-adjusted performance as of 04/30/21
| Sharpe ratio (3 yrs.) | 0.86 |
|---|
Volatility as of 04/30/21
| Standard deviation (3 yrs.) | 6.63% |
|---|
Fixed income statistics as of 04/30/21
| Average effective duration | 3.54 yrs. |
|---|
Lipper rankings as of 04/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 242/307 | 79% |
| 3 yrs. | 144/291 | 50% |
| 5 yrs. | 119/271 | 44% |
| 10 yrs. | 41/186 | 22% |
Morningstar Ratings™ as of 04/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 514 | |
| 3 yrs. | 514 | |
| 5 yrs. | 455 | |
| 10 yrs. | 279 |
Distributions
| Record/Ex dividend date | 05/18/21 |
|---|---|
| Payable date | 05/20/21 |
| Income | $0.016 |
| 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 Fn30 Tba Umbs 02.5000 06/01/2051 | 3.37% |
|---|---|
| Fnma Fn15 Tba Umbs 02.5000 05/01/2036 | 2.45% |
| Apple Inc Sedol 2046251 | 2.40% |
| Microsoft Corp Sedol 2588173 | 2.04% |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | 2.02% |
| Amazon.Com Inc Sedol 2000019 | 1.94% |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | 1.63% |
| S&P Gsci Light Energy Er | 1.44% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.36% |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | 1.22% |
| Top 10 holdings, percent of portfolio | 19.87% |
| Top 10 holdings as of 04/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.5000 06/01/2051 | |
| Fnma Fn15 Tba Umbs 02.5000 05/01/2036 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn30 Tba Umbs 03.5000 06/01/2051 | |
| Amazon.Com Inc Sedol 2000019 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| S&P Gsci Light Energy Er | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Holdings represent 19.87% of portfolio | |
| Top 10 holdings as of 03/31/21 | |
|---|---|
| Fnma Fn15 Tba Umbs 02.5000 04/01/2036 | |
| Apple Inc Sedol 2046251 | |
| Fnma Fn30 Tba Umbs 03.5000 05/01/2051 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn30 Tba Umbs 02.5000 05/01/2051 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Fnma Fn30 Tba Umbs 02.5000 04/01/2051 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Holdings represent 17.90% of portfolio | |
| Top 10 holdings as of 02/28/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | |
| Fnma Fn15 Tba Umbs 02.5000 03/01/2036 | |
| Apple Inc Sedol 2046251 | |
| Fnma Fn30 Tba Umbs 02.5000 03/01/2051 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| S&P Gsci Light Energy Er | |
| Gnma Gii30 Ma6932 03.0000 10/20/2050 | |
| Holdings represent 19.04% of portfolio | |
| Top 10 holdings as of 01/31/21 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | |
| Fnma Fn15 Tba Umbs 02.5000 02/01/2036 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 03.5000 02/01/2051 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Fnma Fn30 Tba Umbs 02.0000 03/01/2051 | |
| Gnma Gii30 Ma6932 03.0000 10/20/2050 | |
| Holdings represent 18.92% of portfolio | |
| 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% |
| CITIGROUP INC SEDOL 2297907 | 0.82% |
| 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% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.50% |
| FORD MOTOR CO SEDOL 2615468 | 0.49% |
| TREASURY BILL 00.0000 07/20/2021 | 0.48% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.47% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.47% |
| INTUIT INC SEDOL 2459020 | 0.47% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.44% |
| 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% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.23% |
| 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% |
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| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
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| SEK/USD 06/16/2021 RBSF | 0.00% |
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| 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% |
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| 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% |
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| 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% |
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| HKD/USD 08/18/2021 GSFX | 0.00% |
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| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
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| IOS.FN30.650.67 R USL1M P 01/12/38 BC | 0.00% |
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| JPY/USD 08/18/2021 BANKAM | 0.00% |
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| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
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| 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% |
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| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.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% |
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| NZD/USD 07/21/2021 GSFX | -0.01% |
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|---|---|
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| GSGLPWDL R US0001M P 12/15/25 GS | 2.27% |
| MICROSOFT CORP SEDOL 2588173 | 2.04% |
| FNMA FN30 TBA UMBS 03.5000 06/01/2051 | 2.02% |
| US LONG BOND(CBT) JUN21 USM1 | 1.98% |
| AMAZON.COM INC SEDOL 2000019 | 1.94% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.63% |
| MSCI EMGMKT JUN21 MESM1 | 1.44% |
| S&P GSCI LIGHT ENERGY ER | 1.44% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.36% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.34% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.22% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 1.17% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 1.12% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.01% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.95% |
| NASDAQ 100 E-MINI JUN21 NQM1 | 0.93% |
| NVIDIA CORP SEDOL 2379504 | 0.90% |
| FNMA FN30 TBA UMBS 06.0000 05/01/2051 | 0.82% |
| TREASURY BILL 00.0000 06/29/2021 | 0.75% |
| CITIGROUP INC SEDOL 2297907 | 0.70% |
| ADOBE INC SEDOL 2008154 | 0.69% |
| QUALCOMM INC SEDOL 2714923 | 0.65% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.59% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.59% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.56% |
| ELI LILLY & CO SEDOL 2516152 | 0.54% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.54% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.52% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.51% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.48% |
| CASH MGMT BILL 00.0000 07/20/2021 | 0.48% |
| GNMA GII30 TBA 03.0000 05/01/2051 | 0.47% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.46% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.45% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.44% |
| INTUIT INC SEDOL 2459020 | 0.44% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.43% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.43% |
| FORD MOTOR CO SEDOL 2615468 | 0.39% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.39% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 0.38% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.38% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.38% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.38% |
| PEPSICO INC SEDOL 2681511 | 0.36% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.36% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.34% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.34% |
| WALMART INC SEDOL 2936921 | 0.34% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.34% |
| TARGET CORP SEDOL 2259101 | 0.32% |
| MASTERCARD INC - A SEDOL B121557 | 0.31% |
| TREASURY BILL 00.0000 05/25/2021 | 0.31% |
| MERCK & CO. INC. SEDOL 2778844 | 0.30% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.30% |
| METLIFE INC SEDOL 2573209 | 0.30% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.30% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.29% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 0.29% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.29% |
| EXELON CORP SEDOL 2670519 | 0.28% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.27% |
| AUTODESK INC SEDOL 2065159 | 0.27% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.27% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.26% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.26% |
| DEERE & CO SEDOL 2261203 | 0.26% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.26% |
| ABBVIE INC 03.2000 11/21/2029 | 0.26% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.26% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.26% |
| TREASURY BILL 00.0000 06/03/2021 | 0.25% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.25% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.25% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.25% |
| ABBVIE INC SEDOL B92SR70 | 0.25% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.25% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.25% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.24% |
| MCDONALD'S CORP SEDOL 2550707 | 0.24% |
| HOME DEPOT INC SEDOL 2434209 | 0.24% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.23% |
| TESLA INC SEDOL B616C79 | 0.23% |
| EBAY INC SEDOL 2293819 | 0.23% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.23% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.23% |
| MORGAN STANLEY | 0.22% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.22% |
| NRG ENERGY INC SEDOL 2212922 | 0.22% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.21% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.21% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.21% |
| CDX CDX.NA.HY.36 500.0 06/20/2026 | 0.21% |
| DANAHER CORP SEDOL 2250870 | 0.21% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% |
| FORTINET INC SEDOL B5B2106 | 0.20% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.20% |
| ALTRIA GROUP INC | 0.20% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.20% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.20% |
| CRH PLC SEDOL 4182249 | 0.20% |
| TREASURY BILL 00.0000 06/10/2021 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.19% |
| TREASURY BILL 00.0000 06/01/2021 | 0.19% |
| HALLIBURTON CO SEDOL 2405302 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% |
| CUMMINS INC SEDOL 2240202 | 0.18% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.18% |
| BEST BUY CO INC SEDOL 2094670 | 0.18% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.18% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.17% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.17% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.17% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.17% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.17% |
| NIKE INC -CL B SEDOL 2640147 | 0.17% |
| CIGNA CORP SEDOL BHJ0775 | 0.17% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.17% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.16% |
| HUMANA INC SEDOL 2445063 | 0.16% |
| DOW INC SEDOL BHXCF84 | 0.16% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.16% |
| APPLE INC 04.2500 02/09/2047 | 0.16% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.15% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.15% |
| PULTEGROUP INC SEDOL 2708841 | 0.15% |
| VERIZON COMM 04.3290 09/21/2028 | 0.15% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.15% |
| SONY GROUP CORP SEDOL 6821506 | 0.15% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.15% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.15% |
| STACR 2016-DNA2 M3 04.7561 10/25/2028 | 0.15% |
| BIOGEN INC SEDOL 2455965 | 0.14% |
| CASH MGMT BILL 00.0000 08/03/2021 | 0.14% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.14% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.14% |
| AXA SA SEDOL 7088429 | 0.14% |
| LOWES COMPANIES INC | 0.14% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.14% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.14% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.14% |
| AFLAC INC SEDOL 2026361 | 0.14% |
| MCKESSON CORP SEDOL 2378534 | 0.14% |
| UNITED RENTALS INC SEDOL 2134781 | 0.14% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.14% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.14% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.14% |
| CASH MGMT BILL 00.0000 07/13/2021 | 0.14% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.14% |
| SERVICENOW INC SEDOL B80NXX8 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.13% |
| LG CHEM LTD SEDOL 6346913 | 0.13% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.13% |
| CORTEVA INC SEDOL BK73B42 | 0.13% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.13% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| CONOCOPHILLIPS | 0.13% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.13% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.13% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.13% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.13% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.13% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.13% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.13% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.13% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.13% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.13% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.13% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.12% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.12% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.12% |
| CHEVRON CORP | 0.12% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.12% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.12% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.12% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.12% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.12% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.12% |
| AMGEN INC SEDOL 2023607 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.12% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.12% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.11% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.11% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.11% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.11% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.11% |
| EQUINIX INC SEDOL BVLZX12 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| COSTAR GROUP INC SEDOL 2262864 | 0.11% |
| DEXCOM INC SEDOL B0796X4 | 0.11% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.11% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.10% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.10% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.10% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.10% |
| ORACLE CORP 04.0000 11/15/2047 | 0.10% |
| TJX COMPANIES INC SEDOL 2989301 | 0.10% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.10% |
| HOYA CORP SEDOL 6441506 | 0.10% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.10% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.10% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.10% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.10% |
| EATON CORP PLC SEDOL B8KQN82 | 0.10% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.10% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.10% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.10% |
| CREDIT SUISSE GRP AG P/P 144A 02.1930 06/05/2026 | 0.10% |
| HOLOGIC INC SEDOL 2433530 | 0.10% |
| APPLE INC 00.7500 05/11/2023 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| COMCAST CORP 03.4500 02/01/2050 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 05/01/2051 | 0.10% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.10% |
| MWST 2019-1 A 00.9061 06/25/2052 | 0.10% |
| SYNOPSYS INC SEDOL 2867719 | 0.10% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.10% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.10% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.10% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.10% |
| GNMA GII30 TBA 04.0000 05/01/2051 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.10% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.09% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.09% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.09% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.09% |
| NESTLE SA-REG SEDOL 7123870 | 0.09% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.09% |
| RADIAN GROUP INC SEDOL 2173911 | 0.09% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% |
| CAS 2016-C04 1M2 04.3561 01/25/2029 | 0.09% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.09% |
| ORACLE CORP 02.5000 10/15/2022 | 0.09% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.09% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.09% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.09% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.09% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.09% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.09% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.09% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.09% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.09% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.09% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.09% |
| L OREAL SEDOL 4057808 | 0.09% |
| GSMS 2014-GC22 C 04.8474 06/10/2047 | 0.08% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.08% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 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% |
| POLARIS INC SEDOL 2692933 | 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% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.08% |
| GARTNER INC SEDOL 2372763 | 0.08% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.08% |
| AMERISOURCEBERGEN CORP | 0.08% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.08% |
| DBUBS 2011-LC3A D P/P 144A 05.5170 08/10/2044 | 0.08% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| ABIOMED INC SEDOL 2003698 | 0.08% |
| ALLSTATE CORP SEDOL 2019952 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| DIAGEO PLC SEDOL 0237400 | 0.08% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.08% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.08% |
| RIO TINTO PLC SEDOL 0718875 | 0.08% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.08% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 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% |
| BROADCOM INC 04.1500 11/15/2030 | 0.08% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.08% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% |
| BHP GROUP LTD SEDOL 6144690 | 0.08% |
| PNC BANK NA 02.0280 12/09/2022 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.08% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.07% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.07% |
| ARAMARK SEDOL BH3XG17 | 0.07% |
| BOEING CO 05.9300 05/01/2060 | 0.07% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.07% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.07% |
| VONTIER CORP SEDOL BH4GV32 | 0.07% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.07% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.07% |
| TOTAL SE SEDOL B15C557 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| AGCO CORP SEDOL 2010278 | 0.07% |
| CAS 2016-C01 1M2 06.8561 08/25/2028 | 0.07% |
| CAS 2016-C02 1M2 06.1061 09/25/2028 | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| MRAIT 2020-12 A1X 01.4646 07/15/2021 | 0.07% |
| MRAIT 2021-8 A1X 01.2651 10/15/2021 | 0.07% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.07% |
| CAS 2015-C04 2M2 05.6561 04/25/2028 | 0.07% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.07% |
| STATE STREET CORP SEDOL 2842040 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.07% |
| COMCAST CORP 02.3500 01/15/2027 | 0.07% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.07% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.07% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 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% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.07% |
| NINTENDO CO LTD SEDOL 6639550 | 0.07% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.07% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.07% |
| CAS 2015-C04 1M2 05.8061 04/25/2028 | 0.07% |
| CAS 2017-C01 1M2 03.6561 07/25/2029 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.3228 04/20/2048 | 0.07% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.07% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.07% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.06% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.06% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.06% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.06% |
| NEXI SPA SEDOL BJ1F880 | 0.06% |
| DANAHER CORP 05.0000 CV PFD | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| LENNAR CORP 04.7500 11/29/2027 | 0.06% |
| THALES SA SEDOL 4162791 | 0.06% |
| CSAIL 2015-C1 C 04.4053 04/15/2050 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| CAS 2020-R01 1M2 02.1561 01/25/2040 | 0.06% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| SLM CORP | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| BNP PARIBAS SEDOL 7309681 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| MERCK KGAA SEDOL 4741844 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.06% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.06% |
| ROKU INC SEDOL BZ1LFG7 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.06% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.06% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.06% |
| ORSTED A/S SEDOL BYT16L4 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| ABB LTD-REG SEDOL 7108899 | 0.06% |
| BRENNTAG SE SEDOL B4YVF56 | 0.06% |
| CAIXABANK SA SEDOL B283W97 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| STELLANTIS NV SEDOL BMD8F98 | 0.06% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.06% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.06% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| COMM 2010-C1 D P/P 144A 05.9851 07/10/2046 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.06% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.06% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.06% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.06% |
| ZALANDO SE SEDOL BQV0SV7 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.05% |
| APID 2015-23A AR P/P 144A 01.4038 04/15/2033 | 0.05% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.05% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.05% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.05% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.05% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.05% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.05% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.05% |
| AVIVA PLC SEDOL 0216238 | 0.05% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.05% |
| MONCLER SPA SEDOL BGLP232 | 0.05% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.05% |
| SK TELECOM SEDOL 6224871 | 0.05% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.05% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| SPST 2021-6 A 00.9061 04/25/2022 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| AMDOCS LTD SEDOL 2256908 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.05% |
| BP PLC SEDOL 0798059 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.05% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| EVOLUTION GAMING GRP SEDOL BJXSCH4 | 0.05% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| AUTO1 GROUP SE P/P 144A SEDOL BL5C4C7 | 0.05% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.05% |
| KDDI CORP SEDOL 6248990 | 0.05% |
| NETFLIX INC 04.3750 11/15/2026 | 0.05% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| CAS 2016-C05 2M2 04.5561 01/25/2029 | 0.05% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.05% |
| SPST 2020-6 A 01.8561 09/07/2021 | 0.05% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| CROWN HOLDINGS INC | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.05% |
| ORACLE CORP 03.6500 03/25/2041 | 0.05% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| CAPGEMINI SE SEDOL 4163437 | 0.05% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 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% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.04% |
| COMM 2013-CR13 C 05.0463 11/10/2046 | 0.04% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.04% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.04% |
| LINDE PLC SEDOL BYWD9S5 | 0.04% |
| MRAIT 2020-11 A1X 01.8146 04/22/2022 | 0.04% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.04% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.04% |
| CIMAREX ENERGY CO SEDOL 2987521 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.04% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.04% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.04% |
| ENEL SPA SEDOL 7144569 | 0.04% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| KINGFISHER PLC SEDOL 3319521 | 0.04% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| MINEBEA CO LTD SEDOL 6642406 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| PFIZER INC SEDOL 2684703 | 0.04% |
| SPST 2020-13 A 01.6061 10/10/2021 | 0.04% |
| SPST 2020-15 A 01.4761 12/10/2021 | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| BMIR 2019-4A M1C P/P 144A 02.6061 10/25/2029 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| SECOM CO LTD SEDOL 6791591 | 0.04% |
| SQUARE INC - A SEDOL BYNZGK1 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.04% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.04% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.04% |
| CSAIL 2020-C19 XA IO 01.2396 03/15/2053 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| SANDS CHINA LTD SEDOL B5B23W2 | 0.04% |
| SBI HOLDINGS INC SEDOL 6309466 | 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 P/P 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% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.04% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| AT&T INC SEDOL 2831811 | 0.04% |
| CGMS C17A A1AR P/P 144A 01.2350 04/30/2031 | 0.04% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 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% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| QIAGEN N.V. SEDOL BYXS699 | 0.04% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.04% |
| SHRP 2020-1 NOTE 03.0758 07/25/2024 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| TPAT 2018-SL1 A P/P 144A 00.7061 01/25/2046 | 0.04% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CWALT 2006-OA10 4A1 00.4861 08/25/2046 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 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 01.4585 10/08/2021 | 0.04% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.04% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.04% |
| MSBAM 2012-C5 E P/P 144A 04.8186 08/15/2045 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| COMM 2015-CR24 B 04.5249 08/10/2048 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.04% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| TERRIER MEDIA BUYER IN L+350 03.6133 12/17/2026 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.04% |
| BXMT 2021-FL4 A P/P 144A 01.1700 05/15/2038 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.9355 12/15/2047 | 0.04% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| LBMLT 2004-1 A2 00.9061 02/25/2034 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| NORDSON CORP SEDOL 2641838 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| JPMBB 2013-C12 C 04.2356 07/15/2045 | 0.04% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.03% |
| ADIDAS AG SEDOL 4031976 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.03% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.03% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| MSC 2011-C3 B P/P 144A 05.4338 07/15/2049 | 0.03% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.03% |
| SAMI 2007-AR7 1A1 00.9561 05/25/2047 | 0.03% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| FHMS K099 X1 IO 01.0051 09/25/2029 | 0.03% |
| GSMS 2011-GC3 D P/P 144A 05.5584 03/10/2044 | 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% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.7535 03/15/2044 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| CAS 2016-C03 2M2 06.0061 10/25/2028 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.2850 08/10/2050 | 0.03% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.03% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| OPAP SA SEDOL 7107250 | 0.03% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.03% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.03% |
| SPST 2021-WL1 A 00.7561 01/26/2054 | 0.03% |
| SPST 2021-WL2 A 00.8061 03/25/2054 | 0.03% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.03% |
| WFCM 2013-LC12 C 04.4052 07/15/2046 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.8485 11/15/2044 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| ADYEN NV SEDOL BZ1HM42 | 0.03% |
| AGL 2020-5A A1 P/P 144A 02.2383 07/20/2030 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| EDF SEDOL B0NJJ17 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.03% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| LENNAR CORP-A SEDOL 2511920 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| MWST 2021-2 A 00.8603 04/25/2055 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 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 P/P 144A 01.9838 07/15/2033 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 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% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| DEVON ENERGY CORP SEDOL 2480677 | 0.03% |
| DNB NOR ASA SEDOL 4263304 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| INGIM 2013-2A A1R P/P 144A 01.1458 04/25/2031 | 0.03% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.03% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MSBAM 2014-C14 C 05.2182 02/15/2047 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.03% |
| STACR 2016-DNA1 M3 05.6586 07/25/2028 | 0.03% |
| WAMU 2005-AR12 1A8 02.8962 10/25/2035 | 0.03% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.03% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.03% |
| CEDF 2016-5A A1R P/P 144A 01.2898 07/17/2031 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| INTERACTIVE BROKERS GRO-CL A SEDOL B1WT4X2 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| JPY/USD 05/19/2021 SSBT | 0.03% |
| MSBAM 2014-C17 C 04.6363 08/15/2047 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 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 P/P 144A 01.5438 01/15/2036 | 0.03% |
| STACR 2018-HRP2 M3 02.5061 02/25/2047 | 0.03% |
| AHM 2007-1 GA1C 00.2961 05/25/2047 | 0.03% |
| APA CORP SEDOL BNNF1C1 | 0.03% |
| BANK 2017-BNK8 B 04.0623 11/15/2050 | 0.03% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 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% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| CWALT 2005-59 1A1 00.7759 11/20/2035 | 0.03% |
| CWALT 2006-OA7 1A2 01.0819 06/25/2046 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| ORACLE CORP SEDOL 2661568 | 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 04.3408 03/15/2045 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| DOVER CORP SEDOL 2278407 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| FHMS K105 X1 IO 01.6449 01/25/2030 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.5584 03/10/2044 | 0.03% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.03% |
| MDPK 2018-30A A P/P 144A 00.9338 04/15/2029 | 0.03% |
| MSBAM 2013-C8 B 03.6938 12/15/2048 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| VERTIV TLB L+275 02.8601 03/02/2027 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| APPLE INC 02.8000 02/08/2061 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 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% |
| FAURECIA SEDOL 4400446 | 0.03% |
| FEDEX CORP SEDOL 2142784 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| FUJITSU LTD SEDOL 6356945 | 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 04.8308 04/15/2047 | 0.03% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| PANASONIC CORP SEDOL 6572707 | 0.03% |
| PPSI 2004-WCW2 M3 01.1561 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% |
| STACR 2017-DNA2 M2 03.5561 10/25/2029 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.03% |
| WFCM 2016-LC25 AS 04.0940 12/15/2059 | 0.03% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CAS 2016-C01 2M2 07.0561 08/25/2028 | 0.02% |
| CGCMT 2018-C6 B 04.9067 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% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.02% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 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% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CAS 2016-C06 1M2 04.3561 04/25/2029 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| DEN14 2016-1A A1R P/P 144A 01.4529 10/23/2031 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| GSMS 2010-C1 D P/P 144A 06.1831 08/10/2043 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.8736 11/15/2043 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3128 05/15/2045 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.7587 11/15/2045 | 0.02% |
| NOVATEK MICROELECTRONICS COR SEDOL 6346333 | 0.02% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7543 05/10/2045 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| BANK 2019-BN20 XA IO 00.9602 09/15/2062 | 0.02% |
| BCC 2019-3A A P/P 144A 01.5260 10/21/2032 | 0.02% |
| BSP 2018-5BA A1A P/P 144A 01.2783 04/20/2031 | 0.02% |
| CANYC 2019-2A A P/P 144A 01.5538 10/15/2032 | 0.02% |
| CBAM 2019-9A A P/P 144A 01.4638 02/12/2030 | 0.02% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMM 2014-CR18 C 04.9007 07/15/2047 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.02% |
| JPMORGAN CHASE & CO 01.1938 05/15/2047 | 0.02% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.02% |
| MP3 2013-1A AR P/P 144A 01.4383 10/20/2030 | 0.02% |
| MVEW 2017-2A A P/P 144A 01.3936 01/16/2031 | 0.02% |
| NEXON CO LTD SEDOL B63QM77 | 0.02% |
| OMRON CORP SEDOL 6659428 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| PLMRS 2018-2A A1A P/P 144A 01.2836 07/16/2031 | 0.02% |
| SPEAK 2017-4A A P/P 144A 01.3858 10/26/2029 | 0.02% |
| SPX 20220121 C 4350.00CITI | 0.02% |
| STACR 2016-HQA3 M3 03.9561 03/25/2029 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WFCM 2013-LC12 AS 04.4052 07/15/2046 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4052 07/15/2046 | 0.02% |
| WFCM 2019-C52 XA IO 01.7615 08/15/2052 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9695 11/15/2045 | 0.02% |
| WINDR 2014-2A AR P/P 144A 01.3238 01/15/2031 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 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 P/P 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% |
| CWALT 2006-OA19 A1 00.2959 02/20/2047 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| JPMBB 2013-C12 B 04.2356 07/15/2045 | 0.02% |
| MAGNE 2012-7A A1R2 P/P 144A 00.9838 01/15/2028 | 0.02% |
| NABTESCO CORP SEDOL 6687571 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| OZLM 2015-11A A1R P/P 144A 01.4355 10/30/2030 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PFWST 2021-1 A 00.8061 02/25/2055 | 0.02% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.02% |
| STACR 2016-HQA1 M3 06.4561 09/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.2561 11/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.3561 07/25/2029 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 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% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 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% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| FHMS K104 XAM 01.5052 01/25/2030 | 0.02% |
| FHMS K121 X1 IO 01.1242 10/25/2030 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.9001 08/10/2046 | 0.02% |
| HITACHI LTD SEDOL 6429104 | 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% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 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% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| CMLTI 2005-2 1A2A 02.8001 05/25/2035 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 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 02.4837 06/20/2066 | 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% |
| MWST 2020-1 A 01.0061 10/25/2053 | 0.02% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.02% |
| STACR 2015-HQA2 M3 04.9061 05/25/2028 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 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% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 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 01/12/2045 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.02% |
| MSBAM 2015-C24 B 04.4872 05/15/2048 | 0.02% |
| NAVISTAR INTERNATIONAL L+350 03.6100 11/06/2024 | 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% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| UBSBB 2012-C2 D P/P 144A 05.0441 05/10/2063 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.02% |
| FHMS K740 X1 00.8455 09/25/2027 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 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 P/P 144A 05.4338 07/15/2049 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| STACR 2014-HQ2 M3 03.8561 09/25/2024 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 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% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.2618 03/10/2047 | 0.02% |
| COMM 2013-CR9 D P/P 144A 04.3866 07/10/2045 | 0.02% |
| EMIR 2018-1 M1 01.8061 11/25/2028 | 0.02% |
| FHMS KW10 X1 IO 00.7733 09/25/2029 | 0.02% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.02% |
| GNR 2015-H25 BI IO 01.9541 10/20/2065 | 0.02% |
| JPMBB 2014-C22 C 04.7049 09/15/2047 | 0.02% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 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% |
| NEWZ 2021-1 A 00.8600 05/25/2055 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.02% |
| UBSCM 2018-C8 XA IO 01.0269 02/15/2051 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| WAMU 2005-AR11 A1B3 00.9061 08/25/2045 | 0.02% |
| ZOZO INC SEDOL B292RC1 | 0.02% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.02% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.02% |
| CAS 2019-HRP1 M2 02.2561 11/25/2039 | 0.02% |
| FIDELITY NATL INFO SERV 02.2500 03/01/2031 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 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% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SOLENIS 1STL L+400 04.1898 06/26/2025 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| TRANSUNION SEDOL BYMWL86 | 0.02% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.02% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.02% |
| WFCM 2016-LC25 XA IO 01.1110 12/15/2059 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.02% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.02% |
| COMM 2014-CR14 XA IO 00.7215 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% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| NH FOODS LTD SEDOL 6640767 | 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% |
| SARTORIUS AG-PFD PCT 0.000 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| STACR 2020-HQA1 M2 02.0061 01/25/2050 | 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% |
| TORO CO SEDOL 2897040 | 0.02% |
| UBSCM 2017-C7 XA IO 01.1801 12/15/2050 | 0.02% |
| 1.57 R ISWP US0003M P 04/20/2031 | 0.01% |
| ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CAS 2017-C01 1EB1 01.3561 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% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 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% |
| LANXESS AG SEDOL B05M8B7 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.01% |
| WAMU 2004-AR3 A2 03.1676 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% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 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 CORP 07.7500 07/01/2026 | 0.01% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 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% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 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% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0661 07/25/2045 | 0.01% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% |
| AES CORP SEDOL 2002479 | 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% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2016-C07 2M2 04.4561 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 P/P 144A 05.9355 12/15/2047 | 0.01% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| E.ON SE SEDOL 4942904 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GNR 2013-99 AS IO 05.9341 06/20/2043 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 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% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.01% |
| JPY/USD 05/19/2021 GSFX | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MWST 2020-2 A 00.9061 11/25/2053 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.01% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.01% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4392 05/10/2063 | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 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% |
| WFCM 2014-LC16 XA IO 01.2463 08/15/2050 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| BAFC 2005-B 3M1 00.7909 04/20/2035 | 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% |
| CAS 2014-C03 2M2 03.0061 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0061 11/25/2024 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 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% |
| 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% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| GSMS 2013-GC10 XA IO 01.6310 02/10/2046 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HOCHTIEF AG SEDOL 5108664 | 0.01% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 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% |
| MSAC 2004-HE6 M1 00.9311 08/25/2034 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.01% |
| OMV AG SEDOL 4651459 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/07/2027 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| SCIH SALT TLB L+400 04.1150 03/16/2027 | 0.01% |
| STACR 2019-DNA1 M2 02.7561 01/25/2049 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 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% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.01% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.01% |
| ARRW 2019-1 A3 04.2061 01/25/2049 | 0.01% |
| AUDACY CAPITAL CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CAD/USD 07/21/2021 GSFX | 0.01% |
| CAS 2015-C03 2M2 05.1061 07/25/2025 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FHR 3065 DC 19.5161 03/15/2035 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 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% |
| GNMA GII30 AY4779 04.4910 03/20/2067 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| 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 P/P 144A 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% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SAMI 2007-AR1 2A1 00.2861 01/25/2037 | 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 01.3061 10/25/2029 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TRANSDIGM INC P/P 144A 04.8750 05/01/2029 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UNITED AIRLINES TLB L+375 04.5000 04/14/2028 | 0.01% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| 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% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| CAS 2015-C02 2M2 04.1061 05/25/2025 | 0.01% |
| CASH MGMT BILL 00.0000 07/06/2021 | 0.01% |
| CASH MGMT BILL 00.0000 07/27/2021 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 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% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| COMM 2014-UBS4 XA IO 01.2550 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0336 12/10/2047 | 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% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| FHR 3249 PS 21.8967 12/15/2036 | 0.01% |
| FHR 3829 AS IO 06.8354 03/15/2041 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 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% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 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% |
| MLMI 2005-A2 A2 02.7826 02/25/2035 | 0.01% |
| MSRR 2015-R4 CB1 00.9343 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% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 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 02.4561 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% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 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 02.8650 10/01/2025 | 0.01% |
| AMC ENT INC TLB L+300 03.1951 04/22/2026 | 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 00.7061 09/25/2045 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| 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% |
| COMM 2014-CR17 XA IO 01.1270 05/10/2047 | 0.01% |
| CPURNSA R 2.4275 P 03/23/31 | 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 25.3318 04/15/2037 | 0.01% |
| FNR 2006-8 HP 24.1775 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 SSBT | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7169 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 P/P 144A 01.7061 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% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 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% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| OLYMPUS CORP SEDOL 6658801 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+325 03.3611 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% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TENNECO INC P/P 144A 05.1250 04/15/2029 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.3166 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% |
| AIRBUS SE SEDOL 4012250 | 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% |
| AUDACY CAPITAL CORP P/P 144A 06.5000 05/01/2027 | 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% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CLARIOS 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 01.2855 08/10/2046 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.01% |
| CPURNSA R 2.45 P 03/23/31 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 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% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.9878 11/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 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 01.2296 08/15/2047 | 0.01% |
| MSC 2011-C3 A4 04.1180 07/15/2049 | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 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% |
| 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% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 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% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.6257 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% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| BWAY CORP TLB L+325 03.4426 04/03/2024 | 0.01% |
| CAD/USD 07/21/2021 MSCIL | 0.01% |
| CAD/USD 07/21/2021 SSBT | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 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% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 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% |
| JPMBB 2014-C19 XA IO 00.8932 04/15/2047 | 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% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% |
| L BRANDS INC 06.7500 07/01/2036 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 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% |
| NOK/USD 06/16/2021 TDBK | 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 06/16/2021 MSCIL | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SOLENIS 2NDL L+850 08.6898 06/26/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 02.4061 10/25/2048 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.01% |
| TRANSDIGM INC P/P 144A 04.6250 01/15/2029 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 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 03.8750 11/15/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ADIENT TLB L+350 03.6085 04/08/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| 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% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BOLLORE SEDOL 4572709 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| 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-C01 1M2 04.4061 02/25/2025 | 0.00% |
| CAS 2015-C02 1M2 04.1061 05/25/2025 | 0.00% |
| CAS 2019-R01 2M2 02.5561 07/25/2031 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 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 01.4640 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% |
| 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 04.6250 12/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JPMCC 2013-LC11 X IO 01.3819 04/15/2046 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 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% |
| 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% |
| 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% |
| 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% |
| 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% |
| STACR 2014-HQ3 M3 04.8561 10/25/2024 | 0.00% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 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% |
| TDK CORP SEDOL 6869302 | 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% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 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% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8738 11/15/2045 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 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 05.0000 02/15/2029 | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 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 CORPORATION 06.0000 08/15/2026 | 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 05.1061 11/25/2024 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 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% |
| 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% |
| 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 BANKAM | 0.00% |
| EUR/USD 06/16/2021 UBS | 0.00% |
| FHR 2990 LB 16.6527 06/15/2034 | 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% |
| NOK/USD 06/16/2021 JPMCB | 0.00% |
| NOK/USD 06/16/2021 UBS | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| PULTEGROUP INC 05.5000 03/01/2026 | 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% |
| 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% |
| ZAYO GROUP HLDG INC L+300 03.1133 03/09/2027 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAD/USD 07/21/2021 TDBK | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| 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% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMM 2014-CR18 XA IO 01.1619 07/15/2047 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| FNR 2005-106 JC 19.7949 12/25/2035 | 0.00% |
| FNR 2005-75 GS 19.9316 08/25/2035 | 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% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| JPY/USD 05/19/2021 CITI | 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% |
| PRECISION DRILL USD 05.2500 11/15/2024 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| 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 P/P 144A 01.6648 12/15/2045 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 07/21/2021 CITI | 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 02.3061 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% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| CPURNSA R 2.51 P 04/01/31 | 0.00% |
| CPURNSA R 2.515 P 04/01/31 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| EUR/USD 06/16/2021 HSBCB | 0.00% |
| FNR 2006-62 PS 39.2632 07/25/2036 | 0.00% |
| GBP/USD 06/16/2021 CSI-FX | 0.00% |
| GBP/USD 06/16/2021 UBS | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GMAC CAPITAL TRUST I PCT 05.9826 | 0.00% |
| GNMA GII30 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% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| STACR 2020-DNA5 M1 01.3100 10/25/2050 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| AUD/USD 07/21/2021 UBS | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| CAD/USD 07/21/2021 HSBCB | 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 06/16/2021 BANKAM | 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.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 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 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% |
| EUR/USD 06/16/2021 RBSF | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| FNR 2005-83 QP 17.1181 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| GBP/USD 06/16/2021 CITI | 0.00% |
| GBP/USD 06/16/2021 RBSF | 0.00% |
| GBP/USD 06/16/2021 WPAC | 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% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 SSBT | 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 05/19/2021 JPMCB | 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% |
| STACR 2019-DNA2 M2 02.5561 03/25/2049 | 0.00% |
| STACR 2020-HQA4 M1 01.4061 09/25/2050 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.7464 12/10/2045 | 0.00% |
| 0.282 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.2825 R ISWP US0003M P 04/28/2023 | 0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | 0.00% |
| 1.5614 R ISWP US0003M P 04/28/2031 | 0.00% |
| 1.5625 R ISWP US0003M P 04/28/2031 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 07/21/2021 JPMCB | 0.00% |
| AUD/USD 07/21/2021 MSCIL | 0.00% |
| AUD/USD 07/21/2021 TDBK | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7597 12/11/2038 | 0.00% |
| CAD/USD 07/21/2021 CSI-FX | 0.00% |
| CAD/USD 07/21/2021 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.7155 10/15/2049 | 0.00% |
| CHF/USD 06/16/2021 BCAP-FX | 0.00% |
| CHF/USD 06/16/2021 CITI | 0.00% |
| CHF/USD 06/16/2021 GSFX | 0.00% |
| CHF/USD 06/16/2021 HSBCB | 0.00% |
| CHF/USD 06/16/2021 MSCIL | 0.00% |
| CHF/USD 06/16/2021 RBSF | 0.00% |
| CHF/USD 06/16/2021 SSBT | 0.00% |
| CHF/USD 06/16/2021 TDBK | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 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 P/P 144A 02.2673 05/15/2038 | 0.00% |
| DKK/USD 06/16/2021 CITI | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 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 TDBK | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 BCAP-FX | 0.00% |
| HKD/USD 05/20/2021 GSFX | 0.00% |
| HKD/USD 05/20/2021 RBSF | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 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 00.2844 05/15/2045 | 0.00% |
| KRW/USD 05/20/2021 JPMCB | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 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 HSBCB | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| SEK/USD 06/16/2021 BANKAM | 0.00% |
| SEK/USD 06/16/2021 BCAP-FX | 0.00% |
| SEK/USD 06/16/2021 JPMCB | 0.00% |
| SEK/USD 06/16/2021 RBSF | 0.00% |
| SEK/USD 06/16/2021 TDBK | 0.00% |
| SGD/USD 05/19/2021 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% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| AUD/USD 07/21/2021 CITI | -0.00% |
| AUD/USD 07/21/2021 GSFX | -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-.6 2063-05-11 300.0 05/11/2063 ML | -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% |
| CNH/USD 05/20/2021 TDBK | -0.00% |
| EUR/USD 06/16/2021 CSI-FX | -0.00% |
| GBP/USD 06/16/2021 BCAP-FX | -0.00% |
| GBP/USD 06/16/2021 HSBCB | -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 05/19/2021 BANKAM | -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 SSBT | -0.00% |
| NZD/USD 07/21/2021 MSCIL | -0.00% |
| NZD/USD 07/21/2021 WPAC | -0.00% |
| CAD/USD 07/21/2021 BANKAM | -0.00% |
| CAD/USD 07/21/2021 RBSF | -0.00% |
| CHF/USD 06/16/2021 JPMCB | -0.00% |
| CHF/USD 06/16/2021 UBS | -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 BCAP-FX | -0.00% |
| EUR/USD 06/16/2021 CITI | -0.00% |
| EUR/USD 06/16/2021 GSFX | -0.00% |
| EUR/USD 06/16/2021 MSCIL | -0.00% |
| EUR/USD 06/16/2021 WPAC | -0.00% |
| GBP/USD 06/16/2021 GSFX | -0.00% |
| GBP/USD 06/16/2021 JPMCB | -0.00% |
| GBP/USD 06/16/2021 MSCIL | -0.00% |
| JPY/USD 05/19/2021 RBSF | -0.00% |
| NZD/USD 07/21/2021 JPMCB | -0.00% |
| SEK/USD 06/16/2021 GSFX | -0.00% |
| SEK/USD 06/16/2021 UBS | -0.00% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.00% |
| CAD/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-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| CPURNSA P 2.496 R 04/01/26 | -0.00% |
| EUR/USD 06/16/2021 JPMCB | -0.00% |
| EUR/USD 06/16/2021 SSBT | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| AUD/USD 07/21/2021 SSBT | -0.00% |
| CAD/USD 07/21/2021 JPMCB | -0.00% |
| EUR/USD 06/16/2021 TDBK | -0.00% |
| JPY/USD 05/19/2021 BCAP-FX | -0.00% |
| JPY/USD 05/19/2021 HSBCB | -0.00% |
| NZD/USD 07/21/2021 SSBT | -0.00% |
| NZD/USD 07/21/2021 UBS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| NZD/USD 07/21/2021 RBSF | -0.00% |
| SEK/USD 06/16/2021 SSBT | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| JPY/USD 05/19/2021 UBS | -0.01% |
| SPX 20220121 C 4700.00CITI | -0.01% |
| NZD/USD 07/21/2021 GSFX | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| JPY/USD 05/19/2021 TDBK | -0.01% |
| JPY/USD 05/19/2021 WPAC | -0.01% |
| CPURNSA P 2.51 R 03/23/26 | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | -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% |
| JPY/USD 05/19/2021 MSCIL | -0.01% |
| CPURNSA P 2.445 R 03/23/26 | -0.02% |
| CPURNSA P 2.53 R 04/01/26 | -0.02% |
| CPURNSA P 2.28 R 02/25/31 | -0.02% |
| CPURNSA P 2.281 R 02/24/31 | -0.02% |
| CPURNSA P 2.2675 R 02/25/31 | -0.02% |
| CPURNSA P 2.278 R 02/25/31 | -0.02% |
| CPURNSA P 2.4625 R 03/24/26 | -0.03% |
| CPURNSA P 2.286 R 02/24/31 | -0.05% |
| FNMA FN30 TBA UMBS 03.0000 06/01/2051 | -0.19% |
| US 10YR ULTRA FUT JUN21 UXYM1 | -0.30% |
| FNMA FN30 TBA UMBS 02.0000 06/01/2051 | -0.46% |
| US 5YR NOTE (CBT) JUN21 FVM1 | -0.60% |
| S&P MID 400 EMINI JUN21 FAM1 | -1.57% |
| GSGLPWDS P US0001M R 12/15/25 GS | -2.24% |
| MSCI EAFE JUN21 MFSM1 | -3.18% |
| S&P500 EMINI FUT JUN21 ESM1 | -23.22% |
| US ULTRA BOND CBT JUN21 WNM1 | 3.85% |
|---|---|
| US 10YR NOTE (CBT)JUN21 TYM1 | 3.70% |
| US 2YR NOTE (CBT) JUN21 TUM1 | 3.22% |
| E-MINI RUSS 2000 JUN21 RTYM1 | 3.05% |
| FNMA FN15 TBA UMBS 02.5000 04/01/2036 | 2.40% |
| RU10VATR R US0001M P 02/05/22 JP | 2.31% |
| APPLE INC SEDOL 2046251 | 2.28% |
| GSGLPWDL R US0001M P 12/15/25 GS | 2.24% |
| FNMA FN30 TBA UMBS 03.5000 05/01/2051 | 1.95% |
| MICROSOFT CORP SEDOL 2588173 | 1.95% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.88% |
| US LONG BOND(CBT) JUN21 USM1 | 1.86% |
| FNMA FN30 TBA UMBS 02.5000 05/01/2051 | 1.80% |
| AMAZON.COM INC SEDOL 2000019 | 1.76% |
| MSCI EMGMKT JUN21 MESM1 | 1.45% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.35% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.32% |
| FNMA FN30 TBA UMBS 02.5000 04/01/2051 | 1.23% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.21% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 1.21% |
| S&P GSCI LIGHT ENERGY ER | 1.18% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 1.13% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 1.02% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 1.02% |
| NASDAQ 100 E-MINI JUN21 NQM1 | 0.89% |
| FNMA FN30 TBA UMBS 06.0000 04/01/2051 | 0.83% |
| NVIDIA CORP SEDOL 2379504 | 0.80% |
| CASH MGMT BILL 00.0000 06/29/2021 | 0.77% |
| CITIGROUP INC SEDOL 2297907 | 0.73% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.64% |
| ADOBE INC SEDOL 2008154 | 0.64% |
| QUALCOMM INC SEDOL 2714923 | 0.64% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.62% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.61% |
| ELI LILLY & CO SEDOL 2516152 | 0.58% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.52% |
| CASH MGMT BILL 00.0000 07/20/2021 | 0.49% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.48% |
| GNMA GII30 TBA 03.0000 04/01/2051 | 0.48% |
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| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.46% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.46% |
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| FORD MOTOR CO SEDOL 2615468 | 0.42% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.42% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.42% |
| INTUIT INC SEDOL 2459020 | 0.42% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.41% |
| FNMA FN30 TBA UMBS 03.5000 04/01/2051 | 0.39% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.38% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.38% |
| PEPSICO INC SEDOL 2681511 | 0.36% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.36% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.36% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.36% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.36% |
| WALMART INC SEDOL 2936921 | 0.34% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.33% |
| MERCK & CO. INC. SEDOL 2778844 | 0.32% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.32% |
| TREASURY BILL 00.0000 05/25/2021 | 0.31% |
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| TARGET CORP SEDOL 2259101 | 0.31% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.30% |
| MASTERCARD INC - A SEDOL B121557 | 0.29% |
| METLIFE INC SEDOL 2573209 | 0.29% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.29% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.28% |
| EXELON CORP SEDOL 2670519 | 0.28% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.28% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.28% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.27% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.27% |
| ABBVIE INC 03.2000 11/21/2029 | 0.26% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.26% |
| DEERE & CO SEDOL 2261203 | 0.26% |
| EBAY INC SEDOL 2293819 | 0.26% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.26% |
| AUTODESK INC SEDOL 2065159 | 0.26% |
| TREASURY BILL 00.0000 06/03/2021 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.25% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.25% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.25% |
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| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.24% |
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| TESLA INC SEDOL B616C79 | 0.22% |
| MORGAN STANLEY | 0.22% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.21% |
| HALLIBURTON CO SEDOL 2405302 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.20% |
| TREASURY BILL 00.0000 06/10/2021 | 0.20% |
| CRH PLC SEDOL 4182249 | 0.20% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.20% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.20% |
| FNMA FN30 TBA UMBS 04.0000 04/01/2051 | 0.20% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.20% |
| CDX CDX.NA.IG.36 100.0 06/20/2026 | 0.20% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.20% |
| TREASURY BILL 00.0000 06/01/2021 | 0.19% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.19% |
| FNMA FN30 TBA UMBS 03.0000 05/01/2051 | 0.19% |
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| CUMMINS INC SEDOL 2240202 | 0.19% |
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| DANAHER CORP SEDOL 2250870 | 0.19% |
| FORTINET INC SEDOL B5B2106 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.19% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.18% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.18% |
| BEST BUY CO INC SEDOL 2094670 | 0.18% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.18% |
| NIKE INC -CL B SEDOL 2640147 | 0.18% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.17% |
| DOW INC SEDOL BHXCF84 | 0.17% |
| CIGNA CORP SEDOL BHJ0775 | 0.16% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.16% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.16% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.16% |
| SONY GROUP CORP SEDOL 6821506 | 0.16% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.16% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.16% |
| TREASURY BILL 00.0000 04/15/2021 | 0.16% |
| APPLE INC 04.2500 02/09/2047 | 0.16% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.16% |
| BIOGEN INC SEDOL 2455965 | 0.16% |
| HUMANA INC SEDOL 2445063 | 0.16% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.15% |
| VERIZON COMM 04.3290 09/21/2028 | 0.15% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.15% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.15% |
| STACR 2016-DNA2 M3 04.7586 10/25/2028 | 0.15% |
| MCKESSON CORP SEDOL 2378534 | 0.15% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.15% |
| UNITED RENTALS INC SEDOL 2134781 | 0.15% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.14% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.14% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.14% |
| LOWES COMPANIES INC | 0.14% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.14% |
| AXA SA SEDOL 7088429 | 0.14% |
| CASH MGMT BILL 00.0000 07/13/2021 | 0.14% |
| CONOCOPHILLIPS | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| AFLAC INC SEDOL 2026361 | 0.14% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.14% |
| PULTEGROUP INC SEDOL 2708841 | 0.14% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.14% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.13% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.13% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.13% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.13% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.13% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.13% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.13% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.13% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.13% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.13% |
| CORTEVA INC SEDOL BK73B42 | 0.13% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.13% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.13% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.13% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.13% |
| CHEVRON CORP | 0.13% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.13% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.13% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.12% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.12% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.12% |
| AMGEN INC SEDOL 2023607 | 0.12% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.12% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.12% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.12% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.12% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.12% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.12% |
| HOLOGIC INC SEDOL 2433530 | 0.12% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.12% |
| SERVICENOW INC SEDOL B80NXX8 | 0.12% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.12% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.11% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.11% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.11% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.11% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.11% |
| HOYA CORP SEDOL 6441506 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.11% |
| EQUINIX INC SEDOL BVLZX12 | 0.11% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.11% |
| COSTAR GROUP INC SEDOL 2262864 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.10% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.10% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.10% |
| ORACLE CORP 04.0000 11/15/2047 | 0.10% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.10% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.10% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.10% |
| DEXCOM INC SEDOL B0796X4 | 0.10% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.10% |
| LG CHEM LTD SEDOL 6346913 | 0.10% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.10% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.10% |
| APPLE INC 00.7500 05/11/2023 | 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% |
| EATON CORP PLC SEDOL B8KQN82 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 04/01/2051 | 0.10% |
| SYNOPSYS INC SEDOL 2867719 | 0.10% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.10% |
| COMCAST CORP 03.4500 02/01/2050 | 0.10% |
| MWST 2019-1 A 00.9086 06/25/2052 | 0.10% |
| FNMA FN30 TBA UMBS 04.0000 05/01/2051 | 0.10% |
| GNMA GII30 TBA 04.0000 04/01/2051 | 0.10% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.10% |
| TJX COMPANIES INC SEDOL 2989301 | 0.10% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.10% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.10% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.10% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.10% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.10% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.10% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.09% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.09% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.09% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.09% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| CAS 2016-C04 1M2 04.3586 01/25/2029 | 0.09% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.09% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.09% |
| ORACLE CORP 02.5000 10/15/2022 | 0.09% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.09% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.09% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.09% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.09% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.09% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.09% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.09% |
| NESTLE SA-REG SEDOL 7123870 | 0.09% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.09% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.09% |
| RADIAN GROUP INC SEDOL 2173911 | 0.09% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.09% |
| GSMS 2014-GC22 C 04.6921 06/10/2047 | 0.09% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.09% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.09% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.09% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.09% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.09% |
| 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% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.08% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| DBUBS 2011-LC3A D P/P 144A 05.3511 08/10/2044 | 0.08% |
| ABIOMED INC SEDOL 2003698 | 0.08% |
| AMERISOURCEBERGEN CORP | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| L OREAL SEDOL 4057808 | 0.08% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.08% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.08% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.08% |
| POLARIS INC SEDOL 2692933 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.08% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.08% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.08% |
| GARTNER INC SEDOL 2372763 | 0.08% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.08% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.08% |
| BROADCOM INC 04.1500 11/15/2030 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.08% |
| PNC BANK NA 02.0280 12/09/2022 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.08% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.08% |
| TOTAL SE SEDOL B15C557 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| ALLSTATE CORP SEDOL 2019952 | 0.08% |
| RIO TINTO PLC SEDOL 0718875 | 0.08% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.07% |
| ARAMARK SEDOL BH3XG17 | 0.07% |
| BHP GROUP LTD SEDOL 6144690 | 0.07% |
| CAS 2016-C01 1M2 06.8586 08/25/2028 | 0.07% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| AGCO CORP SEDOL 2010278 | 0.07% |
| CAS 2016-C02 1M2 06.1086 09/25/2028 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.07% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.07% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| MRAIT 2021-8 A1X 01.2535 10/15/2021 | 0.07% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.07% |
| VONTIER CORP SEDOL BH4GV32 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| MRAIT 2020-12 A1X 01.4560 07/15/2021 | 0.07% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.07% |
| STATE STREET CORP SEDOL 2842040 | 0.07% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.07% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.07% |
| CAS 2015-C04 2M2 05.6586 04/25/2028 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.07% |
| DIAGEO PLC SEDOL 0237400 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| CAS 2015-C04 1M2 05.8086 04/25/2028 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.1733 04/20/2048 | 0.07% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.07% |
| ITOCHU CORP SEDOL 6467803 | 0.07% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.07% |
| NINTENDO CO LTD SEDOL 6639550 | 0.07% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.07% |
| CAS 2017-C01 1M2 03.6586 07/25/2029 | 0.07% |
| CAS 2020-R01 1M2 02.1586 01/25/2040 | 0.07% |
| CSAIL 2015-C1 C 04.2640 04/15/2050 | 0.07% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.07% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.07% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.07% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.06% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.06% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.06% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.06% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.06% |
| LENNAR CORP 04.7500 11/29/2027 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| THALES SA SEDOL 4162791 | 0.06% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.06% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| STELLANTIS NV SEDOL BMD8F98 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.06% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.06% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| BOEING CO/THE SEDOL 2108601 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.06% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| DANAHER CORP 05.0000 CV PFD | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.06% |
| MINEBEA CO LTD SEDOL 6642406 | 0.06% |
| NEXI SPA SEDOL BJ1F880 | 0.06% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| BNP PARIBAS SEDOL 7309681 | 0.06% |
| COMM 2010-C1 D P/P 144A 05.7589 07/10/2046 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| GARMIN LTD SEDOL B3Z5T14 | 0.06% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.06% |
| ROKU INC SEDOL BZ1LFG7 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.06% |
| CAIXABANK SA SEDOL B283W97 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.06% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.06% |
| SLM CORP | 0.06% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.06% |
| ABB LTD-REG SEDOL 7108899 | 0.06% |
| ADIDAS AG SEDOL 4031976 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| AVIVA PLC SEDOL 0216238 | 0.06% |
| BRENNTAG SE SEDOL B4YVF56 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.06% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| ORSTED A/S SEDOL BYT16L4 | 0.06% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| AVALARA INC SEDOL BZ1NVP4 | 0.05% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.05% |
| ENTERGY CORP SEDOL 2317087 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.05% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.05% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.05% |
| LEGRAND SA SEDOL B11ZRK9 | 0.05% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.05% |
| MERCK KGAA SEDOL 4741844 | 0.05% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| SPST 2021-6 A 00.9103 04/25/2022 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.05% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.05% |
| EXACT SCIENCES CORP SEDOL 2719951 | 0.05% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.05% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.05% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.05% |
| KDDI CORP SEDOL 6248990 | 0.05% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.05% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| NETFLIX INC 04.3750 11/15/2026 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| BP PLC SEDOL 0798059 | 0.05% |
| CAS 2016-C05 2M2 04.5586 01/25/2029 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 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 01.8574 09/07/2021 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| ZALANDO SE SEDOL BQV0SV7 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.05% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| ORACLE CORP 03.6500 03/25/2041 | 0.05% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.05% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.05% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| AMDOCS LTD SEDOL 2256908 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.05% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.05% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.05% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.05% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.05% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.05% |
| MRAIT 2021-5 A1X 01.8560 07/26/2021 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| SPST 2020-WL1 A 01.2586 06/25/2051 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.05% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.04% |
| COMM 2013-CR13 C 04.8851 11/10/2046 | 0.04% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.04% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.04% |
| ENEL SPA SEDOL 7144569 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.04% |
| KINGFISHER PLC SEDOL 3319521 | 0.04% |
| MONCLER SPA SEDOL BGLP232 | 0.04% |
| NABTESCO CORP SEDOL 6687571 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| SANDS CHINA LTD SEDOL B5B23W2 | 0.04% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.04% |
| SPST 2020-13 A 01.6074 10/10/2021 | 0.04% |
| SPST 2020-15 A 01.4774 12/10/2021 | 0.04% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.04% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| EPICOR SOFTWARE TLB L+325 04.0000 07/30/2027 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| SECOM CO LTD SEDOL 6791591 | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.04% |
| AUTO1 GROUP SE P/P 144A SEDOL BL5C4C7 | 0.04% |
| BMIR 2019-4A M1C P/P 144A 02.6086 10/25/2029 | 0.04% |
| CAPGEMINI SE SEDOL 4163437 | 0.04% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.04% |
| CSAIL 2020-C19 XA IO 01.1198 03/15/2053 | 0.04% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| GSMS 2011-GC3 D P/P 144A 05.3975 03/10/2044 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| TPAT 2018-SL1 A P/P 144A 00.7086 01/25/2046 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.04% |
| CROWN HOLDINGS INC | 0.04% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| PFIZER INC SEDOL 2684703 | 0.04% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| CWALT 2006-OA10 4A1 00.4886 08/25/2046 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.04% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| AT&T INC SEDOL 2831811 | 0.04% |
| CIMAREX ENERGY CO SEDOL 2987521 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.04% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 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% |
| 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% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.04% |
| MRAIT 2021-EBO1 A1X 01.4585 10/08/2021 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| JPMBB 2013-C12 C 04.1051 07/15/2045 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| MSBAM 2012-C5 E P/P 144A 04.6752 08/15/2045 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| COMM 2015-CR24 B 04.3800 08/10/2048 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.04% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.04% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.04% |
| EVOLUTION GAMING GRP SEDOL BJXSCH4 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| JPY/USD 05/19/2021 SSBT | 0.04% |
| QIAGEN N.V. SEDOL BYXS699 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.04% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.7582 12/15/2047 | 0.04% |
| COX MEDIA TL L+350 03.6085 12/17/2026 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.04% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.04% |
| LBMLT 2004-1 A2 00.9086 02/25/2034 | 0.04% |
| LINDE PLC SEDOL BYWD9S5 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.04% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 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% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| MSC 2011-C3 B P/P 144A 05.2611 07/15/2049 | 0.04% |
| NORDSON CORP SEDOL 2641838 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| SAMI 2007-AR7 1A1 00.9586 05/25/2047 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| FHMS K099 X1 IO 00.8859 09/25/2029 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.03% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| CAS 2016-C03 2M2 06.0086 10/25/2028 | 0.03% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.03% |
| SPST 2021-WL1 A 00.7586 01/26/2054 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| WFCM 2013-LC12 C 04.2741 07/15/2046 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.6726 11/15/2044 | 0.03% |
| 0.95 R ISWP FWD US0003M P 06/16/2026 | 0.03% |
| ABCAM PLC SEDOL B677469 | 0.03% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.1200 08/10/2050 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.03% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.8490 03/15/2044 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 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 P/P 144A 01.1878 04/25/2031 | 0.03% |
| INTERACTIVE BROKERS GRO-CL A SEDOL B1WT4X2 | 0.03% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| LENNAR CORP-A SEDOL 2511920 | 0.03% |
| MSBAM 2014-C14 C 05.0509 02/15/2047 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 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% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.03% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.03% |
| WAMU 2005-AR12 1A8 02.9062 10/25/2035 | 0.03% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| CWALT 2006-OA7 1A2 01.1990 06/25/2046 | 0.03% |
| DNB NOR ASA SEDOL 4263304 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.03% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MSBAM 2014-C17 C 04.4736 08/15/2047 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| RRAM 2020-12A AAR2 P/P 144A 01.6110 01/15/2036 | 0.03% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.03% |
| STACR 2016-DNA1 M3 05.6586 07/25/2028 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| AHM 2007-1 GA1C 00.2986 05/25/2047 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| CWALT 2005-59 1A1 00.7709 11/20/2035 | 0.03% |
| DEVON ENERGY CORP SEDOL 2480677 | 0.03% |
| EDF SEDOL B0NJJ17 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| OPAP SA SEDOL 7107250 | 0.03% |
| PANASONIC CORP SEDOL 6572707 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| WFRBS 2013-C11 C 04.2000 03/15/2045 | 0.03% |
| BANK 2017-BNK8 B 03.9270 11/15/2050 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| MDPK 2018-30A A P/P 144A 00.9913 04/15/2029 | 0.03% |
| MSBAM 2013-C8 B 03.5594 12/15/2048 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| 1.443 R ISWP US0003M P 02/25/2031 | 0.03% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.03% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.3975 03/10/2044 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| ORACLE CORP SEDOL 2661568 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.03% |
| PPSI 2004-WCW2 M3 01.1586 10/25/2034 | 0.03% |
| STACR 2017-DNA2 M2 03.5586 10/25/2029 | 0.03% |
| UNILEVER PLC SEDOL BLRB262 | 0.03% |
| VERTIV TLB L+275 02.8685 03/02/2027 | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 0.03% |
| ALBEMARLE CORP SEDOL 2046853 | 0.03% |
| APPLE INC 02.8000 02/08/2061 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 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% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| FAURECIA SEDOL 4400446 | 0.03% |
| FEDEX CORP SEDOL 2142784 | 0.03% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| JPMBB 2014-C19 C 04.6740 04/15/2047 | 0.03% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.03% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.03% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.03% |
| ADYEN NV SEDOL BZ1HM42 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| ASML HOLDING NV SEDOL B929F46 | 0.02% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CAS 2016-C01 2M2 07.0586 08/25/2028 | 0.02% |
| CGCMT 2018-C6 B 04.7381 11/10/2051 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.02% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.02% |
| DOVER CORP SEDOL 2278407 | 0.02% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.02% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.02% |
| GSMS 2010-C1 D P/P 144A 05.9849 08/10/2043 | 0.02% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.7221 11/15/2043 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1424 05/15/2045 | 0.02% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.02% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.02% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5698 05/10/2045 | 0.02% |
| VERIZON COMMUNICATIONS 01.7500 01/20/2031 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CAS 2016-C06 1M2 04.3586 04/25/2029 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6064 11/15/2045 | 0.02% |
| OMRON CORP SEDOL 6659428 | 0.02% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| SK TELECOM SEDOL 6224871 | 0.02% |
| STACR 2016-HQA3 M3 03.9586 03/25/2029 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFCM 2013-LC12 AS 04.2741 07/15/2046 | 0.02% |
| WFCM 2019-C52 XA IO 01.6161 08/15/2052 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| BANK 2019-BN20 XA IO 00.8370 09/15/2062 | 0.02% |
| BCC 2019-3A A P/P 144A 01.5636 10/21/2032 | 0.02% |
| BSP 2018-5BA A1A P/P 144A 01.3140 04/20/2031 | 0.02% |
| CBAM 2019-9A A P/P 144A 01.5213 02/12/2030 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMM 2014-CR18 C 04.7371 07/15/2047 | 0.02% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.02% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.02% |
| JPMORGAN CHASE & CO 01.1938 05/15/2047 | 0.02% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.02% |
| MAGNE 2012-7A A1R2 P/P 144A 01.0413 01/15/2028 | 0.02% |
| MP3 2013-1A AR P/P 144A 01.4740 10/20/2030 | 0.02% |
| MVEW 2017-2A A P/P 144A 01.4334 01/16/2031 | 0.02% |
| NEXON CO LTD SEDOL B63QM77 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| NOVATEK MICROELECTRONICS COR SEDOL 6346333 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| OZLM 2015-11A A1R P/P 144A 01.4550 10/30/2030 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| PLMRS 2018-2A A1A P/P 144A 01.3234 07/16/2031 | 0.02% |
| SPEAK 2017-4A A P/P 144A 01.4253 10/26/2029 | 0.02% |
| STACR 2016-HQA1 M3 06.4586 09/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.2586 11/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.3586 07/25/2029 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2741 07/15/2046 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8115 11/15/2045 | 0.02% |
| WINDR 2014-2A AR P/P 144A 01.3813 01/15/2031 | 0.02% |
| YUM BRANDS INC SEDOL 2098876 | 0.02% |
| 1.438 R ISWP US0003M P 02/25/2031 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.02% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CWALT 2006-OA19 A1 00.2909 02/20/2047 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| FHMS K121 X1 IO 01.0287 10/25/2030 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7432 08/10/2046 | 0.02% |
| JPMBB 2013-C12 B 04.1051 07/15/2045 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| PFWST 2021-1 A 00.8075 02/25/2055 | 0.02% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.02% |
| SEAGEN INC SEDOL BLPK4D2 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 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% |
| CMLTI 2005-2 1A2A 02.8038 05/25/2035 | 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% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| GNR 2016-H16 EI IO 02.4879 06/20/2066 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 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% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 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 10/02/2025 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| HITACHI LTD SEDOL 6429104 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.02% |
| MSC 2011-C3 A4 04.1180 07/15/2049 | 0.02% |
| MWST 2020-1 A 01.0086 10/25/2053 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6200 11/06/2024 | 0.02% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| STACR 2014-HQ2 M3 03.8586 09/25/2024 | 0.02% |
| STACR 2015-HQA2 M3 04.9086 05/25/2028 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 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% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 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% |
| FHMS K740 X1 00.7598 09/25/2027 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JPY/USD 05/19/2021 GSFX | 0.02% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.02% |
| MSBAM 2015-C24 B 04.3442 05/15/2048 | 0.02% |
| NZD/USD 04/21/2021 GSFX | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| UBSBB 2012-C2 D P/P 144A 04.8854 05/10/2063 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 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% |
| GNR 2015-H25 BI IO 01.9330 10/20/2065 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| JPMBB 2014-C22 C 04.5536 09/15/2047 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.2611 07/15/2049 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.02% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.02% |
| STACR 2020-HQA1 M2 02.0086 01/25/2050 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| UBSCM 2018-C8 XA IO 00.8716 02/15/2051 | 0.02% |
| WAMU 2005-AR11 A1B3 00.9086 08/25/2045 | 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% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.0930 03/10/2047 | 0.02% |
| COMM 2013-CR9 D P/P 144A 04.2432 07/10/2045 | 0.02% |
| EMIR 2018-1 M1 01.8086 11/25/2028 | 0.02% |
| FHMS KW10 X1 IO 00.6493 09/25/2029 | 0.02% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| SOLENIS 1STL L+400 04.1898 06/26/2025 | 0.02% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.02% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AMBATH TLB1 L+375 04.2500 12/27/2027 | 0.02% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CAS 2019-HRP1 M2 02.2586 11/25/2039 | 0.02% |
| COMM 2014-CR14 XA IO 00.5776 02/10/2047 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| FIDELITY NATL INFO SERV 02.2500 03/01/2031 | 0.02% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 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% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.02% |
| WFCM 2016-LC25 XA IO 00.9654 12/15/2059 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.02% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.02% |
| CAS 2017-C01 1EB1 01.3586 07/25/2029 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| ICL GROUP LTD SEDOL 6455530 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| PERSIMMON PLC SEDOL 0682538 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% |
| UBSCM 2017-C7 XA IO 01.0296 12/15/2050 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| WAMU 2004-AR3 A2 03.5445 06/25/2034 | 0.02% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.02% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 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% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.01% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 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% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| FMC CORP SEDOL 2328603 | 0.01% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.01% |
| GMO INTERNET INC SEDOL 6170167 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 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% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NH FOODS LTD SEDOL 6640767 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SARTORIUS AG-PFD PCT 0.000 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TRANSUNION SEDOL BYMWL86 | 0.01% |
| UBSBB 2012-C2 XA IO P/P 144A 01.2823 05/10/2063 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.01% |
| ALEXION PHARMACEUTICALS INC SEDOL 2036070 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| CAS 2016-C07 2M2 04.4586 05/25/2029 | 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 CORP 07.7500 07/01/2026 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2013-99 AS IO 05.9391 06/20/2043 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| NZD/USD 04/21/2021 RBSF | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.01% |
| TORO CO SEDOL 2897040 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0776 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% |
| AES CORP SEDOL 2002479 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BAFC 2005-B 3M1 00.7859 04/20/2035 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2014-C03 2M2 03.0086 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0086 11/25/2024 | 0.01% |
| CAS 2015-C03 2M2 05.1086 07/25/2025 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7582 12/15/2047 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| E.ON SE SEDOL 4942904 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| FINGERPRINT CARDS AB-B SEDOL BD6S127 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| GSMS 2013-GC10 XA IO 01.4865 02/10/2046 | 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% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MWST 2020-2 A 00.9086 11/25/2053 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| OMV AG SEDOL 4651459 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0879 08/15/2050 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 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% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CNH/USD 05/20/2021 TDBK | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| FHR 3065 DC 19.5420 03/15/2035 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MSAC 2004-HE6 M1 00.9336 08/25/2034 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.01% |
| NZD/USD 04/21/2021 UBS | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SPX 20220121 C 4350.00CITI | 0.01% |
| STACR 2017-DNA2 M1 01.3086 10/25/2029 | 0.01% |
| STACR 2019-DNA1 M2 02.7586 01/25/2049 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| T-MOBILE USA INC 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.01% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CAS 2015-C02 2M2 04.1086 05/25/2025 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| COMM 2013-LC13 XA IO 01.1212 08/10/2046 | 0.01% |
| COMM 2014-UBS4 XA IO 01.1051 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8867 12/10/2047 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FHR 3249 PS 21.9252 12/15/2036 | 0.01% |
| FMG RES AUG 2006 P/P 144A 04.3750 04/01/2031 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GBP/USD 06/16/2021 SSBT | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNMA GII30 AY4779 04.4970 03/20/2067 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| HOCHTIEF AG SEDOL 5108664 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 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% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 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% |
| 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% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SAMI 2007-AR1 2A1 00.2886 01/25/2037 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 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% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 0.01% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| BANK OF AMERICA CORP 00.9439 09/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| CASH MGMT BILL 00.0000 07/06/2021 | 0.01% |
| CASH MGMT BILL 00.0000 07/27/2021 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| COMM 2014-CR17 XA IO 00.9668 05/10/2047 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| FHR 3829 AS IO 06.8440 03/15/2041 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FNR 2006-8 HP 24.1684 03/25/2036 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7118 10/20/2065 | 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% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MLMI 2005-A2 A2 02.7871 02/25/2035 | 0.01% |
| MSRR 2015-R4 CB1 00.9433 08/26/2047 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 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 02.4586 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% |
| 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% |
| 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% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.01% |
| BUMT 2005-1 1A1 00.7086 09/25/2045 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| 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% |
| 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 25.3666 04/15/2037 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| 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 P/P 144A 01.7086 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% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8438 11/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| OLYMPUS CORP SEDOL 6658801 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3593 06/30/2025 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PROLOGIS LP 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% |
| 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% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.2263 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% |
| AIRBUS SE SEDOL 4012250 | 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% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EUR/USD 06/16/2021 TDBK | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.01% |
| JPMBB 2014-C19 XA IO 00.7372 04/15/2047 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KRW/USD 05/20/2021 JPMCB | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MATTEL INC P/P 144A 03.7500 04/01/2029 | 0.01% |
| MSBAM 2014-C17 XA IO 01.0674 08/15/2047 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 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% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 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% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| ATOTECH TLB L+250 03.0000 03/05/2028 | 0.01% |
| BWAY CORP TLB L+325 03.4426 04/03/2024 | 0.01% |
| CAS 2015-C02 1M2 04.1086 05/25/2025 | 0.01% |
| CAS 2019-R01 2M2 02.5586 07/25/2031 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% |
| CHF/USD 06/16/2021 GSFX | 0.01% |
| CHF/USD 06/16/2021 SSBT | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 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% |
| CWALT 2005-27 1A1 01.5197 08/25/2035 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIVERSEY TL L+300 03.1085 09/06/2024 | 0.01% |
| EQT CORP 08.5000 02/01/2030 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 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 02/01/2049 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| L BRANDS INC 06.7500 07/01/2036 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 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% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% |
| NZD/USD 04/21/2021 JPMCB | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.01% |
| ROBERTSHAW TL 2L 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 08.6898 06/26/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2014-HQ3 M3 04.8586 10/25/2024 | 0.01% |
| STACR 2018-HQA2 M2 02.4086 10/25/2048 | 0.01% |
| STACR 2020-HQA4 M1 01.4086 09/25/2050 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 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% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.01% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7159 11/15/2045 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4646 08/15/2046 | 0.01% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| AADVANTAGE 1L TL L+475 05.5000 03/10/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BOLLORE SEDOL 4572709 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2014-C04 2M2 05.1086 11/25/2024 | 0.00% |
| CAS 2015-C01 1M2 04.4086 02/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CENTENNIAL RESOURCE P/P 144A 08.0000 06/01/2025 | 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% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 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 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| EUR/USD 06/16/2021 JPMCB | 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% |
| GMAC CAPITAL TRUST I PCT 05.9826 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.00% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% |
| ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.00% |
| 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 04.6250 12/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JPMCC 2013-LC11 X IO 01.2450 04/15/2046 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.00% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NMG HLD/NEIMAN P/P 144A 07.1250 04/01/2026 | 0.00% |
| NZD/USD 04/21/2021 SSBT | 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% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| 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% |
| 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% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 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% |
| TDK CORP SEDOL 6869302 | 0.00% |
| TENNANT CO 05.6250 05/01/2025 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 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% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| AMC ENT INC TLB L+300 05.5599 04/22/2026 | 0.00% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.00% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| AUD/USD 04/21/2021 UBS | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 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% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHF/USD 06/16/2021 CITI | 0.00% |
| CHF/USD 06/16/2021 HSBCB | 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% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 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% |
| 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% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| CPURNSA R 2.4275 P 03/23/31 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 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 16.6748 06/15/2034 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GBP/USD 06/16/2021 UBS | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 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% |
| JPY/USD 05/19/2021 CITI | 0.00% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 03.7500 04/01/2031 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| PULTEGROUP INC 05.5000 03/01/2026 | 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% |
| 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% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5198 12/15/2045 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| ZAYO GROUP HLDG INC L+300 03.1085 03/09/2027 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAD/USD 04/21/2021 GSFX | 0.00% |
| CAS 2017-C05 1M2A 02.3086 01/25/2030 | 0.00% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.00% |
| CHF/USD 06/16/2021 TDBK | 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.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMM 2014-CR18 XA IO 00.9991 07/15/2047 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| CPURNSA R 2.45 P 03/23/31 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| EUR/USD 06/16/2021 BCAP-FX | 0.00% |
| EUR/USD 06/16/2021 MSCIL | 0.00% |
| FNR 2005-106 JC 19.7872 12/25/2035 | 0.00% |
| FNR 2005-75 GS 19.9241 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.2482 07/25/2036 | 0.00% |
| GBP/USD 06/16/2021 CSI-FX | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 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% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| PRECISION DRILL USD 05.2500 11/15/2024 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SEK/USD 06/16/2021 SSBT | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2020-DNA5 M1 01.3167 10/25/2050 | 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% |
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| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.00% |
| CHF/USD 06/16/2021 MSCIL | 0.00% |
| CINEMARK USA INC 04.8750 06/01/2023 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.00% |
| EUR/USD 06/16/2021 CITI | 0.00% |
| EUR/USD 06/16/2021 CSI-FX | 0.00% |
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| GBP/USD 06/16/2021 RBSF | 0.00% |
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| NZD/USD 04/21/2021 CITI | 0.00% |
| NZD/USD 04/21/2021 HSBCB | 0.00% |
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| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.5997 12/10/2045 | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| AUD/USD 04/21/2021 CITI | 0.00% |
| AUD/USD 04/21/2021 SSBT | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| CAD/USD 04/21/2021 CITI | 0.00% |
| CAD/USD 04/21/2021 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% |
| CHESAPEAKE ENERGY CO P/P 144A 05.5000 02/01/2026 | 0.00% |
| CHF/USD 06/16/2021 RBSF | 0.00% |
| CHF/USD 06/16/2021 UBS | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.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.11 2054-11-18 500.0 11/18/2054 ML | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 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.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 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-.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% |
| DKK/USD 06/16/2021 CITI | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 06/16/2021 GSFX | 0.00% |
| EUR/USD 06/16/2021 SSBT | 0.00% |
| FNR 2005-83 QP 17.1116 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| GBP/USD 06/16/2021 WPAC | 0.00% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HKD/USD 05/20/2021 SSBT | 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 05/19/2021 JPMCB | 0.00% |
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| NZD/USD 04/21/2021 TDBK | 0.00% |
| NZD/USD 04/21/2021 WPAC | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
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| STACR 2019-DNA2 M2 02.5676 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
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| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
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| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.4668 12/11/2038 | 0.00% |
| CAD/USD 04/21/2021 CSI-FX | 0.00% |
| CAD/USD 04/21/2021 HSBCB | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.4826 10/15/2049 | 0.00% |
| CHESAPEAKE ENERGY CO P/P 144A 05.8750 02/01/2029 | 0.00% |
| CHF/USD 06/16/2021 BANKAM | 0.00% |
| CHF/USD 06/16/2021 JPMCB | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 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-.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% |
| CPURNSA P 2.53 R 04/01/26 | 0.00% |
| CPURNSA R 2.466 P 04/01/31 | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 02.2759 05/15/2038 | 0.00% |
| EUR/USD 06/16/2021 WPAC | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 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 TDBK | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 BCAP-FX | 0.00% |
| HKD/USD 05/20/2021 GSFX | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 RBSF | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 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 00.2855 05/15/2045 | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 04.8625 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 05.7043 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 06/16/2021 GSFX | 0.00% |
| NOK/USD 06/16/2021 JPMCB | 0.00% |
| NOK/USD 06/16/2021 MSCIL | 0.00% |
| NZD/USD 04/21/2021 BCAP-FX | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| SEK/USD 06/16/2021 BANKAM | 0.00% |
| SEK/USD 06/16/2021 JPMCB | 0.00% |
| SGD/USD 05/19/2021 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% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| 1.7371 R ISWP US0003M P 04/01/2031 | -0.00% |
| 1.766 R ISWP US0003M P 04/01/2031 | -0.00% |
| AUD/USD 04/21/2021 CSI-FX | -0.00% |
| AUD/USD 04/21/2021 HSBCB | -0.00% |
| AUD/USD 04/21/2021 WPAC | -0.00% |
| CAD/USD 04/21/2021 BANKAM | -0.00% |
| CAD/USD 04/21/2021 BCAP-FX | -0.00% |
| CAD/USD 04/21/2021 UBS | -0.00% |
| CAD/USD 04/21/2021 WPAC | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -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% |
| CPURNSA P 2.496 R 04/01/26 | -0.00% |
| CPURNSA P 2.51 R 03/23/26 | -0.00% |
| CPURNSA R 2.51 P 04/01/31 | -0.00% |
| CPURNSA R 2.515 P 04/01/31 | -0.00% |
| GBP/USD 06/16/2021 BCAP-FX | -0.00% |
| GBP/USD 06/16/2021 GSFX | -0.00% |
| GBP/USD 06/16/2021 HSBCB | -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 06/16/2021 TDBK | -0.00% |
| NOK/USD 06/16/2021 UBS | -0.00% |
| NZD/USD 04/21/2021 BANKAM | -0.00% |
| NZD/USD 04/21/2021 CSI-FX | -0.00% |
| 1.7475 R ISWP US0003M P 04/01/2031 | -0.00% |
| AUD/USD 04/21/2021 TDBK | -0.00% |
| CAD/USD 04/21/2021 RBSF | -0.00% |
| CAD/USD 04/21/2021 TDBK | -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-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 06/16/2021 HSBCB | -0.00% |
| EUR/USD 06/16/2021 RBSF | -0.00% |
| GBP/USD 06/16/2021 JPMCB | -0.00% |
| JPY/USD 05/19/2021 BANKAM | -0.00% |
| JPY/USD 05/19/2021 RBSF | -0.00% |
| AUD/USD 04/21/2021 JPMCB | -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% |
| GBP/USD 06/16/2021 MSCIL | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| SEK/USD 06/16/2021 BCAP-FX | -0.00% |
| SPX 20220121 C 4700.00CITI | -0.00% |
| 0.30 R ISWP FWD US0003M P 06/16/2023 | -0.00% |
| 1.7155 R ISWP US0003M P 03/23/2031 | -0.00% |
| 1.72 R ISWP US0003M P 03/23/2031 | -0.00% |
| CAD/USD 04/21/2021 JPMCB | -0.00% |
| NZD/USD 04/21/2021 MSCIL | -0.00% |
| AUD/USD 04/21/2021 GSFX | -0.00% |
| AUD/USD 04/21/2021 RBSF | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CPURNSA P 2.445 R 03/23/26 | -0.00% |
| EUR/USD 06/16/2021 BANKAM | -0.00% |
| JPY/USD 05/19/2021 BCAP-FX | -0.00% |
| JPY/USD 05/19/2021 HSBCB | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.01% |
| EUR/USD 06/16/2021 UBS | -0.01% |
| JPY/USD 05/19/2021 UBS | -0.01% |
| SEK/USD 06/16/2021 MSCIL | -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% |
| CPURNSA P 2.4625 R 03/24/26 | -0.01% |
| AUD/USD 04/21/2021 MSCIL | -0.01% |
| CAD/USD 04/21/2021 SSBT | -0.01% |
| JPY/USD 05/19/2021 WPAC | -0.01% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -0.01% |
| JPY/USD 05/19/2021 TDBK | -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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CPURNSA P 2.28 R 02/25/31 | -0.02% |
| CPURNSA P 2.278 R 02/25/31 | -0.02% |
| CPURNSA P 2.281 R 02/24/31 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| CPURNSA P 2.2675 R 02/25/31 | -0.02% |
| JPY/USD 05/19/2021 MSCIL | -0.02% |
| CPURNSA P 2.286 R 02/24/31 | -0.04% |
| 1.65 R ISWP FWD US0003M P 06/16/2031 | -0.04% |
| 2.00 R ISWP FWD US0003M P 06/16/2051 | -0.05% |
| FNMA FN30 TBA UMBS 02.0000 05/01/2051 | -0.18% |
| US 10YR ULTRA FUT JUN21 UXYM1 | -0.30% |
| FNMA FN30 TBA UMBS 03.0000 04/01/2051 | -0.38% |
| US 5YR NOTE (CBT) JUN21 FVM1 | -0.47% |
| S&P MID 400 EMINI JUN21 FAM1 | -1.54% |
| GSGLPWDS P US0001M R 12/15/25 GS | -2.20% |
| MSCI EAFE JUN21 MFSM1 | -3.15% |
| S&P500 EMINI FUT JUN21 ESM1 | -22.54% |
| US 5YR NOTE (CBT) JUN21 FVM1 | 7.34% |
|---|---|
| US ULTRA BOND CBT JUN21 WNM1 | 3.93% |
| US 10YR NOTE (CBT)JUN21 TYM1 | 3.89% |
| E-MINI RUSS 2000 MAR21 RTYH1 | 3.02% |
| FNMA FN30 TBA UMBS 03.5000 03/01/2051 | 2.54% |
| GSGLPWDL R US0001M P 12/15/25 GS | 2.44% |
| FNMA FN15 TBA UMBS 02.5000 03/01/2036 | 2.40% |
| APPLE INC SEDOL 2046251 | 2.32% |
| US 2YR NOTE (CBT) JUN21 TUM1 | 2.32% |
| FNMA FN30 TBA UMBS 02.5000 03/01/2051 | 2.28% |
| RU10VATR R US0001M P 02/05/22 JP | 2.17% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.93% |
| MICROSOFT CORP SEDOL 2588173 | 1.92% |
| US LONG BOND(CBT) JUN21 USM1 | 1.91% |
| AMAZON.COM INC SEDOL 2000019 | 1.76% |
| MSCI EMGMKT MAR21 MESH1 | 1.47% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.43% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.29% |
| S&P GSCI LIGHT ENERGY ER | 1.23% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 1.22% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.19% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 1.14% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 1.03% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.98% |
| NASDAQ 100 E-MINI MAR21 NQH1 | 0.88% |
| FNMA FN30 TBA UMBS 06.0000 03/01/2051 | 0.83% |
| NVIDIA CORP SEDOL 2379504 | 0.78% |
| TREASURY BILL 00.0000 03/18/2021 | 0.69% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.68% |
| GNMA GII30 TBA 03.0000 03/01/2051 | 0.67% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.67% |
| ELI LILLY & CO SEDOL 2516152 | 0.66% |
| CITIGROUP INC SEDOL 2297907 | 0.64% |
| ADOBE INC SEDOL 2008154 | 0.64% |
| QUALCOMM INC SEDOL 2714923 | 0.63% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.56% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.54% |
| TREASURY BILL 00.0000 03/25/2021 | 0.51% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.46% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.46% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.45% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.44% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.42% |
| INTUIT INC SEDOL 2459020 | 0.42% |
| FORD MOTOR CO SEDOL 2615468 | 0.42% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.38% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.37% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.37% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.34% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.34% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.34% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.33% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.33% |
| PEPSICO INC SEDOL 2681511 | 0.33% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.32% |
| CASH MGMT BILL 00.0000 05/25/2021 | 0.31% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.31% |
| MERCK & CO. INC. SEDOL 2778844 | 0.30% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.30% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.30% |
| FNMA FN30 TBA UMBS 04.0000 03/01/2051 | 0.30% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.29% |
| MASTERCARD INC - A SEDOL B121557 | 0.29% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.29% |
| WALMART INC SEDOL 2936921 | 0.29% |
| TARGET CORP SEDOL 2259101 | 0.28% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.28% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.28% |
| METLIFE INC SEDOL 2573209 | 0.28% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.27% |
| ABBVIE INC 03.2000 11/21/2029 | 0.27% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.26% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.26% |
| TESLA INC SEDOL B616C79 | 0.26% |
| VERIZON COMM 04.3290 09/21/2028 | 0.26% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.26% |
| TREASURY BILL 00.0000 06/03/2021 | 0.26% |
| AUTODESK INC SEDOL 2065159 | 0.26% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.26% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.26% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.25% |
| EXELON CORP SEDOL 2670519 | 0.24% |
| ABBVIE INC SEDOL B92SR70 | 0.24% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.24% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.24% |
| EBAY INC SEDOL 2293819 | 0.24% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.24% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.23% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.23% |
| DEERE & CO SEDOL 2261203 | 0.23% |
| NRG ENERGY INC SEDOL 2212922 | 0.22% |
| MORGAN STANLEY | 0.21% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.21% |
| MCDONALD'S CORP SEDOL 2550707 | 0.21% |
| HALLIBURTON CO SEDOL 2405302 | 0.21% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.20% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.20% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.20% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| DANAHER CORP SEDOL 2250870 | 0.19% |
| CASH MGMT BILL 00.0000 06/01/2021 | 0.19% |
| NIKE INC -CL B SEDOL 2640147 | 0.19% |
| HOME DEPOT INC SEDOL 2434209 | 0.19% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.19% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.19% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.19% |
| CUMMINS INC SEDOL 2240202 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.19% |
| ALTRIA GROUP INC | 0.19% |
| CRH PLC SEDOL 4182249 | 0.19% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.18% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.18% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.18% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.18% |
| FORTINET INC SEDOL B5B2106 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.18% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.18% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.18% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.17% |
| AMGEN INC SEDOL 2023607 | 0.17% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.16% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.16% |
| APPLE INC 04.2500 02/09/2047 | 0.16% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.16% |
| BEST BUY CO INC SEDOL 2094670 | 0.16% |
| SONY CORP SEDOL 6821506 | 0.16% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.16% |
| TREASURY BILL 00.0000 04/15/2021 | 0.16% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.16% |
| DOW INC SEDOL BHXCF84 | 0.16% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.15% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.15% |
| STACR 2016-DNA2 M3 04.7676 10/25/2028 | 0.15% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.15% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.15% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.14% |
| CIGNA CORP SEDOL BHJ0775 | 0.14% |
| HUMANA INC SEDOL 2445063 | 0.14% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.14% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.14% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.14% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.14% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.14% |
| CONOCOPHILLIPS | 0.13% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.13% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.13% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.13% |
| UNITED RENTALS INC SEDOL 2134781 | 0.13% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.13% |
| CHEVRON CORP | 0.13% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.13% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.13% |
| AXA SA SEDOL 7088429 | 0.13% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.13% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.13% |
| AFLAC INC SEDOL 2026361 | 0.13% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.12% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.12% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.12% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.12% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.12% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.12% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.12% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.12% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.12% |
| LOWES COMPANIES INC | 0.12% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.12% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.12% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.12% |
| PULTEGROUP INC SEDOL 2708841 | 0.12% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.12% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.12% |
| SERVICENOW INC SEDOL B80NXX8 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| COSTAR GROUP INC SEDOL 2262864 | 0.11% |
| DEXCOM INC SEDOL B0796X4 | 0.11% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.11% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.11% |
| ORACLE CORP 04.0000 11/15/2047 | 0.11% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.11% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.11% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.11% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.11% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.10% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.10% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 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% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| APPLE INC 00.7500 05/11/2023 | 0.10% |
| SPST 2020-2 A 00.9445 03/24/2021 | 0.10% |
| COMCAST CORP 03.4500 02/01/2050 | 0.10% |
| EQUINIX INC SEDOL BVLZX12 | 0.10% |
| TREASURY BILL 00.0000 06/10/2021 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 03/01/2051 | 0.10% |
| HOYA CORP SEDOL 6441506 | 0.10% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.10% |
| MWST 2019-1 A 00.9176 06/25/2052 | 0.10% |
| SYNOPSYS INC SEDOL 2867719 | 0.10% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.10% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.10% |
| GNMA GII30 TBA 04.0000 03/01/2051 | 0.10% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.10% |
| TJX COMPANIES INC SEDOL 2989301 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| ORACLE CORP 02.6500 07/15/2026 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.10% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.10% |
| EATON CORP PLC SEDOL B8KQN82 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.09% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% |
| CAS 2016-C04 1M2 04.3676 01/25/2029 | 0.09% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.09% |
| ORACLE CORP 02.5000 10/15/2022 | 0.09% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.09% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.09% |
| BHP GROUP LTD SEDOL 6144690 | 0.09% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.09% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.09% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.09% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.09% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.09% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.09% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.09% |
| GSMS 2014-GC22 C 04.6917 06/10/2047 | 0.09% |
| HERSHEY CO/THE SEDOL 2422806 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.09% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.09% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.09% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.09% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.08% |
| ABIOMED INC SEDOL 2003698 | 0.08% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| RIO TINTO PLC SEDOL 0718875 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| AVALARA INC SEDOL BZ1NVP4 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.08% |
| NESTLE SA-REG SEDOL 7123870 | 0.08% |
| DBUBS 2011-LC3A D P/P 144A 05.3363 08/10/2044 | 0.08% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.08% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.08% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.08% |
| ALBEMARLE CORP SEDOL 2046853 | 0.08% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.08% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| LG CHEM LTD SEDOL 6346913 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| BROADCOM INC 04.1500 11/15/2030 | 0.08% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| EXACT SCIENCES CORP SEDOL 2719951 | 0.08% |
| L OREAL SEDOL 4057808 | 0.08% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.08% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.08% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.08% |
| PNC BANK NA 02.0280 12/09/2022 | 0.08% |
| RADIAN GROUP INC SEDOL 2173911 | 0.08% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| TOTAL SE SEDOL B15C557 | 0.08% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.08% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.08% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.08% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.08% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.07% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.07% |
| VONTIER CORP SEDOL BH4GV32 | 0.07% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.07% |
| CAS 2016-C01 1M2 06.8676 08/25/2028 | 0.07% |
| CAS 2016-C02 1M2 06.1176 09/25/2028 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| NINTENDO CO LTD SEDOL 6639550 | 0.07% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.07% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.07% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.07% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.07% |
| TWILIO INC - A SEDOL BD6P5Q0 | 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% |
| CIGNA CORP 03.7500 07/15/2023 | 0.07% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| MRAIT 2020-12 A1X 01.4574 07/15/2021 | 0.07% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.07% |
| ALLSTATE CORP SEDOL 2019952 | 0.07% |
| CAS 2015-C04 2M2 05.6676 04/25/2028 | 0.07% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.07% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| ROKU INC SEDOL BZ1LFG7 | 0.07% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.07% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| CAS 2015-C04 1M2 05.8176 04/25/2028 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.1844 04/20/2048 | 0.07% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.07% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.07% |
| CAS 2017-C01 1M2 03.6676 07/25/2029 | 0.07% |
| CAS 2020-R01 1M2 02.1676 01/25/2040 | 0.07% |
| CSAIL 2015-C1 C 04.2638 04/15/2050 | 0.07% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.07% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.06% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.06% |
| DIAGEO PLC SEDOL 0237400 | 0.06% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| AGCO CORP SEDOL 2010278 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| LENNAR CORP 04.7500 11/29/2027 | 0.06% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.06% |
| ADIDAS AG SEDOL 4031976 | 0.06% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| POLARIS INC SEDOL 2692933 | 0.06% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.06% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.06% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.06% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.06% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.06% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| STATE STREET CORP SEDOL 2842040 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| THALES SA SEDOL 4162791 | 0.06% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.06% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.06% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| DANAHER CORP 05.0000 CV PFD | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.06% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.06% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| COMM 2010-C1 D P/P 144A 05.5920 07/10/2046 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.06% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.06% |
| STELLANTIS NV SEDOL BMD8F98 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.06% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| MINEBEA CO LTD SEDOL 6642406 | 0.06% |
| NEXI SPA SEDOL BJ1F880 | 0.06% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| BNP PARIBAS SEDOL 7309681 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| COVESTRO AG SEDOL BYTBWY9 | 0.06% |
| SEAGEN INC SEDOL BLPK4D2 | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.05% |
| BRUNSWICK CORP SEDOL 2149309 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.05% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.05% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.05% |
| REPUBLIC OF PERU USD 08.7500 11/21/2033 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.05% |
| ABB LTD-REG SEDOL 7108899 | 0.05% |
| CAIXABANK SA SEDOL B283W97 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| ORSTED A/S SEDOL BYT16L4 | 0.05% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.05% |
| AMDOCS LTD SEDOL 2256908 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.05% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.05% |
| KDDI CORP SEDOL 6248990 | 0.05% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| BRENNTAG SE SEDOL B4YVF56 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.05% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.05% |
| LEGRAND SA SEDOL B11ZRK9 | 0.05% |
| MERCK KGAA SEDOL 4741844 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| NETFLIX INC 04.3750 11/15/2026 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| AVIVA PLC SEDOL 0216238 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| BOEING CO/THE SEDOL 2108601 | 0.05% |
| BP PLC SEDOL 0798059 | 0.05% |
| CAS 2016-C05 2M2 04.5676 01/25/2029 | 0.05% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| SLM CORP | 0.05% |
| SPST 2020-6 A 01.8649 09/07/2021 | 0.05% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.05% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.05% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.05% |
| MONCLER SPA SEDOL BGLP232 | 0.05% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.05% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.05% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.05% |
| ENTERGY CORP SEDOL 2317087 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.05% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 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% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.05% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.05% |
| MRAIT 2021-5 A1X 07/26/2021 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| SPST 2020-WL1 A 01.2676 06/25/2051 | 0.05% |
| ZALANDO SE SEDOL BQV0SV7 | 0.05% |
| AUTO1 GROUP SE P/P 144A SEDOL BL5C4C7 | 0.04% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| COMM 2013-CR13 C 04.8850 11/10/2046 | 0.04% |
| CORTEVA INC SEDOL BK73B42 | 0.04% |
| EPICOR SOFTWARE TLB L+325 04.0000 07/30/2027 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.04% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.04% |
| SECOM CO LTD SEDOL 6791591 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| SPST 2020-13 A 01.6149 10/10/2021 | 0.04% |
| SPST 2020-15 A 01.4849 12/10/2021 | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| BMIR 2019-4A M1C P/P 144A 02.6176 10/25/2029 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.04% |
| CSAIL 2020-C19 XA IO 01.1201 03/15/2053 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 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% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.04% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.04% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| GSMS 2011-GC3 D P/P 144A 05.3779 03/10/2044 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| TPAT 2018-SL1 A P/P 144A 00.7176 01/25/2046 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| CIGNA CORP 03.9000 02/15/2022 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.04% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% |
| ENEL SPA SEDOL 7144569 | 0.04% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.04% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.04% |
| SANDS CHINA LTD SEDOL B5B23W2 | 0.04% |
| CAPGEMINI SE SEDOL 4163437 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.04% |
| CROWN HOLDINGS INC | 0.04% |
| CWALT 2006-OA10 4A1 00.4976 08/25/2046 | 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% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| NABTESCO CORP SEDOL 6687571 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.04% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.04% |
| SHRP 2020-1 NOTE 03.0875 07/25/2024 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.04% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 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% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.04% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.04% |
| CIMAREX ENERGY CO SEDOL 2987521 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.04% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.04% |
| JPMBB 2013-C12 C 04.0992 07/15/2045 | 0.04% |
| KINGFISHER PLC SEDOL 3319521 | 0.04% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.04% |
| COX MEDIA TL L+350 03.6145 12/17/2026 | 0.04% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.04% |
| MSBAM 2012-C5 E P/P 144A 04.6745 08/15/2045 | 0.04% |
| NIO INC - ADR SEDOL BFZX9H8 | 0.04% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| PFIZER INC SEDOL 2684703 | 0.04% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| WFRBS 2011-C3 D P/P 144A 05.5750 03/15/2044 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.7395 12/15/2047 | 0.04% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.04% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| GMO INTERNET INC SEDOL 6170167 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| LBMLT 2004-1 A2 00.9176 02/25/2034 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.04% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.04% |
| APTARGROUP INC SEDOL 2045247 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.04% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| FHMS K099 X1 IO 00.8859 09/25/2029 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.04% |
| SAMI 2007-AR7 1A1 00.9676 05/25/2047 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.04% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| AT&T INC SEDOL 2831811 | 0.03% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.03% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.03% |
| SHOPIFY INC - CLASS A SEDOL BXDZ9Z0 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| WFCM 2013-LC12 C 04.2741 07/15/2046 | 0.03% |
| ALTICE USA INC- A SEDOL BDRY7P9 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.03% |
| CAS 2016-C03 2M2 06.0176 10/25/2028 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| LINDE PLC SEDOL BYWD9S5 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| SPST 2021-WL1 A 00.7785 01/26/2054 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.1195 08/10/2050 | 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% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| EVOLUTION GAMING GRP SEDOL BJXSCH4 | 0.03% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.03% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| MSC 2011-C3 B P/P 144A 05.2442 07/15/2049 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.03% |
| WAMU 2005-AR12 1A8 02.9131 10/25/2035 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.6556 11/15/2044 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.03% |
| BANK OF AMERICA CORP 06.1000 12/29/2049 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| CWALT 2006-OA7 1A2 01.3184 06/25/2046 | 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 P/P 144A 01.1878 04/25/2031 | 0.03% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MSBAM 2014-C14 C 05.0501 02/15/2047 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.03% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.03% |
| MSBAM 2014-C17 C 04.4831 08/15/2047 | 0.03% |
| QIAGEN N.V. SEDOL BYXS699 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| RRAM 2020-12A AAR2 P/P 144A 01.6110 01/15/2036 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.03% |
| STACR 2016-DNA1 M3 05.6800 07/25/2028 | 0.03% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.03% |
| AHM 2007-1 GA1C 00.3076 05/25/2047 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 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% |
| CWALT 2005-59 1A1 00.7711 11/20/2035 | 0.03% |
| DEVON ENERGY CORP SEDOL 2480677 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| PANASONIC CORP SEDOL 6572707 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| WFRBS 2013-C11 C 04.1994 03/15/2045 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| APACHE CORP SEDOL 2043962 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| BANK 2017-BNK8 B 03.9270 11/15/2050 | 0.03% |
| BERRY GLOBAL INC P/P 144A 04.8750 07/15/2026 | 0.03% |
| BIOGEN INC SEDOL 2455965 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| DNB NOR ASA SEDOL 4263304 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| FHMS K105 X1 IO 01.5230 01/25/2030 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| MDPK 2018-30A A P/P 144A 00.9913 04/15/2029 | 0.03% |
| MSBAM 2013-C8 B 03.5588 12/15/2048 | 0.03% |
| POPULAR INC SEDOL B86QM90 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.3779 03/10/2044 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.03% |
| STACR 2017-DNA2 M2 03.5676 10/25/2029 | 0.03% |
| VERTIV TLB L+300 03.1185 03/02/2027 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.03% |
| ADYEN NV SEDOL BZ1HM42 | 0.03% |
| APPLE INC 02.8000 02/08/2061 | 0.03% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.03% |
| CASEYS GENERAL | 0.03% |
| CGCMT 2018-C6 B 04.7380 11/10/2051 | 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% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| EDF SEDOL B0NJJ17 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| GARTNER INC SEDOL 2372763 | 0.03% |
| JPMBB 2014-C19 C 04.6765 04/15/2047 | 0.03% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.03% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| MSC 2011-C3 A4 04.1180 07/15/2049 | 0.03% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| PPSI 2004-WCW2 M3 01.1676 10/25/2034 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.03% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.03% |
| WILLIAMS COS INC SEDOL 2967181 | 0.03% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.02% |
| CAS 2016-C01 2M2 07.0676 08/25/2028 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| DUKE REALTY CORP SEDOL 2284084 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1416 05/15/2045 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| LENNAR CORP-A SEDOL 2511920 | 0.02% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.02% |
| OPAP SA SEDOL 7107250 | 0.02% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.02% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.02% |
| SQUARE INC - A SEDOL BYNZGK1 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5688 05/10/2045 | 0.02% |
| UNILEVER PLC SEDOL BLRB262 | 0.02% |
| VERIZON COMMUNICATIONS 01.7500 01/20/2031 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CAS 2016-C06 1M2 04.3676 04/25/2029 | 0.02% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CSX CORP SEDOL 2160753 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.6841 11/15/2043 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| LITE-ON TECHNOLOGY CORP SEDOL 6519481 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6054 11/15/2045 | 0.02% |
| OMRON CORP SEDOL 6659428 | 0.02% |
| ORACLE CORP SEDOL 2661568 | 0.02% |
| STACR 2016-HQA3 M3 03.9676 03/25/2029 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFCM 2013-LC12 AS 04.2741 07/15/2046 | 0.02% |
| WFCM 2019-C52 XA IO 01.6165 08/15/2052 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.02% |
| ASML HOLDING NV SEDOL B929F46 | 0.02% |
| BANK 2019-BN20 XA IO 00.8372 09/15/2062 | 0.02% |
| BCC 2019-3A A P/P 144A 01.5636 10/21/2032 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMM 2014-CR18 C 04.7460 07/15/2047 | 0.02% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.02% |
| CRED SUIS GP FUN LTD USD 03.4500 04/16/2021 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DOVER CORP SEDOL 2278407 | 0.02% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| FEDEX CORP SEDOL 2142784 | 0.02% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.02% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.02% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.02% |
| IPALCO ENTPRS IN P/P 144A 04.2500 05/01/2030 | 0.02% |
| JPMORGAN CHASE & CO 01.1938 05/15/2047 | 0.02% |
| MCKESSON CORP SEDOL 2378534 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| MOODY S CORP | 0.02% |
| MP3 2013-1A AR P/P 144A 01.4740 10/20/2030 | 0.02% |
| MVEW 2017-2A A P/P 144A 01.4334 01/16/2031 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| PLMRS 2018-2A A1A P/P 144A 01.3234 07/16/2031 | 0.02% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.02% |
| STACR 2016-HQA1 M3 06.4676 09/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.2676 11/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.3676 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% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2741 07/15/2046 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8138 11/15/2045 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.02% |
| CMLTI 2005-2 1A2A 02.8811 05/25/2035 | 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 00.2911 02/20/2047 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| FHMS K121 X1 IO 01.0287 10/25/2030 | 0.02% |
| FINGERPRINT CARDS AB-B SEDOL BD6S127 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| GNR 2016-H16 EI IO 02.4883 06/20/2066 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7425 08/10/2046 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.02% |
| JPMBB 2013-C12 B 04.0992 07/15/2045 | 0.02% |
| NEXON CO LTD SEDOL B63QM77 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.02% |
| YUM BRANDS INC SEDOL 2098876 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 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% |
| ENI SPA SEDOL 7145056 | 0.02% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| STACR 2014-HQ2 M3 03.8676 09/25/2024 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| DIAMOND 1 FIN/DIAMON P/P 144A 08.3500 07/15/2046 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 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 10/02/2025 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| HITACHI LTD SEDOL 6429104 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MWST 2020-1 A 01.0176 10/25/2053 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6200 11/06/2024 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| STACR 2015-HQA2 M3 04.9176 05/25/2028 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 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% |
| FHMS K740 X1 00.7598 09/25/2027 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.02% |
| MSBAM 2015-C24 B 04.3429 05/15/2048 | 0.02% |
| NOVATEK MICROELECTRONICS COR SEDOL 6346333 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.02% |
| UBSBB 2012-C2 D P/P 144A 04.8888 05/10/2063 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.02% |
| FHMS KW10 X1 IO 00.6493 09/25/2029 | 0.02% |
| GNR 2015-H25 BI IO 01.9281 10/20/2065 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| JPMBB 2014-C22 C 04.5534 09/15/2047 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.2442 07/15/2049 | 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% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.02% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| STACR 2020-HQA1 M2 02.0176 01/25/2050 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| UBSCM 2018-C8 XA IO 00.8722 02/15/2051 | 0.02% |
| WAMU 2005-AR11 A1B3 00.9176 08/25/2045 | 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% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.0922 03/10/2047 | 0.02% |
| COMM 2013-CR9 D P/P 144A 04.2425 07/10/2045 | 0.02% |
| EMIR 2018-1 M1 01.8176 11/25/2028 | 0.02% |
| GSMS 2010-C1 D P/P 144A 05.9830 08/10/2043 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| SOLENIS 1STL L+400 04.2272 06/26/2025 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| AMBATH TLB1 L+375 04.2500 12/27/2027 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.02% |
| CAS 2019-HRP1 M2 02.2800 11/25/2039 | 0.02% |
| COMM 2014-CR14 XA IO 00.5781 02/10/2047 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.02% |
| FIDELITY NATL INFO SERV 02.2500 03/01/2031 | 0.02% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 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 04.1250 06/15/2029 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.02% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| WAMU 2004-AR3 A2 03.6240 06/25/2034 | 0.02% |
| WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.02% |
| WFCM 2016-LC25 XA IO 00.9658 12/15/2059 | 0.02% |
| 1.431 R ISWP US0003M P 02/24/2031 | 0.02% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.02% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.02% |
| CAS 2017-C01 1EB1 01.3676 07/25/2029 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.02% |
| DIAMOND 1 FIN/DIAM P/P 144A 06.0200 06/15/2026 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.02% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.02% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.02% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.2872 05/10/2063 | 0.02% |
| UBSCM 2017-C7 XA IO 01.0307 12/15/2050 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.02% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ANCESTRY.COM 1L L+325 04.2500 11/24/2027 | 0.01% |
| AT&T INC 04.3000 02/15/2030 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 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% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| IRON MOUNTAIN INC P/P 144A 04.8750 09/15/2027 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NH FOODS LTD SEDOL 6640767 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SARTORIUS AG-PFD PCT 0.000 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0900 07/25/2045 | 0.01% |
| BAFC 2005-B 3M1 00.7861 04/20/2035 | 0.01% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.01% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.01% |
| CAS 2015-C03 2M2 05.1300 07/25/2025 | 0.01% |
| CAS 2016-C07 2M2 04.4676 05/25/2029 | 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% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FMC CORP SEDOL 2328603 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2013-99 AS IO 05.9389 06/20/2043 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GSMS 2013-GC10 XA IO 01.4867 02/10/2046 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.2666 03/28/2025 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 0.01% |
| LASERTEC CORP SEDOL 6506267 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.01% |
| TORO CO SEDOL 2897040 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TRANSUNION SEDOL BYMWL86 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0877 08/15/2050 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| AES CORP SEDOL 2002479 | 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% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAS 2014-C03 2M2 03.0300 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0176 11/25/2024 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7395 12/15/2047 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.01% |
| MSAC 2004-HE6 M1 00.9426 08/25/2034 | 0.01% |
| MWST 2020-2 A 00.9176 11/25/2053 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| SWISS LIFE HOLDING AG-REG SEDOL 7437805 | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 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% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| BANFF MERGER SUB INC P/P 144A 09.7500 09/01/2026 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 03/15/2024 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| CAS 2015-C02 2M2 04.1300 05/25/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHR 3065 DC 19.5233 03/15/2035 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 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% |
| 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% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.01% |
| OMV AG SEDOL 4651459 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| STACR 2017-DNA2 M1 01.3176 10/25/2029 | 0.01% |
| STACR 2019-DNA1 M2 02.7676 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% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 0.01% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2013-LC13 XA IO 01.1119 08/10/2046 | 0.01% |
| COMM 2014-UBS4 XA IO 01.1019 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8865 12/10/2047 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| E.ON SE SEDOL 4942904 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FHR 3249 PS 21.9046 12/15/2036 | 0.01% |
| FHR 3829 AS IO 06.8378 03/15/2041 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 AY4779 04.4970 03/20/2067 | 0.01% |
| GNR 2015-H26 EI IO 01.7132 10/20/2065 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| HOCHTIEF AG SEDOL 5108664 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 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% |
| LOUISIANA-PACIFI P/P 144A 03.6250 03/15/2029 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PANTHER BF AGGRE 2 P/P 144A 08.5000 05/15/2027 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SAMI 2007-AR1 2A1 00.2976 01/25/2037 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STACR 2020-HQA4 M1 01.4176 09/25/2050 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| BANK OF AMERICA CORP 00.9765 09/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| COMM 2014-CR17 XA IO 00.9668 05/10/2047 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FNR 2006-8 HP 24.1354 03/25/2036 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HUDBAY MINERALS INC P/P 144A 07.6250 01/15/2025 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| JPY/USD 05/19/2021 SSBT | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MLMI 2005-A2 A2 02.7977 02/25/2035 | 0.01% |
| MSRR 2015-R4 CB1 00.9557 08/26/2047 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 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 02.4676 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% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1.059 R ISWP US0003M P 01/11/2031 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| ASCENT RESOURCES/AEU P/P 144A 10.0000 04/01/2022 | 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% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BUMT 2005-1 1A1 00.7176 09/25/2045 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| 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% |
| 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 25.3414 04/15/2037 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GBP/USD 03/17/2021 JPMCB | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 BA7681 04.6030 06/20/2067 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7176 10/25/2028 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8453 11/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| KRAFT HEINZ FOODS CO 03.8750 05/15/2027 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.8750 11/01/2024 | 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% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| OLYMPUS CORP SEDOL 6658801 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3626 06/30/2025 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PROLOGIS LP 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% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.1928 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% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BEACON ROOFING SUPP P/P 144A 04.8750 11/01/2025 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.01% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.5000 05/01/2032 | 0.01% |
| CENTENE CORP P/P 144A 05.3750 08/15/2026 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.01% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.01% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EQT CORP 08.5000 02/01/2030 | 0.01% |
| GBP/USD 03/17/2021 MSCIL | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| MSBAM 2014-C17 XA IO 01.0785 08/15/2047 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 05.0000 09/01/2026 | 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% |
| 1.1749 R ISWP US0003M P 01/14/2031 | 0.01% |
| 1.443 R ISWP US0003M P 02/25/2031 | 0.01% |
| 1.4435 R ISWP US0003M P 02/24/2031 | 0.01% |
| 1.4525 R ISWP US0003M P 02/25/2031 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.01% |
| BWAY CORP TLB L+325 03.4425 04/03/2024 | 0.01% |
| CAS 2015-C02 1M2 04.1300 05/25/2025 | 0.01% |
| CAS 2019-R01 2M2 02.5676 07/25/2031 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CHEVRON USA INC 06.0000 03/01/2041 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.01% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% |
| CWALT 2005-27 1A1 01.5705 08/25/2035 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIVERSEY TL L+300 03.1145 09/06/2024 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GFL ENVIRONMENTA P/P 144A 08.5000 05/01/2027 | 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% |
| JPMBB 2014-C19 XA IO 00.7404 04/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 06.1000 02/01/2049 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| L BRANDS INC 06.7500 07/01/2036 | 0.01% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.01% |
| 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% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.01% |
| ROBERTSHAW TL 2L 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 08.6898 06/26/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2014-HQ3 M3 04.8676 10/25/2024 | 0.01% |
| STACR 2018-HQA2 M2 02.4176 10/25/2048 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 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% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.01% |
| UNIVISION COMM INC. P/P 144A 05.1250 02/15/2025 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7181 11/15/2045 | 0.01% |
| WFRBS 2013-C15 D P/P 144A 04.4912 08/15/2046 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 06.3750 05/15/2025 | 0.01% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| 1.438 R ISWP US0003M P 02/25/2031 | 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 MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 0.00% |
| BOLLORE SEDOL 4572709 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2014-C04 2M2 05.1176 11/25/2024 | 0.00% |
| CAS 2015-C01 1M2 04.4300 02/25/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.00% |
| CENTENNIAL RESOURCE P/P 144A 08.0000 06/01/2025 | 0.00% |
| CHF/USD 03/17/2021 GSFX | 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% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.00% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 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% |
| EPICOR SOFTWARE 2NDL 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% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 05.9826 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.00% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% |
| ICAHN ENTERPRISES/FI P/P 144A 04.3750 02/01/2029 | 0.00% |
| 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 04.6250 12/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JPMCC 2013-LC11 X IO 01.2453 04/15/2046 | 0.00% |
| L BRANDS INC P/P 144A 06.6250 10/01/2030 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.00% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.00% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| OVINTIV INC 07.3750 11/01/2031 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 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% |
| SEK/USD 03/17/2021 GSFX | 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% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 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% |
| TDK CORP SEDOL 6869302 | 0.00% |
| TENNANT CO 05.6250 05/01/2025 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE HOMES INC 05.7000 06/15/2028 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 03.1145 03/09/2027 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| AMC ENT INC TLB L+300 05.5599 04/22/2026 | 0.00% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| AUTOMATION TOOLING S P/P 144A 04.1250 12/15/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| 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% |
| CHF/USD 03/17/2021 CITI | 0.00% |
| CHF/USD 03/17/2021 MSCIL | 0.00% |
| CHF/USD 03/17/2021 SSBT | 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% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CLEAN HARBORS INC P/P 144A 05.1250 07/15/2029 | 0.00% |
| CLEARWATER PAPER COR P/P 144A 04.7500 08/15/2028 | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CNH/USD 05/20/2021 TDBK | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| COMSTOCK RESOURCES 09.7500 08/15/2026 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DELL INT / EMC P/P 144A 05.8500 07/15/2025 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| FHR 2990 LB 16.6588 06/15/2034 | 0.00% |
| GAP INC/THE P/P 144A 08.6250 05/15/2025 | 0.00% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.00% |
| GATES GLOBAL TLB L+275 03.7500 03/31/2024 | 0.00% |
| GBP/USD 03/17/2021 HSBCB | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 11/19/2027 | 0.00% |
| 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% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/04/2026 | 0.00% |
| KRW/USD 05/20/2021 JPMCB | 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 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 0.00% |
| PRESTIGE BRANDS INC P/P 144A 03.7500 04/01/2031 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 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% |
| STORA ENSO OYJ-R SHS SEDOL 5072673 | 0.00% |
| T-MOBILE USA INC 04.5000 02/01/2026 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5203 12/15/2045 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| 1.7715 R ISWP US0003M P 02/10/2051 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| AVIENT CORP P/P 144A 05.7500 05/15/2025 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| BOYD GAMING CORP 06.3750 04/01/2026 | 0.00% |
| BY CROWN/BY BOND P/P 144A 04.2500 01/31/2026 | 0.00% |
| CAS 2017-C05 1M2A 02.3176 01/25/2030 | 0.00% |
| CHF/USD 03/17/2021 HSBCB | 0.00% |
| CHF/USD 03/17/2021 TDBK | 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.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COLORADO INTERSTATE GAS CO 06.8500 06/15/2037 | 0.00% |
| COMM 2014-CR18 XA IO 01.0085 07/15/2047 | 0.00% |
| COMMSCOPE INC P/P 144A 05.5000 03/01/2024 | 0.00% |
| CORNERSTONE BUILDING P/P 144A 08.0000 04/15/2026 | 0.00% |
| DIAMONDBACK ENERGY INC 05.3750 05/31/2025 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| EUR/USD 03/17/2021 JPMCB | 0.00% |
| FNR 2005-106 JC 19.7593 12/25/2035 | 0.00% |
| FNR 2005-75 GS 19.8971 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.1942 07/25/2036 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| JPY/USD 05/19/2021 GSFX | 0.00% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.00% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 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% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| PRECISION DRILL USD 05.2500 11/15/2024 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SEK/USD 03/17/2021 BANKAM | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2020-DNA5 M1 01.3447 10/25/2050 | 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% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WMG ACQUISITION CORP P/P 144A 05.5000 04/15/2026 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 1.3905 R ISWP US0003M P 02/19/2031 | 0.00% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CD&R WATERWORKS MERGER 144A 6.125000 08/15/2025 | 0.00% |
| 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.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.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 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| EUR/USD 03/17/2021 BCAP-FX | 0.00% |
| EUR/USD 03/17/2021 TDBK | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GBP/USD 03/17/2021 BCAP-FX | 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% |
| 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% |
| 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 04/21/2021 GSFX | 0.00% |
| NZD/USD 04/21/2021 RBSF | 0.00% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.00% |
| PENNYMAC FIN SVC P/P 144A 04.2500 02/15/2029 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| T-MOBILE USA INC 06.0000 03/01/2023 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| UBSBB 2012-C4 XA IO P/P 144A 01.6001 12/10/2045 | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 0.00% |
| WEEKLEY HM LLC/ P/P 144A 04.8750 09/15/2028 | 0.00% |
| YUM! BRANDS INC. P/P 144A 07.7500 04/01/2025 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 04.0000 03/01/2027 | 0.00% |
| 1.3956 R ISWP US0003M P 02/19/2031 | 0.00% |
| AIR LEASE CORP 02.5000 03/01/2021 | 0.00% |
| ALLEGHENY TECHNOLOGIES 05.8750 12/01/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| AUD/USD 04/21/2021 UBS | 0.00% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| CAD/USD 04/21/2021 JPMCB | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CHESAPEAKE ENERGY CO P/P 144A 05.5000 02/01/2026 | 0.00% |
| CHF/USD 03/17/2021 RBSF | 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 ML | 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.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 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 MS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 03/17/2021 CITI | 0.00% |
| EUR/USD 03/17/2021 MSCIL | 0.00% |
| EUR/USD 03/17/2021 WPAC | 0.00% |
| FNR 2005-83 QP 17.0882 11/25/2034 | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| FNR 2007-64 LO PO 00.0000 07/25/2037 | 0.00% |
| GBP/USD 03/17/2021 GSFX | 0.00% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| 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 05/19/2021 CITI | 0.00% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.00% |
| MBX.FN30.500.09 R USL1M P 01/12/40 BC | 0.00% |
| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 0.00% |
| MSC 2007-HQ11 C 05.5580 02/12/2044 | 0.00% |
| NZD/USD 04/21/2021 CITI | 0.00% |
| NZD/USD 04/21/2021 JPMCB | 0.00% |
| NZD/USD 04/21/2021 UBS | 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% |
| RAYONIER AM PROD INC P/P 144A 07.6250 01/15/2026 | 0.00% |
| SEK/USD 03/17/2021 JPMCB | 0.00% |
| SEK/USD 03/17/2021 UBS | 0.00% |
| STACR 2019-DNA2 M2 02.5676 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% |
| TENNECO INC P/P 144A 07.8750 01/15/2029 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| 0.188 R ISWP US0003M P 01/07/2023 | 0.00% |
| 0.205 R ISWP US0003M P 01/08/2023 | 0.00% |
| 0.2095 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.211 R ISWP US0003M P 02/26/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| AUD/USD 04/21/2021 CITI | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.6072 12/11/2038 | 0.00% |
| CAD/USD 04/21/2021 BANKAM | 0.00% |
| CAD/USD 04/21/2021 BCAP-FX | 0.00% |
| CAD/USD 04/21/2021 CITI | 0.00% |
| CAD/USD 04/21/2021 HSBCB | 0.00% |
| CAD/USD 04/21/2021 MSCIL | 0.00% |
| CAD/USD 04/21/2021 TDBK | 0.00% |
| CAD/USD 04/21/2021 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5310 10/15/2049 | 0.00% |
| CHESAPEAKE ENERGY CO P/P 144A 05.8750 02/01/2029 | 0.00% |
| CLEAR CHANNEL OUTDOOR HOLDIN SEDOL BJHVCH9 | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 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 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 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.12 2061-08-17 500.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BB.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 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.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 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 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 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CSFB 2003-C3 AX IO P/P 144A 01.7251 05/15/2038 | 0.00% |
| DKK/USD 03/17/2021 CITI | 0.00% |
| EUR/USD 03/17/2021 CSI-FX | 0.00% |
| EUR/USD 03/17/2021 GSFX | 0.00% |
| EUR/USD 03/17/2021 SSBT | 0.00% |
| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
| FHR 3326 WF 00.0000 10/15/2035 | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 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 03/17/2021 TDBK | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| HKD/USD 05/20/2021 BANKAM | 0.00% |
| HKD/USD 05/20/2021 BCAP-FX | 0.00% |
| HKD/USD 05/20/2021 GSFX | 0.00% |
| HKD/USD 05/20/2021 HSBCB | 0.00% |
| HKD/USD 05/20/2021 RBSF | 0.00% |
| HKD/USD 05/20/2021 SSBT | 0.00% |
| HKD/USD 05/20/2021 UBS | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 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 00.2857 05/15/2045 | 0.00% |
| JPY/USD 05/19/2021 BANKAM | 0.00% |
| JPY/USD 05/19/2021 JPMCB | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 03/17/2021 GSFX | 0.00% |
| NOK/USD 03/17/2021 TDBK | 0.00% |
| NZD/USD 04/21/2021 BCAP-FX | 0.00% |
| NZD/USD 04/21/2021 CSI-FX | 0.00% |
| NZD/USD 04/21/2021 HSBCB | 0.00% |
| NZD/USD 04/21/2021 TDBK | 0.00% |
| NZD/USD 04/21/2021 WPAC | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| SGD/USD 05/19/2021 JPMCB | 0.00% |
| TERVITA CORP SEDOL BD1DCC4 | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| VIACOMCBS INC 04.2000 05/19/2032 | 0.00% |
| 1.35001 R ISWP US0003M P 02/19/2031 | -0.00% |
| 1.35734 R ISWP US0003M P 02/19/2031 | -0.00% |
| 1.36253 R ISWP US0003M P 02/19/2031 | -0.00% |
| 1.3692 R ISWP US0003M P 02/19/2031 | -0.00% |
| 1.4389 R ISWP US0003M P 02/26/2031 | -0.00% |
| 1.4432 R ISWP US0003M P 02/26/2031 | -0.00% |
| AUD/USD 04/21/2021 CSI-FX | -0.00% |
| AUD/USD 04/21/2021 HSBCB | -0.00% |
| AUD/USD 04/21/2021 TDBK | -0.00% |
| AUD/USD 04/21/2021 WPAC | -0.00% |
| CAD/USD 04/21/2021 CSI-FX | -0.00% |
| CAD/USD 04/21/2021 GSFX | -0.00% |
| CAD/USD 04/21/2021 RBSF | -0.00% |
| CAD/USD 04/21/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 ML | -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% |
| CPURNSA P 2.278 R 02/25/31 | -0.00% |
| CPURNSA P 2.28 R 02/25/31 | -0.00% |
| CPURNSA P 2.281 R 02/24/31 | -0.00% |
| CPURNSA P 2.286 R 02/24/31 | -0.00% |
| EUR/USD 03/17/2021 HSBCB | -0.00% |
| EUR/USD 03/17/2021 RBSF | -0.00% |
| GBP/USD 03/17/2021 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 05/19/2021 HSBCB | -0.00% |
| JPY/USD 05/19/2021 RBSF | -0.00% |
| MBX.FN30.600.08 P USL1M R 01/12/39 BC | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| MBX.FN30.650.67 P USL1M R 01/12/38 GS | -0.00% |
| NZD/USD 04/21/2021 BANKAM | -0.00% |
| NZD/USD 04/21/2021 MSCIL | -0.00% |
| AUD/USD 04/21/2021 JPMCB | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CPURNSA P 2.2675 R 02/25/31 | -0.00% |
| GBP/USD 03/17/2021 UBS | -0.00% |
| JPY/USD 05/19/2021 BCAP-FX | -0.00% |
| NOK/USD 03/17/2021 UBS | -0.00% |
| NZD/USD 04/21/2021 SSBT | -0.00% |
| SEK/USD 03/17/2021 MSCIL | -0.00% |
| SEK/USD 03/17/2021 SSBT | -0.00% |
| 1.1355 R ISWP US0003M P 01/13/2031 | -0.00% |
| CAD/USD 04/21/2021 SSBT | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| EUR/USD 03/17/2021 BANKAM | -0.00% |
| GBP/USD 03/17/2021 CITI | -0.00% |
| GBP/USD 03/17/2021 RBSF | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| JPY/USD 05/19/2021 TDBK | -0.00% |
| NOK/USD 03/17/2021 JPMCB | -0.00% |
| AUD/USD 04/21/2021 MSCIL | -0.00% |
| AUD/USD 04/21/2021 SSBT | -0.00% |
| EUR/USD 03/17/2021 UBS | -0.00% |
| JPY/USD 05/19/2021 UBS | -0.00% |
| JPY/USD 05/19/2021 WPAC | -0.00% |
| 1.1075 R ISWP US0003M P 01/19/2031 | -0.00% |
| AUD/USD 04/21/2021 RBSF | -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 GS | -0.00% |
| GBP/USD 03/17/2021 CSI-FX | -0.00% |
| AUD/USD 04/21/2021 GSFX | -0.01% |
| JPY/USD 05/19/2021 MSCIL | -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% |
| 1.0275 R ISWP US0003M P 01/08/2031 | -0.01% |
| 1.07 R ISWP US0003M P 01/11/2031 | -0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -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% |
| 0.9355 R ISWP US0003M P 01/07/2031 | -0.02% |
| GBP/USD 03/17/2021 SSBT | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| FNMA FN30 TBA UMBS 02.0000 03/01/2051 | -0.09% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.15% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | -0.16% |
| US 10YR ULTRA FUT JUN21 UXYM1 | -0.31% |
| FNMA FN30 TBA UMBS 03.0000 03/01/2051 | -0.38% |
| S&P MID 400 EMINI MAR21 FAH1 | -1.45% |
| GSGLPWDS P US0001M R 12/15/25 GS | -2.47% |
| MSCI EAFE MAR21 MFSH1 | -3.09% |
| S&P500 EMINI FUT MAR21 ESH1 | -16.73% |
Portfolio composition as of 04/30/21
| U.S. Investment-grade bonds | 55.55% |
|---|---|
| U.S. large-cap equity | 21.68% |
| International equity | 7.68% |
| U.S. High-yield bonds | 6.72% |
| U.S. small- and mid-cap equity | 3.51% |
| Commodities | 3.41% |
| Emerging-markets equity | 1.44% |
Fixed income statistics as of 04/30/21
| Average effective maturity | 12.01 yrs. |
|---|---|
| Average effective duration | 3.54 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 Barclays 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 Barclays 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.