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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Generally neutral allocations in early 2021
- We favor large-cap U.S. equities
- We have dialed down high yield
- Increase to commodities
Highlights
Objective
The fund seeks total return consistent with preservation of capital.
Strategy and process
- Global benchmark: The fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 30/70 benchmark.
- Tactical flexibility: The managers have the ability to tilt overall equity and fixed-income allocations +/-15% and shift exposures within each asset class.
- Active implementation: Managers 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 |
$11.66
0.09% | $0.01 |
$11.73
02/10/21 |
$10.51
04/21/20 |
Fund facts as of 03/31/21
Total net assets
$1,083.37M
$1,083.37M
Turnover (fiscal year end)
395%
395%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
1951
1951
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) |
Market volatility returns to "old" normal
Our outlook for stock market volatility sees the levels reached in 2018 continuing, in part because these levels were close to the long-term norm.Watch the euro as Italy votes
We are watching the referendum in Italy this weekend for yet another existential crisis for the euro.Italy's bank troubles challenge EU
Troubled banks in Italy pose a new challenge to the EU, one that has been compounded by the U.K.'s vote in favor of Brexit.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 03/31/21 | 0.48% | - | |
| YTD as of 04/09/21 | 1.45% | - | |
Yield
| Distribution rate before sales charge as of 04/09/21 |
1.54% |
|---|---|
| Distribution rate after sales charge as of 04/09/21 |
1.54% |
| 30-day SEC yield as of 03/31/21 | 1.21% |
Risk-adjusted performance as of 02/28/21
| Sharpe ratio (3 yrs.) | 0.70 |
|---|
Volatility as of 02/28/21
| Standard deviation (3 yrs.) | 6.60% |
|---|
Fixed income statistics as of 02/28/21
| Average effective duration | 3.63 yrs. |
|---|
Lipper rankings as of 02/28/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 148/302 | 49% |
| 3 yrs. | 139/290 | 48% |
| 5 yrs. | 135/268 | 51% |
| 10 yrs. | 34/186 | 19% |
Morningstar Ratings™ as of 02/28/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 517 | |
| 3 yrs. | 517 | |
| 5 yrs. | 454 | |
| 10 yrs. | 278 |
Distributions
| Record/Ex dividend date | 03/18/21 |
|---|---|
| Payable date | 03/22/21 |
| Income | $0.015 |
| Extra income | -- |
| Short-term cap. gain | -- |
| Long-term cap. gain | -- |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Fnma Fn30 Tba Umbs 03.5000 03/01/2051 | 2.54% |
|---|---|
| Fnma Fn15 Tba Umbs 02.5000 03/01/2036 | 2.40% |
| Apple Inc Sedol 2046251 | 2.32% |
| Fnma Fn30 Tba Umbs 02.5000 03/01/2051 | 2.28% |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | 1.94% |
| Microsoft Corp Sedol 2588173 | 1.92% |
| Amazon.Com Inc Sedol 2000019 | 1.76% |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | 1.43% |
| S&P Gsci Light Energy Er | 1.23% |
| Gnma Gii30 Ma6932 03.0000 10/20/2050 | 1.22% |
| Top 10 holdings, percent of portfolio | 19.04% |
| 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 | |
| Top 10 holdings as of 12/31/20 | |
|---|---|
| Apple Inc Sedol 2046251 | |
| Fnma Fn15 Tba Umbs 02.5000 01/01/2036 | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| Fnma Fn30 Tba Umbs 02.5000 02/01/2051 | |
| Microsoft Corp Sedol 2588173 | |
| Amazon.Com Inc Sedol 2000019 | |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Fhlmc Fr30 Zs4750 Umbs 03.0000 01/01/2048 | |
| Fnma Fn30 Tba Umbs 02.0000 02/01/2051 | |
| Holdings represent 19.83% of portfolio | |
| Top 10 holdings as of 11/30/20 | |
|---|---|
| Fnma Fn30 Tba Umbs 02.0000 01/01/2051 | |
| Apple Inc Sedol 2046251 | |
| Fnma Fn30 Tba Umbs 02.5000 01/01/2051 | |
| Fnma Fn15 Tba Umbs 02.5000 12/01/2035 | |
| 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 | |
| Fnma Fn30 Tba Umbs 03.5000 01/01/2051 | |
| Gnma Gii30 Ma6932 03.0000 10/20/2050 | |
| Holdings represent 19.25% of portfolio | |
| 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% |
| US 5YR NOTE (CBT) MAR21 FVH1 | 7.58% |
|---|---|
| US ULTRA BOND CBT MAR21 WNH1 | 4.08% |
| US 10YR NOTE (CBT)MAR21 TYH1 | 3.81% |
| US 2YR NOTE (CBT) MAR21 TUH1 | 2.70% |
| APPLE INC SEDOL 2046251 | 2.55% |
| FNMA FN30 TBA UMBS 02.5000 02/01/2051 | 2.42% |
| FNMA FN15 TBA UMBS 02.5000 02/01/2036 | 2.41% |
| GSGLPWDL R US0001M P 12/15/25 GS | 2.35% |
| E-MINI RUSS 2000 MAR21 RTYH1 | 2.26% |
| FNMA FN30 TBA UMBS 03.5000 02/01/2051 | 2.15% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.97% |
| MICROSOFT CORP SEDOL 2588173 | 1.89% |
| AMAZON.COM INC SEDOL 2000019 | 1.82% |
| US LONG BOND(CBT) MAR21 USH1 | 1.80% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.53% |
| FNMA FN30 TBA UMBS 02.0000 03/01/2051 | 1.42% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.34% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 1.24% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 1.16% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.10% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 1.04% |
| S&P GSCI LIGHT ENERGY ER | 1.03% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.86% |
| FNMA FN30 TBA UMBS 06.0000 02/01/2051 | 0.83% |
| QUALCOMM INC SEDOL 2714923 | 0.82% |
| NVIDIA CORP SEDOL 2379504 | 0.75% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.72% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.71% |
| ELI LILLY & CO SEDOL 2516152 | 0.70% |
| TREASURY BILL 00.0000 03/18/2021 | 0.69% |
| ADOBE INC SEDOL 2008154 | 0.64% |
| GNMA GII30 TBA 03.0000 02/01/2051 | 0.58% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.58% |
| CITIGROUP INC SEDOL 2297907 | 0.56% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.55% |
| TREASURY BILL 00.0000 03/25/2021 | 0.51% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.50% |
| TREASURY BILL 00.0000 02/02/2021 | 0.44% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.44% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.44% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.43% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.42% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.41% |
| INTUIT INC SEDOL 2459020 | 0.39% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.38% |
| FORD MOTOR CO SEDOL 2615468 | 0.38% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.35% |
| TESLA INC SEDOL B616C79 | 0.35% |
| PEPSICO INC SEDOL 2681511 | 0.35% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.34% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.34% |
| MERCK & CO. INC. SEDOL 2778844 | 0.32% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.32% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.32% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.32% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.32% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.31% |
| WALMART INC SEDOL 2936921 | 0.31% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.31% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.30% |
| FNMA FN30 TBA UMBS 04.0000 02/01/2051 | 0.30% |
| TARGET CORP SEDOL 2259101 | 0.28% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.28% |
| ABBVIE INC 03.2000 11/21/2029 | 0.28% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.28% |
| VERIZON COMM 04.3290 09/21/2028 | 0.27% |
| EXELON CORP SEDOL 2670519 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.26% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.26% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.25% |
| EBAY INC SEDOL 2293819 | 0.25% |
| AUTODESK INC SEDOL 2065159 | 0.24% |
| MASTERCARD INC - A SEDOL B121557 | 0.24% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.24% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.24% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.24% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.24% |
| NRG ENERGY INC SEDOL 2212922 | 0.24% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.24% |
| ABBVIE INC SEDOL B92SR70 | 0.23% |
| METLIFE INC SEDOL 2573209 | 0.23% |
| TREASURY BILL 00.0000 02/16/2021 | 0.23% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.23% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.22% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.22% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.22% |
| DANAHER CORP SEDOL 2250870 | 0.21% |
| MCDONALD'S CORP SEDOL 2550707 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.21% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.20% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.20% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.20% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.19% |
| NIKE INC -CL B SEDOL 2640147 | 0.19% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.19% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.19% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.19% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.19% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.19% |
| MORGAN STANLEY | 0.19% |
| HOME DEPOT INC SEDOL 2434209 | 0.18% |
| AMGEN INC SEDOL 2023607 | 0.18% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.18% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.18% |
| CRH PLC SEDOL 4182249 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.18% |
| CUMMINS INC SEDOL 2240202 | 0.17% |
| BEST BUY CO INC SEDOL 2094670 | 0.17% |
| HALLIBURTON CO SEDOL 2405302 | 0.17% |
| APPLE INC 04.2500 02/09/2047 | 0.17% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.16% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.16% |
| FASTLY INC - CLASS A SEDOL BJN4MY9 | 0.16% |
| CIGNA CORP SEDOL BHJ0775 | 0.16% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.16% |
| MODERNA INC SEDOL BGSXTS3 | 0.16% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.16% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.16% |
| SONY CORP SEDOL 6821506 | 0.16% |
| TREASURY BILL 00.0000 04/15/2021 | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.16% |
| FORTINET INC SEDOL B5B2106 | 0.15% |
| ALTRIA GROUP INC | 0.15% |
| STACR 2016-DNA2 M3 04.7800 10/25/2028 | 0.15% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.14% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.14% |
| HUMANA INC SEDOL 2445063 | 0.14% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.14% |
| COSTAR GROUP INC SEDOL 2262864 | 0.14% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.14% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.14% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.14% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.14% |
| DOW INC SEDOL BHXCF84 | 0.14% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.13% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.13% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.13% |
| DEERE & CO SEDOL 2261203 | 0.13% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.13% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.13% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.13% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.13% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.13% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.13% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.13% |
| PFIZER INC SEDOL 2684703 | 0.13% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.13% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.13% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.13% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.13% |
| ALBEMARLE CORP SEDOL 2046853 | 0.12% |
| HOLOGIC INC SEDOL 2433530 | 0.12% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.12% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.12% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| LOWES COMPANIES INC | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.12% |
| ORACLE CORP 04.0000 11/15/2047 | 0.12% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.12% |
| AFLAC INC SEDOL 2026361 | 0.12% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.12% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.12% |
| EQUINIX INC SEDOL BVLZX12 | 0.12% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.11% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.11% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.11% |
| AXA SA SEDOL 7088429 | 0.11% |
| PULTEGROUP INC SEDOL 2708841 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.11% |
| CHEVRON CORP | 0.11% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.11% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.11% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.11% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.11% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.11% |
| UNITED RENTALS INC SEDOL 2134781 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.11% |
| DEXCOM INC SEDOL B0796X4 | 0.11% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.11% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.11% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.11% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.11% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 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% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.10% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| CONOCOPHILLIPS | 0.10% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.10% |
| HOYA CORP SEDOL 6441506 | 0.10% |
| SYNOPSYS INC SEDOL 2867719 | 0.10% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.10% |
| APPLE INC 00.7500 05/11/2023 | 0.10% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| SPST 2020-2 A 00.9548 03/26/2021 | 0.10% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.10% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.10% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 02/01/2051 | 0.10% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.10% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| MWST 2019-1 A 00.9300 06/25/2052 | 0.10% |
| ORACLE CORP 02.6500 07/15/2026 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| GNMA GII30 TBA 04.0000 02/01/2051 | 0.10% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.10% |
| TJX COMPANIES INC SEDOL 2989301 | 0.10% |
| LENNAR CORP-A SEDOL 2511920 | 0.09% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.09% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.09% |
| CAS 2016-C04 1M2 04.3800 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% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.09% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.09% |
| ABIOMED INC SEDOL 2003698 | 0.09% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.09% |
| BHP GROUP LTD SEDOL 6144690 | 0.09% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.09% |
| NESTLE SA-REG SEDOL 7123870 | 0.09% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.09% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.09% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.09% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.09% |
| HERSHEY CO/THE SEDOL 2422806 | 0.09% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.09% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.09% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.09% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.09% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.09% |
| EATON CORP PLC SEDOL B8KQN82 | 0.09% |
| GSMS 2014-GC22 C 04.6918 06/10/2047 | 0.09% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.08% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| DBUBS 2011-LC3A D P/P 144A 05.3362 08/10/2044 | 0.08% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.08% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.08% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.08% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.08% |
| BROADCOM INC 04.1500 11/15/2030 | 0.08% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| AVALARA INC SEDOL BZ1NVP4 | 0.08% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.08% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.08% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.08% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.08% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| PNC BANK NA 02.0280 12/09/2022 | 0.08% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.08% |
| VONTIER CORP SEDOL BH4GV32 | 0.08% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.08% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.08% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.08% |
| TOTAL SE SEDOL B15C557 | 0.08% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.07% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| CAS 2016-C01 1M2 06.8800 08/25/2028 | 0.07% |
| CAS 2016-C02 1M2 06.1300 09/25/2028 | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| RADIAN GROUP INC SEDOL 2173911 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.07% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.07% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.07% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.07% |
| SERVICENOW INC SEDOL B80NXX8 | 0.07% |
| AMETEK INC SEDOL 2089212 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| CIGNA CORP 03.7500 07/15/2023 | 0.07% |
| MRAIT 2020-12 A1X 01.4765 07/15/2021 | 0.07% |
| ALLSTATE CORP SEDOL 2019952 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| CAS 2015-C04 2M2 05.6800 04/25/2028 | 0.07% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.07% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.07% |
| RIO TINTO PLC SEDOL 0718875 | 0.07% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.07% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.07% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.07% |
| NINTENDO CO LTD SEDOL 6639550 | 0.07% |
| SEAGEN INC SEDOL BLPK4D2 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| CAS 2015-C04 1M2 05.8300 04/25/2028 | 0.07% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.1848 04/20/2048 | 0.07% |
| ROKU INC SEDOL BZ1LFG7 | 0.07% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.07% |
| THE AES CORPORATION P/P 144A 02.4500 01/15/2031 | 0.07% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.07% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.07% |
| DIAGEO PLC SEDOL 0237400 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.07% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.07% |
| THALES SA SEDOL 4162791 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| ARAMARK SEDOL BH3XG17 | 0.07% |
| CAS 2017-C01 1M2 03.6800 07/25/2029 | 0.07% |
| CAS 2020-R01 1M2 02.1800 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% |
| L OREAL SEDOL 4057808 | 0.07% |
| WESFARMERS LTD SEDOL 6948836 | 0.07% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.06% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.06% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.06% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.06% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.06% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.06% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| DANAHER CORP 05.0000 CV PFD | 0.06% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.06% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.06% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| POLARIS INC SEDOL 2692933 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.06% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| STATE STREET CORP SEDOL 2842040 | 0.06% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.06% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.06% |
| ORSTED A/S SEDOL BYT16L4 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| COMM 2010-C1 D P/P 144A 05.7920 07/10/2046 | 0.06% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.06% |
| REPUBLIC OF PERU USD 08.7500 11/21/2033 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 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% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.06% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| DIALOG SEMICONDUCTOR PLC SEDOL 5982200 | 0.06% |
| NEXI SPA SEDOL BJ1F880 | 0.06% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.06% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.05% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.05% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.05% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.05% |
| ABB LTD-REG SEDOL 7108899 | 0.05% |
| ADIDAS AG SEDOL 4031976 | 0.05% |
| BOEING CO/THE SEDOL 2108601 | 0.05% |
| CAIXABANK SA SEDOL B283W97 | 0.05% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.05% |
| LEGRAND SA SEDOL B11ZRK9 | 0.05% |
| STELLANTIS NV SEDOL BMD8F98 | 0.05% |
| BRUNSWICK CORP SEDOL 2149309 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| ENTERGY CORP SEDOL 2317087 | 0.05% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.05% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.05% |
| MERCK KGAA SEDOL 4741844 | 0.05% |
| MINEBEA CO LTD SEDOL 6642406 | 0.05% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.05% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| CAS 2016-C05 2M2 04.5800 01/25/2029 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.05% |
| SPST 2020-6 A 01.8800 09/07/2021 | 0.05% |
| STELLANTIS NV SEDOL BMD8KX7 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.05% |
| KDDI CORP SEDOL 6248990 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SECOM CO LTD SEDOL 6791591 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| ZALANDO SE SEDOL BQV0SV7 | 0.05% |
| AMDOCS LTD SEDOL 2256908 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| NIO INC - ADR SEDOL BFZX9H8 | 0.05% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.05% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.05% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.05% |
| BRENNTAG AG SEDOL B4YVF56 | 0.05% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.05% |
| CWALT 2006-OA10 4A1 00.5100 08/25/2046 | 0.05% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.05% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% |
| SPST 2020-WL1 A 01.2800 06/25/2051 | 0.05% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.05% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| BP PLC SEDOL 0798059 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| COMM 2013-CR13 C 04.8853 11/10/2046 | 0.04% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.04% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| SPST 2020-13 A 01.6300 10/10/2021 | 0.04% |
| SPST 2020-15 A 01.5000 12/10/2021 | 0.04% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.04% |
| UNILEVER PLC SEDOL BLRB262 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.04% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.04% |
| BMIR 2019-4A M1C P/P 144A 02.6300 10/25/2029 | 0.04% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.04% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% |
| ENEL SPA SEDOL 7144569 | 0.04% |
| HITACHI LTD SEDOL 6429104 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| NABTESCO CORP SEDOL 6687571 | 0.04% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.04% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| CSAIL 2020-C19 XA IO 01.1205 03/15/2053 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| GSMS 2011-GC3 D P/P 144A 05.4305 03/10/2044 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| SLM CORP | 0.04% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| CIGNA CORP 03.9000 02/15/2022 | 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% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.04% |
| WFRBS 2011-C3 D P/P 144A 05.6338 03/15/2044 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.04% |
| MONCLER SPA SEDOL BGLP232 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| SHRP 2020-1 NOTE 03.1178 07/25/2024 | 0.04% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.04% |
| DNB NOR ASA SEDOL 4263304 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.04% |
| KINGFISHER PLC SEDOL 3319521 | 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% |
| 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% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.04% |
| CROWN HOLDINGS INC | 0.04% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.04% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| KION GROUP AG SEDOL BB22L96 | 0.04% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.04% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.04% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| MSBAM 2012-C5 E P/P 144A 04.6747 08/15/2045 | 0.04% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.04% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.04% |
| TERRIER MEDIA TLB L+425 04.3708 12/17/2026 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| APTARGROUP INC SEDOL 2045247 | 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% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.04% |
| LBMLT 2004-1 A2 00.9300 02/25/2034 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| BNP PARIBAS SEDOL 7309681 | 0.04% |
| CASEYS GENERAL | 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% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 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% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.04% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.04% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.04% |
| FHMS K099 X1 IO 00.8860 09/25/2029 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| HUNTSMAN INTERNATIONAL L 04.5000 05/01/2029 | 0.04% |
| JPMBB 2013-C12 C 04.0992 07/15/2045 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.04% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.04% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.04% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.04% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.04% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.03% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.03% |
| WFCM 2013-LC12 C 04.2744 07/15/2046 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.03% |
| CAS 2016-C03 2M2 06.0300 10/25/2028 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.1195 08/10/2050 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| SAMI 2007-AR7 1A1 00.9800 05/25/2047 | 0.03% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.03% |
| WAMU 2005-AR12 1A8 02.9241 10/25/2035 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 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% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.03% |
| LG CHEM LTD SEDOL 6346913 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 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% |
| SPST 2021-WL1 A 01.2980 01/26/2054 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.6556 11/15/2044 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 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% |
| CWALT 2006-OA7 1A2 01.4391 06/25/2046 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 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 05.0502 02/15/2047 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| UNUM GROUP SEDOL 2433842 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.03% |
| CWALT 2005-59 1A1 00.7895 11/20/2035 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| KERING SEDOL 5505072 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| MSC 2011-C3 A4 04.1180 07/15/2049 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.03% |
| STACR 2016-DNA1 M3 05.6800 07/25/2028 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 0.03% |
| AHM 2007-1 GA1C 00.3200 05/25/2047 | 0.03% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.03% |
| BIOGEN INC SEDOL 2455965 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.03% |
| GMO INTERNET INC SEDOL 6170167 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| LINDE PLC SEDOL BYWD9S5 | 0.03% |
| NETFLIX INC 04.3750 11/15/2026 | 0.03% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.03% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 0.03% |
| WFRBS 2013-C11 C 04.1995 03/15/2045 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| CASH MGMT BILL 00.0000 05/25/2021 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| CIMAREX ENERGY CO SEDOL 2987521 | 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% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 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% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| BANK 2017-BNK8 B 03.9271 11/15/2050 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 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% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.4305 03/10/2044 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| MSBAM 2014-C17 C 04.4831 08/15/2047 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| STACR 2017-DNA2 M2 03.5800 10/25/2029 | 0.03% |
| VERTIV TLB L+300 03.1195 03/02/2027 | 0.03% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.03% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.03% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.03% |
| CAS 2016-C01 2M2 07.0800 08/25/2028 | 0.03% |
| CGCMT 2018-C6 B 04.7380 11/10/2051 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.03% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.03% |
| DXC TECHNOLOGY CO SEDOL BYXD7B3 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| JPMBB 2014-C19 C 04.6767 04/15/2047 | 0.03% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.03% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.03% |
| PPSI 2004-WCW2 M3 01.1800 10/25/2034 | 0.03% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 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% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.03% |
| VERIZON COMMUNICATIONS 01.7500 01/20/2031 | 0.03% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.03% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CELANESE CORP SEDOL B05MZT4 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 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% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1417 05/15/2045 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| MSBAM 2013-C8 B 03.5588 12/15/2048 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 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% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| WOLTERS KLUWER SEDOL 5671519 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| AUTOMATIC DATA PROCESSING SEDOL 2065308 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CAS 2016-C06 1M2 04.3800 04/25/2029 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 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% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.6546 11/15/2043 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.02% |
| MCKESSON CORP SEDOL 2378534 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6056 11/15/2045 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| SQUARE INC - A SEDOL BYNZGK1 | 0.02% |
| STACR 2016-HQA3 M3 03.9800 03/25/2029 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5688 05/10/2045 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFCM 2013-LC12 AS 04.2744 07/15/2046 | 0.02% |
| WFCM 2019-C52 XA IO 01.6171 08/15/2052 | 0.02% |
| WILLIAMS COS INC SEDOL 2967181 | 0.02% |
| AGCO CORP SEDOL 2010278 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| AT&T INC SEDOL 2831811 | 0.02% |
| BANK 2019-BN20 XA IO 00.8375 09/15/2062 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CMLTI 2005-2 1A2A 03.0637 05/25/2035 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMM 2014-CR18 C 04.7462 07/15/2047 | 0.02% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 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% |
| CSX CORP SEDOL 2160753 | 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% |
| FAURECIA SEDOL 4400446 | 0.02% |
| FHMS K121 X1 IO 01.0288 10/25/2030 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| GNR 2016-H16 EI IO 02.4937 06/20/2066 | 0.02% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.02% |
| JPMBB 2013-C12 B 04.0992 07/15/2045 | 0.02% |
| OPAP SA SEDOL 7107250 | 0.02% |
| ORACLE CORP SEDOL 2661568 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 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% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.02% |
| STACR 2016-HQA1 M3 06.4800 09/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.2800 11/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.3800 07/25/2029 | 0.02% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.02% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.02% |
| ASTRAZENECA PLC SEDOL 0989529 | 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% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| CWALT 2006-OA19 A1 00.3109 02/20/2047 | 0.02% |
| DEVON ENERGY CORP SEDOL 2480677 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| FEDEX CORP SEDOL 2142784 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.02% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.02% |
| GARTNER INC SEDOL 2372763 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7428 08/10/2046 | 0.02% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.02% |
| JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| MOODY S CORP | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| STACR 2014-HQ2 M3 03.8800 09/25/2024 | 0.02% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8105 11/15/2045 | 0.02% |
| 0.45 R ISWP FWD US0003M P 03/17/2026 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 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% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| DOVER CORP SEDOL 2278407 | 0.02% |
| EOG RESOURCES INC SEDOL 2318024 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| LNSTR 2017-5 AS P/P 144A 04.0210 03/10/2050 | 0.02% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.02% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 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% |
| YUM BRANDS INC SEDOL 2098876 | 0.02% |
| ADYEN NV SEDOL BZ1HM42 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| APACHE CORP SEDOL 2043962 | 0.02% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.02% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.02% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 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% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/02/2025 | 0.02% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/12/2045 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.02% |
| MWST 2020-1 A 01.0300 10/25/2053 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| STACR 2015-HQA2 M3 04.9300 05/25/2028 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHMS K740 X1 00.7623 09/25/2027 | 0.02% |
| GNR 2015-H25 BI IO 01.9407 10/20/2065 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 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 04.3418 05/15/2048 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6300 11/06/2024 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.02% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.02% |
| SPX 20211217 C 4150.00CITI | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| WAMU 2005-AR11 A1B3 00.9300 08/25/2045 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2744 07/15/2046 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.02% |
| FHMS KW10 X1 IO 00.6493 09/25/2029 | 0.02% |
| JPMBB 2014-C22 C 04.5535 09/15/2047 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.2443 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% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| STACR 2020-HQA1 M2 02.0300 01/25/2050 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| UBSBB 2012-C2 D P/P 144A 04.8890 05/10/2063 | 0.02% |
| UBSCM 2018-C8 XA IO 00.8730 02/15/2051 | 0.02% |
| WFCM 2018-C46 B 04.6330 08/15/2051 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| CAS 2019-HRP1 M2 02.2800 11/25/2039 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.0922 03/10/2047 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| COMM 2014-CR14 XA IO 00.5791 02/10/2047 | 0.02% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.02% |
| EMIR 2018-1 M1 01.8300 11/25/2028 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.02% |
| GSMS 2010-C1 D P/P 144A 05.9829 08/10/2043 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SOLENIS 1STL L+400 04.2330 06/26/2025 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.02% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COMM 2013-CR9 D P/P 144A 04.2427 07/10/2045 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 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% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 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% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.2889 05/10/2063 | 0.02% |
| UBSCM 2017-C7 XA IO 01.0322 12/15/2050 | 0.02% |
| WAMU 2004-AR3 A2 03.6550 06/25/2034 | 0.02% |
| WELLS FARGO & COMPANY 03.9000 01/26/2051 | 0.02% |
| WFCM 2016-LC25 XA IO 00.9667 12/15/2059 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.02% |
| ASML HOLDING NV SEDOL B929F46 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| CAS 2015-C03 2M2 05.1300 07/25/2025 | 0.02% |
| CAS 2017-C01 1EB1 01.3800 07/25/2029 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 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% |
| E.ON SE SEDOL 4942904 | 0.02% |
| FOX CORP 04.0300 01/25/2024 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 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% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.02% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.02% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.02% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 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% |
| STACR 2020-HQA4 M1 01.4300 09/25/2050 | 0.02% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 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% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| WAMU 2005-AR9 A1C3 01.0900 07/25/2045 | 0.02% |
| 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+400 04.5000 11/24/2027 | 0.01% |
| BAFC 2005-B 3M1 00.8059 04/20/2035 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 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% |
| CFCRE 2011-C1 D P/P 144A 06.0503 04/15/2044 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| GSMS 2013-GC10 XA IO 01.4878 02/10/2046 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 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% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 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% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 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% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| CAS 2016-C07 2M2 04.4800 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% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GNR 2013-99 AS IO 05.9191 06/20/2043 | 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% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3940 06/30/2025 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 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% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0883 08/15/2050 | 0.01% |
| AMERICAN BATH 1L L+450 05.2500 11/23/2027 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 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% |
| 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 05.0300 11/25/2024 | 0.01% |
| CAS 2015-C02 2M2 04.1300 05/25/2025 | 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% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| INDIGO NATURAL RES L P/P 144A 05.3750 02/01/2029 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| MSAC 2004-HE6 M1 00.9550 08/25/2034 | 0.01% |
| MWST 2020-2 A 00.9300 11/25/2053 | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 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% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 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% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 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% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 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% |
| CAMPBELL SOUP CO SEDOL 2162845 | 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% |
| COMM 2013-LC13 XA IO 01.1106 08/10/2046 | 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% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHR 3065 DC 19.4805 03/15/2035 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| FMC CORP SEDOL 2328603 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| JEFFERIES FINANCIAL GROUP IN SEDOL BG0Q4Z2 | 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% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 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% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 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 01.3300 10/25/2029 | 0.01% |
| STACR 2019-DNA1 M2 02.7800 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% |
| TRANSUNION SEDOL BYMWL86 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 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% |
| CALLON PETROLEUM CO 06.2500 04/15/2023 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 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 2014-UBS4 XA IO 01.1022 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8870 12/10/2047 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FHR 3249 PS 21.8576 12/15/2036 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 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% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 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% |
| MLMI 2005-A2 A2 02.9604 02/25/2035 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 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% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| 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% |
| ZOETIS INC SEDOL B95WG16 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| 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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 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% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMM 2014-CR17 XA IO 00.9673 05/10/2047 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| FHR 3408 EK 25.2841 04/15/2037 | 0.01% |
| FHR 3829 AS IO 06.8235 03/15/2041 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FNR 2006-8 HP 24.0900 03/25/2036 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 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% |
| GNR 2015-H26 EI IO 01.7252 10/20/2065 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 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% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MSRR 2015-R4 CB1 00.9737 08/26/2047 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 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% |
| SAMI 2007-AR1 2A1 00.3100 01/25/2037 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| STACR 2019-HQA1 M2 02.4800 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% |
| 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% |
| 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 00.7300 09/25/2045 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 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% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 BA7681 04.6060 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 01.7300 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% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 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 00.8450 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% |
| 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% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 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% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 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% |
| 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% |
| CHEVRON USA INC 06.0000 03/01/2041 | 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 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% |
| 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% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| MSBAM 2014-C17 XA IO 01.0791 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% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| STACR 2014-HQ3 M3 04.8800 10/25/2024 | 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% |
| WFRBS 2011-C4 E P/P 144A 05.1929 06/15/2044 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7148 11/15/2045 | 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% |
| WPX ENERGY INC 05.8750 06/15/2028 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 04.8750 06/15/2027 | 0.01% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| AIRBUS SE SEDOL 4012250 | 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% |
| BWAY CORP TLB L+325 03.3809 04/03/2024 | 0.01% |
| CAS 2015-C01 1M2 04.4300 02/25/2025 | 0.01% |
| CAS 2015-C02 1M2 04.1300 05/25/2025 | 0.01% |
| CAS 2019-R01 2M2 02.5800 07/25/2031 | 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% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 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% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| CWALT 2005-27 1A1 01.6228 08/25/2035 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.01% |
| DIVERSEY TL L+300 03.1208 09/06/2024 | 0.01% |
| EQT CORP 08.7500 02/01/2030 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 0.01% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 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% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.01% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| JPMBB 2014-C19 XA IO 00.7413 04/15/2047 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2463 04/15/2046 | 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% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.01% |
| MERCER INTL INC P/P 144A 05.1250 02/01/2029 | 0.01% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 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% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 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% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 02.4300 10/25/2048 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TDK CORP SEDOL 6869302 | 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 2013-C15 D P/P 144A 04.4898 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% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BANK OF MONTREAL USD 03.8030 12/15/2032 | 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 05.1300 11/25/2024 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 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% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 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% |
| FERRARI NV SEDOL BD6G507 | 0.00% |
| FHR 2990 LB 16.6224 06/15/2034 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.0070 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 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% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 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% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 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% |
| 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% |
| MPH ACQUISITION HLDG P/P 144A 05.7500 11/01/2028 | 0.00% |
| NABORS IND CV 00.7500 01/15/2024 | 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% |
| 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% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OVINTIV INC 07.3750 11/01/2031 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 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% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 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 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| AMERICAN AXLE & MFG INC 06.2500 04/01/2025 | 0.00% |
| AMERICAN BATH 1L2 L+450 05.2500 11/23/2027 | 0.00% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 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% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 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% |
| 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% |
| 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+375 04.7500 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% |
| 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 JPMCB | 0.00% |
| GBP/USD 03/17/2021 MSCIL | 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% |
| 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% |
| JPY/USD 02/17/2021 SSBT | 0.00% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 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% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NZD/USD 04/21/2021 GSFX | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 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% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.00% |
| SEK/USD 03/17/2021 GSFX | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| STACR 2020-DNA5 M1 01.3823 10/25/2050 | 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% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5217 12/15/2045 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 03.1208 03/09/2027 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 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% |
| CAD/USD 04/21/2021 JPMCB | 0.00% |
| CAD/USD 04/21/2021 SSBT | 0.00% |
| CAS 2017-C05 1M2A 02.3300 01/25/2030 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 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 01.0092 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% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| FNR 2005-106 JC 19.7209 12/25/2035 | 0.00% |
| FNR 2005-75 GS 19.8600 08/25/2035 | 0.00% |
| FNR 2006-62 PS 39.1200 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% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 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% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NZD/USD 04/21/2021 RBSF | 0.00% |
| NZD/USD 04/21/2021 UBS | 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% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.00% |
| SEK/USD 03/17/2021 UBS | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 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% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 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% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BRUNDAGE-BONE CO P/P 144A 06.0000 02/01/2026 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 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.12 2061-08-17 500.0 08/17/2061 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% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 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 HSBCB | 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% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 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% |
| LENNAR CORP 05.8750 11/15/2024 | 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% |
| NOK/USD 03/17/2021 TDBK | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 04/21/2021 JPMCB | 0.00% |
| OCCIDENTAL PETROLEUM COR 05.8750 09/01/2025 | 0.00% |
| OVINTIV EXPLORATION INC 05.3750 01/01/2026 | 0.00% |
| OVINTIV EXPLORATION INC 05.6250 07/01/2024 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 03.5000 09/01/2025 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| RACKSPACE HOSTING INC L+300 04.0000 11/03/2023 | 0.00% |
| RANGE RESOURCES CORP P/P 144A 08.2500 01/15/2029 | 0.00% |
| REGENCY ENERGY P 04.5000 11/01/2023 | 0.00% |
| ROYAL BANK OF CANADA USD 02.8000 04/29/2022 | 0.00% |
| ROYAL CARIBBEAN P/P 144A 09.1250 06/15/2023 | 0.00% |
| SEK/USD 03/17/2021 MSCIL | 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 01.6013 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% |
| 1.059 R ISWP US0003M P 01/11/2031 | 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% |
| BOMBARDIER INC P/P 144A 08.7500 12/01/2021 | 0.00% |
| CAD/USD 04/21/2021 BANKAM | 0.00% |
| CAD/USD 04/21/2021 BCAP-FX | 0.00% |
| CAD/USD 04/21/2021 TDBK | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CHF/USD 03/17/2021 GSFX | 0.00% |
| CHF/USD 03/17/2021 MSCIL | 0.00% |
| CHF/USD 03/17/2021 SSBT | 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.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 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% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 03/17/2021 BCAP-FX | 0.00% |
| EUR/USD 03/17/2021 JPMCB | 0.00% |
| EUR/USD 03/17/2021 TDBK | 0.00% |
| EUR/USD 03/17/2021 WPAC | 0.00% |
| FNR 2005-83 QP 17.0560 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 BCAP-FX | 0.00% |
| GBP/USD 03/17/2021 GSFX | 0.00% |
| GBP/USD 03/17/2021 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% |
| 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% |
| 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% |
| NOK/USD 03/17/2021 HSBCB | 0.00% |
| NZD/USD 04/21/2021 CITI | 0.00% |
| NZD/USD 04/21/2021 HSBCB | 0.00% |
| NZD/USD 04/21/2021 WPAC | 0.00% |
| PANTHER BF AGGREGA P/P 144A 06.2500 05/15/2026 | 0.00% |
| PETROLEOS DE VEN P/P 144A 06.0000 11/15/2026 | 0.00% |
| PPL CAPITAL FUNDING INC 03.4000 06/01/2023 | 0.00% |
| RACKSPACE TECHNOLOGY P/P 144A 05.3750 12/01/2028 | 0.00% |
| RAYONIER AM PROD INC P/P 144A 07.6250 01/15/2026 | 0.00% |
| SEK/USD 03/17/2021 JPMCB | 0.00% |
| STACR 2019-DNA2 M2 02.5800 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% |
| TRANSDIGM INC 06.5000 05/15/2025 | 0.00% |
| TRONOX INC P/P 144A 06.5000 05/01/2025 | 0.00% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.00% |
| 0.188 R ISWP US0003M P 01/07/2023 | 0.00% |
| 0.205 R ISWP US0003M P 01/08/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/11/2023 | 0.00% |
| 0.2145 R ISWP US0003M P 01/13/2023 | 0.00% |
| 1.1075 R ISWP US0003M P 01/19/2031 | 0.00% |
| 1.1355 R ISWP US0003M P 01/13/2031 | 0.00% |
| ADVANZ PHARMA CORP LTD SEDOL BG0RYR7 | 0.00% |
| AUD/USD 04/21/2021 BANKAM | 0.00% |
| AUD/USD 04/21/2021 CITI | 0.00% |
| AUD/USD 04/21/2021 UBS | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.6057 12/11/2038 | 0.00% |
| CAD/USD 04/21/2021 CSI-FX | 0.00% |
| CAD/USD 04/21/2021 HSBCB | 0.00% |
| CAD/USD 04/21/2021 RBSF | 0.00% |
| CAD/USD 04/21/2021 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5334 10/15/2049 | 0.00% |
| CHF/USD 03/17/2021 CSI-FX | 0.00% |
| CHF/USD 03/17/2021 HSBCB | 0.00% |
| CHF/USD 03/17/2021 RBSF | 0.00% |
| CHF/USD 03/17/2021 TDBK | 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 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 01.8583 05/15/2038 | 0.00% |
| DKK/USD 03/17/2021 CITI | 0.00% |
| EUR/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 MSCIL | 0.00% |
| EUR/USD 03/17/2021 RBSF | 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 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 BCAP-FX | 0.00% |
| HKD/USD 02/17/2021 GSFX | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 RBSF | 0.00% |
| HKD/USD 02/17/2021 SSBT | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.600.08 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 00.2860 05/15/2045 | 0.00% |
| JPY/USD 02/17/2021 BCAP-FX | 0.00% |
| JPY/USD 02/17/2021 CITI | 0.00% |
| JPY/USD 02/17/2021 GSFX | 0.00% |
| JPY/USD 02/17/2021 HSBCB | 0.00% |
| JPY/USD 02/17/2021 JPMCB | 0.00% |
| JPY/USD 02/17/2021 RBSF | 0.00% |
| JPY/USD 02/17/2021 WPAC | 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 MSCIL | 0.00% |
| NOK/USD 03/17/2021 SSBT | 0.00% |
| NZD/USD 04/21/2021 BANKAM | 0.00% |
| NZD/USD 04/21/2021 BCAP-FX | 0.00% |
| NZD/USD 04/21/2021 CSI-FX | 0.00% |
| NZD/USD 04/21/2021 SSBT | 0.00% |
| NZD/USD 04/21/2021 TDBK | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| SEK/USD 03/17/2021 BANKAM | 0.00% |
| SEK/USD 03/17/2021 BCAP-FX | 0.00% |
| SEK/USD 03/17/2021 CITI | 0.00% |
| SEK/USD 03/17/2021 HSBCB | 0.00% |
| SEK/USD 03/17/2021 RBSF | 0.00% |
| SEK/USD 03/17/2021 TDBK | 0.00% |
| SGD/USD 02/17/2021 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% |
| 1.07 R ISWP US0003M P 01/11/2031 | -0.00% |
| 1.1749 R ISWP US0003M P 01/14/2031 | -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 CITI | -0.00% |
| CAD/USD 04/21/2021 MSCIL | -0.00% |
| CAD/USD 04/21/2021 UBS | -0.00% |
| CHF/USD 03/17/2021 JPMCB | -0.00% |
| CHF/USD 03/17/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.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-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/USD 03/17/2021 BANKAM | -0.00% |
| EUR/USD 03/17/2021 HSBCB | -0.00% |
| EUR/USD 03/17/2021 UBS | -0.00% |
| GBP/USD 03/17/2021 CITI | -0.00% |
| GBP/USD 03/17/2021 RBSF | -0.00% |
| GBP/USD 03/17/2021 UBS | -0.00% |
| IOS.FN30.400.11 P USL1M R 01/12/42 JP | -0.00% |
| IOS.FN30.500.10 P USL1M R 01/12/41 BC | -0.00% |
| JPY/USD 02/17/2021 BANKAM | -0.00% |
| JPY/USD 02/17/2021 TDBK | -0.00% |
| JPY/USD 02/17/2021 UBS | -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 03/17/2021 JPMCB | -0.00% |
| NOK/USD 03/17/2021 RBSF | -0.00% |
| NOK/USD 03/17/2021 UBS | -0.00% |
| NZD/USD 04/21/2021 MSCIL | -0.00% |
| SEK/USD 03/17/2021 SSBT | -0.00% |
| 1.0275 R ISWP US0003M P 01/08/2031 | -0.00% |
| CAD/USD 04/21/2021 GSFX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| GBP/USD 03/17/2021 CSI-FX | -0.00% |
| JPY/USD 02/17/2021 MSCIL | -0.00% |
| AUD/USD 04/21/2021 JPMCB | -0.00% |
| AUD/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.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| GBP/USD 03/17/2021 SSBT | -0.00% |
| 0.9355 R ISWP US0003M P 01/07/2031 | -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% |
| SPX 20211217 C 4500.00CITI | -0.01% |
| AUD/USD 04/21/2021 GSFX | -0.01% |
| AUD/USD 04/21/2021 MSCIL | -0.01% |
| AUD/USD 04/21/2021 RBSF | -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% |
| MBX.FN30.650.67 P USL1M R 01/12/38 BC | -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 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 | -0.02% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | -0.06% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.09% |
| US 10YR ULTRA FUT MAR21 UXYH1 | -0.31% |
| FNMA FN30 TBA UMBS 03.0000 02/01/2051 | -0.39% |
| FNMA FN30 TBA UMBS 01.5000 03/01/2051 | -1.20% |
| S&P MID 400 EMINI MAR21 FAH1 | -1.35% |
| GSGLPWDS P US0001M R 12/15/25 GS | -2.36% |
| MSCI EAFE MAR21 MFSH1 | -3.91% |
| S&P500 EMINI FUT MAR21 ESH1 | -10.43% |
| US 5YR NOTE (CBT) MAR21 FVH1 | 7.97% |
|---|---|
| US ULTRA BOND CBT MAR21 WNH1 | 4.29% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 3.75% |
| US 10YR NOTE (CBT)MAR21 TYH1 | 3.69% |
| US 2YR NOTE (CBT) MAR21 TUH1 | 3.15% |
| APPLE INC SEDOL 2046251 | 2.61% |
| FNMA FN15 TBA UMBS 02.5000 01/01/2036 | 2.38% |
| GSGLPWDL R US0001M P 12/15/25 GS | 2.35% |
| E-MINI RUSS 2000 MAR21 RTYH1 | 2.15% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 2.12% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.97% |
| MICROSOFT CORP SEDOL 2588173 | 1.91% |
| US LONG BOND(CBT) MAR21 USH1 | 1.86% |
| AMAZON.COM INC SEDOL 2000019 | 1.84% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.62% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.30% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 1.24% |
| FNMA FN30 TBA UMBS 02.0000 02/01/2051 | 1.23% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.05% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 1.04% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.84% |
| FNMA FN30 TBA UMBS 06.0000 01/01/2051 | 0.82% |
| QUALCOMM INC SEDOL 2714923 | 0.79% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.76% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.75% |
| ADOBE INC SEDOL 2008154 | 0.70% |
| TREASURY BILL 00.0000 03/18/2021 | 0.68% |
| GNMA GII30 TBA 03.0000 01/01/2051 | 0.67% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.62% |
| CITIGROUP INC SEDOL 2297907 | 0.59% |
| NVIDIA CORP SEDOL 2379504 | 0.59% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.55% |
| TREASURY BILL 00.0000 03/25/2021 | 0.50% |
| ELI LILLY & CO SEDOL 2516152 | 0.49% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.48% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.47% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.47% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.45% |
| TREASURY BILL 00.0000 02/02/2021 | 0.44% |
| INTUIT INC SEDOL 2459020 | 0.41% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.40% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.40% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 0.38% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.38% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.37% |
| PEPSICO INC SEDOL 2681511 | 0.37% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.37% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.36% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.35% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.34% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.34% |
| MERCK & CO. INC. SEDOL 2778844 | 0.34% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.33% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.33% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.32% |
| WALMART INC SEDOL 2936921 | 0.32% |
| SERVICENOW INC SEDOL B80NXX8 | 0.31% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.31% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.31% |
| EBAY INC SEDOL 2293819 | 0.30% |
| TESLA INC SEDOL B616C79 | 0.30% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 0.29% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.29% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.28% |
| ABBVIE INC 03.2000 11/21/2029 | 0.28% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.28% |
| VERIZON COMM 04.3290 09/21/2028 | 0.27% |
| TARGET CORP SEDOL 2259101 | 0.27% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.27% |
| EXELON CORP SEDOL 2670519 | 0.27% |
| AUTODESK INC SEDOL 2065159 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.26% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.26% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.26% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.26% |
| MASTERCARD INC - A SEDOL B121557 | 0.25% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.25% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.24% |
| ABBVIE INC SEDOL B92SR70 | 0.24% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.23% |
| TREASURY BILL 00.0000 02/16/2021 | 0.23% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.23% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.23% |
| AT&T INC P/P 144A 02.5500 12/01/2033 | 0.23% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.22% |
| METLIFE INC SEDOL 2573209 | 0.22% |
| MCDONALD'S CORP SEDOL 2550707 | 0.22% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.22% |
| NRG ENERGY INC SEDOL 2212922 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.21% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.20% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.20% |
| NIKE INC -CL B SEDOL 2640147 | 0.20% |
| DANAHER CORP SEDOL 2250870 | 0.20% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.20% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.20% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.20% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.19% |
| HALLIBURTON CO SEDOL 2405302 | 0.19% |
| HUMANA INC SEDOL 2445063 | 0.19% |
| MORGAN STANLEY | 0.19% |
| CRH PLC SEDOL 4182249 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.19% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.18% |
| TREASURY BILL 00.0000 01/05/2021 | 0.18% |
| HOME DEPOT INC SEDOL 2434209 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.18% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.18% |
| APPLE INC 04.2500 02/09/2047 | 0.18% |
| AMGEN INC SEDOL 2023607 | 0.17% |
| SONY CORP SEDOL 6821506 | 0.17% |
| ALLSTATE CORP SEDOL 2019952 | 0.17% |
| CUMMINS INC SEDOL 2240202 | 0.17% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.16% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.16% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.16% |
| LOWES COMPANIES INC | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.16% |
| BEST BUY CO INC SEDOL 2094670 | 0.16% |
| FORTINET INC SEDOL B5B2106 | 0.16% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.16% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.16% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.15% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.15% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.15% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.15% |
| ALTRIA GROUP INC | 0.15% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.15% |
| CIGNA CORP SEDOL BHJ0775 | 0.15% |
| STACR 2016-DNA2 M3 04.7980 10/25/2028 | 0.15% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.15% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.14% |
| SYNOPSYS INC SEDOL 2867719 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| COSTAR GROUP INC SEDOL 2262864 | 0.14% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.14% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.14% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.14% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.14% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.14% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.13% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.13% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.13% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.13% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.13% |
| PFIZER INC SEDOL 2684703 | 0.13% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.13% |
| AXA SA SEDOL 7088429 | 0.13% |
| YUM BRANDS INC SEDOL 2098876 | 0.13% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.13% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.13% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.13% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.13% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.12% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.12% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.12% |
| ORACLE CORP 04.0000 11/15/2047 | 0.12% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.12% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.12% |
| DOW INC SEDOL BHXCF84 | 0.12% |
| DEERE & CO SEDOL 2261203 | 0.12% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.12% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.12% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.12% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.12% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.12% |
| AFLAC INC SEDOL 2026361 | 0.12% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.12% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.12% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.12% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.11% |
| HOYA CORP SEDOL 6441506 | 0.11% |
| ALBEMARLE CORP SEDOL 2046853 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.11% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| EQUINIX INC SEDOL BVLZX12 | 0.11% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.11% |
| CHEVRON CORP | 0.11% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.11% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.11% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.11% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.11% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.11% |
| DEXCOM INC SEDOL B0796X4 | 0.10% |
| PULTEGROUP INC SEDOL 2708841 | 0.10% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 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% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.10% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| CONOCOPHILLIPS | 0.10% |
| UNITED RENTALS INC SEDOL 2134781 | 0.10% |
| APPLE INC 00.7500 05/11/2023 | 0.10% |
| SPST 2020-2 A 00.9780 03/26/2021 | 0.10% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.10% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.10% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2051 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| MWST 2019-1 A 00.9480 06/25/2052 | 0.10% |
| NESTLE SA-REG SEDOL 7123870 | 0.10% |
| ORACLE CORP 02.6500 07/15/2026 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.10% |
| AT&T INC SEDOL 2831811 | 0.10% |
| GNMA GII30 TBA 04.0000 01/01/2051 | 0.10% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.10% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.09% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.09% |
| FORD MOTOR CO SEDOL 2615468 | 0.09% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.09% |
| BHP GROUP LTD SEDOL 6144690 | 0.09% |
| CAS 2016-C04 1M2 04.3980 01/25/2029 | 0.09% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.09% |
| ORACLE CORP 02.5000 10/15/2022 | 0.09% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.09% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.09% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.09% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.09% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.09% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.09% |
| HERSHEY CO/THE SEDOL 2422806 | 0.09% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.09% |
| COMCAST CORP 03.9690 11/01/2047 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.09% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.09% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.09% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.09% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.09% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.09% |
| AVALARA INC SEDOL BZ1NVP4 | 0.09% |
| EATON CORP PLC SEDOL B8KQN82 | 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% |
| TJX COMPANIES INC SEDOL 2989301 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.09% |
| LENNAR CORP-A SEDOL 2511920 | 0.09% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.09% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.09% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.08% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.08% |
| ABIOMED INC SEDOL 2003698 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.08% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.08% |
| BROADCOM INC 04.1500 11/15/2030 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.08% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.08% |
| DBUBS 2011-LC3A D P/P 144A 05.3353 08/10/2044 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| GSMS 2014-GC22 C 04.6918 06/10/2047 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.08% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.08% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.08% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.08% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.08% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.08% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.08% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.08% |
| PNC BANK NA 02.0280 12/09/2022 | 0.08% |
| RAYTHEON TECH CORP P/P 02.5000 12/15/2022 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.08% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.08% |
| RADIAN GROUP INC SEDOL 2173911 | 0.08% |
| TOTAL SE SEDOL B15C557 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.08% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.08% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.08% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.08% |
| L OREAL SEDOL 4057808 | 0.08% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.08% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.08% |
| SEAGEN INC SEDOL BLPK4D2 | 0.08% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| ARAMARK SEDOL BH3XG17 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| CAS 2016-C02 1M2 06.1480 09/25/2028 | 0.07% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.07% |
| RIO TINTO PLC SEDOL 0718875 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.07% |
| CAS 2016-C01 1M2 06.8980 08/25/2028 | 0.07% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 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% |
| CIGNA CORP 03.7500 07/15/2023 | 0.07% |
| CAS 2015-C04 2M2 05.6980 04/25/2028 | 0.07% |
| MRAIT 2020-12 A1X 07/15/2021 | 0.07% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.07% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.07% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| CAS 2015-C04 1M2 05.8480 04/25/2028 | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.1852 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% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.07% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.07% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.07% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.07% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.07% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.07% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.07% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.07% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.07% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| CAS 2017-C01 1M2 03.6980 07/25/2029 | 0.06% |
| CAS 2020-R01 1M2 02.1980 01/25/2040 | 0.06% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.06% |
| DIAGEO PLC SEDOL 0237400 | 0.06% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.06% |
| VONTIER CORP SEDOL BH4GV32 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.06% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| THALES SA SEDOL 4162791 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.06% |
| CSAIL 2015-C1 C 04.2643 04/15/2050 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.06% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.06% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.06% |
| NEXI SPA SEDOL BJ1F880 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| STATE STREET CORP SEDOL 2842040 | 0.06% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.06% |
| COMM 2010-C1 D P/P 144A 05.7920 07/10/2046 | 0.06% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| ORSTED A/S SEDOL BYT16L4 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.06% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.06% |
| BOEING CO/THE SEDOL 2108601 | 0.06% |
| DANAHER CORP 05.0000 CV PFD | 0.06% |
| DNB NOR ASA SEDOL 4263304 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| PEUGEOT SA SEDOL 7103526 | 0.06% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.06% |
| REPUBLIC OF PERU USD 08.7500 11/21/2033 | 0.06% |
| UNILEVER PLC SEDOL BLRB262 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.06% |
| ORACLE CORP SEDOL 2661568 | 0.06% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.06% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.06% |
| ADIDAS AG SEDOL 4031976 | 0.06% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.06% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.06% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.06% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.06% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.06% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.06% |
| PFIZER INC 03.0000 12/15/2026 | 0.06% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.06% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.06% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| DOVER CORP SEDOL 2278407 | 0.05% |
| ENTERGY CORP SEDOL 2317087 | 0.05% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| LEGRAND SA SEDOL B11ZRK9 | 0.05% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.05% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.05% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.05% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.05% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.05% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.05% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| KDDI CORP SEDOL 6248990 | 0.05% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.05% |
| MERCK KGAA SEDOL 4741844 | 0.05% |
| MINEBEA CO LTD SEDOL 6642406 | 0.05% |
| CAIXABANK SA SEDOL B283W97 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| ABB LTD-REG SEDOL 7108899 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| CARLSBERG AS-B SEDOL 4169219 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| CAS 2016-C05 2M2 04.5980 01/25/2029 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.05% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| POLARIS INC SEDOL 2692933 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.05% |
| SECOM CO LTD SEDOL 6791591 | 0.05% |
| SPST 2020-6 A 01.8933 09/07/2021 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.05% |
| AMDOCS LTD SEDOL 2256908 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.05% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.05% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.05% |
| ENEL SPA SEDOL 7144569 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| FHMS K106 X1 IO 01.3548 01/25/2030 | 0.05% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.05% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.05% |
| ALPHABET INC 02.2500 08/15/2060 | 0.05% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.05% |
| AVIVA PLC SEDOL 0216238 | 0.05% |
| BRUNSWICK CORP SEDOL 2149309 | 0.05% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.05% |
| CWALT 2006-OA10 4A1 00.5280 08/25/2046 | 0.05% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.05% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.05% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.05% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.05% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.05% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.05% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.05% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| BRENNTAG AG SEDOL B4YVF56 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| COMM 2013-CR13 C 04.8856 11/10/2046 | 0.04% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.04% |
| HITACHI LTD SEDOL 6429104 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| KION GROUP AG SEDOL BB22L96 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| SPST 2020-13 A 01.6433 10/10/2021 | 0.04% |
| SPST 2020-15 A 01.5133 12/10/2021 | 0.04% |
| SPST 2020-WL1 A 01.2980 06/25/2051 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| DIALOG SEMICONDUCTOR PLC SEDOL 5982200 | 0.04% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.04% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CROWN HOLDINGS INC | 0.04% |
| CSAIL 2020-C19 XA IO 01.1210 03/15/2053 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 0.04% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| BMIR 2019-4A M1C P/P 144A 02.6480 10/25/2029 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| CIGNA CORP 03.9000 02/15/2022 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FEDEX CORP SEDOL 2142784 | 0.04% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.04% |
| GSMS 2011-GC3 D P/P 144A 05.5449 03/10/2044 | 0.04% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| NABTESCO CORP SEDOL 6687571 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.04% |
| BP PLC SEDOL 0798059 | 0.04% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.04% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.04% |
| KINGFISHER PLC SEDOL 3319521 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| SHRP 2020-1 NOTE 03.1065 07/25/2024 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.04% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.04% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 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% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.04% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 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% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.04% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.04% |
| MONCLER SPA SEDOL BGLP232 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 0.04% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.04% |
| ZALANDO SE SEDOL BQV0SV7 | 0.04% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.04% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.04% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.04% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| SLM CORP | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| WFRBS 2011-C3 D P/P 144A 05.6424 03/15/2044 | 0.04% |
| APTARGROUP INC SEDOL 2045247 | 0.04% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.04% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| LBMLT 2004-1 A2 00.9480 02/25/2034 | 0.04% |
| MOODY S CORP | 0.04% |
| MSBAM 2012-C5 E P/P 144A 04.6749 08/15/2045 | 0.04% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.04% |
| TERRIER MEDIA TLB L+425 04.3968 12/17/2026 | 0.04% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.7394 12/15/2047 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.04% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.04% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.04% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.04% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| FHMS K099 X1 IO 00.8861 09/25/2029 | 0.04% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.04% |
| JPMBB 2013-C12 C 04.0993 07/15/2045 | 0.04% |
| KERING SEDOL 5505072 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.04% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.03% |
| CASEYS GENERAL | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| BNP PARIBAS SEDOL 7309681 | 0.03% |
| CAS 2016-C03 2M2 06.0480 10/25/2028 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.03% |
| SAMI 2007-AR7 1A1 00.9980 05/25/2047 | 0.03% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.03% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.03% |
| WAMU 2005-AR12 1A8 02.9169 10/25/2035 | 0.03% |
| WFCM 2013-LC12 C 04.2746 07/15/2046 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.1195 08/10/2050 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| MSC 2011-C3 B P/P 144A 05.2443 07/15/2049 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.6557 11/15/2044 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 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 03.7000 04/01/2051 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| CWALT 2006-OA7 1A2 01.5494 06/25/2046 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MSBAM 2014-C14 C 05.0503 02/15/2047 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| CWALT 2005-59 1A1 00.8038 11/20/2035 | 0.03% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.03% |
| GENTEX CORP SEDOL 2366799 | 0.03% |
| GMO INTERNET INC SEDOL 6170167 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LINDE PLC SEDOL BYWD9S5 | 0.03% |
| MSC 2011-C3 A4 04.1180 07/15/2049 | 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% |
| STACR 2016-DNA1 M3 05.7001 07/25/2028 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| WFRBS 2013-C11 C 04.1997 03/15/2045 | 0.03% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 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% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| NOMURA HOLDINGS INC SEDOL 6643108 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.03% |
| TEMPO ACQ LLC/FI P/P 144A 06.7500 06/01/2025 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| BANK 2017-BNK8 B 03.9273 11/15/2050 | 0.03% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.03% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 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% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.5449 03/10/2044 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| MODERNA INC SEDOL BGSXTS3 | 0.03% |
| MSBAM 2014-C17 C 04.4792 08/15/2047 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| STACR 2017-DNA2 M2 03.5980 10/25/2029 | 0.03% |
| SWEDBANK AB - A SHARES SEDOL 4846523 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| VERTIV TLB L+300 03.1440 03/02/2027 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| AHM 2007-1 GA1C 00.3380 05/25/2047 | 0.03% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.03% |
| CAS 2016-C01 2M2 07.0980 08/25/2028 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| CGCMT 2018-C6 B 04.7381 11/10/2051 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.03% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.03% |
| PPSI 2004-WCW2 M3 01.1980 10/25/2034 | 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% |
| VERIZON COMMUNICATIONS 01.7500 01/20/2031 | 0.03% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.0428 04/15/2044 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.1519 05/15/2045 | 0.02% |
| MSBAM 2013-C8 B 03.5589 12/15/2048 | 0.02% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.02% |
| WOLTERS KLUWER SEDOL 5671519 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CAS 2016-C06 1M2 04.3980 04/25/2029 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| JPMBB 2014-C19 C 04.6760 04/15/2047 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.6545 11/15/2043 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6058 11/15/2045 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.02% |
| OTSUKA CORP SEDOL 6267058 | 0.02% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.02% |
| STACR 2016-HQA3 M3 03.9980 03/25/2029 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.5689 05/10/2045 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFCM 2019-C52 XA IO 01.6177 08/15/2052 | 0.02% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.02% |
| BANK 2019-BN20 XA IO 00.8378 09/15/2062 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CMLTI 2005-2 1A2A 03.2805 05/25/2035 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMM 2014-CR18 C 04.7432 07/15/2047 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 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% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.02% |
| GNR 2016-H16 EI IO 02.4948 06/20/2066 | 0.02% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.02% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 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% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| STACR 2014-HQ2 M3 03.8980 09/25/2024 | 0.02% |
| STACR 2016-HQA2 M3 05.2980 11/25/2028 | 0.02% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| WFCM 2013-LC12 AS 04.2746 07/15/2046 | 0.02% |
| WFRBS 2011-C2 D P/P 144A 05.5232 02/15/2044 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.02% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| CWALT 2006-OA19 A1 00.3316 02/20/2047 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| FHMS K121 X1 IO 01.0288 10/25/2030 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7430 08/10/2046 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| JPMBB 2013-C12 B 04.0993 07/15/2045 | 0.02% |
| JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| STACR 2016-HQA1 M3 06.4980 09/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.3980 07/25/2029 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.8105 11/15/2045 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 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% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 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% |
| EOG RESOURCES INC SEDOL 2318024 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 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% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 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% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.02% |
| MWST 2020-1 A 01.0480 10/25/2053 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| STACR 2015-HQA2 M3 04.9480 05/25/2028 | 0.02% |
| WAMU 2005-AR10 1A3 03.0526 09/25/2035 | 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% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHMS K740 X1 00.7624 09/25/2027 | 0.02% |
| GNR 2015-H25 BI IO 01.9420 10/20/2065 | 0.02% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| MSBAM 2015-C24 B 04.3420 05/15/2048 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6600 11/06/2024 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| SOFTWARE AG SEDOL BF06WX9 | 0.02% |
| STACR 2020-HQA4 M1 01.4480 09/25/2050 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.2746 07/15/2046 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| AUD/USD 01/20/2021 GSFX | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.02% |
| FHMS KW10 X1 IO 00.6494 09/25/2029 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.02% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| OPAP SA SEDOL 7107250 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.02% |
| STACR 2020-HQA1 M2 02.0480 01/25/2050 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| TREASURY BILL 00.0000 04/15/2021 | 0.02% |
| UBSCM 2018-C8 XA IO 00.8738 02/15/2051 | 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% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.02% |
| APARTMENT INCOME REIT CO SEDOL BN6QGL5 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| CAS 2019-HRP1 M2 02.2980 11/25/2039 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.0924 03/10/2047 | 0.02% |
| COMM 2014-CR14 XA IO 00.5802 02/10/2047 | 0.02% |
| EMIR 2018-1 M1 01.8480 11/25/2028 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.2443 07/15/2049 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SOLENIS 1STL L+400 04.2330 06/26/2025 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.02% |
| UBSBB 2012-C2 D P/P 144A 04.8879 05/10/2063 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.2893 05/10/2063 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| WAMU 2004-AR3 A2 03.6554 06/25/2034 | 0.02% |
| WAMU 2005-AR11 A1B3 00.9480 08/25/2045 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AUD/USD 01/20/2021 MSCIL | 0.02% |
| AUD/USD 01/20/2021 RBSF | 0.02% |
| BMW US CAPITAL LLC P/P 144A 03.4000 08/13/2021 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| BRAND ENERGY TL L+425 05.2500 06/21/2024 | 0.02% |
| CAPGEMINI SE SEDOL 4163437 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COMM 2013-CR9 D P/P 144A 04.2429 07/10/2045 | 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% |
| JPMBB 2014-C22 C 04.5535 09/15/2047 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 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% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| SPX 20211217 C 4150.00CITI | 0.02% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.02% |
| UBSCM 2017-C7 XA IO 01.0336 12/15/2050 | 0.02% |
| WFCM 2016-LC25 XA IO 00.9677 12/15/2059 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| AGCO CORP SEDOL 2010278 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CAS 2015-C03 2M2 05.1480 07/25/2025 | 0.02% |
| CAS 2017-C01 1EB1 01.3980 07/25/2029 | 0.02% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 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% |
| E.ON SE SEDOL 4942904 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.02% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.02% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.02% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.02% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.02% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 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% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| WAMU 2005-AR9 A1C3 01.1080 07/25/2045 | 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+400 04.5000 11/24/2027 | 0.01% |
| BAFC 2005-B 3M1 00.8266 04/20/2035 | 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% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.01% |
| FOX CORP 04.0300 01/25/2024 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 0.01% |
| GSMS 2013-GC10 XA IO 01.4889 02/10/2046 | 0.01% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 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% |
| LPL HOLDINGS INC P/P 144A 05.7500 09/15/2025 | 0.01% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.01% |
| MARRIOTT INTERNATIONAL 04.6250 06/15/2030 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MICHELIN (CGDE) SEDOL 4588364 | 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% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| STANLEY ELECTRIC CO LTD SEDOL 6841106 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 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% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ASML HOLDING NV SEDOL B929F46 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| CAMPBELL SOUP CO SEDOL 2162845 | 0.01% |
| CAS 2014-C03 2M2 03.0480 07/25/2024 | 0.01% |
| CAS 2014-C04 1M2 05.0480 11/25/2024 | 0.01% |
| CAS 2016-C07 2M2 04.4980 05/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| COCA-COLA EUROPEAN PARTNERS SEDOL BYQQ3P5 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| GNR 2013-99 AS IO 05.8984 06/20/2043 | 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% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| MSAC 2004-HE6 M1 00.9730 08/25/2034 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3940 06/30/2025 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TRANSUNION SEDOL BYMWL86 | 0.01% |
| TRIMBLE INC SEDOL 2903958 | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0889 08/15/2050 | 0.01% |
| AMERICAN BATH 1L L+450 05.2500 11/23/2027 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 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% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CAS 2015-C02 2M2 04.1480 05/25/2025 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.7394 12/15/2047 | 0.01% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 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% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| GALAXY ENT GRP L SEDOL 6465874 | 0.01% |
| GREIF INC P/P 144A 06.5000 03/01/2027 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 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% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| MWST 2020-2 A 00.9531 11/25/2053 | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 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% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 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% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.01% |
| COMM 2013-LC13 XA IO 01.1119 08/10/2046 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 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% |
| FHR 3065 DC 19.3841 03/15/2035 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| STACR 2017-DNA2 M1 01.3480 10/25/2029 | 0.01% |
| STACR 2019-DNA1 M2 02.7980 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% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.01% |
| ZOETIS INC SEDOL B95WG16 | 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% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2014-UBS4 XA IO 01.1026 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8875 12/10/2047 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHR 3249 PS 21.7515 12/15/2036 | 0.01% |
| FHR 3829 AS IO 06.7914 03/15/2041 | 0.01% |
| FNR 2006-8 HP 24.0240 03/25/2036 | 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 04.5110 03/20/2067 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 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% |
| MLMI 2005-A2 A2 03.6403 02/25/2035 | 0.01% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.01% |
| NZD/USD 01/20/2021 MSCIL | 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% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.01% |
| SAMI 2007-AR1 2A1 00.3280 01/25/2037 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| 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% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 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% |
| BUMT 2005-1 1A1 00.7480 09/25/2045 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMM 2014-CR17 XA IO 00.9679 05/10/2047 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| CWALT 2006-24CB A13 00.4980 08/25/2036 | 0.01% |
| CWALT 2006-OA10 1A1 01.5694 08/25/2046 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| FHR 3408 EK 25.1548 04/15/2037 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 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% |
| GNR 2015-H26 EI IO 01.7238 10/20/2065 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 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% |
| 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 06.3750 02/01/2024 | 0.01% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.01% |
| MSRR 2015-R4 CB1 00.9758 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% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 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% |
| STACR 2019-HQA1 M2 02.4980 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% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 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% |
| CAD/USD 01/20/2021 GSFX | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 0.01% |
| CCO HLDGS LLC/CAP CO P/P 144A 05.7500 02/15/2026 | 0.01% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 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% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 0.01% |
| GNMA GII30 BA7681 04.6110 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 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% |
| HMIR 2018-1 M1 P/P 144A 01.7480 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% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8455 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% |
| KRAFT HEINZ FOODS CO P/P 144A 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% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| STACR 2014-HQ3 M3 04.8980 10/25/2024 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 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% |
| 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% |
| 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% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 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% |
| 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% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GSMS 2010-C1 D P/P 144A 05.9819 08/10/2043 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| MSBAM 2014-C17 XA IO 01.0756 08/15/2047 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 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% |
| SEK/USD 03/17/2021 GSFX | 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% |
| WFRBS 2011-C4 E P/P 144A 05.1930 06/15/2044 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.7149 11/15/2045 | 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% |
| WPX ENERGY INC 05.8750 06/15/2028 | 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% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.01% |
| AUD/USD 01/20/2021 CSI-FX | 0.01% |
| AUD/USD 01/20/2021 HSBCB | 0.01% |
| AUD/USD 01/20/2021 JPMCB | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 05.5000 11/01/2025 | 0.01% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.01% |
| CAD/USD 01/20/2021 MSCIL | 0.01% |
| CAS 2015-C01 1M2 04.4480 02/25/2025 | 0.01% |
| CAS 2015-C02 1M2 04.1480 05/25/2025 | 0.01% |
| CAS 2019-R01 2M2 02.5980 07/25/2031 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 0.01% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 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% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.01% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| CWALT 2005-27 1A1 01.6503 08/25/2035 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 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% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.01% |
| ICAHN ENTER 04.7500 09/15/2024 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.01% |
| JPMBB 2014-C19 XA IO 00.7413 04/15/2047 | 0.01% |
| JPMCC 2013-LC11 X IO 01.2474 04/15/2046 | 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% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 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% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 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% |
| SANTOS LTD SEDOL 6776703 | 0.01% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 02.4480 10/25/2048 | 0.01% |
| TDK CORP SEDOL 6869302 | 0.01% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 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 2013-C15 D P/P 144A 04.4900 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% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORP 05.1000 09/01/2040 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| 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% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 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 05.1480 11/25/2024 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CLP/USD 01/20/2021 CITI | 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% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 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% |
| FERRARI NV SEDOL BD6G507 | 0.00% |
| FHR 2990 LB 16.5402 06/15/2034 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GLP CAPITAL LP / FIN II 05.3750 04/15/2026 | 0.00% |
| GMAC CAPITAL TRUST I PCT 06.0070 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 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% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 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% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 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% |
| 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% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OVINTIV INC 07.3750 11/01/2031 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 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% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2020-DNA5 M1 01.3817 10/25/2050 | 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% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE GROUP 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% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| 0.25 R ISWP FWD US0003M P 03/17/2023 | 0.00% |
| AMERICAN BATH 1L2 L+450 05.2500 11/23/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| AUD/USD 01/20/2021 TDBK | 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% |
| 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% |
| CAD/USD 01/20/2021 UBS | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 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% |
| 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+375 04.7500 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% |
| 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 MSCIL | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 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% |
| JPY/USD 02/17/2021 MSCIL | 0.00% |
| JPY/USD 02/17/2021 UBS | 0.00% |
| KRW/USD 02/17/2021 HSBCB | 0.00% |
| KRW/USD 02/17/2021 JPMCB | 0.00% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 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% |
| NRG ENERGY INC 05.7500 01/15/2028 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NZD/USD 01/20/2021 UBS | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 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% |
| PRUDENTIAL FINANCIAL INC 05.6250 06/15/2043 | 0.00% |
| QUORUM HEALTH EXT TL L+825 09.2500 04/29/2025 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 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% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.5232 12/15/2045 | 0.00% |
| WPX ENERGY INC 04.5000 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 03.1468 03/09/2027 | 0.00% |
| ZAYO GROUP HLDG INC P/P 144A 06.1250 03/01/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 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% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 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 02.3480 01/25/2030 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 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.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
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| FNR 2006-62 PS 39.0120 07/25/2036 | 0.00% |
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| CAD/USD 01/20/2021 RBSF | 0.00% |
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| 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-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
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| 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 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 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 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.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.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
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| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
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| CAD/USD 01/20/2021 HSBCB | 0.00% |
| CGCMT 2006-C5 XC IO P/P 144A 00.5170 10/15/2049 | 0.00% |
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| CHF/USD 03/17/2021 MSCIL | 0.00% |
| CHF/USD 03/17/2021 RBSF | 0.00% |
| CHF/USD 03/17/2021 SSBT | 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% |
| 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 JP | 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.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.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 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 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-.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% |
| CNH/USD 02/18/2021 JPMCB | 0.00% |
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| EUR/USD 03/17/2021 CSI-FX | 0.00% |
| EUR/USD 03/17/2021 GSFX | 0.00% |
| EUR/USD 03/17/2021 MSCIL | 0.00% |
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| FHR 3206 EO PO 00.0000 08/15/2036 | 0.00% |
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| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GBP/USD 03/17/2021 GSFX | 0.00% |
| GBP/USD 03/17/2021 TDBK | 0.00% |
| GBP/USD 03/17/2021 WPAC | 0.00% |
| GNR 2006-36 OD PO 00.0000 07/16/2036 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| HKD/USD 02/17/2021 BANKAM | 0.00% |
| HKD/USD 02/17/2021 BCAP-FX | 0.00% |
| HKD/USD 02/17/2021 GSFX | 0.00% |
| HKD/USD 02/17/2021 HSBCB | 0.00% |
| HKD/USD 02/17/2021 RBSF | 0.00% |
| HKD/USD 02/17/2021 SSBT | 0.00% |
| HKD/USD 02/17/2021 UBS | 0.00% |
| INTELSAT JACKSON HLD P/P 144A 08.0000 02/15/2024 | 0.00% |
| IOS.FN30.350.12 R USL1M P 01/12/43 BC | 0.00% |
| IOS.FN30.400.11 R USL1M P 01/12/42 BC | 0.00% |
| IOS.FN30.600.08 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 00.2863 05/15/2045 | 0.00% |
| JPY/USD 02/17/2021 CITI | 0.00% |
| JPY/USD 02/17/2021 GSFX | 0.00% |
| JPY/USD 02/17/2021 JPMCB | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 05.6942 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 03/17/2021 HSBCB | 0.00% |
| NOK/USD 03/17/2021 JPMCB | 0.00% |
| NOK/USD 03/17/2021 MSCIL | 0.00% |
| NOK/USD 03/17/2021 SSBT | 0.00% |
| NOK/USD 03/17/2021 UBS | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| SEK/USD 03/17/2021 HSBCB | 0.00% |
| SEK/USD 03/17/2021 SSBT | 0.00% |
| SEK/USD 03/17/2021 TDBK | 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% |
| AUD/USD 01/20/2021 CITI | -0.00% |
| CAD/USD 01/20/2021 CSI-FX | -0.00% |
| CHF/USD 03/17/2021 GSFX | -0.00% |
| CHF/USD 03/17/2021 HSBCB | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.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-.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 02/18/2021 BANKAM | -0.00% |
| EUR/USD 03/17/2021 BCAP-FX | -0.00% |
| EUR/USD 03/17/2021 CITI | -0.00% |
| GBP/USD 03/17/2021 CITI | -0.00% |
| GBP/USD 03/17/2021 CSI-FX | -0.00% |
| GBP/USD 03/17/2021 RBSF | -0.00% |
| GBP/USD 03/17/2021 UBS | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -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 02/17/2021 SSBT | -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% |
| MXN/USD 01/20/2021 BANKAM | -0.00% |
| NOK/USD 03/17/2021 RBSF | -0.00% |
| NZD/USD 01/20/2021 HSBCB | -0.00% |
| SEK/USD 03/17/2021 CITI | -0.00% |
| SEK/USD 03/17/2021 RBSF | -0.00% |
| TWD/USD 02/17/2021 GSFX | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -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.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 ML | -0.00% |
| EUR/USD 03/17/2021 JPMCB | -0.00% |
| EUR/USD 03/17/2021 TDBK | -0.00% |
| NZD/USD 01/20/2021 PSBS | -0.00% |
| NZD/USD 01/20/2021 TDBK | -0.00% |
| SEK/USD 03/17/2021 BCAP-FX | -0.00% |
| AUD/USD 01/20/2021 BANKAM | -0.00% |
| CAD/USD 01/20/2021 BANKAM | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| CNH/USD 02/18/2021 HSBCB | -0.00% |
| GBP/USD 03/17/2021 SSBT | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NZD/USD 01/20/2021 JPMCB | -0.00% |
| CAD/USD 01/20/2021 JPMCB | -0.00% |
| CAD/USD 01/20/2021 TDBK | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 03/17/2021 SSBT | -0.00% |
| NZD/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 WPAC | -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% |
| SPX 20211217 C 4500.00CITI | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| NZD/USD 01/20/2021 CITI | -0.01% |
| AUD/USD 01/20/2021 UBS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| NZD/USD 01/20/2021 RBSF | -0.01% |
| 0.90 R ISWP FWD US0003M P 03/17/2031 | -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% |
| NZD/USD 01/20/2021 GSFX | -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 | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 1.25 R ISWP FWD US0003M P 03/17/2051 | -0.04% |
| US 10YR ULTRA FUT MAR21 UXYH1 | -0.31% |
| FNMA FN30 TBA UMBS 03.0000 01/01/2051 | -0.38% |
| S&P MID 400 EMINI MAR21 FAH1 | -1.26% |
| GSGLPWDS P US0001M R 12/15/25 GS | -2.37% |
| MSCI EAFE MAR21 MFSH1 | -3.92% |
| S&P500 EMINI FUT MAR21 ESH1 | -12.46% |
| US 5YR NOTE (CBT) MAR21 FVH1 | 7.19% |
|---|---|
| US ULTRA BOND CBT MAR21 WNH1 | 4.15% |
| US 10YR NOTE (CBT)MAR21 TYH1 | 3.52% |
| FNMA FN30 TBA UMBS 02.0000 01/01/2051 | 2.40% |
| APPLE INC SEDOL 2046251 | 2.36% |
| GSGLPWDL R US0001M P 12/15/25 GS | 2.20% |
| US 2YR NOTE (CBT) MAR21 TUH1 | 2.08% |
| FNMA FN15 TBA UMBS 02.5000 12/01/2035 | 2.03% |
| E-MINI RUSS 2000 DEC20 RTYZ0 | 2.01% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.93% |
| MICROSOFT CORP SEDOL 2588173 | 1.84% |
| AMAZON.COM INC SEDOL 2000019 | 1.79% |
| US LONG BOND(CBT) MAR21 USH1 | 1.77% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 1.70% |
| FNMA FN30 TBA UMBS 02.5000 01/01/2051 | 1.58% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2050 | 1.40% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2051 | 1.31% |
| GSGLPHCL R US0001M P 12/15/25 GS | 1.24% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 1.21% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.06% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 1.02% |
| FNMA FN30 TBA UMBS 06.0000 12/01/2050 | 0.80% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.79% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.79% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.79% |
| GNMA GII30 TBA 03.0000 01/01/2051 | 0.74% |
| FNMA FN30 TBA UMBS 01.5000 12/01/2050 | 0.72% |
| QUALCOMM INC SEDOL 2714923 | 0.68% |
| ADOBE INC SEDOL 2008154 | 0.66% |
| FNMA FN30 TBA UMBS 03.5000 12/01/2050 | 0.66% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.63% |
| TREASURY BILL 00.0000 12/03/2020 | 0.61% |
| NVIDIA CORP SEDOL 2379504 | 0.61% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.54% |
| CITIGROUP INC SEDOL 2297907 | 0.52% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.50% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.46% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.46% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.44% |
| CASH MGMT BILL 00.0000 02/02/2021 | 0.43% |
| ELI LILLY & CO SEDOL 2516152 | 0.42% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.40% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.40% |
| INTUIT INC SEDOL 2459020 | 0.40% |
| FACEBOOK INC-CLASS A SEDOL B7TL820 | 0.38% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.38% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.37% |
| FNMA FN30 TBA UMBS 02.0000 12/01/2050 | 0.37% |
| PEPSICO INC SEDOL 2681511 | 0.36% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.36% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.34% |
| MERCK & CO. INC. SEDOL 2778844 | 0.34% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.34% |
| WALMART INC SEDOL 2936921 | 0.34% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.34% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.34% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.32% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.31% |
| SERVICENOW INC SEDOL B80NXX8 | 0.31% |
| EBAY INC SEDOL 2293819 | 0.30% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.29% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.28% |
| TARGET CORP SEDOL 2259101 | 0.28% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.28% |
| ABBVIE INC 03.2000 11/21/2029 | 0.27% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.27% |
| VERIZON COMM 04.3290 09/21/2028 | 0.27% |
| EXELON CORP SEDOL 2670519 | 0.26% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.26% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.25% |
| MORGAN STANLEY 03.6250 01/20/2027 | 0.25% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.25% |
| AUTODESK INC SEDOL 2065159 | 0.24% |
| CDX CDX.NA.IG.35 100.0 12/20/2025 | 0.24% |
| TREASURY BILL 00.0000 12/08/2020 | 0.24% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.23% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.23% |
| ABBVIE INC SEDOL B92SR70 | 0.23% |
| MASTERCARD INC - A SEDOL B121557 | 0.23% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.23% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.22% |
| MCDONALD'S CORP SEDOL 2550707 | 0.22% |
| CASH MGMT BILL 00.0000 02/16/2021 | 0.22% |
| METLIFE INC SEDOL 2573209 | 0.22% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.22% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.22% |
| AT&T INC 04.1000 02/15/2028 | 0.22% |
| DANAHER CORP SEDOL 2250870 | 0.21% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.21% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.21% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.20% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| HOME DEPOT INC SEDOL 2434209 | 0.20% |
| AT&T INC P/P 144A 03.5500 09/15/2055 | 0.20% |
| NIKE INC -CL B SEDOL 2640147 | 0.19% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2051 | 0.19% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.19% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.19% |
| HUMANA INC SEDOL 2445063 | 0.19% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.19% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.19% |
| NRG ENERGY INC SEDOL 2212922 | 0.18% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.18% |
| TREASURY BILL 00.0000 01/05/2021 | 0.18% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.18% |
| APPLE INC 04.2500 02/09/2047 | 0.17% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.17% |
| MORGAN STANLEY | 0.17% |
| AMGEN INC SEDOL 2023607 | 0.17% |
| BEST BUY CO INC SEDOL 2094670 | 0.17% |
| CUMMINS INC SEDOL 2240202 | 0.17% |
| HALLIBURTON CO SEDOL 2405302 | 0.17% |
| TREASURY BILL 00.0000 12/15/2020 | 0.17% |
| GOLDMAN SACHS GROUP INC 02.6000 12/27/2020 | 0.17% |
| CRH PLC SEDOL 4182249 | 0.16% |
| ALLSTATE CORP SEDOL 2019952 | 0.16% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.16% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.16% |
| TESLA INC SEDOL B616C79 | 0.16% |
| SALESFORCE.COM INC 03.7000 04/11/2028 | 0.16% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.16% |
| LOWES COMPANIES INC | 0.16% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.15% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.15% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.15% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.15% |
| SONY CORP SEDOL 6821506 | 0.15% |
| ZIMMER BIOMET HOLDINGS INC SEDOL 2783815 | 0.15% |
| ALTRIA GROUP INC | 0.15% |
| CIGNA CORP SEDOL BHJ0775 | 0.15% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.14% |
| STACR 2016-DNA2 M3 04.8001 10/25/2028 | 0.14% |
| TREASURY BILL 00.0000 12/10/2020 | 0.14% |
| PFIZER INC SEDOL 2684703 | 0.14% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.14% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% |
| OLD DOMINION FREIGHT LINE SEDOL 2656423 | 0.14% |
| COSTAR GROUP INC SEDOL 2262864 | 0.14% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.14% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.13% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.13% |
| MICROSOFT CORP 03.7000 08/08/2046 | 0.13% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.13% |
| ROCKWELL AUTOMATION INC SEDOL 2754060 | 0.13% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.13% |
| SYNOPSYS INC SEDOL 2867719 | 0.13% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.13% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.13% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.13% |
| FORTINET INC SEDOL B5B2106 | 0.13% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.13% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.13% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.13% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.13% |
| YUM BRANDS INC SEDOL 2098876 | 0.12% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.12% |
| MICROSOFT CORP 01.5500 08/08/2021 | 0.12% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.12% |
| INTERPUBLIC GROUP COS 04.6500 10/01/2028 | 0.12% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.12% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| ORACLE CORP 04.0000 11/15/2047 | 0.12% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.12% |
| DEERE & CO SEDOL 2261203 | 0.12% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.12% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.12% |
| AFLAC INC SEDOL 2026361 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.12% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.12% |
| CHEVRON CORP | 0.12% |
| AXA SA SEDOL 7088429 | 0.11% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.11% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| DOW INC SEDOL BHXCF84 | 0.11% |
| EQUINIX INC SEDOL BVLZX12 | 0.11% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.11% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.11% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.11% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.11% |
| HOLOGIC INC SEDOL 2433530 | 0.11% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.11% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.11% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.10% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.10% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.10% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.10% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.10% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.10% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.10% |
| ALBEMARLE CORP SEDOL 2046853 | 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% |
| KINDER MORGAN INC 03.1500 01/15/2023 | 0.10% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.10% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.10% |
| PULTEGROUP INC SEDOL 2708841 | 0.10% |
| ENERGY TRANSFER OPERATNG 03.7500 05/15/2030 | 0.10% |
| FORD MOTOR CO SEDOL 2615468 | 0.10% |
| APPLE INC 00.7500 05/11/2023 | 0.10% |
| AT&T INC SEDOL 2831811 | 0.10% |
| CONOCOPHILLIPS | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| SPST 2020-2 A 00.9755 03/26/2021 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| UNITED RENTALS INC SEDOL 2134781 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2050 | 0.10% |
| ORACLE CORP 02.6500 07/15/2026 | 0.10% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| BIGCOMMERCE HOLDINGS-SER 1 SEDOL BMDCDP2 | 0.10% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.10% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2050 | 0.10% |
| MWST 2019-1 A 00.9501 06/25/2052 | 0.10% |
| DBUBS 2011-LC3A D P/P 144A 05.5131 08/10/2044 | 0.09% |
| GNMA GII30 TBA 04.0000 12/01/2050 | 0.09% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.09% |
| T-MOBILE USA INC P/P 144A 02.2500 11/15/2031 | 0.09% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.09% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.09% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.09% |
| NESTLE SA-REG SEDOL 7123870 | 0.09% |
| ANGLO AMER PLC SEDOL B1XZS82 | 0.09% |
| ORACLE CORP 02.5000 10/15/2022 | 0.09% |
| CAS 2016-C04 1M2 04.4001 01/25/2029 | 0.09% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.09% |
| AVALARA INC SEDOL BZ1NVP4 | 0.09% |
| DEXCOM INC SEDOL B0796X4 | 0.09% |
| HERSHEY CO/THE SEDOL 2422806 | 0.09% |
| LEIDOS HOLDINGS INC SEDOL BDV82B8 | 0.09% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.09% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.09% |
| COMCAST CORP 03.9690 11/01/2047 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.09% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.09% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.09% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.09% |
| CDX CDX.NA.HY.35 500.0 12/20/2025 | 0.09% |
| LENNAR CORP-A SEDOL 2511920 | 0.09% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.09% |
| T-MOBILE USA INC P/P 144A 03.7500 04/15/2027 | 0.09% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.08% |
| EATON CORP PLC SEDOL B8KQN82 | 0.08% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.08% |
| MITSUBISHI UFJ FIN GRP USD 03.5350 07/26/2021 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.08% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.08% |
| WFRBS 2011-C2 D P/P 144A 05.6312 02/15/2044 | 0.08% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.08% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.08% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.08% |
| ANHEUSER-BUSCH CO/IN 03.6500 02/01/2026 | 0.08% |
| CARDINAL HEALTH INC SEDOL 2175672 | 0.08% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| WILLIS TOWERS WATSON PLC USD 05.7500 03/15/2021 | 0.08% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.08% |
| KERING SEDOL 5505072 | 0.08% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| GSMS 2014-GC22 C 04.8483 06/10/2047 | 0.08% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.08% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.08% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.08% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.08% |
| NINTENDO CO LTD SEDOL 6639550 | 0.08% |
| PNC BANK NA 02.0280 12/09/2022 | 0.08% |
| RAYTHEON TECH CORP P/P 144A 02.5000 12/15/2022 | 0.08% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.07% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.07% |
| QUANTA SERVICES INC SEDOL 2150204 | 0.07% |
| SCHWAB (CHARLES) CORP SEDOL 2779397 | 0.07% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.07% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.07% |
| BOOZ ALLEN HAMILTON HOLDINGS SEDOL B5367T7 | 0.07% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.07% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.07% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.07% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.07% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.07% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.07% |
| TJX COMPANIES INC SEDOL 2989301 | 0.07% |
| TOTAL SE SEDOL B15C557 | 0.07% |
| ABIOMED INC SEDOL 2003698 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| CAS 2016-C02 1M2 06.1501 09/25/2028 | 0.07% |
| FAIR ISAAC CORP SEDOL 2330299 | 0.07% |
| HOYA CORP SEDOL 6441506 | 0.07% |
| ORACLE CORP SEDOL 2661568 | 0.07% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.07% |
| SEAGEN INC SEDOL BLPK4D2 | 0.07% |
| WESTPAC BANKING CORP USD 02.0000 08/19/2021 | 0.07% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.07% |
| CAS 2016-C01 1M2 06.9001 08/25/2028 | 0.07% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.07% |
| EXPEDITORS INTL WASH INC SEDOL 2325507 | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| NATIONAL AUSTRALIA BK/NY 02.5000 01/12/2021 | 0.07% |
| WESFARMERS LTD SEDOL 6948836 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| BAXTER INTERNATIONAL INC SEDOL 2085102 | 0.07% |
| CIGNA CORP 03.7500 07/15/2023 | 0.07% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.07% |
| RADIAN GROUP INC SEDOL 2173911 | 0.07% |
| SEA LTD-ADR SEDOL BYWD7L4 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| CAS 2015-C04 2M2 05.7001 04/25/2028 | 0.07% |
| ENERGY TRANSFER OPERATNG 06.6250 02/15/2028 | 0.07% |
| AES CORP/THE P/P 144A 02.4500 01/15/2031 | 0.07% |
| BHP GROUP LTD SEDOL 6144690 | 0.07% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.07% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.07% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.07% |
| SAUDI INTL BOND P/P 144A 02.9000 10/22/2025 | 0.07% |
| TAIWAN SEMICONDUCTOR-SP ADR SEDOL 2113382 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| CAS 2015-C04 1M2 05.8501 04/25/2028 | 0.07% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.07% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.07% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.3352 04/20/2048 | 0.07% |
| RIO TINTO PLC SEDOL 0718875 | 0.07% |
| AGNC INVESTMENT CORP SEDOL BYYHJL8 | 0.06% |
| AMERICAN TOWER CORP 03.1250 01/15/2027 | 0.06% |
| ARAMARK SEDOL BH3XG17 | 0.06% |
| BROADCOM INC 04.1500 11/15/2030 | 0.06% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.06% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.06% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.06% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.06% |
| CAS 2020-R01 1M2 02.2001 01/25/2040 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| ORACLE CORP 02.5000 05/15/2022 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| DNB NOR ASA SEDOL 4263304 | 0.06% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| WASTE CONNECTIONS INC SEDOL BYVG1F6 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| ENTERGY CORP SEDOL 2317087 | 0.06% |
| FEDEX CORP SEDOL 2142784 | 0.06% |
| FIDELITY NATL INFO SERV 03.7500 05/21/2029 | 0.06% |
| L OREAL SEDOL 4057808 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.06% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| CSAIL 2015-C1 C 04.4104 04/15/2050 | 0.06% |
| JAZZ PHARMACEUTICALS PLC SEDOL B4Q5ZN4 | 0.06% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.06% |
| NORDEA BANK ABP P/P 144A 02.2500 05/27/2021 | 0.06% |
| REGIONS FINANCIAL CORP 02.7500 08/14/2022 | 0.06% |
| COMM 2010-C1 D P/P 144A 05.9851 07/10/2046 | 0.06% |
| DANAHER CORP 05.0000 CV PFD | 0.06% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.06% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.06% |
| STATE STREET CORP SEDOL 2842040 | 0.06% |
| UBS GROUP AG P/P 144A 03.0000 04/15/2021 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| BANK OF MONTREAL USD 03.1000 04/13/2021 | 0.06% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.06% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.06% |
| COMPASS GROUP PLC SEDOL BD6K457 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.06% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.06% |
| REPUBLIC OF PERU USD 02.3920 01/23/2026 | 0.06% |
| SBA COMMUNICATIONS CORP SEDOL BZ6TS23 | 0.06% |
| BOEING CO/THE SEDOL 2108601 | 0.06% |
| BMW US CAPITAL LLC P/P 144A 02.0000 04/11/2021 | 0.05% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.05% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.05% |
| HUNTINGTON BANCSHARES 04.3500 02/04/2023 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.05% |
| WFRBS 2013-C12 AS 03.5600 03/15/2048 | 0.05% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.05% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.05% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.05% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.05% |
| ABBVIE INC P/P 03.8000 03/15/2025 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| DOVER CORP SEDOL 2278407 | 0.05% |
| GSMS 2011-GC3 D P/P 144A 05.7066 03/10/2044 | 0.05% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.05% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.05% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.05% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.05% |
| THALES SA SEDOL 4162791 | 0.05% |
| UNILEVER PLC SEDOL BLRB262 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| DIAGEO PLC SEDOL 0237400 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.05% |
| GARMIN LTD SEDOL B3Z5T14 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| DOW CHEMICAL CO/THE 03.5000 10/01/2024 | 0.05% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.05% |
| POLARIS INC SEDOL 2692933 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.05% |
| BANK OF AMERICA CORP 03.4990 05/17/2022 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| CAS 2016-C05 2M2 04.6001 01/25/2029 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| KDDI CORP SEDOL 6248990 | 0.05% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.05% |
| PEUGEOT SA SEDOL 7103526 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| US BANCORP 02.6250 01/24/2022 | 0.05% |
| BNP PARIBAS SEDOL 7309681 | 0.05% |
| COMCAST CORP 02.3500 01/15/2027 | 0.05% |
| DELTA AIR LINES INC SEDOL B1W9D46 | 0.05% |
| NEXI SPA SEDOL BJ1F880 | 0.05% |
| REPUBLIC OF INDONESIA USD 03.8500 10/15/2030 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| SPST 2020-6 A 01.9001 09/07/2021 | 0.05% |
| TPAT 2018-SL1 A P/P 144A 00.7493 01/25/2046 | 0.05% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.05% |
| ALPHABET INC 02.2500 08/15/2060 | 0.05% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.05% |
| CAS 2017-C01 1M2 03.7001 07/25/2029 | 0.05% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.04% |
| BRUNSWICK CORP SEDOL 2149309 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.04% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.04% |
| CWALT 2006-OA10 4A1 00.3401 08/25/2046 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| KINDER MORGAN ENER PART 03.5000 03/01/2021 | 0.04% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.04% |
| WPX ENERGY INC 05.2500 10/15/2027 | 0.04% |
| AMDOCS LTD SEDOL 2256908 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| COMM 2014-CR19 AM 04.0800 08/10/2047 | 0.04% |
| COVESTRO AG SEDOL BYTBWY9 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.04% |
| MINEBEA CO LTD SEDOL 6642406 | 0.04% |
| MRAIT 2020-11 A1X 01.9000 04/23/2021 | 0.04% |
| ORACLE CORP 01.9000 09/15/2021 | 0.04% |
| SPST 2020-13 A 01.6501 10/10/2021 | 0.04% |
| SPST 2020-WL1 A 01.3001 06/25/2051 | 0.04% |
| TELEDYNE TECHNOLOGIES INC SEDOL 2503477 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| ENEL SPA SEDOL 7144569 | 0.04% |
| EPICOR SOFTWARE TLB L+425 05.2500 07/30/2027 | 0.04% |
| ESSITY AKTIEBOLAG-B SEDOL BF1K7P7 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| ORSTED A/S SEDOL BYT16L4 | 0.04% |
| PINNACLE WEST CAPITAL SEDOL 2048804 | 0.04% |
| SPST 2020-15 A 01.5201 12/10/2021 | 0.04% |
| ABB LTD-REG SEDOL 7108899 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CAIXABANK SA SEDOL B283W97 | 0.04% |
| CSAIL 2020-C19 XA IO 01.2419 03/15/2053 | 0.04% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.04% |
| HITACHI LTD SEDOL 6429104 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.04% |
| KONINKLIJKE DSM NV SEDOL B0HZL93 | 0.04% |
| LLOYDS BANKING GROUP PLC USD 04.5000 11/04/2024 | 0.04% |
| REPUBLIC OF CHILE USD 02.4500 01/31/2031 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| SECOM CO LTD SEDOL 6791591 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| TRK 2019-1 A1 04.3356 03/25/2022 | 0.04% |
| WOLTERS KLUWER SEDOL 5671519 | 0.04% |
| ADIDAS AG SEDOL 4031976 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| BERRY GLOBAL GROUP INC SEDOL B8BR3H3 | 0.04% |
| BMIR 2019-4A M1C P/P 144A 02.6501 10/25/2029 | 0.04% |
| BRISTOL-MYERS 02.2500 08/15/2021 | 0.04% |
| CIGNA CORP 03.9000 02/15/2022 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DUKE REALTY CORP SEDOL 2284084 | 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% |
| GLENCORE FUNDING LLC P/P 144A 04.0000 04/16/2025 | 0.04% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.04% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.04% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.04% |
| APTIV PLC SEDOL B783TY6 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CROWN HOLDINGS INC | 0.04% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| MERCK KGAA SEDOL 4741844 | 0.04% |
| MODERNA INC SEDOL BGSXTS3 | 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% |
| SHRP 2020-1 NOTE 03.1091 07/25/2024 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| VISTRA CORP SEDOL BZ8VJQ8 | 0.04% |
| BP PLC SEDOL 0798059 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| JAPAN EXCHANGE GROUP INC SEDOL 6743882 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.04% |
| UNUM GROUP SEDOL 2433842 | 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% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.04% |
| FIDELITY NATIONAL INFORM 04.2500 05/15/2028 | 0.04% |
| FLUTTER ENTERTAINMENT PLC SEDOL BWXC0Z1 | 0.04% |
| KEURIG DR PEPPER INC 04.4170 05/25/2025 | 0.04% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.04% |
| LBMLT 2004-1 A2 00.9501 02/25/2034 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| NIHON M&A CENTER INC SEDOL B1DN466 | 0.04% |
| T-MOBILE USA INC P/P 144A 03.8750 04/15/2030 | 0.04% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.04% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.04% |
| BRENNTAG AG SEDOL B4YVF56 | 0.04% |
| CASEYS GENERAL | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.04% |
| ING BANK NV P/P 144A 05.8000 09/25/2023 | 0.04% |
| MBX.FN30.500.10 R USL1M P 01/12/41 BC | 0.04% |
| MSBAM 2012-C5 E P/P 144A 04.8309 08/15/2045 | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.04% |
| TERRIER MEDIA TLB L+425 04.3955 12/17/2026 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| AES CORP/THE 05.5000 04/15/2025 | 0.04% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| APTARGROUP INC SEDOL 2045247 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| BAKER HUGHES CO SEDOL BDHLTQ5 | 0.04% |
| CISCO SYSTEMS INC 02.2000 02/28/2021 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.04% |
| DOMINICAN REPUBLIC REGS 06.8750 01/29/2026 | 0.04% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.04% |
| EXXON MOBIL CORPORATION 02.2220 03/01/2021 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.04% |
| MOODY S CORP | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.04% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.03% |
| CFCRE 2011-C2 E P/P 144A 05.9307 12/15/2047 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| FHMS K099 X1 IO 01.0055 09/25/2029 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| JPMBB 2013-C12 C 04.2360 07/15/2045 | 0.03% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.03% |
| ROPER TECHNOLOGIES INC SEDOL 2749602 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.03% |
| WOOLWORTHS GROUP LTD SEDOL 6981239 | 0.03% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.03% |
| ALPHABET INC 03.6250 05/19/2021 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| COMCAST CORP 04.0490 11/01/2052 | 0.03% |
| CREDIT AGRICOLE SA SEDOL 7262610 | 0.03% |
| GEORGIA-PACIFIC LLC P/P 144A 02.1000 04/30/2027 | 0.03% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.03% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.03% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.03% |
| KINGFISHER PLC SEDOL 3319521 | 0.03% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.03% |
| ORIX CORP SEDOL 6661144 | 0.03% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.03% |
| SLM CORP | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| WFRBS 2011-C3 D P/P 144A 05.8420 03/15/2044 | 0.03% |
| CAS 2016-C03 2M2 06.0501 10/25/2028 | 0.03% |
| COMPUGROUP MEDICAL SE & CO K SEDOL BMY7CH1 | 0.03% |
| ENERGY TRANSFER OPERATNG 05.2000 02/01/2022 | 0.03% |
| NABTESCO CORP SEDOL 6687571 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| SAMI 2007-AR7 1A1 01.0001 05/25/2047 | 0.03% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.03% |
| WAMU 2005-AR12 1A8 02.9383 10/25/2035 | 0.03% |
| WFCM 2013-LC12 C 04.4100 07/15/2046 | 0.03% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| CHS/COMMUNITY HEALTH SYS 06.2500 03/31/2023 | 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% |
| CWALT 2006-OA7 1A2 01.6834 06/25/2046 | 0.03% |
| ENERGY TRANSFER OPERA 05.8750 01/15/2024 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| MORGAN STANLEY 05.5000 07/28/2021 | 0.03% |
| MSC 2011-C3 B P/P 144A 05.4191 07/15/2049 | 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% |
| SHIONOGI & CO LTD SEDOL 6804682 | 0.03% |
| WFRBS 2011-C5 D P/P 144A 05.8443 11/15/2044 | 0.03% |
| WH GROUP LTD SEDOL BLLHKZ1 | 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% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| COMM 2013-CR11 C P/P 144A 05.2852 08/10/2050 | 0.03% |
| CWALT 2005-59 1A1 00.8065 11/20/2035 | 0.03% |
| FORTESCUE METALS GROUP LTD SEDOL B2B2B49 | 0.03% |
| GSMS 2016-GS3 A4 02.8500 10/10/2049 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MSBAM 2014-C14 C 05.2187 02/15/2047 | 0.03% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.03% |
| NEXON CO LTD SEDOL B63QM77 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 07.3750 01/17/2027 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| SAREPTA THERAPEUTICS INC SEDOL B8DPDT7 | 0.03% |
| STACR 2016-DNA1 M3 05.6993 07/25/2028 | 0.03% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.03% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.03% |
| DIASORIN SPA SEDOL B234WN9 | 0.03% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.03% |
| GENTEX CORP SEDOL 2366799 | 0.03% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.03% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| ASML HOLDING NV SEDOL B929F46 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| CINTAS CORP SEDOL 2197137 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| NIPPON TELEGRAPH & TELEPHONE SEDOL 6641373 | 0.03% |
| PALTAC CORPORATION SEDOL B61BG94 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| RELIANCE STEEL & ALUMINUM SEDOL 2729068 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| UBI SOFT ENTERTA SEDOL B1L3CS6 | 0.03% |
| APPLE INC 02.8500 05/06/2021 | 0.03% |
| APPLE INC 03.4500 05/06/2024 | 0.03% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.03% |
| CELANESE US HOLDINGS LLC 03.5000 05/08/2024 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| DIALOG SEMICONDUCTOR PLC SEDOL 5982200 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| DISCOVERY INC - A SEDOL B3D7K31 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| FIAT CHRYSLER AUTOMOBILES NV SEDOL BRJFWP3 | 0.03% |
| GSMS 2019-GC42 AS 03.2117 09/01/2052 | 0.03% |
| KION GROUP AG SEDOL BB22L96 | 0.03% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.03% |
| NIPPON PROLOGIS REIT INC SEDOL B98BC67 | 0.03% |
| PPL CAPITAL FUNDING INC 04.2000 06/15/2022 | 0.03% |
| SOFTWARE AG SEDOL BF06WX9 | 0.03% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 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% |
| ZALANDO SE SEDOL BQV0SV7 | 0.03% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.03% |
| BANK 2017-BNK8 B 04.0631 11/15/2050 | 0.03% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.03% |
| CELANESE CORP SEDOL B05MZT4 | 0.03% |
| CI FINANCIAL CORP SEDOL B3KT0S5 | 0.03% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| E.ON SE SEDOL 4942904 | 0.03% |
| GSMS 2011-GC3 C P/P 144A 05.7066 03/10/2044 | 0.03% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.03% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.03% |
| MSBAM 2014-C17 C 04.6367 08/15/2047 | 0.03% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.03% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.03% |
| SINGAPORE EXCHANGE LTD SEDOL 6303866 | 0.03% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.03% |
| STACR 2017-DNA2 M2 03.6001 10/25/2029 | 0.03% |
| SYSCO CORP SEDOL 2868165 | 0.03% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.03% |
| VERIZON COMMUNICATIONS 01.7500 01/20/2031 | 0.03% |
| VERTIV TLB L+300 03.1534 03/02/2027 | 0.03% |
| AHM 2007-1 GA1C 00.3401 05/25/2047 | 0.02% |
| BBCMS 2019-C3 B 04.0960 05/15/2052 | 0.02% |
| BRITISH AMERICAN TOBACCO PLC SEDOL 0287580 | 0.02% |
| CACI INTERNATIONAL INC -CL A SEDOL 2159267 | 0.02% |
| CAS 2016-C01 2M2 07.1001 08/25/2028 | 0.02% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.02% |
| COMCAST CORP 03.1500 03/01/2026 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.5000 02/15/2048 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| EQUINIX INC 03.2000 11/18/2029 | 0.02% |
| OSAT 2020-RPL1 A1 03.1990 12/26/2059 | 0.02% |
| PPSI 2004-WCW2 M3 01.2001 10/25/2034 | 0.02% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.02% |
| SBI HOLDINGS INC SEDOL 6309466 | 0.02% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.02% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.02% |
| TPMT 2015-1 A2 P/P 144A 03.2500 10/25/2053 | 0.02% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.02% |
| ARROW ELECTRONICS INC SEDOL 2051404 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.02% |
| CFCRE 2011-C1 D P/P 144A 06.2553 04/15/2044 | 0.02% |
| COUSINS PROPERTIES INC SEDOL BJP0MF6 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.02% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.02% |
| JPMCC 2012-C6 E P/P 144A 05.3237 05/15/2045 | 0.02% |
| MSBAM 2013-C8 B 03.6941 12/15/2048 | 0.02% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.02% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.02% |
| TOTAL CAPITAL INTL SA USD 02.7500 06/19/2021 | 0.02% |
| TRUIST FINANCIAL CORP 04.8000 12/31/2099 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| ZOETIS INC 02.0000 05/15/2030 | 0.02% |
| ABCAM PLC SEDOL B677469 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| ASHLAND GLOBAL HOLDINGS INC SEDOL BYND5N1 | 0.02% |
| BANK 2019-BN20 XA IO 00.9619 09/15/2062 | 0.02% |
| CAS 2016-C06 1M2 04.4001 04/25/2029 | 0.02% |
| CHEVRON CORP 02.1000 05/16/2021 | 0.02% |
| CMLTI 2005-2 1A2A 03.5546 05/25/2035 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| GNR 2016-H16 EI IO 02.4964 06/20/2066 | 0.02% |
| ITOCHU TECHNO-SOLUTIONS CORP SEDOL 6200194 | 0.02% |
| JPMBB 2014-C19 C 04.8322 04/15/2047 | 0.02% |
| JPMCC 2010-C2 C P/P 144A 05.8430 11/15/2043 | 0.02% |
| JPMCC 2013-C16 AS 04.5169 12/15/2046 | 0.02% |
| JPMCC 2013-LC11 C 03.9582 04/15/2046 | 0.02% |
| LEGAL & GENERAL GROUP PLC SEDOL 0560399 | 0.02% |
| M3 INC SEDOL B02K2M3 | 0.02% |
| MSBAM 2012-C6 D P/P 144A 04.6913 11/15/2045 | 0.02% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.02% |
| RAYTHEON TECH CORP P/P 144A 04.8750 10/15/2040 | 0.02% |
| STACR 2014-HQ2 M3 03.9001 09/25/2024 | 0.02% |
| STACR 2016-HQA3 M3 04.0001 03/25/2029 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| WFCM 2013-LC12 AS 04.4100 07/15/2046 | 0.02% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.02% |
| AGL ENERGY LTD SEDOL BSS7GP5 | 0.02% |
| APPALACHIAN POWER CO 04.6000 03/30/2021 | 0.02% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.02% |
| CD 2017-CD3 A4 03.6310 02/10/2050 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CHINA MOBILE LTD SEDOL 6073556 | 0.02% |
| COMM 2014-CR18 C 04.9015 07/15/2047 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 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% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| CWALT 2006-OA19 A1 00.3265 02/20/2047 | 0.02% |
| DBUBS 2011-LC2A B P/P 144A 04.9980 07/10/2044 | 0.02% |
| FERRARI NV SEDOL BD6G507 | 0.02% |
| FUJITSU LTD SEDOL 6356945 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 04.6250 04/29/2024 | 0.02% |
| JPMBB 2013-C12 B 04.2360 07/15/2045 | 0.02% |
| KBC GROUP NV SEDOL 4497749 | 0.02% |
| LINDE PLC SEDOL BYWD9S5 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PANDORA A/S SEDOL B44XTX8 | 0.02% |
| PLANTRONICS INC P/P 144A 05.5000 05/31/2023 | 0.02% |
| STACR 2016-HQA1 M3 06.5001 09/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.3001 11/25/2028 | 0.02% |
| STACR 2017-DNA1 M2 03.4001 07/25/2029 | 0.02% |
| STACR 2020-HQA4 M1 01.4501 09/25/2050 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| UBSCM 2012-C1 C P/P 144A 05.7545 05/10/2045 | 0.02% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WELLS FARGO & COMPANY 05.8750 12/29/2049 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 12/29/2049 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BGC PARTNERS INC 05.1250 05/27/2021 | 0.02% |
| CELANESE US HOLDINGS LLC 04.6250 11/15/2022 | 0.02% |
| CGCMT 2014-GC19 AS 04.3450 03/10/2047 | 0.02% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.02% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| FAURECIA SEDOL 4400446 | 0.02% |
| FHMS K104 XAM 01.3839 01/25/2030 | 0.02% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.02% |
| GMO INTERNET INC SEDOL 6170167 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.9013 08/10/2046 | 0.02% |
| HCA INC. 05.3750 09/01/2026 | 0.02% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.02% |
| JPMORGAN CHASE & CO 01.2210 05/15/2047 | 0.02% |
| LASERTEC CORP SEDOL 6506267 | 0.02% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| NITTO DENKO CORP SEDOL 6641801 | 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% |
| REP OF INDONESIA P/P 144A 04.7500 01/08/2026 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| SNAM SPA SEDOL 7251470 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.02% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.02% |
| WFRBS 2012-C9 D P/P 144A 04.9709 11/15/2045 | 0.02% |
| WFRBS 2013-UBS1 AS 04.3060 03/15/2046 | 0.02% |
| AENA SME SA SEDOL BVRZ8L1 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 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% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 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% |
| GNR 2015-H25 BI IO 01.9291 10/20/2065 | 0.02% |
| GOODRX HOLDINGS INC-CLASS A SEDOL BMTVQT8 | 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% |
| MGIC INVESTMENT CORP SEDOL 2548616 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| STACR 2015-HQA2 M3 04.9501 05/25/2028 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| WAMU 2005-AR10 1A3 03.0373 09/25/2035 | 0.02% |
| AES CORP SEDOL 2002479 | 0.02% |
| ALKERMES PLC SEDOL B3P6D26 | 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% |
| ASSOCIATED BRITISH FOODS PLC SEDOL 0673123 | 0.02% |
| CHEMOURS CO/THE SEDOL BZ0CTP8 | 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% |
| DOLLAR GENERAL CORP SEDOL B5B1S13 | 0.02% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| ENI SPA SEDOL 7145056 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| FHMS K740 X1 00.7612 09/25/2027 | 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% |
| HCA INC. 05.5000 06/15/2047 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| MWST 2020-1 A 01.0501 10/25/2053 | 0.02% |
| NAVISTAR INTL TLB L+350 03.6500 11/06/2024 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| PULTEGROUP INC 05.5000 03/01/2026 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| REP OF INDONESIA P/P 144A 03.3750 04/15/2023 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| SCOTTS MIRACLE-GRO CO SEDOL 2781518 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| WILMAR INTERNATIONAL LTD SEDOL B17KC69 | 0.02% |
| AURIZON HOLDINGS LTD SEDOL B87CVM3 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| BROADRIDGE FINANCIAL SOLUTIO SEDOL B1VP7R6 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| EOG RESOURCES INC SEDOL 2318024 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHMS KW10 X1 IO 00.7736 09/25/2029 | 0.02% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| KOSE CORP SEDOL 6194468 | 0.02% |
| MONDELEZ INTL HLDING P/P 144A 02.0000 10/28/2021 | 0.02% |
| MSBAM 2015-C24 B 04.4870 05/15/2048 | 0.02% |
| NOVELIS CORP P/P 144A 05.8750 09/30/2026 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| UBSBB 2012-C2 XA IO P/P 144A 01.4479 05/10/2063 | 0.02% |
| UBSCM 2018-C8 XA IO 01.0313 02/15/2051 | 0.02% |
| VONOVIA SE SEDOL BBJPFY1 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| WFCM 2013-LC12 D P/P 144A 04.4100 07/15/2046 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| ZOETIS INC SEDOL B95WG16 | 0.02% |
| APARTMENT INVT & MGMT CO -A SEDOL BN2W9T6 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| COMM 2014-CR14 XA IO 00.7271 02/10/2047 | 0.02% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.02% |
| EMIR 2018-1 M1 01.8501 11/25/2028 | 0.02% |
| HENDERSON LAND DEVELOPMENT SEDOL 6420538 | 0.02% |
| ING GROEP NV-CVA SEDOL 7154182 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| KEURIG DR PEPPER INC 04.0570 05/25/2023 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| MSC 2011-C3 D P/P 144A 05.4191 07/15/2049 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.02% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.02% |
| SMC CORP SEDOL 6763965 | 0.02% |
| SPECTRUM BRANDS HOLDINGS INC SEDOL BDRYFB1 | 0.02% |
| STACR 2020-HQA1 M2 02.0501 01/25/2050 | 0.02% |
| TPMT 2016-5 M2 P/P 144A 03.3750 10/25/2056 | 0.02% |
| UNILEVER PLC SEDOL B10RZP7 | 0.02% |
| WAMU 2005-AR11 A1B3 00.9501 08/25/2045 | 0.02% |
| AMERICAN FINANCIAL GROUP INC SEDOL 2134532 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| BECTON DICKINSON AND CO 02.8230 05/20/2030 | 0.02% |
| CAS 2015-C03 2M2 05.1501 07/25/2025 | 0.02% |
| CAS 2019-HRP1 M2 02.3001 11/25/2039 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.02% |
| GENERAL ELECTRIC CO SEDOL 2380498 | 0.02% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.02% |
| HCA INC 04.1250 06/15/2029 | 0.02% |
| JM SMUCKER CO/THE SEDOL 2951452 | 0.02% |
| POPULAR INC SEDOL B86QM90 | 0.02% |
| SILGAN HOLDINGS INC SEDOL 2809324 | 0.02% |
| SUNDRUG CO LTD SEDOL 6817895 | 0.02% |
| TAKE-TWO INTERACTIVE SOFTWRE SEDOL 2122117 | 0.02% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.02% |
| UBSBB 2012-C2 D P/P 144A 05.0451 05/10/2063 | 0.02% |
| VODAFONE GROUP PLC SEDOL BH4HKS3 | 0.02% |
| WAMU 2004-AR3 A2 03.6502 06/25/2034 | 0.02% |
| WFCM 2016-LC25 XA IO 01.1158 12/15/2059 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AT&T INC 04.3000 02/15/2030 | 0.02% |
| BERKELEY GROUP HOLDINGS/THE SEDOL B02L3W3 | 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% |
| BRDCOM CRP / FIN 03.8750 01/15/2027 | 0.02% |
| CGCMT 2014-GC19 D P/P 144A 05.2622 03/10/2047 | 0.02% |
| CHUGAI PHARMACEUTICAL CO LTD SEDOL 6196408 | 0.02% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.02% |
| COMM 2013-CR9 D P/P 144A 04.3849 07/10/2045 | 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% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GLENCORE FUNDING LLC P/P 144A 01.6250 09/01/2025 | 0.02% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| GSMS 2013-GC10 XA IO 01.6367 02/10/2046 | 0.02% |
| HIKARI TSUSHIN INC SEDOL 6416322 | 0.02% |
| HOSHIZAKI CORP SEDOL B3FF8W8 | 0.02% |
| HSBC USA INC 03.5000 06/23/2024 | 0.02% |
| JPMBB 2014-C22 C 04.7054 09/15/2047 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.1250 01/17/2022 | 0.02% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 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% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.02% |
| SPRINT CORP 07.2500 09/15/2021 | 0.02% |
| TAYLOR WIMPEY PLC SEDOL 0878230 | 0.02% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.5000 04/01/2023 | 0.02% |
| UBSCM 2017-C7 XA IO 01.1877 12/15/2050 | 0.02% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.02% |
| VONTIER CORP SEDOL BH4GV32 | 0.02% |
| WAMU 2005-AR9 A1C3 01.1101 07/25/2045 | 0.02% |
| AGCO CORP SEDOL 2010278 | 0.01% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| BAFC 2005-B 3M1 00.8215 04/20/2035 | 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% |
| CAPGEMINI SE SEDOL 4163437 | 0.01% |
| CAS 2014-C03 2M2 03.0501 07/25/2024 | 0.01% |
| CAS 2015-C02 2M2 04.1501 05/25/2025 | 0.01% |
| CAS 2017-C01 1EB1 01.4001 07/25/2029 | 0.01% |
| CBRE SERVICES INC 04.8750 03/01/2026 | 0.01% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.01% |
| CME GROUP INC SEDOL 2965839 | 0.01% |
| CRC ESCROW ISSUER LL P/P 144A 05.2500 10/15/2025 | 0.01% |
| EQUITY COMMONWEALTH SEDOL BPH3N63 | 0.01% |
| FOX CORP 04.0300 01/25/2024 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GRAY TELEVISION INC P/P 144A 07.0000 05/15/2027 | 0.01% |
| GREAT LAKES D&D 08.0000 05/15/2022 | 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% |
| KNORR-BREMSE AG SEDOL BD2P9X9 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.01% |
| LAFARGEHOLCIM LTD-REG SEDOL 7110753 | 0.01% |
| MAGELLAN FINANCIAL GROUP LTD SEDOL B015YX4 | 0.01% |
| MARATHON PETRO CORP 06.5000 03/01/2041 | 0.01% |
| MATTEL INC P/P 144A 05.8750 12/15/2027 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NOMURA REAL ESTATE HOLDINGS SEDOL B1CWJM5 | 0.01% |
| NORTONLIFELOCK INC SEDOL BJN4XN5 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| ODAKYU ELECTRIC RAILWAY CO SEDOL 6656106 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.5000 02/01/2031 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TOSHIBA CORP SEDOL 6897217 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 05.6250 10/01/2025 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| A2 MILK CO LTD SEDOL 6287250 | 0.01% |
| AKER BP ASA P/P 144A 03.7500 01/15/2030 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ANCESTRY.COM 1L L+400 04.5000 11/24/2027 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 06.6250 06/01/2026 | 0.01% |
| CAS 2014-C04 1M2 05.0501 11/25/2024 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| DAITO TRUST CONSTRUCT CO LTD SEDOL 6250508 | 0.01% |
| ENERGY TRANSFER OPERATNG 02.9000 05/15/2025 | 0.01% |
| GNR 2013-99 AS IO 05.9035 06/20/2043 | 0.01% |
| ICL GROUP LTD SEDOL 6455530 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| JONES LANG LASALLE INC SEDOL 2040640 | 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% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.01% |
| MSAC 2004-HE6 M1 00.9751 08/25/2034 | 0.01% |
| NEUROCRINE BIOSCIENCES INC SEDOL 2623911 | 0.01% |
| NEXSTAR ESCROW P/P 144A 05.6250 07/15/2027 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| ORTHO-CLINICAL TLB L+325 03.3903 06/30/2025 | 0.01% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| REFINITIV US HLDG P/P 144A 06.2500 05/15/2026 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| SHELL INTERNATIONAL FIN USD 01.8750 05/10/2021 | 0.01% |
| SUZUKEN CO LTD SEDOL 6865560 | 0.01% |
| SYMRISE AG SEDOL B1JB4K8 | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% |
| WEST JAPAN RAILWAY CO SEDOL 6957995 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2493 08/15/2050 | 0.01% |
| 0.35 R ISWP FWD US0003M P 12/16/2025 | 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% |
| ARCELORMITTAL USD 07.2500 10/15/2039 | 0.01% |
| ARRW 2019-1 A3 04.2080 01/25/2049 | 0.01% |
| ASTELLAS PHARMA INC SEDOL 6985383 | 0.01% |
| AUTO TRADER GROUP PLC SEDOL BVYVFW2 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BMC EAST LLC P/P 144A 05.5000 10/01/2024 | 0.01% |
| CAS 2016-C07 2M2 04.5001 05/25/2029 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 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% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| ELISA OYJ SEDOL 5701513 | 0.01% |
| ENERGY TRANSFER OPERATNG 06.1250 12/15/2045 | 0.01% |
| FINECOBANK SPA SEDOL BNGN9Z1 | 0.01% |
| GNR 2016-123 LI IO 03.5000 03/20/2044 | 0.01% |
| HOWARD HUGHES CORP P/P 144A 05.3750 03/15/2025 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY TLB L+300 03.3614 03/28/2025 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| KOBE BUSSAN CO LTD SEDOL B14RJB7 | 0.01% |
| MBX.FN30.500.10 R USL1M P 01/12/41 CI | 0.01% |
| OBAYASHI CORP SEDOL 6656407 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| PETROBRAS GLOBAL FIN USD 05.9990 01/27/2028 | 0.01% |
| REPUBLIC OF PERU USD 05.6250 11/18/2050 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 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% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TRIMBLE INC SEDOL 2903958 | 0.01% |
| VIDEOTRON LTD USD 05.0000 07/15/2022 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| 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 HEALTH COS INC REGS 04.5000 05/15/2023 | 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% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.01% |
| CFCRE 2011-C2 D P/P 144A 05.9307 12/15/2047 | 0.01% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.01% |
| COMCAST CORP 06.5000 11/15/2035 | 0.01% |
| COMM 2013-LC13 XA IO 01.2893 08/10/2046 | 0.01% |
| DISCOVERY COMMUNICATIONS 03.6250 05/15/2030 | 0.01% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.01% |
| FHR 3065 DC 19.4374 03/15/2035 | 0.01% |
| FIDELITY NATIONAL INFORM 03.0000 08/15/2026 | 0.01% |
| GNMA GII30 AY4779 04.5110 03/20/2067 | 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% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| JAPAN AIRLINES CO LTD SEDOL B8BRV46 | 0.01% |
| L BRANDS INC 07.5000 06/15/2029 | 0.01% |
| NAVISTAR INTL CORP P/P 144A 06.6250 11/01/2025 | 0.01% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 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% |
| RECRUIT HOLDINGS CO LTD SEDOL BQRRZ00 | 0.01% |
| SMITH & NEPHEW PLC SEDOL 0922320 | 0.01% |
| SOLENIS 1STL L+400 04.2328 06/26/2025 | 0.01% |
| STACR 2017-DNA2 M1 01.3501 10/25/2029 | 0.01% |
| TRANSUNION SEDOL BYMWL86 | 0.01% |
| TWDC ENTERPRISES 18 CORP 02.7500 08/16/2021 | 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% |
| ACS ACTIVIDADES SEDOL B01FLQ6 | 0.01% |
| AMERICAN BATH 1L L+450 05.2500 11/19/2027 | 0.01% |
| BCE INC SEDOL B188TH2 | 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% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMM 2014-UBS4 XA IO 01.2599 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0361 12/10/2047 | 0.01% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.01% |
| DOUBLE EAGLE III MID P/P 144A 07.7500 12/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 07.2500 11/01/2024 | 0.01% |
| FHR 3249 PS 21.8101 12/15/2036 | 0.01% |
| FHR 3829 AS IO 06.8091 03/15/2041 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FNR 2006-8 HP 24.0162 03/25/2036 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GNR 2015-H26 EI IO 01.7168 10/20/2065 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JUNIPER NETWORKS INC SEDOL 2431846 | 0.01% |
| KOBAYASHI PHARMACEUTICAL CO SEDOL 6149457 | 0.01% |
| KONE OYJ-B SEDOL B09M9D2 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| MARRIOTT INTERNATIONAL 05.7500 05/01/2025 | 0.01% |
| MASTEC INC P/P 144A 04.5000 08/15/2028 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MICROCHIP TECH INC P/P 144A 04.2500 09/01/2025 | 0.01% |
| NEWMARKET CORP SEDOL B01CGF1 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 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% |
| 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 00.3301 01/25/2037 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SMURFIT KAPPA TREASURY USD 07.5000 11/20/2025 | 0.01% |
| STACR 2019-DNA1 M2 02.8001 01/25/2049 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 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% |
| 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% |
| YANGZIJIANG SHIPBUILDING SEDOL B1VT035 | 0.01% |
| AIR LIQUIDE SA SEDOL B1YXBJ7 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AMUNDI SA SEDOL BYZR014 | 0.01% |
| ANTERO RESOURCES FIN 05.1250 12/01/2022 | 0.01% |
| BANK OF AMERICA CORP 01.0104 09/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BT GROUP PLC SEDOL 3091357 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMM 2014-CR17 XA IO 01.1300 05/10/2047 | 0.01% |
| CWALT 2006-24CB A13 00.5001 08/25/2036 | 0.01% |
| CWALT 2006-OA10 1A1 01.7034 08/25/2046 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| FHR 3408 EK 25.2262 04/15/2037 | 0.01% |
| GALAPAGOS NV SEDOL B07Q2V5 | 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% |
| GNMA GII30 BA7681 04.6120 06/20/2067 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.01% |
| HANKYU HANSHIN HOLDINGS INC SEDOL 6408664 | 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% |
| INTEL CORP SEDOL 2463247 | 0.01% |
| KAKAKU.COM INC SEDOL 6689533 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 06.3750 02/01/2024 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MEREDITH CORP P/P 144A 06.5000 07/01/2025 | 0.01% |
| MLMI 2005-A2 A2 03.7900 02/25/2035 | 0.01% |
| MSRR 2015-R4 CB1 00.9748 08/26/2047 | 0.01% |
| NATIONAL BANK OF CANADA SEDOL 2077303 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| NZD/USD 01/20/2021 UBS | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 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% |
| QUEST DIAGNOSTICS INC SEDOL 2702791 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SEKISUI HOUSE LTD SEDOL 6793906 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| STACR 2014-HQ3 M3 04.9001 10/25/2024 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| WESTPAC BANKING CORP USD 04.4210 07/24/2039 | 0.01% |
| WR GRACE & CO-CONN P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMERICAN AXLE & MFG INC 06.8750 07/01/2028 | 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 00.7501 09/25/2045 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| C.H. ROBINSON WORLDWIDE INC SEDOL 2116228 | 0.01% |
| CAPITAL ONE FINANCIAL CO 04.2000 10/29/2025 | 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.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DOLLAR TREE INC SEDOL 2272476 | 0.01% |
| EQUINIX INC 05.3750 05/15/2027 | 0.01% |
| ESH HOSPITALITY INC P/P 144A 05.2500 05/01/2025 | 0.01% |
| FIFTH THIRD BANCORP 05.1000 12/29/2049 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| FRONTIER COMM 10.5000 09/15/2022 | 0.01% |
| GENERAL MOTORS CO 06.1250 10/01/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 10/08/2027 | 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 BL6216 06.0000 03/20/2049 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HCA INC 05.2500 06/15/2026 | 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% |
| JPMBB 2014-C25 XA IO 00.9943 11/15/2047 | 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% |
| 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% |
| NORDSTROM INC P/P 144A 08.7500 05/15/2025 | 0.01% |
| NUTRIEN LTD USD 02.9500 05/13/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| PEPTIDREAM INC SEDOL B97SH97 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| PROLOGIS LP 02.1250 04/15/2027 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.01% |
| SOHGO SECURITY SERVICES CO SEDOL 6546359 | 0.01% |
| STACR 2019-HQA1 M2 02.5001 02/25/2049 | 0.01% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TENNANT CO 05.6250 05/01/2025 | 0.01% |
| TORONTO-DOMINION BANK SEDOL 2897222 | 0.01% |
| VOPAK SEDOL 5809428 | 0.01% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| BAE SYSTEMS PLC SEDOL 0263494 | 0.01% |
| BANK OF MONTREAL SEDOL 2076009 | 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% |
| CAN IMPERIAL BK OF COMMERCE SEDOL 2170525 | 0.01% |
| CAS 2015-C02 1M2 04.1501 05/25/2025 | 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% |
| CHS/COMMUNITY HEALT P/P 144A 08.1250 06/30/2024 | 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% |
| CLOROX COMPANY SEDOL 2204026 | 0.01% |
| CONSOLIDATED EDISON INC SEDOL 2216850 | 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% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.01% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GSMS 2010-C1 D P/P 144A 06.1257 08/10/2043 | 0.01% |
| HARGREAVES LANSDOWN PLC SEDOL B1VZ0M2 | 0.01% |
| HMIR 2018-1 M1 P/P 144A 01.7501 10/25/2028 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| IHEARTCOMMUNICATI L+400 04.7500 05/01/2026 | 0.01% |
| INDIGO NATURAL P/P 144A 06.8750 02/15/2026 | 0.01% |
| JAPAN POST HOLDINGS CO LTD SEDOL BYT8143 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 05.2500 06/01/2026 | 0.01% |
| KIMBERLY-CLARK CORP SEDOL 2491839 | 0.01% |
| KINDER MORGAN ENER PART 05.4000 09/01/2044 | 0.01% |
| KRAFT HEINZ FOODS CO P/P 144A 03.8750 05/15/2027 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LIBERTY MEDIA COR-SIRIUSXM C SEDOL BD8QGH9 | 0.01% |
| MCDONALD'S HOLDINGS CO JAPAN SEDOL 6371863 | 0.01% |
| MITSUBISHI UFJ LEASE & FINAN SEDOL 6268976 | 0.01% |
| MONDELEZ INTERNATIONAL 02.1250 04/13/2023 | 0.01% |
| MSBAM 2014-C17 XA IO 01.2335 08/15/2047 | 0.01% |
| NEWFIELD EXPLORATION CO 05.7500 01/30/2022 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOBLE ENERGY INC 06.0000 03/01/2041 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC. 07.2500 05/15/2026 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SEVEN BANK LTD SEDOL B2NT8S1 | 0.01% |
| THE GAP INC. P/P 144A 08.3750 05/15/2023 | 0.01% |
| TMS INTL HLDG CORP P/P 144A 07.2500 08/15/2025 | 0.01% |
| TRANSDIGM INC 06.3750 06/15/2026 | 0.01% |
| TRONOX FINANCE PLC P/P 144A 05.7500 10/01/2025 | 0.01% |
| WFRBS 2011-C4 E P/P 144A 05.3828 06/15/2044 | 0.01% |
| WFRBS 2012-C9 XB IO P/P 144A 00.8753 11/15/2045 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| WPX ENERGY INC 05.7500 06/01/2026 | 0.01% |
| WPX ENERGY INC 05.8750 06/15/2028 | 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% |
| AIRBUS SE SEDOL 4012250 | 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% |
| BERKSHIRE HATHAWAY FIN 04.2500 01/15/2021 | 0.01% |
| BIOMERIEUX SEDOL BF0LBX7 | 0.01% |
| BWAY CORP TLB L+325 03.4795 04/03/2024 | 0.01% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.01% |
| CAS 2015-C01 1M2 04.4501 02/25/2025 | 0.01% |
| CAS 2019-R01 2M2 02.6001 07/25/2031 | 0.01% |
| CENTENE ESCROW I CO P/P 144A 05.3750 06/01/2026 | 0.01% |
| CLEAN HARBORS INC P/P 144A 04.8750 07/15/2027 | 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% |
| 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% |
| COMSTOCK RESOURCES INC 09.7500 08/15/2026 | 0.01% |
| CONCHO RESOURCES INC 03.7500 10/01/2027 | 0.01% |
| CROWN AMER/CAP 04.7500 02/01/2026 | 0.01% |
| CWALT 2005-27 1A1 01.7129 08/25/2035 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| F5 NETWORKS INC SEDOL 2427599 | 0.01% |
| FEDEX CORP 02.6250 08/01/2022 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| FUJIFILM HOLDINGS CORP SEDOL 6356525 | 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% |
| HD SUPPLY HOLDINGS INC SEDOL BBL5981 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| ITRON INC P/P 144A 05.0000 01/15/2026 | 0.01% |
| JPMBB 2014-C19 XA IO 00.8981 04/15/2047 | 0.01% |
| JPMCC 2013-LC11 X IO 01.3873 04/15/2046 | 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% |
| 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% |
| NEC CORP SEDOL 6640400 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NETFLIX INC. 06.3750 05/15/2029 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.0000 04/15/2022 | 0.01% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.01% |
| NZD/USD 01/20/2021 MSCIL | 0.01% |
| OCCIDENTAL PETROLEUM COR 04.8500 03/15/2021 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.01% |
| OUTFRONT MEDIA C P/P 144A 06.2500 06/15/2025 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| SOLENIS 2NDL L+850 08.7330 06/26/2026 | 0.01% |
| SPIRAX-SARCO ENGINEERING PLC SEDOL BWFGQN1 | 0.01% |
| SS&C TECH INC P/P 144A 05.5000 09/30/2027 | 0.01% |
| STACR 2018-HQA2 M2 02.4501 10/25/2048 | 0.01% |
| TOPBUILD CORP P/P 144A 05.6250 05/01/2026 | 0.01% |
| TRADEWEB MARKETS INC-CLASS A SEDOL BJXMVK2 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 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% |
| WMG ACQUISITION CORP P/P 144A 03.0000 02/15/2031 | 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% |
| WPX ENERGY INC 08.2500 08/01/2023 | 0.01% |
| 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% |
| BANQUE CANTONALE VAUDOIS-REG SEDOL BMFY8R3 | 0.00% |
| BERRY GLOBAL INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| CARNIVAL CORP P/P 144A 11.5000 04/01/2023 | 0.00% |
| CAS 2014-C04 2M2 05.1501 11/25/2024 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CLEAR CHANNEL WORLD 09.2500 02/15/2024 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.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 JP | 0.00% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.00% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DIAMONDBACK ENERGY INC 04.7500 05/31/2025 | 0.00% |
| EPICOR SOFTWARE 2NDL L+775 08.7500 07/30/2028 | 0.00% |
| FHR 2990 LB 16.5856 06/15/2034 | 0.00% |
| FISERV INC SEDOL 2342034 | 0.00% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 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 06.0070 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GO DADDY OPCO/FINCO P/P 144A 05.2500 12/01/2027 | 0.00% |
| GRAY TELEVISION INC P/P 144A 04.7500 10/15/2030 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| ICAHN ENTER 04.7500 09/15/2024 | 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% |
| JAPAN POST BANK CO LTD SEDOL BYT8165 | 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% |
| L BRANDS INC 06.7500 07/01/2036 | 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% |
| LOUISIANA-PACIFIC CORPORATION 04.8750 09/15/2024 | 0.00% |
| MAXIM INTEGRATED PRODUCTS SEDOL 2573760 | 0.00% |
| MERCER INTL INC USD 06.5000 02/01/2024 | 0.00% |
| MIZUHO FINANCIAL GROUP INC SEDOL 6591014 | 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% |
| NEWCREST MINING LTD SEDOL 6637101 | 0.00% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.00% |
| NEXSTAR BROADCASTING P/P 144A 04.7500 11/01/2028 | 0.00% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.00% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ORKLA ASA SEDOL B1VQF42 | 0.00% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW TL 2L L+800 09.0000 02/28/2026 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SM ENERGY CO 06.1250 11/15/2022 | 0.00% |
| SOLERA LLC / SOLERA P/P 144A 10.5000 03/01/2024 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2020-DNA5 M1 01.3877 10/25/2050 | 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% |
| TRANSDIGM INC. 06.5000 07/15/2024 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TRI POINTE GROUP INC 05.7000 06/15/2028 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA CORP P/P 144A 05.6250 02/15/2027 | 0.00% |
| WESCO DISTRIBUT P/P 144A 07.1250 06/15/2025 | 0.00% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.00% |
| WFRBS 2013-C15 D P/P 144A 04.6431 08/15/2046 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ZAYO GROUP HLDG INC L+300 03.1455 03/09/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 07.0000 01/15/2028 | 0.00% |
| BECTON DICKINSON AND CO SEDOL 2087807 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BOYD GAMING CORPORATION 06.0000 08/15/2026 | 0.00% |
| BRIDGESTONE CORP SEDOL 6132101 | 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% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CHUBU ELECTRIC POWER CO INC SEDOL 6195609 | 0.00% |
| CHUGOKU ELECTRIC POWER CO SEDOL 6195900 | 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% |
| 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+375 04.7500 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% |
| 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% |
| GEBERIT AG-REG SEDOL B1WGG93 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HKT TRUST AND HKT LTD-SS SEDOL B4TXDZ3 | 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% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.00% |
| KRW/USD 02/17/2021 JPMCB | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LEVI STRAUSS & CO. 05.0000 05/01/2025 | 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% |
| MTR CORP SEDOL 6290054 | 0.00% |
| NIPPON STEEL CORP SEDOL 6642569 | 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% |
| NUCOR CORP SEDOL 2651086 | 0.00% |
| NZD/USD 01/20/2021 BCAP-FX | 0.00% |
| OCCIDENTAL PETROLEUM COR 03.5000 06/15/2025 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OSHKOSH CORP 03.1000 03/01/2030 | 0.00% |
| OWENS-BROCKWAY P/P 144A 06.6250 05/13/2027 | 0.00% |
| PENSKE AUTOMOTIVE GROUP 05.3750 12/01/2024 | 0.00% |
| PETROBRAS GLOBAL FIN USD 05.2990 01/27/2025 | 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% |
| QORVO INC SEDOL BR9YYP4 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| ROBERTSHAW US HOLDING L+325 04.5000 02/28/2025 | 0.00% |
| SANOFI SEDOL 5671735 | 0.00% |
| SEK/USD 12/16/2020 GSFX | 0.00% |
| SIRIUS XM RADIO INC. P/P 144A 05.5000 07/01/2029 | 0.00% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.00% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.00% |
| SWEDISH MATCH AB SEDOL 5048566 | 0.00% |
| SWISS PRIME SITE-REG SEDOL B083BH4 | 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% |
| THE AES CORPORATION 05.1250 09/01/2027 | 0.00% |
| US CONCRETE INC P/P 144A 05.1250 03/01/2029 | 0.00% |
| WFRBS 2012-C10 XA IO P/P 144A 01.6721 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% |
| ABC SUPPLY CO INC P/P 144A 05.8750 05/15/2026 | 0.00% |
| AES CORP/THE P/P 144A 03.3000 07/15/2025 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AMERICAN AXLE & MANUF L+225 03.0000 04/06/2024 | 0.00% |
| AMERICAN BATH 1L2 L+450 05.2500 11/19/2027 | 0.00% |
| AMERICAN INTL GROUP 08.1750 05/15/2058 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| AUD/USD 01/20/2021 CSI-FX | 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% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BERKSHIRE HATHAWAY INC-CL B SEDOL 2073390 | 0.00% |
| BERRY GLOBAL INC 05.1250 07/15/2023 | 0.00% |
| BERRY GLOBAL INC P/P 144A 04.5000 02/15/2026 | 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 01/20/2021 MSCIL | 0.00% |
| CBRE SERVICES INC 05.2500 03/15/2025 | 0.00% |
| CBS OUT AMER CAP LLC 05.6250 02/15/2024 | 0.00% |
| CINEMARK USA INC 05.1250 12/15/2022 | 0.00% |
| CLP/USD 01/20/2021 CITI | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 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 GS | 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% |
| 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 01.1655 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% |
| DUN & BRADSTREET COR P/P 144A 06.8750 08/15/2026 | 0.00% |
| EMERGENT BIOSOLUTION P/P 144A 03.8750 08/15/2028 | 0.00% |
| FNR 2005-106 JC 19.6585 12/25/2035 | 0.00% |
| FNR 2005-75 GS 19.7996 08/25/2035 | 0.00% |
| FNR 2006-62 PS 38.9992 07/25/2036 | 0.00% |
| FRESENIUS MEDICAL CARE AG & SEDOL 5129074 | 0.00% |
| GBP/USD 12/16/2020 MSCIL | 0.00% |
| GBP/USD 12/16/2020 SSBT | 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% |
| HONGKONG LAND HOLDINGS LTD SEDOL 6434915 | 0.00% |
| IHS MARKIT LTD P/P 144A 04.0000 03/01/2026 | 0.00% |
| JAGUAR HL / PPDI P/P 144A 05.0000 06/15/2028 | 0.00% |
| JARDINE MATHESON HLDGS LTD SEDOL 6472119 | 0.00% |
| KRW/USD 02/17/2021 HSBCB | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| OUTFRONT MEDIA C P/P 144A 04.6250 03/15/2030 | 0.00% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| SEK/USD 12/16/2020 UBS | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 05.0000 01/15/2024 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SOFINA SEDOL 4820301 | 0.00% |
| SPECTRUM BRANDS INC 06.1250 12/15/2024 | 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% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| US CONCRETE INC 06.3750 06/01/2024 | 0.00% |
| VALVOLINE INC 04.3750 08/15/2025 | 0.00% |
| VIATRIS INC SEDOL BMWS3X9 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WM MORRISON SUPERMARKETS SEDOL 0604316 | 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% |
| ABC-MART INC SEDOL 6292102 | 0.00% |
| ADMIRAL GROUP PLC SEDOL B02J639 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| AROUNDTOWN SA SEDOL BF0CK44 | 0.00% |
| AUD/USD 01/20/2021 HSBCB | 0.00% |
| BALL CORP SEDOL 2073022 | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| BSCMS 2006-PW11 B P/P 144A 05.7021 03/11/2039 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 01/20/2021 GSFX | 0.00% |
| CAD/USD 01/20/2021 PSBS | 0.00% |
| CAD/USD 01/20/2021 UBS | 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 P/P 144A 08.7500 05/01/2025 | 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.12 2061-08-17 500.0 08/17/2061 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-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| COLOPLAST-B SEDOL B8FMRX8 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| DOMINO'S PIZZA INC SEDOL B01SD70 | 0.00% |
| ERIE INDEMNITY COMPANY-CL A SEDOL 2311711 | 0.00% |
| EUR/USD 12/16/2020 HSBCB | 0.00% |
| FHR 3300 PO PO 00.0000 02/15/2037 | 0.00% |
| GAMESA SEDOL B01CP21 | 0.00% |
| GARTNER INC P/P 144A 04.5000 07/01/2028 | 0.00% |
| GBP/USD 12/16/2020 RBSF | 0.00% |
| GBP/USD 12/16/2020 WPAC | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| HK ELECTRIC INVEST SEDOL BJ3WDZ1 | 0.00% |
| HORMEL FOODS CORP SEDOL 2437264 | 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% |
| JAGUAR HL / PPDI P/P 144A 04.6250 06/15/2025 | 0.00% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| L BRANDS INC P/P 144A 06.8750 07/01/2025 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| LENNAR CORP 05.8750 11/15/2024 | 0.00% |
| MACY'S INC P/P 144A 08.3750 06/15/2025 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NABORS IND LTD P/P 144A 07.5000 01/15/2028 | 0.00% |
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| PHILLIPS 66 SEDOL B78C4Y8 | 0.00% |
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| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
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| CAD/USD 01/20/2021 HSBCB | 0.00% |
| CAD/USD 01/20/2021 RBSF | 0.00% |
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| 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.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 MS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.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 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 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-.11 2054-11-18 300.0 11/18/2054 JP | 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 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-.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% |
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| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 12/16/2020 BANKAM | 0.00% |
| EUR/USD 12/16/2020 MSCIL | 0.00% |
| EUR/USD 12/16/2020 RBSF | 0.00% |
| FNR 2005-83 QP 17.0037 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% |
| FOX CORP - CLASS B SEDOL BJJMGY5 | 0.00% |
| GBP/USD 12/16/2020 JPMCB | 0.00% |
| GBP/USD 12/16/2020 UBS | 0.00% |
| GLOBAL PART/GLP FIN P/P 144A 06.8750 01/15/2029 | 0.00% |
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| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
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| IOS.FN30.400.11 R USL1M P 01/12/42 GS | 0.00% |
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| NZD/USD 01/20/2021 CSI-FX | 0.00% |
| NZD/USD 01/20/2021 JPMCB | 0.00% |
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| 0.258 R ISWP US0003M P 11/20/2022 | 0.00% |
| 0.26 R ISWP US0003M P 11/19/2022 | 0.00% |
| 0.8025 R ISWP US0003M P 11/06/2030 | 0.00% |
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| AUD/USD 01/20/2021 GSFX | 0.00% |
| AUD/USD 01/20/2021 MSCIL | 0.00% |
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| CHF/USD 12/16/2020 JPMCB | 0.00% |
| CHF/USD 12/16/2020 MSCIL | 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% |
| 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 JP | 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.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.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 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 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 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.11 2054-11-18 300.0 11/18/2054 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.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 ML | 0.00% |
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| EUR/CHF CALL 1.12 20201209 CSI-FX | 0.00% |
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| EUR/USD 12/16/2020 UBS | 0.00% |
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| JPY/USD 02/17/2021 GSFX | 0.00% |
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| 0.876 R ISWP US0003M P 11/19/2030 | -0.00% |
| 0.887 R ISWP US0003M P 11/20/2030 | -0.00% |
| 0.97164 R ISWP US0003M P 11/12/2030 | -0.00% |
| 0.9745 R ISWP US0003M P 11/12/2030 | -0.00% |
| 0.977 R ISWP US0003M P 11/12/2030 | -0.00% |
| 0.97881 R ISWP US0003M P 11/12/2030 | -0.00% |
| AUD/USD 01/20/2021 JPMCB | -0.00% |
| AUD/USD 01/20/2021 RBSF | -0.00% |
| AUD/USD 01/20/2021 WPAC | -0.00% |
| CAD/USD 01/20/2021 CSI-FX | -0.00% |
| CHF/USD 12/16/2020 HSBCB | -0.00% |
| CHF/USD 12/16/2020 SSBT | -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.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-.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 02/18/2021 GSFX | -0.00% |
| CNH/USD 02/18/2021 HSBCB | -0.00% |
| EUR/USD 12/16/2020 BCAP-FX | -0.00% |
| EUR/USD 12/16/2020 CSI-FX | -0.00% |
| EUR/USD 12/16/2020 JPMCB | -0.00% |
| INR/USD 02/17/2021 HSBCB | -0.00% |
| INR/USD 02/17/2021 JPMCB | -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% |
| MXN/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 PSBS | -0.00% |
| NZD/USD 01/20/2021 TDBK | -0.00% |
| NZD/USD 01/20/2021 WPAC | -0.00% |
| SEK/USD 12/16/2020 BCAP-FX | -0.00% |
| SEK/USD 12/16/2020 CITI | -0.00% |
| SEK/USD 12/16/2020 RBSF | -0.00% |
| TWD/USD 02/17/2021 GSFX | -0.00% |
| TWD/USD 02/17/2021 JPMCB | -0.00% |
| AUD/USD 01/20/2021 BANKAM | -0.00% |
| CAD/USD 01/20/2021 BANKAM | -0.00% |
| CAD/USD 01/20/2021 JPMCB | -0.00% |
| CAD/USD 01/20/2021 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 CS | -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.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 ML | -0.00% |
| EUR/USD 12/16/2020 SSBT | -0.00% |
| NZD/USD 01/20/2021 RBSF | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 CS | -0.00% |
| IOS.FN30.400.10 P USL1M R 01/12/41 JP | -0.00% |
| NOK/USD 12/16/2020 SSBT | -0.00% |
| NZD/USD 01/20/2021 BANKAM | -0.00% |
| NZD/USD 01/20/2021 GSFX | -0.00% |
| AUD/USD 01/20/2021 PSBS | -0.00% |
| AUD/USD 01/20/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 JP | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | -0.00% |
| EUR/USD 12/16/2020 CITI | -0.00% |
| NZD/USD 01/20/2021 CITI | -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% |
| 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% |
| 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.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.02% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.02% |
| 1.15 R ISWP FWD US0003M P 12/16/2050 | -0.03% |
| 0.70 R ISWP FWD US0003M P 12/16/2030 | -0.03% |
| FNMA FN30 TBA UMBS 03.0000 12/01/2050 | -0.37% |
| S&P MID 400 EMINI DEC20 FAZ0 | -1.23% |
| GSGLPWDS P US0001M R 12/15/25 GS | -2.21% |
| US 10YR ULTRA FUT MAR21 UXYH1 | -3.07% |
| MSCI EAFE DEC20 MFSZ0 | -3.52% |
| S&P500 EMINI FUT DEC20 ESZ0 | -10.95% |
Portfolio composition as of 02/28/21
| U.S. Investment-grade bonds | 53.61% |
|---|---|
| U.S. large-cap equity | 24.99% |
| International equity | 7.45% |
| U.S. High-yield bonds | 5.49% |
| U.S. small- and mid-cap equity | 3.77% |
| Commodities | 3.23% |
| Emerging-markets equity | 1.47% |
Fixed income statistics as of 02/28/21
| Average effective maturity | 11.72 yrs. |
|---|---|
| Average effective duration | 3.63 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.