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, and Putnam Fixed Income Absolute Return 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
Skip to
Q4 2021 allocations
- Neutral on equities
- Reducing high yield to neutral
- Commodities back to neutral
Highlights
Objective
The fund seeks total return consistent with preservation of capital.
Strategy and process
- Global benchmarkThe fund starts with a globally diversified benchmark with more efficient exposures relative to a typical 30/70 benchmark.
- Tactical flexibilityThe managers have the ability to tilt overall equity and fixed-income allocations +/-15% and shift exposures within each asset class.
- Active implementationManagers proactively research and determine the most efficient implementation for each asset class.
Fund price |
Yesterday’s close | 52-week high | 52-week low |
|---|---|---|---|
| Net asset value |
$11.51
-0.26% | $-0.03 |
$12.19
09/02/21 |
$11.37
03/04/21 |
Fund facts as of 12/31/21
Total net assets
$1,072.22M
$1,072.22M
Turnover (fiscal year end)
380%
380%
Dividend frequency (view rate)
Monthly
Monthly
Number of holdings
2320
2320
Fiscal year-end
September
September
CUSIP / Fund code
746444801 / 1842
746444801 / 1842
Inception date
07/14/94
07/14/94
Category
Asset Allocation
Asset Allocation
Open to new investors
Ticker
PACYX
PACYX
Management team
Co-Chief Investment Officer, Global Asset Allocation
Co-Chief Investment Officer, Global Asset Allocation
Portfolio Manager
Co-Head of Global Asset Allocation
Co-Head of Global Asset Allocation
Bottom-up views drive multi-asset strategy
Jason Vaillancourt, CFA, Co-Head of Global Asset Allocation, discusses reasons to reduce equity, credit, and commodity allocations as year-end approaches.
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) |
Revisiting the rates conundrum
Bond bears expecting bad news in 2022 should think about the stubbornly low yields of the past two decades.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)
5.81%
Average 5-year annualized return
Total return (%) as of 12/31/21
Annual performance as of 12/31/21
Annualized Total return (%) as of 12/31/21
| Annualized performance | 1 yr. | 3 yrs. | 5 yrs. | 10 yrs. |
|---|---|---|---|---|
| Before sales charge | 5.96% | 9.41% | 6.59% | 6.70% |
| After sales charge | N/A | N/A | N/A | N/A |
| Bloomberg U.S. Aggregate Bond Index | -1.54% | 4.79% | 3.57% | 2.90% |
| Putnam Conservative Blended Benchmark | 5.84% | 10.73% | 7.73% | 6.79% |
Performance snapshot
| Before sales charge | After sales charge | ||
|---|---|---|---|
| 1 mt. as of 12/31/21 | 1.03% | - | |
| YTD as of 01/14/22 | -1.54% | - | |
Yield
| Distribution rate before sales charge as of 01/14/22 |
1.56% |
|---|---|
| Distribution rate after sales charge as of 01/14/22 |
1.56% |
| 30-day SEC yield as of 12/31/21 | 1.21% |
Risk-adjusted performance as of 11/30/21
| Sharpe ratio (3 yrs.) | 1.14 |
|---|
Volatility as of 11/30/21
| Standard deviation (3 yrs.) | 6.44% |
|---|
Fixed income statistics as of 11/30/21
| Average effective duration | 3.74 yrs. |
|---|
Lipper rankings as of 11/30/21
| Time period | Rank/Funds in category | Percentile ranking |
|---|---|---|
| 1 yr. | 151/321 | 47% |
| 3 yrs. | 117/295 | 40% |
| 5 yrs. | 102/277 | 37% |
| 10 yrs. | 35/187 | 19% |
Morningstar Ratings™ as of 11/30/21
| Time period | Funds in category | Morningstar Rating™ |
|---|---|---|
| Overall | 465 | |
| 3 yrs. | 465 | |
| 5 yrs. | 423 | |
| 10 yrs. | 274 |
Distributions
| Record/Ex dividend date | 12/16/21 |
|---|---|
| Payable date | 12/20/21 |
| Income | $0.015 |
| Extra income | -- |
| Short-term cap. gain | $0.205 |
| Long-term cap. gain | $0.141 |
Lipper rankings are based on total return without sales charge relative to all share classes of funds with similar objectives as determined by Lipper. Past performance is not indicative of future results.
The Morningstar RatingTM for funds, or "star rating", is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-traded funds and open-ended mutual funds are considered a single population for comparative purposes. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its three-, five-, and 10-year (if applicable) Morningstar Rating metrics. The weights are: 100% three-year rating for 36-59 months of total returns, 60% five-year rating/40% three-year rating for 60-119 months of total returns, and 50% 10-year rating/30% five-year rating/20% three-year rating for 120 or more months of total returns. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating periods.
The up-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has risen. The ratio is calculated by dividing the manager’s returns by the returns of the index during the up-market, and multiplying that factor by 100. The down-market capture ratio is used to evaluate how well an investment manager performed relative to an index during periods when that index has dropped. The ratio is calculated by dividing the manager’s returns by the returns of the index during the down-market and multiplying that factor by 100.
Holdings
| Fnma Fn15 Tba Umbs 02.5000 12/01/2036 | 3.27% |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 12/01/2051 | 3.22% |
| Fnma Fn30 Tba Umbs 02.5000 12/01/2051 | 2.95% |
| Apple Inc Sedol 2046251 | 2.58% |
| Microsoft Corp Sedol 2588173 | 2.54% |
| Gnma Gii30 Tba 03.0000 12/01/2051 | 2.02% |
| Amazon.Com Inc Sedol 2000019 | 1.62% |
| Nvidia Corp Sedol 2379504 | 1.34% |
| Alphabet Inc-Cl A Sedol Byvy8g0 | 1.26% |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | 1.10% |
| Top 10 holdings, percent of portfolio | 21.90% |
| Top 10 holdings as of 11/30/21 | |
|---|---|
| Fnma Fn15 Tba Umbs 02.5000 12/01/2036 | |
| Fnma Fn30 Tba Umbs 03.5000 12/01/2051 | |
| Fnma Fn30 Tba Umbs 02.5000 12/01/2051 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Gnma Gii30 Tba 03.0000 12/01/2051 | |
| Amazon.Com Inc Sedol 2000019 | |
| Nvidia Corp Sedol 2379504 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| Holdings represent 21.90% of portfolio | |
| Top 10 holdings as of 10/31/21 | |
|---|---|
| Fnma Fn15 Tba Umbs 02.5000 11/01/2036 | |
| Fnma Fn30 Tba Umbs 03.5000 11/01/2051 | |
| Microsoft Corp Sedol 2588173 | |
| Apple Inc Sedol 2046251 | |
| Fnma Fn30 Tba Umbs 02.5000 11/01/2051 | |
| Gnma Gii30 Tba 03.0000 11/01/2051 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Nvidia Corp Sedol 2379504 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| Holdings represent 20.97% of portfolio | |
| Top 10 holdings as of 09/30/21 | |
|---|---|
| Fnma Fn30 Tba Umbs 03.5000 10/01/2051 | |
| Fnma Fn15 Tba Umbs 02.5000 10/01/2036 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn30 Tba Umbs 02.5000 11/01/2051 | |
| Gnma Gii30 Tba 03.0000 10/01/2051 | |
| Amazon.Com Inc Sedol 2000019 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| Jpmorgan Chase & Co Sedol 2190385 | |
| Holdings represent 20.55% of portfolio | |
| Top 10 holdings as of 08/31/21 | |
|---|---|
| Fnma Fn15 Tba Umbs 02.5000 09/01/2036 | |
| Apple Inc Sedol 2046251 | |
| Microsoft Corp Sedol 2588173 | |
| Fnma Fn30 Tba Umbs 03.5000 09/01/2051 | |
| Amazon.Com Inc Sedol 2000019 | |
| Gnma Gii30 Tba 03.0000 09/01/2051 | |
| Alphabet Inc-Cl A Sedol Byvy8g0 | |
| Gnma Gii30 Ma6766 03.0000 07/20/2050 | |
| Nvidia Corp Sedol 2379504 | |
| Fnma Fn30 Ca8525 Umbs 02.5000 12/01/2050 | |
| Holdings represent 18.23% of portfolio | |
| US ULTRA BOND CBT MAR22 WNH2 | 4.60% |
|---|---|
| US 2YR NOTE (CBT) MAR22 TUH2 | 4.17% |
| US 10YR NOTE (CBT)MAR22 TYH2 | 3.80% |
| FNMA FN15 TBA UMBS 02.5000 01/01/2037 | 3.28% |
| FNMA FN30 TBA UMBS 02.5000 02/01/2052 | 2.94% |
| APPLE INC SEDOL 2046251 | 2.38% |
| GSGLPWDL R SOFRRATE P 12/15/25 GS | 2.24% |
| US LONG BOND(CBT) MAR22 USH2 | 2.17% |
| MICROSOFT CORP SEDOL 2588173 | 2.04% |
| GNMA GII30 TBA 03.0000 01/01/2052 | 2.03% |
| FNMA FN30 TBA UMBS 03.5000 02/01/2052 | 1.57% |
| FNMA FN30 TBA UMBS 03.5000 01/01/2052 | 1.38% |
| AMAZON.COM INC SEDOL 2000019 | 1.30% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.29% |
| NVIDIA CORP SEDOL 2379504 | 1.06% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.05% |
| TREASURY BILL 00.0000 04/21/2022 | 1.04% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.94% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.89% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.83% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.81% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.70% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.65% |
| QUALCOMM INC SEDOL 2714923 | 0.61% |
| INTUIT INC SEDOL 2459020 | 0.60% |
| WALMART INC SEDOL 2936921 | 0.57% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.55% |
| CITIGROUP INC SEDOL 2297907 | 0.54% |
| TREASURY BILL 00.0000 02/17/2022 | 0.53% |
| ADOBE INC SEDOL 2008154 | 0.49% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.46% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.43% |
| TARGET CORP SEDOL 2259101 | 0.42% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.41% |
| META PLATFORMS INC-CLASS A SEDOL B7TL820 | 0.41% |
| TREASURY BILL 00.0000 03/17/2022 | 0.41% |
| FNMA FN30 TBA UMBS 06.0000 01/01/2052 | 0.40% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 0.40% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.39% |
| TESLA INC SEDOL B616C79 | 0.38% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.38% |
| MERCK & CO. INC. SEDOL 2778844 | 0.37% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.37% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.36% |
| FORD MOTOR CO SEDOL 2615468 | 0.36% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.35% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.34% |
| MCKESSON CORP SEDOL 2378534 | 0.33% |
| EXELON CORP SEDOL 2670519 | 0.33% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.32% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.32% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.31% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.31% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.30% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.29% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.29% |
| FNMA FN30 BT7180 UMBS 02.5000 08/01/2051 | 0.28% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.27% |
| E-MINI RUSS 2000 MAR22 RTYH2 | 0.27% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.27% |
| ABBVIE INC 03.2000 11/21/2029 | 0.26% |
| FORTINET INC SEDOL B5B2106 | 0.26% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.25% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.25% |
| ABBVIE INC SEDOL B92SR70 | 0.24% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.24% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.24% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.24% |
| TJX COMPANIES INC SEDOL 2989301 | 0.24% |
| METLIFE INC SEDOL 2573209 | 0.24% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.23% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.23% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.23% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.23% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.22% |
| AT&T INC 02.5500 12/01/2033 | 0.22% |
| DEERE & CO SEDOL 2261203 | 0.22% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.22% |
| MCDONALD'S CORP SEDOL 2550707 | 0.22% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.22% |
| BANK OF AMERICA CORP 01.7340 07/22/2027 | 0.22% |
| CSX CORP SEDOL 2160753 | 0.22% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.22% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.21% |
| SONY GROUP CORP SEDOL 6821506 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.20% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.20% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.20% |
| SYNOPSYS INC SEDOL 2867719 | 0.20% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.20% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.19% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.19% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.19% |
| DANAHER CORP SEDOL 2250870 | 0.19% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.19% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.19% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.18% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.18% |
| CRH PLC SEDOL 4182249 | 0.18% |
| MASTERCARD INC - A SEDOL B121557 | 0.18% |
| AT&T INC 03.5500 09/15/2055 | 0.18% |
| DIAGEO PLC SEDOL 0237400 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.18% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.18% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.17% |
| APPLE INC 04.2500 02/09/2047 | 0.16% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.16% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.16% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.16% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.16% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.16% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.16% |
| CDX CDX.NA.IG.37 100.0 12/20/2026 | 0.16% |
| GARTNER INC SEDOL 2372763 | 0.16% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.15% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.15% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.15% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.15% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.15% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.15% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.15% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.14% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.14% |
| HOYA CORP SEDOL 6441506 | 0.14% |
| ANTHEM INC SEDOL BSPHGL4 | 0.14% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.14% |
| VERIZON COMM 04.3290 09/21/2028 | 0.14% |
| MERCK KGAA SEDOL 4741844 | 0.14% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.14% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| PEPSICO INC SEDOL 2681511 | 0.14% |
| ROKU INC SEDOL BZ1LFG7 | 0.13% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.13% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.13% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.13% |
| MODERNA INC SEDOL BGSXTS3 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| TREASURY BILL 00.0000 04/07/2022 | 0.13% |
| TREASURY BILL 00.0000 05/19/2022 | 0.13% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.13% |
| CUMMINS INC SEDOL 2240202 | 0.13% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.13% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.13% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.13% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.13% |
| NIKE INC -CL B SEDOL 2640147 | 0.13% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.12% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.12% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.12% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.12% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.12% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.12% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.12% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| AXA SA SEDOL 7088429 | 0.12% |
| STACR 2018-HRP2 M3AS 01.1028 02/25/2047 | 0.12% |
| BRENNTAG SE SEDOL B4YVF56 | 0.12% |
| BIOGEN INC SEDOL 2455965 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.12% |
| CONOCOPHILLIPS | 0.12% |
| STACR 2016-DNA2 M3 04.7528 10/25/2028 | 0.12% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.12% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.12% |
| UNIVERSAL MUSIC GROUP NV SEDOL BNZGVV1 | 0.12% |
| CAPGEMINI SE SEDOL 4163437 | 0.11% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.11% |
| CHEVRON CORP | 0.11% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.11% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.11% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.11% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.11% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.11% |
| TAPESTRY INC SEDOL BF09HX3 | 0.11% |
| INCYTE CORP | 0.11% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.11% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.11% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.11% |
| PULTEGROUP INC SEDOL 2708841 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| COPART INC SEDOL 2208073 | 0.11% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.11% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.11% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.11% |
| ORACLE CORP 04.0000 11/15/2047 | 0.11% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.11% |
| CORTEVA INC SEDOL BK73B42 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.10% |
| NRG ENERGY INC SEDOL 2212922 | 0.10% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 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% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.10% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.10% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.10% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.10% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.10% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 01/01/2052 | 0.10% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.10% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| MARVELL TECHNOLOGY INC SEDOL BNKJSM5 | 0.10% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.10% |
| AES CORP SEDOL 2002479 | 0.10% |
| AMETEK INC SEDOL 2089212 | 0.10% |
| ASML HOLDING NV SEDOL B929F46 | 0.10% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.09% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.09% |
| STARBUCKS CORP SEDOL 2842255 | 0.09% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.09% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| CAS 2016-C04 1M2 04.3528 01/25/2029 | 0.09% |
| GARMIN LTD SEDOL B3Z5T14 | 0.09% |
| SERVICENOW INC SEDOL B80NXX8 | 0.09% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.09% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.09% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.09% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.09% |
| HOME DEPOT INC SEDOL 2434209 | 0.09% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.09% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.09% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.09% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.09% |
| CANADIAN PACIFIC RAILWAY USD 01.7500 12/02/2026 | 0.09% |
| ELI LILLY & CO SEDOL 2516152 | 0.09% |
| FNR 2021-67 DI IO 04.0000 10/25/2051 | 0.09% |
| L OREAL SEDOL 4057808 | 0.09% |
| US BANCORP 02.4910 11/03/2036 | 0.09% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.09% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.09% |
| SNOWFLAKE INC-CLASS A SEDOL BN134B7 | 0.09% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.09% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.09% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.09% |
| GSMS 2014-GC22 C 04.6889 06/10/2047 | 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% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.08% |
| PETROLEOS MEXICANOS P/P 144A 06.7000 02/16/2032 | 0.08% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.08% |
| APPLE INC 00.7500 05/11/2023 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.08% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| CUBESMART SEDOL B6SW913 | 0.08% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.08% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.08% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.08% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.08% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.08% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.08% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.08% |
| LINDE PLC SEDOL BYWD9S5 | 0.08% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.08% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.08% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.08% |
| EATON CORP PLC SEDOL B8KQN82 | 0.08% |
| ORACLE CORP 02.5000 10/15/2022 | 0.08% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.08% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.08% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.08% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.08% |
| NESTLE SA-REG SEDOL 7123870 | 0.08% |
| ORACLE CORP SEDOL 2661568 | 0.08% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.08% |
| RIO TINTO PLC SEDOL 0718875 | 0.08% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.08% |
| DBUBS 2011-LC3A D 144A 05.3652 08/10/2044 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.08% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.08% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.07% |
| CAS 2015-C04 1M2 05.8028 04/25/2028 | 0.07% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| BOEING CO 05.9300 05/01/2060 | 0.07% |
| FHR 5127 AI IO 03.0000 06/25/2051 | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| AMERISOURCEBERGEN CORP | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.07% |
| FHR 5094 AI IO 03.0000 04/25/2041 | 0.07% |
| MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.07% |
| CAS 2015-C04 2M2 05.6528 04/25/2028 | 0.07% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.07% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.07% |
| COMCAST CORP 02.3500 01/15/2027 | 0.07% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.07% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.1657 04/20/2048 | 0.07% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.07% |
| UBS GROUP AG-REG SEDOL BRJL176 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| BMARK 2018-B7 AM 04.7410 05/15/2053 | 0.07% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.07% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.07% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.07% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.07% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.07% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.07% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% |
| WESFARMERS LTD SEDOL 6948836 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.07% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.07% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.07% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.07% |
| FHR 4326 GS IO 05.9403 04/15/2044 | 0.07% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.07% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.07% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.07% |
| TEXTRON INC SEDOL 2885937 | 0.07% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.06% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.06% |
| CAS 2016-C01 1M2 06.8528 08/25/2028 | 0.06% |
| CAS 2017-C01 1M2 03.6528 07/25/2029 | 0.06% |
| DEXCOM INC SEDOL B0796X4 | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.06% |
| NINTENDO CO LTD SEDOL 6639550 | 0.06% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.06% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.06% |
| THALES SA SEDOL 4162791 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.06% |
| FHR 5152 IE IO 03.5000 10/25/2051 | 0.06% |
| FHR 5162 HI IO 04.0000 11/25/2051 | 0.06% |
| FNR 2021-28 GI IO 04.0000 05/25/2051 | 0.06% |
| KDDI CORP SEDOL 6248990 | 0.06% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.06% |
| MINEBEA CO LTD SEDOL 6642406 | 0.06% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| LENNAR CORP 04.7500 11/29/2027 | 0.06% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.06% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.06% |
| SSE PLC SEDOL 0790873 | 0.06% |
| STELLANTIS NV SEDOL BMD8F98 | 0.06% |
| BNP PARIBAS SEDOL 7309681 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| CSAIL 2015-C1 C 04.2612 04/15/2050 | 0.06% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.06% |
| HCA INC 03.5000 07/15/2051 | 0.06% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.06% |
| MORGAN STANLEY | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.06% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.06% |
| UNITED RENTALS INC SEDOL 2134781 | 0.06% |
| AFLAC INC SEDOL 2026361 | 0.06% |
| ALLSTATE CORP SEDOL 2019952 | 0.06% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| EQUINOR ASA SEDOL 7133608 | 0.06% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.06% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.06% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| AGCO CORP SEDOL 2010278 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| ATHENE GLOBAL FU P/P 144A 01.9850 08/19/2028 | 0.06% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.06% |
| FNR 2017-69 SG IO 06.0481 09/25/2047 | 0.06% |
| GNR 2016-H16 LI IO 02.1356 07/20/2066 | 0.06% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.06% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.06% |
| WFRBS 2013-C11 C 04.1830 03/15/2045 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| ARAMARK SEDOL BH3XG17 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| FORTUM OYJ SEDOL 5579550 | 0.06% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.06% |
| SANOFI SEDOL 5671735 | 0.06% |
| SPST 2021-16 A1 00.7124 11/07/2022 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| FHR 5134 IB IO 04.0000 08/25/2051 | 0.06% |
| FWD 2019-INV1 A3 03.1100 06/25/2049 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| TELSTRA CORP LTD SEDOL 6087289 | 0.06% |
| AT&T INC SEDOL 2831811 | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.06% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.06% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.06% |
| ENTAIN PLC SEDOL B5VQMV6 | 0.06% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.06% |
| FHR 5167 IO IO 03.0000 11/25/2051 | 0.06% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.06% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.06% |
| MSC 2007-IQ15 C 144A 06.1865 06/11/2049 | 0.06% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.06% |
| ABN AMRO BANK NV P/P 144A 03.3240 03/13/2037 | 0.06% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.06% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.06% |
| APID 2015-23A AR 144A 01.3438 04/15/2033 | 0.06% |
| CAS 2016-C05 2M2 04.5528 01/25/2029 | 0.06% |
| CFMT 2021-HB7 M2 02.6791 10/27/2031 | 0.06% |
| COMM 2010-C1 D 144A 05.9867 07/10/2046 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| CROWN HOLDINGS INC | 0.06% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.06% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.06% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.06% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.06% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| FNR 2019-43 SC IO 05.9981 08/25/2049 | 0.06% |
| ICON PLC SEDOL B94G471 | 0.06% |
| MRAIT 2021-EBO1 A2X 01.8493 04/15/2022 | 0.06% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.06% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.06% |
| BP PLC SEDOL 0798059 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.05% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.05% |
| JERONIMO MARTINS SEDOL B1Y1SQ7 | 0.05% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.05% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.05% |
| SPST 2021-10 A 00.8519 08/08/2022 | 0.05% |
| SPST 2021-6 A 00.9019 04/25/2022 | 0.05% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.05% |
| UBSCM 2012-C1 C 144A 05.5168 05/10/2045 | 0.05% |
| BF0101 03.5000 06/01/2056 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| FHR 5170 CI IO 05.5000 05/25/2044 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| HUNTINGTON BANCSHARE P/P 144A 02.4870 08/15/2036 | 0.05% |
| MRAIT 2021-11 A1X 01.2598 01/25/2022 | 0.05% |
| MRAIT 2021-EBO4 A1X 01.8493 02/16/2022 | 0.05% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.05% |
| PFIZER INC. 03.0000 12/15/2026 | 0.05% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.05% |
| TREASURY BILL 00.0000 03/24/2022 | 0.05% |
| ABBVIE INC 03.8000 03/15/2025 | 0.05% |
| BRUNSWICK CORP SEDOL 2149309 | 0.05% |
| CEDF 2013-1A ARR 144A 01.2115 04/20/2034 | 0.05% |
| COMM 2013-CR13 C 04.8808 11/10/2046 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| FNR 2021-45 MI IO 02.5000 02/25/2049 | 0.05% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.05% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.05% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.05% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.05% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.05% |
| FNR 2021-28 NI IO 03.0000 05/25/2041 | 0.05% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.05% |
| HLSY 2019-1A A1A1 144A 01.4815 01/20/2033 | 0.05% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.05% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.05% |
| APPLE INC. 03.8500 05/04/2043 | 0.05% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.05% |
| HALLIBURTON CO SEDOL 2405302 | 0.05% |
| MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.05% |
| NETFLIX INC 04.3750 11/15/2026 | 0.05% |
| STATE STREET CORP SEDOL 2842040 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.05% |
| DANAHER CORP 05.0000 CV PFD | 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% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| CAS 2016-C02 1M2 06.1028 09/25/2028 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.05% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.05% |
| LPL FINANCIAL HOLDINGS INC SEDOL B75JX34 | 0.05% |
| ORACLE CORP 03.6500 03/25/2041 | 0.05% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.05% |
| SLM CORP | 0.05% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.05% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| CECLO 2020-29A AR 144A 01.3244 10/20/2034 | 0.05% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.05% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.05% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.05% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.05% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.05% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.05% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.05% |
| ABBSL 2021-2A A 144A 01.2238 04/15/2034 | 0.05% |
| ARES 2016-41A AR2 144A 01.1938 04/15/2034 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| FHR 5142 AI IO 03.5000 09/25/2051 | 0.05% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.05% |
| MRAIT 2020-11 A1X 01.8098 04/22/2022 | 0.05% |
| MRAIT 2021-NA1 A1X 01.5993 03/08/2022 | 0.05% |
| NIAPK 2019-1A AR P/P 144A 01.1223 07/17/2032 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.05% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.05% |
| VONTIER CORP SEDOL BH4GV32 | 0.05% |
| BOOKING HOLDINGS INC 04.6250 04/13/2030 | 0.04% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.04% |
| BROADCOM INC 04.1500 11/15/2030 | 0.04% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.04% |
| EAST WEST BANCORP INC SEDOL 2487407 | 0.04% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| STACR 2018-DNA3 M2 02.2028 09/25/2048 | 0.04% |
| AMEREN CORPORATION SEDOL 2050832 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| AXON ENTERPRISE INC SEDOL BDT5S35 | 0.04% |
| BMIR 2019-4A M1C 144A 02.6019 10/25/2029 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| CDX CDX.NA.HY.37 500.0 12/20/2026 | 0.04% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.04% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.04% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.04% |
| NETFLIX INC SEDOL 2857817 | 0.04% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| STACR 2017-DNA3 M2AS 01.2028 03/25/2030 | 0.04% |
| SVB FINANCIAL GROUP SEDOL 2808053 | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.04% |
| ZAIS 2019-13A A1A 144A 01.6138 07/15/2032 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.04% |
| CAS 2016-C07 2M2 04.4528 05/25/2029 | 0.04% |
| GWOLF 2015-1A A1R 144A 01.2839 01/27/2031 | 0.04% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.04% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.04% |
| VIATRIS INC 02.3000 06/22/2027 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| AWPT 2014-2A A1R 144A 01.3538 10/15/2029 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| COMM 2015-LC19 C 04.2311 02/10/2048 | 0.04% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| PANDORA A/S SEDOL B44XTX8 | 0.04% |
| STACR 2021-DNA2 M2 02.3497 08/25/2033 | 0.04% |
| TRNTS 2021-16A A1 144A 01.3115 07/20/2034 | 0.04% |
| ABB LTD-REG SEDOL 7108899 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.04% |
| BLOCK INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| MWST 2021-2 A 00.8519 04/25/2055 | 0.04% |
| SGS SA-REG SEDOL 4824778 | 0.04% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CSAIL 2020-C19 XA IO 01.1153 03/15/2053 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.04% |
| FHR 5010 IA IO 03.5000 09/25/2050 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.04% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.04% |
| UNICREDIT SPA SEDOL BYMXPS7 | 0.04% |
| WR BERKLEY CORP SEDOL 2093644 | 0.04% |
| EMERSON ELECTRIC CO SEDOL 2313405 | 0.04% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.04% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.04% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.04% |
| MSBAM 2012-C5 E 144A 04.6358 08/15/2045 | 0.04% |
| RAD 2021-10A A P/P 144A 01.3300 04/23/2034 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| CAS 2016-C01 2M2 07.0528 08/25/2028 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.1863 12/15/2047 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| CWALT 2006-OA10 4A1 00.4819 08/25/2046 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| FNR 2021-65 LI IO 03.5000 10/25/2051 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| OPAP SA SEDOL 7107250 | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.04% |
| TERRIER MEDIA BUYER IN L+350 03.6043 12/17/2026 | 0.04% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.04% |
| BANK 2019-BN22 C 03.4612 11/15/2062 | 0.04% |
| BLACK 2021-1A A1A 144A 01.4515 11/22/2034 | 0.04% |
| BXMT 2021-FL4 A P/P 144A 01.1598 05/15/2038 | 0.04% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| SHIMADZU CORP SEDOL 6804369 | 0.04% |
| STACR 2016-DNA1 M3 05.6528 07/25/2028 | 0.04% |
| STACR 2016-DNA3 M3 05.1028 12/25/2028 | 0.04% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| VIBR 2018-8A A1A 144A 01.2715 01/20/2031 | 0.04% |
| ZOZO INC SEDOL B292RC1 | 0.04% |
| AMADEUS IT GROUP SA SEDOL B3MSM28 | 0.04% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| DRSLF 2020-78A A 144A 01.3023 04/17/2033 | 0.04% |
| FHMS K131 X1 IO 00.7294 07/25/2031 | 0.04% |
| JPMBB 2013-C12 C 04.0984 07/15/2045 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.04% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.04% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| 3I GROUP PLC SEDOL B1YW440 | 0.04% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.04% |
| AREIT 2021-CRE5 A 144A 01.1898 07/17/2026 | 0.04% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| COSTCO WHOLESALE CORP SEDOL 2701271 | 0.04% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.04% |
| EIFFAGE SEDOL B13X013 | 0.04% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.04% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.04% |
| KEYCORP SEDOL 2490911 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.04% |
| CAS 2016-C06 1M2 04.3528 04/25/2029 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| FUJITSU LTD SEDOL 6356945 | 0.03% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.03% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.03% |
| MONCLER SPA SEDOL BGLP232 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.03% |
| WFCM 2013-LC12 C 04.3055 07/15/2046 | 0.03% |
| CAS 2020-R01 1M2 02.1528 01/25/2040 | 0.03% |
| ELMW4 2020-1A A 144A 01.3638 04/15/2033 | 0.03% |
| GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.03% |
| GLP CAPITAL LP / FIN II 03.2500 01/15/2032 | 0.03% |
| INGERSOLL-RAND INC SEDOL BL5GZ82 | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| LBMLT 2004-1 A2 00.9019 02/25/2034 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| SPST 2021-WL2 A 00.8019 03/25/2054 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| SAMI 2007-AR7 1A1 00.9519 05/25/2047 | 0.03% |
| SQUARE ENIX HOLDINGS CO LTD SEDOL 6309262 | 0.03% |
| AREIT 2020-CRE4 C 144A 03.2725 04/15/2037 | 0.03% |
| AUD/USD 01/19/2022 SSBT | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.03% |
| NORDSON CORP SEDOL 2641838 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| SK TELECOM SEDOL 6224871 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.03% |
| ABCAM PLC SEDOL B677469 | 0.03% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.03% |
| CAE INC SEDOL 2162760 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.03% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.03% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.03% |
| GSMS 2010-C1 D 144A 05.9889 08/10/2043 | 0.03% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MSBAM 2014-C17 C 04.4799 08/15/2047 | 0.03% |
| OMRON CORP SEDOL 6659428 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| RRAM 2020-12A AAR2 144A 01.4838 01/15/2036 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.03% |
| SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.03% |
| STACR 2018-HRP2 M3 02.5028 02/25/2047 | 0.03% |
| TPAT 2018-SL1 A 144A 00.7028 01/25/2046 | 0.03% |
| WFRBS 2011-C3 D 144A 05.4246 03/15/2044 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| APPLE INC 02.8000 02/08/2061 | 0.03% |
| BIO-TECHNE CORP SEDOL BSHZ3Q0 | 0.03% |
| COMM 2015-LC21 B 04.3338 07/10/2048 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.03% |
| GNMA GII30 MA6153 03.0000 09/20/2049 | 0.03% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.03% |
| MSBAM 2014-C14 C 05.0494 02/15/2047 | 0.03% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| 1.60 R ISWP FWD SOFRRATE P 03/16/2052 | 0.03% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| CIRRUS LOGIC INC SEDOL 2197308 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| GNMA GII30 MA7313 03.0000 04/20/2051 | 0.03% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.03% |
| MSBAM 2013-C8 B 03.5250 12/15/2048 | 0.03% |
| PSTAT 2021-3A A1 144A 00.9710 07/20/2029 | 0.03% |
| PSTAT 2021-4A A1 144A 00.9279 10/15/2029 | 0.03% |
| PUBLIC STORAGE SEDOL 2852533 | 0.03% |
| SNDPT 2021-1A A 144A 01.1939 04/25/2034 | 0.03% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.03% |
| AHM 2007-1 GA1C 00.2919 05/25/2047 | 0.03% |
| BANK 2017-BNK8 B 03.9254 11/15/2050 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| COMM 2015-DC1 AM 03.7240 02/10/2048 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| GETINGE AB-B SHS SEDOL 7698356 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| NATIONAL INSTRUMENTS CORP SEDOL 2645078 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| ROSS STORES INC SEDOL 2746711 | 0.03% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.03% |
| SHACK 2017-11A AR 144A 01.2460 08/15/2030 | 0.03% |
| STACR 2017-DNA2 M2 03.5528 10/25/2029 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| WFRBS 2012-C9 D 144A 04.8087 11/15/2045 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.03% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.03% |
| CGCMT 2014-GC19 D 144A 05.0907 03/10/2047 | 0.03% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.03% |
| CSAIL 2015-C2 AS 03.8490 06/15/2057 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| CWALT 2005-59 1A1 00.7625 11/20/2035 | 0.03% |
| CWALT 2006-OA7 1A2 01.0220 06/25/2046 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.03% |
| LEGRAND SA SEDOL B11ZRK9 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| PFP 2021-8 AS 144A 01.3586 08/09/2037 | 0.03% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.03% |
| UNUM GROUP SEDOL 2433842 | 0.03% |
| VERIZON COMMUNICATIONS 01.7500 01/20/2031 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| WAMU 2005-AR12 1A8 02.8328 10/25/2035 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.03% |
| WFCM 2016-LC25 AS 03.8718 12/15/2059 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| CSAIL 2016-C7 AS 03.9579 11/15/2049 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.02% |
| EDF SEDOL B0NJJ17 | 0.02% |
| ELMW2 2019-2A AR 144A 01.2815 04/20/2034 | 0.02% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.02% |
| MSBAM 2012-C6 D 144A 04.5976 11/15/2045 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| REG18 2021-1A A1 144A 01.2238 01/15/2034 | 0.02% |
| SWEDISH MATCH AB SEDOL BP09MR2 | 0.02% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.02% |
| TORO CO SEDOL 2897040 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.02% |
| DOVER CORP SEDOL 2278407 | 0.02% |
| EOG RESOURCES INC SEDOL 2318024 | 0.02% |
| ITOCHU CORP SEDOL 6467803 | 0.02% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OAKCL 2021-1A A1 144A 01.2838 07/15/2034 | 0.02% |
| OXFORD NANOPORE TECHNOLOGIES SEDOL BP6S8Z3 | 0.02% |
| PPSI 2004-WCW2 M3 01.1519 10/25/2034 | 0.02% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.02% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.02% |
| SNDPT 2020-1A AR 144A 01.3015 07/20/2034 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| WFCM 2013-LC12 AS 04.3055 07/15/2046 | 0.02% |
| AIGIM 2019-2A AR P/P 144A 10/25/2033 | 0.02% |
| AIMCO 2021-14A A 144A 01.1215 04/20/2034 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| APID 2021-35A A 144A 01.1815 04/20/2034 | 0.02% |
| ARES 2021-60A A 144A 01.2423 07/18/2034 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| BSP 2018-5BA A1A 144A 01.2215 04/20/2031 | 0.02% |
| CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.02% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CGMS 2017-1A A1R 144A 01.1315 04/20/2031 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMM 2014-CR18 C 04.7493 07/15/2047 | 0.02% |
| DEN17 2018-1A AR 144A 01.1838 10/15/2031 | 0.02% |
| ELMW5 2020-2A AR 144A 01.2815 10/20/2034 | 0.02% |
| GALXY 2017-23A AR 144A 00.9939 04/24/2029 | 0.02% |
| GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.02% |
| GEA GROUP AG SEDOL 4557104 | 0.02% |
| GUGG4 2016-1A A1S1 144A 01.3538 10/15/2031 | 0.02% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| LOGN1 2021-1A A 144A 01.3125 07/20/2034 | 0.02% |
| MAGNE 2020-26A A1R 144A 01.2102 07/25/2034 | 0.02% |
| MITSUBISHI ELECTRIC CORP SEDOL 6597045 | 0.02% |
| MORGN 2021-7A A 144A 01.1939 04/23/2034 | 0.02% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.02% |
| NEW YORK TIMES CO-A SEDOL 2632003 | 0.02% |
| OCP 2020-19A AR 144A 01.2815 10/20/2034 | 0.02% |
| OCT48 2020-3A AR 144A 01.2769 10/20/2034 | 0.02% |
| OZLM 2015-11A A1R 144A 01.3816 10/30/2030 | 0.02% |
| PAIA 2018-1A A1AR 144A 01.1315 10/20/2031 | 0.02% |
| RAYTHEON TECH CORP 04.8750 10/15/2040 | 0.02% |
| RSRVA 2016-3A ARR 144A 01.1823 01/18/2034 | 0.02% |
| SNDPT 2019-2A AR 144A 01.2938 07/15/2034 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| VMWARE INC 02.2000 08/15/2031 | 0.02% |
| WINDR 2013-1A A1RR 144A 01.1115 07/20/2030 | 0.02% |
| WOODS 2018-17A A 144A 01.1883 04/22/2031 | 0.02% |
| 3M CO | 0.02% |
| AIR LEASE CORP 02.1000 09/01/2028 | 0.02% |
| BBCMS 2019-C3 C 04.1780 05/15/2052 | 0.02% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.02% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DONALDSON CO INC SEDOL 2276467 | 0.02% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.02% |
| INTEL CORP SEDOL 2463247 | 0.02% |
| JD SPORTS FASHION PLC SEDOL BM8Q5M0 | 0.02% |
| JPMBB 2013-C12 B 04.0984 07/15/2045 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| PFWST 2021-1 A 00.8019 02/25/2055 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.02% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.02% |
| AMGEN INC SEDOL 2023607 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.02% |
| AUTONATION INC 02.4000 08/01/2031 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BANK 2019-BN20 XA IO 00.8333 09/15/2062 | 0.02% |
| BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.02% |
| BBCMS 2021-C11 D 144A 02.0000 09/15/2054 | 0.02% |
| CAS 2017-C06 2M2 02.9028 02/25/2030 | 0.02% |
| CATERPILLAR INC SEDOL 2180201 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| DOW INC SEDOL BHXCF84 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7379 08/10/2046 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| WESTROCK CO SEDOL BYR0914 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| WFCM 2019-C52 XA IO 01.5926 08/15/2052 | 0.02% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.02% |
| AMMST 2020-MF1 XA IO 144A 00.9657 05/15/2053 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/02/2025 | 0.02% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.02% |
| JPMCC 2013-C16 C 05.0056 12/15/2046 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| MCLO 2019-1A AANR 144A 01.4438 04/15/2032 | 0.02% |
| MWST 2020-1 A 01.0019 10/25/2053 | 0.02% |
| ORION OFFICE REIT INC SEDOL BLCY4W6 | 0.02% |
| PECF USS INTERMEDIAT P/P 144A 08.0000 11/15/2029 | 0.02% |
| REG20 2021-2A A P/P 144A 01.2438 10/15/2034 | 0.02% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.02% |
| SPST 2021-14 A1 00.7924 12/08/2022 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 05.1250 05/09/2029 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| WFCM 2016-BNK1 AS 02.8140 08/15/2049 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| CARLSBERG AS-B SEDOL 4169219 | 0.02% |
| CHARTER COMM OPT LLC/CAP 02.2500 01/15/2029 | 0.02% |
| CWALT 2006-OA19 A1 00.2839 02/20/2047 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| JPMBB 2014-C22 C 04.5526 09/15/2047 | 0.02% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.02% |
| MSBAM 2015-C24 B 04.3427 05/15/2048 | 0.02% |
| MSC 2011-C3 D 144A 05.0861 07/15/2049 | 0.02% |
| MSC 2016-UB12 AS 03.7780 12/15/2049 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| 1.40 R ISWP FWD SOFRRATE P 03/16/2032 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.02% |
| CSMC 2021-RPL7 A1 01.9260 07/27/2061 | 0.02% |
| DEXUS/AU SEDOL B033YN6 | 0.02% |
| EMIR 2018-1 M1 01.8019 11/25/2028 | 0.02% |
| FACTSET RESEARCH SYSTEMS INC SEDOL 2329770 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| HPA 2021-2 C 144A 02.4020 12/17/2026 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| JPMCC 2012-C6 E 144A 05.1223 05/15/2045 | 0.02% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| UNITED SITE PECF TLB L+425 05.0000 11/04/2028 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.02% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.02% |
| FHMS K740 X1 00.7584 09/25/2027 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.02% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| NEWZ 2021-1 A 00.8519 05/25/2055 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SCRT 2017-2 M1 04.0000 08/25/2056 | 0.02% |
| STACR 2016-HQA1 M3 06.4528 09/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.2528 11/25/2028 | 0.02% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.02% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.02% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.02% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.02% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.02% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| EVRAZ PLC SEDOL B71N6K8 | 0.02% |
| FHMS KW10 X1 IO 00.6488 09/25/2029 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| NVENT ELECTRIC PLC SEDOL BDVJJQ5 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.02% |
| POMEGRANATE MERGER S P/P 144A 09.7500 05/01/2023 | 0.02% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.02% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.02% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% |
| UBSCM 2018-C8 XA IO 00.8627 02/15/2051 | 0.02% |
| VERTIV TLB L+275 02.8519 03/02/2027 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.02% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.02% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.02% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.02% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.02% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.02% |
| CAS 2017-C01 1EB1 01.3528 07/25/2029 | 0.02% |
| CAS 2019-HRP1 M2 02.2528 11/25/2039 | 0.02% |
| CMLTI 2005-2 1A2A 02.7632 05/25/2035 | 0.02% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.02% |
| COMM 2013-CR9 D 144A 04.2785 07/10/2045 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.02% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GNMA GII30 MA6089 03.0000 08/20/2049 | 0.02% |
| GNMA GII30 MA6710 03.0000 06/20/2050 | 0.02% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| OT MERGER CORP P/P 144A 07.8750 10/15/2029 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.02% |
| QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.02% |
| REINSURANCE GROUP OF AMERICA SEDOL 2731193 | 0.02% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.02% |
| TMIR 2021-2 M1A P/P 144A 02.1519 10/25/2033 | 0.02% |
| UBSBB 2012-C2 D 144A 04.8854 05/10/2063 | 0.02% |
| VMC 2021-FL4 A P/P 144A 01.2039 06/16/2036 | 0.02% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.02% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.01% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| BSABS 2005-HE8 M3 02.0519 08/25/2035 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| E.ON SE SEDOL 4942904 | 0.01% |
| EASTGROUP PROPERTIES INC SEDOL 2455761 | 0.01% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| GNR 2016-H16 EI IO 02.1975 06/20/2066 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| IIDA GROUP HOLDINGS CO LTD SEDOL BFDTBS3 | 0.01% |
| JPMCC 2010-C2 C 144A 05.6942 11/15/2043 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| SAIA INC SEDOL 2982399 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| SUEZ SEDOL B3B8D04 | 0.01% |
| TENET HEALTHCARE CORP SEDOL B8DMK08 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% |
| UBSCM 2017-C7 XA IO 01.0149 12/15/2050 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WAMU 2005-AR11 A1B3 00.9019 08/25/2045 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 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% |
| AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.01% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-REG SEDOL 5962309 | 0.01% |
| CLUB CAR TL L+400 04.5000 06/01/2028 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GNMA GII30 MA7053 03.0000 12/20/2050 | 0.01% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.01% |
| GNR 2015-H25 BI IO 01.7418 10/20/2065 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.3544 03/28/2025 | 0.01% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| MACY'S INC SEDOL 2345022 | 0.01% |
| MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 0.01% |
| MCGRAW-HILL ED P/P 144A 08.0000 08/01/2029 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 05.3750 11/15/2029 | 0.01% |
| OVINTIV INC SEDOL BJ01KB6 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 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% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.01% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| WAMU 2004-AR13 A2B 00.9828 11/25/2034 | 0.01% |
| WAMU 2004-AR3 A2 02.5962 06/25/2034 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2013-LC12 D 144A 04.3055 07/15/2046 | 0.01% |
| WFCM 2016-LC25 XA IO 00.8359 12/15/2059 | 0.01% |
| AGILENT TECHNOLOGIES INC SEDOL 2520153 | 0.01% |
| AMN HEALTHCARE SERVICES INC | 0.01% |
| ANTERO RESOURCES CORP SEDOL BFD2WR8 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| ARROWHEAD PHARMACEUTICALS IN SEDOL BYQBFJ8 | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| BLOCK INC SEDOL BYNZGK1 | 0.01% |
| CALIX INC SEDOL B3S4L67 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CFCRE 2011-C2 D 144A 05.1863 12/15/2047 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.01% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| GENERAL ELECTRIC CO 03.5328 12/29/2049 | 0.01% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| INSPIRE MEDICAL SYSTEMS INC SEDOL BDT5KT5 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.01% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.01% |
| MAXLINEAR INC SEDOL B3RDWC8 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MWST 2020-2 A 00.9019 11/25/2053 | 0.01% |
| NMSG3 2021-1 A 00.8416 06/25/2054 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| RED ROCK RESORTS INC-CLASS A SEDOL BYY9947 | 0.01% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.01% |
| UNILEVER PLC SEDOL B10RZP7 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 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% |
| ARCBEST CORP SEDOL BLTFST7 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| ATKORE INC SEDOL BDHF495 | 0.01% |
| AXCELIS TECHNOLOGIES INC SEDOL BD420Q8 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CLARIV SCI HLD CORP P/P 144A 04.8750 07/01/2029 | 0.01% |
| COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.01% |
| COMM 2014-CR14 XA IO 00.5472 02/10/2047 | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| DCC PLC SEDOL 0242493 | 0.01% |
| ENCORE WIRE CORP SEDOL 2273446 | 0.01% |
| ESSENT GROUP LTD SEDOL BFWGXR8 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| FULGENT GENETICS INC SEDOL BYQBFQ5 | 0.01% |
| GOODYEAR TIRE & RUBBER CO SEDOL 2378200 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| INTERNATIONAL GAME TECHNOLOG SEDOL BVG7F06 | 0.01% |
| ITRON INC SEDOL 2471949 | 0.01% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.01% |
| KONTOOR BRANDS INC P/P 144A 04.1250 11/15/2029 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LANXESS AG SEDOL B05M8B7 | 0.01% |
| LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.01% |
| MACOM TECHNOLOGY SOLUTIONS H SEDOL B5B15Y5 | 0.01% |
| MIMECAST LTD SEDOL BYT5JK6 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NATIONAL STORAGE AFFILIATES SEDOL BWWCK85 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.01% |
| NITTO DENKO CORP SEDOL 6641801 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| PM GENERAL PURCHASER P/P 144A 09.5000 10/01/2028 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| SEMTECH CORP SEDOL 2795542 | 0.01% |
| SIGNET JEWELERS LTD SEDOL B3CTNK6 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| SPST 2021-WL1 A 00.7519 01/26/2054 | 0.01% |
| STAAR SURGICAL CO SEDOL 2836292 | 0.01% |
| STACR 2019-DNA1 M2 02.7528 01/25/2049 | 0.01% |
| SYNAPTICS INC SEDOL 2839268 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| VISTA OUTDOOR INC SEDOL BVGC697 | 0.01% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0619 07/25/2045 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| ALPHA & OMEGA SEMICONDUCTOR SEDOL B5Q3KZ2 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CALIFORNIA RESOURCES CORP SEDOL BMBK002 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| CUSTOMERS BANCORP INC SEDOL B6XHXY4 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| EXTREME NETWORKS INC SEDOL 2407052 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| IPSEN SEDOL B0R7JF1 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| KLEOPATRA HOLDINGS 2 REGS 06.5000 09/01/2026 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% |
| MR COOPER GROUP INC SEDOL BGHKHS1 | 0.01% |
| NAVIENT CORP SEDOL BLP5GX1 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| OUTFRONT MEDIA INC SEDOL BSP6611 | 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% |
| PENNYMAC FINANCIAL SERVICES SEDOL BGYTGH3 | 0.01% |
| PNM RESOURCES INC SEDOL 2707826 | 0.01% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RADIAN GROUP INC SEDOL 2173911 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| SKYLINE CHAMPION CORP SEDOL 2814005 | 0.01% |
| SM ENERGY CO SEDOL 2764188 | 0.01% |
| SONOS INC SEDOL BYWPZW7 | 0.01% |
| SPROUT SOCIAL INC - CLASS A SEDOL BKTNTS0 | 0.01% |
| SUNSTONE HOTEL INVESTORS INC SEDOL B034LG1 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.01% |
| TRI POINTE HOMES INC SEDOL B92CQF3 | 0.01% |
| TRINET GROUP INC SEDOL 2693914 | 0.01% |
| TRONOX HOLDINGS PLC- A SEDOL BJT16S6 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 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% |
| VIR BIOTECHNOLOGY INC SEDOL BK4PZ38 | 0.01% |
| VISTEON CORP SEDOL B4N0JJ6 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| ABERCROMBIE & FITCH CO-CL A SEDOL 2004185 | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AGL 2020-6A AR 144A 01.3315 07/20/2034 | 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 00.9628 09/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| CARGURUS INC SEDOL BF5D6S8 | 0.01% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.01% |
| CIT GROUP INC SEDOL B4Z73G0 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CODEXIS INC SEDOL B5LL2C2 | 0.01% |
| COMM 2014-UBS4 XA IO 01.0944 08/10/2047 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.01% |
| CUSHMAN & WAKEFIELD PLC SEDOL BFZ4N46 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DILLARDS INC-CL A SEDOL 2269768 | 0.01% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.01% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.01% |
| FHR 3065 DC 19.5308 03/15/2035 | 0.01% |
| FIRST BANCORP PUERTO RICO SEDOL 2296926 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| MATSON INC SEDOL B8GNC91 | 0.01% |
| MOZART DEBT MERGER S P/P 144A 05.2500 10/01/2029 | 0.01% |
| MSRR 2015-R4 CB1 00.9177 08/26/2047 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SALLY BEAUTY HOLDINGS INC SEDOL B1GZ005 | 0.01% |
| SAMI 2007-AR1 2A1 00.2819 01/25/2037 | 0.01% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% |
| SCSK CORP SEDOL 6858474 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2019-HQA1 M2 02.4528 02/25/2049 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TEREX CORP SEDOL 2884224 | 0.01% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| UNITED NATURAL FOODS INC SEDOL 2895163 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0815 08/15/2050 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.01% |
| ZENTALIS PHARMACEUTICALS INC SEDOL BMQ5T49 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AMC ENT INC TLB L+300 03.1031 04/22/2026 | 0.01% |
| AT&T INC 02.2500 02/01/2032 | 0.01% |
| BAFC 2005-B 3M1 00.7789 04/20/2035 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOISE CASCADE CO SEDOL B9BP4R1 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.01% |
| CAS 2014-C04 1M2 05.0028 11/25/2024 | 0.01% |
| CAS 2017-C01 1M2C 03.6528 07/25/2029 | 0.01% |
| CAS 2021-R02 2M1 00.9500 11/25/2041 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| CNO FINANCIAL GROUP INC SEDOL 2657750 | 0.01% |
| COMMVAULT SYSTEMS INC SEDOL B142B38 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| DOMO INC - CLASS B SEDOL BFZNZC5 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% |
| ESSENTIAL PROPERTIES REALTY SEDOL BFFK0X2 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.5440 12/01/2027 | 0.01% |
| GNMA GII30 AY4779 04.4840 03/20/2067 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| HMIR 2018-1 M1 144A 01.7019 10/25/2028 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMBB 2014-C19 C 04.6548 04/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| KORN FERRY SEDOL 2386849 | 0.01% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 05/15/2028 | 0.01% |
| LENDINGCLUB CORP SEDOL BK95GR4 | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MSAC 2004-HE6 M1 00.9269 08/25/2034 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NISSIN FOOD PRODUCTS CO LTD SEDOL 6641760 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| OPTION CARE HEALTH INC SEDOL BKM5C62 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+325 03.1026 06/30/2025 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PORTLAND GENERAL ELECTRIC CO SEDOL B125XQ6 | 0.01% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| RYOHIN KEIKAKU CO LTD SEDOL 6758455 | 0.01% |
| SELECT MEDICAL HOLDINGS CORP SEDOL B4MF0Q6 | 0.01% |
| SHOCKWAVE MEDICAL INC SEDOL BHLNZ89 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SMITH & WESSON BRANDS INC SEDOL BMYGG87 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| WFRBS 2011-C4 E 144A 04.8872 06/15/2044 | 0.01% |
| WFRBS 2013-C15 D 144A 04.5032 08/15/2046 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ADIENT TLB L+350 03.6043 04/01/2028 | 0.01% |
| AEROJET ROCKETDYNE HOLDINGS SEDOL BWD7PX9 | 0.01% |
| ALKERMES PLC SEDOL B3P6D26 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| ARRW 2019-1 A3 04.0100 01/25/2049 | 0.01% |
| ASCEND LEARNING LLC 2N L+575 06.2500 11/18/2029 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BLACK HILLS CORP SEDOL 2101741 | 0.01% |
| BLUEBIRD BIO INC SEDOL BBFL7S1 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BOTTOMLINE TECHNOLOGIES (DE) SEDOL 2389558 | 0.01% |
| BUMT 2005-1 1A1 00.7019 09/25/2045 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.01% |
| CAS 2017-C04 2ED1 00.7028 11/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8622 12/10/2047 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| COSTAR GROUP INC SEDOL 2262864 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| CS DISCO INC SEDOL BNLYJ93 | 0.01% |
| DENBURY INC SEDOL BMZQZL2 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| ENANTA PHARMACEUTICALS INC SEDOL B9L5200 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| FHR 3408 EK 25.3515 04/15/2037 | 0.01% |
| FNR 2006-8 HP 24.1931 03/25/2036 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BA7681 04.6520 06/20/2067 | 0.01% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% |
| HANCOCK WHITNEY CORP SEDOL 2415497 | 0.01% |
| HILLENBRAND INC SEDOL B2QGDP1 | 0.01% |
| HOUGHTON MIFFLIN HARCOURT CO SEDOL BGCBBK9 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| ITEOS THERAPEUTICS INC SEDOL BMWXFT4 | 0.01% |
| IVERIC BIO INC SEDOL BK8Y8K9 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| LIVERAMP HOLDINGS INC SEDOL BGLN838 | 0.01% |
| MLMI 2005-A2 A2 02.8339 02/25/2035 | 0.01% |
| MUELLER INDUSTRIES INC SEDOL 2609717 | 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 P/P 144A 04.4500 06/15/2029 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| REALOGY HOLDINGS CORP SEDOL B5T0CW1 | 0.01% |
| RELAY THERAPEUTICS INC SEDOL BN2R582 | 0.01% |
| RETAIL OPPORTUNITY INVESTMEN SEDOL B28YD08 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% |
| STACR 2020-HQA1 M2 02.0028 01/25/2050 | 0.01% |
| STACR 2021-HQA3 M1 00.8997 09/25/2041 | 0.01% |
| STANDARD IND INC P/P 144A 04.3750 07/15/2030 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% |
| UFP INDUSTRIES INC SEDOL BMQ60Q1 | 0.01% |
| ULTIMATE SOFTWARE GROU L+525 05.7500 05/03/2027 | 0.01% |
| UMB FINANCIAL CORP SEDOL 2918510 | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| A10 NETWORKS INC SEDOL BKQVBN6 | 0.01% |
| AGENUS INC SEDOL B58J3K4 | 0.01% |
| ALLETE INC SEDOL B02R1L6 | 0.01% |
| AMERICAN EQUITY INVT LIFE HL SEDOL 2191300 | 0.01% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.01% |
| APACHE CORP 05.1000 09/01/2040 | 0.01% |
| ASURION CORP 2N TLB4 L+525 05.3543 01/30/2029 | 0.01% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.01% |
| BENEFIT ONE INC SEDOL B02JV67 | 0.01% |
| BLACKSTONE MTGE TR P/P 144A 03.7500 01/15/2027 | 0.01% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY CORP TLB L+325 03.3543 04/03/2024 | 0.01% |
| CALIFORNIA WATER SERVICE GRP SEDOL 2165383 | 0.01% |
| CAS 2014-C03 2M2 03.0028 07/25/2024 | 0.01% |
| CAS 2018-C05 1ED1 00.7528 01/25/2031 | 0.01% |
| CAS 2021-R01 1M1 00.7997 10/25/2041 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| COMM 2014-CR17 XA IO 00.9585 05/10/2047 | 0.01% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| FIBROGEN INC SEDOL BSDRYR8 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.01% |
| GMS INC SEDOL BYY9FS3 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7362 10/20/2065 | 0.01% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| GRAPHIC PACKAGING IN P/P 144A 03.7500 02/01/2030 | 0.01% |
| GSMS 2013-GC10 XA IO 01.4749 02/10/2046 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| HUB GROUP INC-CL A SEDOL 2407632 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.01% |
| IMMUNOGEN INC SEDOL 2457864 | 0.01% |
| INDUSTRIAL LOGISTICS PROPERT SEDOL BFFK7S6 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8302 11/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% |
| KNOWLES CORP SEDOL BJTD9L6 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| MFA FINANCIAL INC SEDOL 2418162 | 0.01% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| NOURYON USA TLB L+300 03.1019 10/01/2025 | 0.01% |
| NOW INC SEDOL BMH0MV1 | 0.01% |
| PIEDMONT OFFICE REALTY TRU-A SEDOL B3M3278 | 0.01% |
| PITNEY BOWES INC SEDOL 2690506 | 0.01% |
| POTLATCHDELTIC CORP SEDOL B0XXJN1 | 0.01% |
| PRIMO WATER CORP SEDOL BLKNZP5 | 0.01% |
| PS BUSINESS PARKS INC/MD SEDOL 2707956 | 0.01% |
| QUALYS INC SEDOL B7XJTN8 | 0.01% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.01% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.01% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.01% |
| SCRIPPS ESCROW II IN P/P 144A 03.8750 01/15/2029 | 0.01% |
| SERES THERAPEUTICS INC SEDOL BYNQNP8 | 0.01% |
| SIMPLY GOOD FOODS CO/THE SEDOL BF27XF9 | 0.01% |
| SIX FLAGS ENT P/P 144A 05.5000 04/15/2027 | 0.01% |
| STACR 2018-HQA2 M2 02.4028 10/25/2048 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| TRAVERE THERAPEUTICS INC SEDOL BLFGJD5 | 0.01% |
| VENTURE GLOBAL CALCA P/P 144A 03.8750 11/01/2033 | 0.01% |
| VERITIV CORP SEDOL BNBKSP0 | 0.01% |
| VIRTUS INVESTMENT PARTNERS SEDOL B3KKGQ8 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.01% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ABM INDUSTRIES INC SEDOL 2024901 | 0.00% |
| ADVANSIX INC SEDOL BYMMZL7 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.0000 06/15/2026 | 0.00% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| AUD/USD 01/19/2022 UBS | 0.00% |
| AVID TECHNOLOGY INC SEDOL 2065870 | 0.00% |
| AVISTA CORP SEDOL 2942605 | 0.00% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.00% |
| BGC PARTNERS INC-CL A SEDOL 2528168 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CALERES INC SEDOL BWX4MD9 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CATHAY GENERAL BANCORP SEDOL 2264235 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.00% |
| COMM 2013-LC13 XA IO 00.9973 08/10/2046 | 0.00% |
| CONSTELLIUM SE SEDOL BKPR6S5 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| DONNELLEY FINANCIAL SOLUTION SEDOL BYND5T7 | 0.00% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.00% |
| ECHOSTAR CORP-A SEDOL B2NC471 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.00% |
| ENOVA INTERNATIONAL INC SEDOL BRYQ4L1 | 0.00% |
| ENPRO INDUSTRIES INC SEDOL 2951292 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.00% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| FULTON FINANCIAL CORP SEDOL 2356585 | 0.00% |
| GBP/USD 03/16/2022 CSI-FX | 0.00% |
| GENWORTH FINANCIAL INC-CL A SEDOL B011WL6 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.00% |
| GNMA GII30 MA7194 03.0000 02/20/2051 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| HILLTOP HOLDINGS INC SEDOL 2365428 | 0.00% |
| HOSTESS BRANDS INC SEDOL BZ8VJD5 | 0.00% |
| ICAHN ENTERPRISES/FI 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 04.8750 12/15/2027 | 0.00% |
| LAUREATE EDUCATION INC-A SEDOL BYMYT66 | 0.00% |
| LINK REIT SEDOL B0PB4M7 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.00% |
| META FINANCIAL GROUP INC SEDOL 2420316 | 0.00% |
| MIZRAHI TEFAHOT BANK LTD SEDOL 6916703 | 0.00% |
| MSBAM 2014-C17 XA IO 01.0548 08/15/2047 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| O-I GLASS INC SEDOL BKLKXD2 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ORTHO CLINICAL DIAGNOSTICS H SEDOL BMDNH97 | 0.00% |
| PENNYMAC FIN SVCS IN P/P 144A 05.7500 09/15/2031 | 0.00% |
| PIPER SANDLER COS SEDOL 2227089 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| REDWOOD TRUST INC SEDOL 2730877 | 0.00% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.00% |
| SCRIPPS ESCROW INC P/P 144A 05.8750 07/15/2027 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2018-DNA3 M2B 02.2028 09/25/2048 | 0.00% |
| STEWART INFORMATION SERVICES SEDOL 2848736 | 0.00% |
| STURM RUGER & CO INC SEDOL 2856289 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| THYSSENKRUPP ELEVATOR L+350 04.0000 07/31/2027 | 0.00% |
| TOSHIBA CORP SEDOL 6897217 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VECTOR GROUP LTD SEDOL 2515803 | 0.00% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.00% |
| VISTRA OPERATION P/P 144A 05.6250 02/15/2027 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| ALECTOR INC SEDOL BJ4LDC4 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| AMERICAN AXLE & MFG HOLDINGS SEDOL 2382416 | 0.00% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| APPLE HOSPITALITY REIT INC SEDOL BXRTX56 | 0.00% |
| ASURION CORP TLB9 L+325 03.3543 07/31/2027 | 0.00% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% |
| BEAZER HOMES USA INC SEDOL B8KHZT0 | 0.00% |
| BLUELINX HOLDINGS INC SEDOL BYQLZ65 | 0.00% |
| BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.00% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAESARS ENTERTAIN IN P/P 144A 04.6250 10/15/2029 | 0.00% |
| CARA THERAPEUTICS INC SEDOL BJ4YJ92 | 0.00% |
| CARRIAGE SERVICES INC SEDOL 2177786 | 0.00% |
| CAS 2015-C02 1M2 04.1028 05/25/2025 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.00% |
| COMFORT SYSTEMS USA INC SEDOL 2036047 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CORECIVIC INC SEDOL BZ8VC58 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
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| CVB FINANCIAL CORP SEDOL 2160645 | 0.00% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| ENSTAR GROUP LTD SEDOL B1Q76J2 | 0.00% |
| EUR/USD 03/16/2022 SSBT | 0.00% |
| GENCO SHIPPING & TRADING LTD SEDOL BD08758 | 0.00% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 MA6409 03.0000 01/20/2050 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% |
| HOPE BANCORP INC SEDOL BYN87K7 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.00% |
| INNOSPEC INC SEDOL 2245597 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.00% |
| INTER PARFUMS INC SEDOL 2473150 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JPMBB 2014-C19 XA IO 00.6555 04/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.00% |
| KENNEDY-WILSON HOLDINGS INC SEDOL B298495 | 0.00% |
| KFORCE INC SEDOL 2746982 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.00% |
| MINERALS TECHNOLOGIES INC SEDOL 2595612 | 0.00% |
| MOOG INC-CLASS A SEDOL 2601218 | 0.00% |
| MOZART DEBT MERGER S P/P 144A 03.8750 04/01/2029 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NORTHWEST NATURAL HOLDING CO SEDOL BFNR303 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| OCEANEERING INTL INC SEDOL 2655583 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| STACR 2017-DNA2 M1 01.3028 10/25/2029 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.00% |
| UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.00% |
| VISTRA CORP P/P 144A 07.0000 12/10/2051 | 0.00% |
| WASHINGTON FEDERAL INC SEDOL 2941981 | 0.00% |
| WESBANCO INC SEDOL 2953782 | 0.00% |
| WORLD FUEL SERVICES CORP SEDOL 2469450 | 0.00% |
| XENCOR INC SEDOL BGCYWN8 | 0.00% |
| ADTRAN INC SEDOL 2052924 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| ALEXANDER & BALDWIN INC SEDOL B827VB2 | 0.00% |
| ALTRA INDUSTRIAL MOTION CORP SEDOL B1L82T2 | 0.00% |
| ARENA PHARMACEUTICALS INC SEDOL BF3N4P3 | 0.00% |
| ARGO GROUP INTERNATIONAL SEDOL 2499543 | 0.00% |
| ASTEC INDUSTRIES INC SEDOL 2060370 | 0.00% |
| ATLANTIC UNION BANKSHARES CO SEDOL BFZ9DB8 | 0.00% |
| ATRICURE INC SEDOL B0C8KV2 | 0.00% |
| BANNER CORPORATION SEDOL 2346003 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| CARS.COM INC SEDOL BYXHTC0 | 0.00% |
| CAS 2015-C01 1M2 04.4028 02/25/2025 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CRINETICS PHARMACEUTICALS IN SEDOL BDD19F8 | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| ECOVYST INC SEDOL BM8NHT2 | 0.00% |
| ENTERPRISE FINANCIAL SERVICES CORP | 0.00% |
| FHR 2990 LB 16.6652 06/15/2034 | 0.00% |
| FNR 2005-106 JC 19.8081 12/25/2035 | 0.00% |
| FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GBP/USD 03/16/2022 JPMCB | 0.00% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| GOLDEN ENTERTAINMENT INC SEDOL BYNH8R8 | 0.00% |
| HEARTLAND FINANCIAL USA INC SEDOL 2828147 | 0.00% |
| HOMESTREET INC SEDOL B4WHS46 | 0.00% |
| HUB INTL LTD P/P 144A 05.6250 12/01/2029 | 0.00% |
| INGLES MARKETS INC-CLASS A SEDOL 2460550 | 0.00% |
| JPMCC 2013-LC11 X IO 01.2290 04/15/2046 | 0.00% |
| JPY/USD 02/16/2022 UBS | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| LIBERTY LATIN AMERIC-CL C SEDOL BD9Q3Q6 | 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% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OFG BANCORP SEDOL B87LKR8 | 0.00% |
| OPTION CARE HLTH INC P/P 144A 04.3750 10/31/2029 | 0.00% |
| OTTER TAIL CORP SEDOL 2664103 | 0.00% |
| PERDOCEO EDUCATION CORP SEDOL BKRQQR9 | 0.00% |
| QUINSTREET INC SEDOL B3PGPB9 | 0.00% |
| RAPT THERAPEUTICS INC SEDOL BK5T6R0 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.00% |
| RPT REALTY SEDOL BG0YLC2 | 0.00% |
| SFL CORP LTD SEDOL BJXT857 | 0.00% |
| SJW GROUP SEDOL 2811932 | 0.00% |
| SPX CORP SEDOL 2787185 | 0.00% |
| STANDEX INTERNATIONAL CORP SEDOL 2840174 | 0.00% |
| STARWOOD PROPERTY TR P/P 144A 03.7500 12/31/2024 | 0.00% |
| STATION CASINOS LLC P/P 144A 04.6250 12/01/2031 | 0.00% |
| STEPAN CO SEDOL 2845005 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| UBSBB 2012-C2 XA IO 144A 01.2676 05/10/2063 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2012-C9 XB IO 144A 00.7130 11/15/2045 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| XPERI HOLDING CORP SEDOL BMWP0C8 | 0.00% |
| 0.90 R ISWP FWD SOFRRATE P 03/16/2024 | 0.00% |
| 2SEVENTY BIO INC SEDOL BMTXV88 | 0.00% |
| ACCURAY INC SEDOL B1R2HW6 | 0.00% |
| ALBANY INTL CORP-CL A SEDOL 2012757 | 0.00% |
| ALLSCRIPTS HEALTHCARE SOLUTI SEDOL 2710039 | 0.00% |
| ALTAIR ENGINEERING INC - A SEDOL BD6D4Y5 | 0.00% |
| AMBARELLA INC SEDOL B7KH3G6 | 0.00% |
| AMERICAN SOFTWARE INC-CL A SEDOL 2029575 | 0.00% |
| AMERIS BANCORP SEDOL 2038849 | 0.00% |
| AMERISAFE INC SEDOL B0PPHS6 | 0.00% |
| ANAPTYSBIO INC SEDOL BDRW1L7 | 0.00% |
| ANAVEX LIFE SCIENCES CORP SEDOL BYTYP72 | 0.00% |
| ANDERSONS INC/THE SEDOL 2274922 | 0.00% |
| ANGIODYNAMICS INC SEDOL B00CR04 | 0.00% |
| ARBUTUS BIOPHARMA CORP SEDOL BZ0QMB7 | 0.00% |
| ARLO TECHNOLOGIES INC SEDOL BYWPZY9 | 0.00% |
| ASBURY AUTOMOTIVE GR P/P 144A 04.6250 11/15/2029 | 0.00% |
| ASSOCIATED BANC-CORP SEDOL 2055718 | 0.00% |
| AVANOS MEDICAL INC SEDOL BFFVV54 | 0.00% |
| BALCHEM CORP SEDOL 2072074 | 0.00% |
| BARNES GROUP INC SEDOL 2080732 | 0.00% |
| BIOCRYST PHARMACEUTICALS INC SEDOL 2100362 | 0.00% |
| BLACKBAUD INC SEDOL 2458878 | 0.00% |
| BLOOMIN' BRANDS INC SEDOL B847RJ0 | 0.00% |
| BLUCORA INC SEDOL B8L2DV2 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BRIGHTSPIRE CAPITAL INC SEDOL BN7VBP8 | 0.00% |
| BROOKDALE SENIOR LIVING INC SEDOL B0PZN33 | 0.00% |
| BROOKLINE BANCORP INC SEDOL 2967675 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAMBIUM NETWORKS CORP SEDOL BKC9Q28 | 0.00% |
| CAS 2014-C04 2M2 05.1028 11/25/2024 | 0.00% |
| CAS 2015-C03 2M2 05.1028 07/25/2025 | 0.00% |
| CAS 2019-R01 2M2 02.5528 07/25/2031 | 0.00% |
| CASELLA WASTE SYSTEMS INC-A SEDOL 2120490 | 0.00% |
| CBIZ INC SEDOL 2730781 | 0.00% |
| CENTRAL PACIFIC FINANCIAL CO | 0.00% |
| CEREVEL THERAPEUTICS HOLDING SEDOL BMVMJ12 | 0.00% |
| CEVA INC | 0.00% |
| CHANNELADVISOR CORP SEDOL B986ZW9 | 0.00% |
| CHIMERIX INC SEDOL B8RLM49 | 0.00% |
| CHINOOK THERAPEUTICS INC SEDOL BMWXTQ9 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CITY OFFICE REIT INC SEDOL BL25F37 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| COMM 2014-CR18 XA IO 00.9971 07/15/2047 | 0.00% |
| COMPUTER PROGRAMS & SYSTEMS SEDOL 2872122 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| CONSOL ENERGY INC SEDOL BF4L070 | 0.00% |
| CORNERSTONE BUILDING BRANDS SEDOL BJXSDX7 | 0.00% |
| CORPORATE OFFICE PROPERTIES SEDOL 2756152 | 0.00% |
| COWEN INC - A SEDOL BZ1J497 | 0.00% |
| CRA INTERNATIONAL INC SEDOL 2240622 | 0.00% |
| DORIAN LPG LTD SEDOL BM4QJF5 | 0.00% |
| EAGLE BANCORP INC SEDOL 2648055 | 0.00% |
| EAGLE PHARMACEUTICALS INC SEDOL BJH7VB4 | 0.00% |
| EDGEWELL PERSONAL CARE CO SEDOL BX8ZSB4 | 0.00% |
| EMPLOYERS HOLDINGS INC SEDOL B1Q1RR9 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| ENTRAVISION COMMUNICATIONS-A SEDOL 2615112 | 0.00% |
| ESCO TECHNOLOGIES INC SEDOL 2321583 | 0.00% |
| ETHAN ALLEN INTERIORS INC SEDOL 2320825 | 0.00% |
| EUR/USD 03/16/2022 WPAC | 0.00% |
| EXPONENT INC SEDOL 2330318 | 0.00% |
| FEDERAL SIGNAL CORP SEDOL 2333986 | 0.00% |
| FIRST BUSEY CORP SEDOL BZ1LBM5 | 0.00% |
| FIRST COMMONWEALTH FINL CORP SEDOL 2351546 | 0.00% |
| FNR 2006-62 PS 39.2887 07/25/2036 | 0.00% |
| FORRESTER RESEARCH INC SEDOL 2398855 | 0.00% |
| FOUR CORNERS PROPERTY TRUST SEDOL BZ16HK0 | 0.00% |
| FRANKLIN ELECTRIC CO INC SEDOL 2350383 | 0.00% |
| G-III APPAREL GROUP LTD SEDOL 2369721 | 0.00% |
| GAN LTD SEDOL BLR8ZQ4 | 0.00% |
| GENTHERM INC SEDOL B8JFD24 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GLAUKOS CORP SEDOL BYMWL19 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| GOLAR LNG LTD SEDOL 2367963 | 0.00% |
| GRAFTECH INTERNATIONAL LTD SEDOL BFZP4T1 | 0.00% |
| GRANITE POINT MORTGAGE TRUST SEDOL BF11FD4 | 0.00% |
| GRITSTONE BIO INC SEDOL BF12XF5 | 0.00% |
| GROUP 1 AUTOMOTIVE INC SEDOL 2121352 | 0.00% |
| HEIDRICK & STRUGGLES INTL SEDOL 2413071 | 0.00% |
| HERC HOLDINGS INC SEDOL BZBZ020 | 0.00% |
| HORACE MANN EDUCATORS SEDOL 2437112 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| ICF INTERNATIONAL INC SEDOL B1FP363 | 0.00% |
| IMMUNITYBIO INC SEDOL BNSP0B8 | 0.00% |
| INARI MEDICAL INC SEDOL BLDRF10 | 0.00% |
| INOGEN INC SEDOL BJSVLL5 | 0.00% |
| INTAPP INC SEDOL BP7L594 | 0.00% |
| INTEGER HOLDINGS CORP SEDOL BD06LM7 | 0.00% |
| INTERCEPT PHARMACEUTICALS IN SEDOL B7N59F8 | 0.00% |
| INTERNATIONAL BANCSHARES CRP SEDOL 2243911 | 0.00% |
| INTREPID POTASH INC SEDOL BMDNMT2 | 0.00% |
| JELD-WEN HOLDING INC SEDOL BYM4WL2 | 0.00% |
| JOUNCE THERAPEUTICS INC SEDOL BDRW1N9 | 0.00% |
| KAMAN CORP SEDOL 2483223 | 0.00% |
| KINDER MORGAN INC. 07.7500 01/15/2032 | 0.00% |
| KONTOOR BRANDS INC SEDOL BJTJGC4 | 0.00% |
| LIVANOVA PLC SEDOL BYMT0J1 | 0.00% |
| MACROGENICS INC SEDOL BFDV8K0 | 0.00% |
| MARINEMAX INC SEDOL 2250353 | 0.00% |
| MASONITE INTERNATIONAL CORP SEDOL BCZM468 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MATERION CORP SEDOL 2149622 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| MEDIFAST INC SEDOL 2934033 | 0.00% |
| MEDPACE HOLDINGS INC SEDOL BDCBC61 | 0.00% |
| MERIDIAN BIOSCIENCE INC SEDOL 2580265 | 0.00% |
| MERITOR INC SEDOL 2608349 | 0.00% |
| MODIVCARE INC SEDOL BNDL420 | 0.00% |
| MOELIS & CO - CLASS A SEDOL BLG38Q1 | 0.00% |
| MOVADO GROUP INC SEDOL 2643168 | 0.00% |
| MRC GLOBAL INC SEDOL B7M66F1 | 0.00% |
| MYR GROUP INC/DELAWARE SEDOL B3CLS18 | 0.00% |
| N B T BANCORP INC SEDOL 2626459 | 0.00% |
| NATIONAL BANK HOLD-CL A SEDOL B888DV3 | 0.00% |
| NATIONAL BEVERAGE CORP SEDOL 2638625 | 0.00% |
| NATL HEALTH INVESTORS INC SEDOL 2626125 | 0.00% |
| NETSCOUT SYSTEMS INC SEDOL 2447285 | 0.00% |
| NEW YORK MORTGAGE TRUST INC SEDOL B01LWM7 | 0.00% |
| NEXTGEN HEALTHCARE INC SEDOL BF5L3D6 | 0.00% |
| NGM BIOPHARMACEUTICALS INC SEDOL BJ1FD63 | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.00% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.00% |
| OCEANFIRST FINANCIAL CORP SEDOL 2125901 | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORION ENGINEERED CARBONS SA SEDOL BP8FKJ0 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| OXFORD INDUSTRIES INC SEDOL 2665300 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PACTIV EVERGREEN GRP P/P 144A 04.3750 10/15/2028 | 0.00% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% |
| PREFERRED BANK/LOS ANGELES SEDOL 2763602 | 0.00% |
| PROASSURANCE CORP SEDOL 2612737 | 0.00% |
| PROG HOLDINGS INC SEDOL BLFGN66 | 0.00% |
| PROGRESS SOFTWARE CORP SEDOL 2705198 | 0.00% |
| PROTAGONIST THERAPEUTICS INC SEDOL BDCBCD8 | 0.00% |
| PROTHENA CORP PLC SEDOL B91XRN2 | 0.00% |
| QUOTIENT TECHNOLOGY INC SEDOL BYWCCM7 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| RESIDEO TECHNOLOGIES INC SEDOL BFD1TJ6 | 0.00% |
| RYERSON HOLDING CORP SEDOL B3TPPZ6 | 0.00% |
| SABRA HEALTH CARE REIT INC SEDOL B5NLBP6 | 0.00% |
| SAFE BULKERS INC SEDOL B39GTS0 | 0.00% |
| SAFETY INSURANCE GROUP INC SEDOL 2958538 | 0.00% |
| SANMINA-SCI CORP | 0.00% |
| SCULPTOR CAPITAL MANAGEMENT SEDOL BJXP1K1 | 0.00% |
| SELECTIVE INSURANCE GROUP SEDOL 2766173 | 0.00% |
| SENSIENT TECHNOLOGIES CORP SEDOL 2923741 | 0.00% |
| SHENANDOAH TELECOMMUNICATION SEDOL 2676692 | 0.00% |
| SHYFT GROUP INC/THE SEDOL BMYGGG5 | 0.00% |
| SIMPSON MANUFACTURING CO INC SEDOL 2809250 | 0.00% |
| SITE CENTERS CORP SEDOL BGL0KF5 | 0.00% |
| STANDARD MOTOR PRODS SEDOL 2838306 | 0.00% |
| STERLING CONSTRUCTION CO | 0.00% |
| STEVEN MADDEN LTD SEDOL 2553911 | 0.00% |
| SUNCOKE ENERGY INC SEDOL B3R0638 | 0.00% |
| SUPER MICRO COMPUTER INC SEDOL B1VQR35 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENABLE HOLDINGS INC SEDOL BF7J7N6 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TERRENO REALTY CORP SEDOL B3N4753 | 0.00% |
| TILLY'S INC-CLASS A SHRS SEDOL B7TN3D2 | 0.00% |
| TIMKENSTEEL CORP SEDOL BNBPMX1 | 0.00% |
| TITAN MACHINERY INC SEDOL B29H3T5 | 0.00% |
| TIVITY HEALTH INC SEDOL BD8Q1B8 | 0.00% |
| TWO HARBORS INVESTMENT CORP SEDOL BD832H2 | 0.00% |
| UNIVERSAL CORP/VA SEDOL 2923804 | 0.00% |
| URBAN EDGE PROPERTIES SEDOL BTPSGQ9 | 0.00% |
| USANA HEALTH SCIENCES INC SEDOL 2267698 | 0.00% |
| VALLEY NATIONAL BANCORP SEDOL 2935326 | 0.00% |
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| FNMA FN30 TBA UMBS 02.5000 12/01/2051 | 2.95% |
| APPLE INC SEDOL 2046251 | 2.58% |
| MICROSOFT CORP SEDOL 2588173 | 2.54% |
| GSGLPWDL R US0001M P 12/15/25 GS | 2.22% |
| US LONG BOND(CBT) MAR22 USH2 | 2.21% |
| GNMA GII30 TBA 03.0000 12/01/2051 | 2.02% |
| E-MINI RUSS 2000 DEC21 RTYZ1 | 1.93% |
| AMAZON.COM INC SEDOL 2000019 | 1.62% |
| NVIDIA CORP SEDOL 2379504 | 1.34% |
| ALPHABET INC-CL A SEDOL BYVY8G0 | 1.26% |
| GNMA GII30 MA6766 03.0000 07/20/2050 | 1.10% |
| TREASURY BILL 00.0000 04/21/2022 | 1.04% |
| FNMA FN30 CA8525 UMBS 02.5000 12/01/2050 | 0.97% |
| JPMORGAN CHASE & CO SEDOL 2190385 | 0.94% |
| FHLMC FR30 ZS4750 UMBS 03.0000 01/01/2048 | 0.92% |
| GNMA GII30 MA6932 03.0000 10/20/2050 | 0.87% |
| FNMA FN30 TBA UMBS 06.0000 12/01/2051 | 0.82% |
| QUALCOMM INC SEDOL 2714923 | 0.72% |
| INTUIT INC SEDOL 2459020 | 0.72% |
| ADOBE INC SEDOL 2008154 | 0.70% |
| TREASURY BILL 00.0000 02/17/2022 | 0.70% |
| GNMA GII30 MA6820 03.0000 08/20/2050 | 0.68% |
| CITIGROUP INC SEDOL 2297907 | 0.67% |
| WALMART INC SEDOL 2936921 | 0.66% |
| ACCENTURE PLC-CL A SEDOL B4BNMY3 | 0.63% |
| ALPHABET INC-CL C SEDOL BYY88Y7 | 0.62% |
| GOLDMAN SACHS GROUP INC SEDOL 2407966 | 0.62% |
| TESLA INC SEDOL B616C79 | 0.51% |
| META PLATFORMS INC-CLASS A SEDOL B7TL820 | 0.50% |
| TARGET CORP SEDOL 2259101 | 0.50% |
| FNMA FN30 BQ1269 UMBS 02.5000 08/01/2050 | 0.44% |
| O'REILLY AUTOMOTIVE INC SEDOL B65LWX6 | 0.43% |
| TJX COMPANIES INC SEDOL 2989301 | 0.42% |
| MERCK & CO. INC. SEDOL 2778844 | 0.42% |
| TREASURY BILL 00.0000 03/17/2022 | 0.41% |
| UNION PACIFIC CORP SEDOL 2914734 | 0.41% |
| BRISTOL-MYERS SQUIBB CO SEDOL 2126335 | 0.40% |
| FNMA FN30 FM1741 UMBS 04.0000 04/01/2049 | 0.39% |
| BANK OF AMERICA CORP SEDOL 2295677 | 0.38% |
| PROCTER & GAMBLE CO/THE SEDOL 2704407 | 0.38% |
| FNMA FN30 MA3563 UMBS 04.0000 01/01/2049 | 0.36% |
| FORD MOTOR CO SEDOL 2615468 | 0.36% |
| CADENCE DESIGN SYS INC SEDOL 2302232 | 0.35% |
| FNMA FN30 BQ0329 UMBS 02.5000 07/01/2050 | 0.34% |
| MCKESSON CORP SEDOL 2378534 | 0.34% |
| JOHNSON CONTROLS INTERNATION SEDOL BY7QL61 | 0.33% |
| ABBOTT LABORATORIES SEDOL 2002305 | 0.32% |
| REGENERON PHARMACEUTICALS SEDOL 2730190 | 0.31% |
| VERIZON COMMUNICATIONS INC SEDOL 2090571 | 0.31% |
| FNMA FN30 FM4328 UMBS 02.5000 09/01/2050 | 0.31% |
| PAYPAL HOLDINGS INC SEDOL BYW36M8 | 0.30% |
| EXELON CORP SEDOL 2670519 | 0.30% |
| FNMA FN30 TBA UMBS 04.0000 01/01/2052 | 0.30% |
| FNMA FN30 BT7180 UMBS 02.5000 08/01/2051 | 0.28% |
| ABBVIE INC SEDOL B92SR70 | 0.28% |
| DANAHER CORP SEDOL 2250870 | 0.28% |
| JPMORGAN CHASE & CO 03.9640 11/15/2048 | 0.28% |
| LOCKHEED MARTIN CORP SEDOL 2522096 | 0.27% |
| JPMORGAN CHASE & CO 03.6250 12/01/2027 | 0.26% |
| ABBVIE INC 03.2000 11/21/2029 | 0.26% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.26% |
| DEERE & CO SEDOL 2261203 | 0.26% |
| CISCO SYSTEMS INC SEDOL 2198163 | 0.25% |
| CITIGROUP INC 03.6680 07/24/2028 | 0.25% |
| FNMA FN30 FM7741 UMBS 02.5000 05/01/2051 | 0.25% |
| MORGAN STANLEY 03.7720 01/24/2029 | 0.25% |
| AMERICAN TOWER CORP SEDOL B7FBFL2 | 0.25% |
| FORTINET INC SEDOL B5B2106 | 0.24% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.24% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.24% |
| COMCAST CORP-CLASS A SEDOL 2044545 | 0.24% |
| MASTERCARD INC - A SEDOL B121557 | 0.24% |
| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.23% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.23% |
| METLIFE INC SEDOL 2573209 | 0.22% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.22% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.22% |
| VISA INC-CLASS A SHARES SEDOL B2PZN04 | 0.22% |
| AT&T INC 02.5500 12/01/2033 | 0.22% |
| BANK OF AMERICA CORP 01.7340 07/22/2027 | 0.22% |
| CRH PLC SEDOL 4182249 | 0.21% |
| MODERNA INC SEDOL BGSXTS3 | 0.21% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.21% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.21% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.21% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.21% |
| NIKE INC -CL B SEDOL 2640147 | 0.21% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.20% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.20% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.20% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.20% |
| SONY GROUP CORP SEDOL 6821506 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| MCDONALD'S CORP SEDOL 2550707 | 0.20% |
| CSX CORP SEDOL 2160753 | 0.20% |
| ANTHEM INC SEDOL BSPHGL4 | 0.19% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.19% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.19% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.19% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.19% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.19% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.19% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% |
| CONOCOPHILLIPS | 0.18% |
| SYNOPSYS INC SEDOL 2867719 | 0.18% |
| AT&T INC 03.5500 09/15/2055 | 0.18% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.18% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.18% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.17% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.17% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.17% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.17% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.17% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.17% |
| SERVICENOW INC SEDOL B80NXX8 | 0.17% |
| APPLE INC 04.2500 02/09/2047 | 0.17% |
| PEPSICO INC SEDOL 2681511 | 0.17% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.16% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.16% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.16% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.16% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.16% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.16% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.16% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.16% |
| CHARTER COMMUNICATIONS INC-A SEDOL BZ6VT82 | 0.15% |
| HOYA CORP SEDOL 6441506 | 0.15% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.15% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.15% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.15% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.15% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.15% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.15% |
| BANCO SANTANDER SA USD 03.2250 11/22/2032 | 0.15% |
| CORTEVA INC SEDOL BK73B42 | 0.15% |
| CDX CDX.NA.IG.37 100.0 12/20/2026 | 0.15% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.15% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.15% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.15% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.14% |
| GARTNER INC SEDOL 2372763 | 0.14% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.14% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.14% |
| NRG ENERGY INC SEDOL 2212922 | 0.14% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.14% |
| VERIZON COMM 04.3290 09/21/2028 | 0.14% |
| AXA SA SEDOL 7088429 | 0.14% |
| ELI LILLY & CO SEDOL 2516152 | 0.14% |
| TREASURY BILL 00.0000 05/19/2022 | 0.14% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.14% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.14% |
| MERCK KGAA SEDOL 4741844 | 0.14% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| GENERAL DYNAMICS CORP SEDOL 2365161 | 0.14% |
| PULTEGROUP INC SEDOL 2708841 | 0.14% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.13% |
| ROKU INC SEDOL BZ1LFG7 | 0.13% |
| UNIVERSAL MUSIC GROUP NV SEDOL BNZGVV1 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.13% |
| TREASURY BILL 00.0000 04/07/2022 | 0.13% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.13% |
| HOME DEPOT INC SEDOL 2434209 | 0.13% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.13% |
| ORACLE CORP SEDOL 2661568 | 0.13% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.13% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.13% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.13% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.12% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.12% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.12% |
| CUMMINS INC SEDOL 2240202 | 0.12% |
| MARVELL TECHNOLOGY INC SEDOL BNKJSM5 | 0.12% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.12% |
| STACR 2016-DNA2 M3 04.7420 10/25/2028 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.12% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.12% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.12% |
| EATON CORP PLC SEDOL B8KQN82 | 0.12% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.12% |
| BIOGEN INC SEDOL 2455965 | 0.12% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.12% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.12% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.11% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.11% |
| CONTINENTAL RESOURCE P/P 144A 02.8750 04/01/2032 | 0.11% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.11% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.11% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.11% |
| ORACLE CORP 04.0000 11/15/2047 | 0.11% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.11% |
| CHEVRON CORP | 0.11% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.11% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.11% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.11% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.11% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.11% |
| COMCAST CORP 03.4500 02/01/2050 | 0.10% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.10% |
| DEXCOM INC SEDOL B0796X4 | 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% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.10% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.10% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.10% |
| UNITED RENTALS INC SEDOL 2134781 | 0.10% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.10% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 12/01/2051 | 0.10% |
| CAS 2016-C04 1M2 04.3420 01/25/2029 | 0.10% |
| FNMA FN30 TBA UMBS 04.0000 12/01/2051 | 0.10% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.10% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.10% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.10% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.10% |
| CAPGEMINI SE SEDOL 4163437 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.10% |
| ASML HOLDING NV SEDOL B929F46 | 0.09% |
| DIAGEO PLC SEDOL 0237400 | 0.09% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.09% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.09% |
| AES CORP SEDOL 2002479 | 0.09% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.09% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.09% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.09% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.09% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.09% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.09% |
| INCYTE CORP | 0.09% |
| SANOFI SEDOL 5671735 | 0.09% |
| US BANCORP 02.4910 11/03/2036 | 0.09% |
| CANADIAN PACIFIC RAILWAY USD 01.7500 12/02/2026 | 0.09% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.09% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.09% |
| FNR 2021-67 DI IO 04.0000 10/25/2051 | 0.09% |
| GARMIN LTD SEDOL B3Z5T14 | 0.09% |
| L OREAL SEDOL 4057808 | 0.09% |
| STARBUCKS CORP SEDOL 2842255 | 0.09% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.09% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.09% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.09% |
| DBUBS 2011-LC3A D 144A 05.5442 08/10/2044 | 0.09% |
| GSMS 2014-GC22 C 04.8453 06/10/2047 | 0.09% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.09% |
| ARAMARK SEDOL BH3XG17 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.08% |
| APPLE INC 00.7500 05/11/2023 | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.08% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.08% |
| SQUARE INC - A SEDOL BYNZGK1 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.08% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.08% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.08% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.08% |
| COSTAR GROUP INC SEDOL 2262864 | 0.08% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.08% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.08% |
| MRK GR R US0001M P 12/15/25 GS | 0.08% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.08% |
| ORACLE CORP 02.5000 10/15/2022 | 0.08% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.08% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.08% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.08% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| VONTIER CORP SEDOL BH4GV32 | 0.08% |
| CAS 2015-C04 1M2 05.7920 04/25/2028 | 0.07% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.07% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.07% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.07% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.07% |
| BOEING CO 05.9300 05/01/2060 | 0.07% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.07% |
| FHR 5094 AI IO 03.0000 04/25/2041 | 0.07% |
| FHR 5127 AI IO 03.0000 06/25/2051 | 0.07% |
| MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.07% |
| STACR 2018-HRP2 M3AS 01.0920 02/25/2047 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| AMETEK INC SEDOL 2089212 | 0.07% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| CAS 2015-C04 2M2 05.6420 04/25/2028 | 0.07% |
| MTD US R US0001M P 12/15/25 GS | 0.07% |
| NESTLE SA-REG SEDOL 7123870 | 0.07% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.07% |
| CAS 2016-C01 1M2 06.8420 08/25/2028 | 0.07% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.07% |
| IQV US R US0001M P 12/15/25 GS | 0.07% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.07% |
| ZOZO INC SEDOL B292RC1 | 0.07% |
| BMARK 2018-B7 AM 04.7410 05/15/2053 | 0.07% |
| COMCAST CORP 02.3500 01/15/2027 | 0.07% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.3161 04/20/2048 | 0.07% |
| NIAPK 2019-1A AR 144A 01.1223 07/17/2032 | 0.07% |
| PKI US R US0001M P 12/15/25 GS | 0.07% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.07% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.07% |
| FHR 4326 GS IO 05.9608 04/15/2044 | 0.07% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.07% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| EQUINOR ASA SEDOL 7133608 | 0.07% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.07% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.07% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% |
| TMO US R US0001M P 12/15/25 GS | 0.07% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.07% |
| CAS 2017-C01 1M2 03.6420 07/25/2029 | 0.07% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.07% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.07% |
| LINDE PLC SEDOL BYWD9S5 | 0.07% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.07% |
| WAT US R US0001M P 12/15/25 GS | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| 3M CO | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| BRENNTAG SE SEDOL B4YVF56 | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| FHR 5152 IE IO 03.5000 10/25/2051 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.06% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.06% |
| TRNTS 2021-16A A1 144A 01.3115 07/20/2034 | 0.06% |
| A US R US0001M P 12/15/25 GS | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.06% |
| FHR 5162 HI IO 04.0000 11/25/2051 | 0.06% |
| FNR 2021-28 GI IO 04.0000 05/25/2051 | 0.06% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.06% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.06% |
| RADIAN GROUP INC SEDOL 2173911 | 0.06% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| LENNAR CORP 04.7500 11/29/2027 | 0.06% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.06% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.06% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.06% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| AMERISOURCEBERGEN CORP | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.06% |
| CSAIL 2015-C1 C 04.4035 04/15/2050 | 0.06% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.06% |
| GNR 2016-H16 LI IO 02.1270 07/20/2066 | 0.06% |
| HCA INC 03.5000 07/15/2051 | 0.06% |
| NINTENDO CO LTD SEDOL 6639550 | 0.06% |
| PFE US R US0001M P 12/15/25 GS | 0.06% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.06% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.06% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.06% |
| KDDI CORP SEDOL 6248990 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.06% |
| MORGAN STANLEY | 0.06% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.06% |
| TEXTRON INC SEDOL 2885937 | 0.06% |
| WFRBS 2013-C11 C 04.3245 03/15/2045 | 0.06% |
| ZTS US R US0001M P 12/15/25 GS | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| ATHENE GLOBAL FU P/P 144A 01.9850 08/19/2028 | 0.06% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.06% |
| BNP PARIBAS SEDOL 7309681 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| FHR 5134 IB IO 04.0000 08/25/2051 | 0.06% |
| FNR 2017-69 SG IO 06.0580 09/25/2047 | 0.06% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.06% |
| RIO TINTO PLC SEDOL 0718875 | 0.06% |
| SPST 2021-16 A1 00.6979 11/07/2022 | 0.06% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.06% |
| THALES SA SEDOL 4162791 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| MSC 2007-IQ15 C 144A 06.3889 06/11/2049 | 0.06% |
| OWENS CORNING SEDOL B1FW7Q2 | 0.06% |
| SSE PLC SEDOL 0790873 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| ALLSTATE CORP SEDOL 2019952 | 0.06% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.06% |
| CAS 2016-C05 2M2 04.5420 01/25/2029 | 0.06% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.06% |
| FHR 5167 IO IO 03.0000 11/25/2051 | 0.06% |
| FNR 2019-43 SC IO 06.0080 08/25/2049 | 0.06% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.06% |
| STELLANTIS NV SEDOL BMD8F98 | 0.06% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.06% |
| AFLAC INC SEDOL 2026361 | 0.06% |
| AGCO CORP SEDOL 2010278 | 0.06% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.06% |
| APID 2015-23A AR 144A 01.3438 04/15/2033 | 0.06% |
| CFMT 2021-HB7 M2 02.6791 10/27/2031 | 0.06% |
| COMM 2010-C1 D 144A 05.9420 07/10/2046 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.06% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| PSTAT 2021-4A A1 144A 00.9280 10/15/2029 | 0.06% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.06% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| MRAIT 2021-EBO1 A2X 01.8364 04/15/2022 | 0.06% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.05% |
| BF0101 03.5000 06/01/2056 | 0.05% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.05% |
| FHR 5170 CI IO 05.5000 05/25/2044 | 0.05% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.05% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.05% |
| UBSCM 2012-C1 C 144A 05.7137 05/10/2045 | 0.05% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.05% |
| AT&T INC SEDOL 2831811 | 0.05% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.05% |
| CROWN HOLDINGS INC | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| HUNTINGTON BANCSHARE P/P 144A 02.4870 08/15/2036 | 0.05% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.05% |
| MINEBEA CO LTD SEDOL 6642406 | 0.05% |
| MRAIT 2021-11 A1X 01.2395 01/25/2022 | 0.05% |
| MRAIT 2021-EBO4 A1X 01.8364 02/16/2022 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.05% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.05% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.05% |
| SPST 2021-6 A 00.8924 04/25/2022 | 0.05% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.05% |
| ABBVIE INC 03.8000 03/15/2025 | 0.05% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% |
| BP PLC SEDOL 0798059 | 0.05% |
| CAS 2016-C02 1M2 06.0920 09/25/2028 | 0.05% |
| COMM 2013-CR13 C 05.0438 11/10/2046 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.05% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.05% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.05% |
| FNR 2021-28 NI IO 03.0000 05/25/2041 | 0.05% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.05% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.05% |
| TREASURY BILL 00.0000 03/24/2022 | 0.05% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.05% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.05% |
| CEDF 2013-1A ARR 144A 01.2115 04/20/2034 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| FNR 2021-45 MI IO 02.5000 02/25/2049 | 0.05% |
| HLSY 2019-1A A1A1 144A 01.4815 01/20/2033 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| BOBA 2020-1A A 144A 01.4815 01/20/2032 | 0.05% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.05% |
| MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.05% |
| NETFLIX INC REGS 03.8750 11/15/2029 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.05% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.05% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.05% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 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% |
| ORACLE CORP 03.6500 03/25/2041 | 0.05% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.05% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| BRUNSWICK CORP SEDOL 2149309 | 0.05% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.05% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.05% |
| ICON PLC SEDOL B94G471 | 0.05% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.05% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| FHR 5142 AI IO 03.5000 09/25/2051 | 0.05% |
| HALLIBURTON CO SEDOL 2405302 | 0.05% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.05% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.05% |
| ABBSL 2021-2A A P/P 144A 01.2238 04/15/2034 | 0.05% |
| AMADEUS IT GROUP SA SEDOL B3MSM28 | 0.05% |
| ARES 2016-41A AR2 144A 01.1938 04/15/2034 | 0.05% |
| CECLO 2020-29A AR 144A 01.3244 10/20/2034 | 0.05% |
| MRAIT 2020-11 A1X 01.7895 04/22/2022 | 0.05% |
| MRAIT 2021-NA1 A1X 01.5864 03/08/2022 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.05% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.04% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.04% |
| FUJITSU LTD SEDOL 6356945 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.04% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.04% |
| STACR 2018-DNA3 M2 02.1920 09/25/2048 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| AVIVA PLC SEDOL 0216238 | 0.04% |
| BMIR 2019-4A M1C 144A 02.5916 10/25/2029 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| BROADCOM INC 04.1500 11/15/2030 | 0.04% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.04% |
| IPN FP R US0001M P 12/15/25 GS | 0.04% |
| NETFLIX INC SEDOL 2857817 | 0.04% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.04% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.04% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 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% |
| SLM CORP | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| ZAIS 2019-13A A1A 144A 01.6138 07/15/2032 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.04% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.04% |
| CAS 2016-C07 2M2 04.4420 05/25/2029 | 0.04% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.04% |
| GWOLF 2015-1A A1R 144A 01.2839 01/27/2031 | 0.04% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.04% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.04% |
| VIATRIS INC 02.3000 06/22/2027 | 0.04% |
| ABB LTD-REG SEDOL 7108899 | 0.04% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| AWPT 2014-2A A1R 144A 01.3538 10/15/2029 | 0.04% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| COMM 2015-LC19 C 04.3723 02/10/2048 | 0.04% |
| COVESTRO AG SEDOL BYTBWY9 | 0.04% |
| FORTUM OYJ SEDOL 5579550 | 0.04% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.04% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.04% |
| STACR 2021-DNA2 M2 02.3497 08/25/2033 | 0.04% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 07.0000 10/15/2037 | 0.04% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CSAIL 2020-C19 XA IO 01.2362 03/15/2053 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.04% |
| ENBRIDGE INC USD 04.2500 12/01/2026 | 0.04% |
| FHR 5010 IA IO 03.5000 09/25/2050 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.04% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.04% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.04% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.04% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| US BANCORP 02.6250 01/24/2022 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.04% |
| HOLCIM LTD SEDOL 7110753 | 0.04% |
| KAYNE 2021-10A A 144A 01.3300 04/23/2034 | 0.04% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.04% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 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% |
| MSBAM 2012-C5 E 144A 04.8082 08/15/2045 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| STACR 2016-DNA1 M3 05.6393 07/25/2028 | 0.04% |
| STACR 2016-DNA3 M3 05.0920 12/25/2028 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.3593 12/15/2047 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| CUBESMART SEDOL B6SW913 | 0.04% |
| CWALT 2006-OA10 4A1 00.4716 08/25/2046 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| FNR 2021-65 LI IO 03.5000 10/25/2051 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| MONCLER SPA SEDOL BGLP232 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.04% |
| BANK 2019-BN22 C 03.5765 11/15/2062 | 0.04% |
| BLACK 2021-1A A1A 144A 01.4515 11/22/2034 | 0.04% |
| BXMT 2021-FL4 A P/P 144A 01.1395 05/15/2038 | 0.04% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.04% |
| CDX CDX.NA.HY.37 500.0 12/20/2026 | 0.04% |
| FHMS K131 X1 IO 00.8310 07/25/2031 | 0.04% |
| ILMN US R US0001M P 12/15/25 GS | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| MRK US R US0001M P 12/15/25 GS | 0.04% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.04% |
| SGS SA-REG SEDOL 4824778 | 0.04% |
| TERRIER MEDIA BUYER IN L+350 03.5904 12/17/2026 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| VIBR 2018-8A A1A 144A 01.2715 01/20/2031 | 0.04% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| CAS 2016-C06 1M2 04.3420 04/25/2029 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% |
| DIM FP R US0001M P 12/15/25 GS | 0.04% |
| DRSLF 2020-78A A 144A 01.3023 04/17/2033 | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.04% |
| GSK LN R US0001M P 12/15/25 GS | 0.04% |
| JERONIMO MARTINS SEDOL B1Y1SQ7 | 0.04% |
| JPMBB 2013-C12 C 04.2351 07/15/2045 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| OPAP SA SEDOL 7107250 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| ABBV US R US0001M P 12/15/25 GS | 0.04% |
| AREIT 2021-CRE5 A 144A 01.1695 07/17/2026 | 0.04% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.04% |
| CAS 2020-R01 1M2 02.1420 01/25/2040 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.04% |
| ENTAIN PLC SEDOL B5VQMV6 | 0.04% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.04% |
| JNJ US R US0001M P 12/15/25 GS | 0.04% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.04% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.04% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.04% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.03% |
| WFCM 2013-LC12 C 04.4411 07/15/2046 | 0.03% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.03% |
| ELMW4 2020-1A A 144A 01.3638 04/15/2033 | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| LBMLT 2004-1 A2 00.8916 02/25/2034 | 0.03% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| SAMI 2007-AR7 1A1 00.9416 05/25/2047 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| SPST 2021-WL1 A 00.7420 01/26/2054 | 0.03% |
| SPST 2021-WL2 A 00.7916 03/25/2054 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.03% |
| GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.03% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.03% |
| AREIT 2020-CRE4 C 144A 03.2702 04/15/2037 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.03% |
| MWST 2021-2 A 00.8416 04/25/2055 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| SAN FP R US0001M P 12/15/25 GS | 0.03% |
| TPAT 2018-SL1 A 144A 00.6893 01/25/2046 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| AZN US US0001M 12/15/25 GS | 0.03% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.03% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.03% |
| EDF SEDOL B0NJJ17 | 0.03% |
| GNMA GII30 MA6153 03.0000 09/20/2049 | 0.03% |
| GSMS 2010-C1 D 144A 06.1879 08/10/2043 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MSBAM 2014-C17 C 04.6374 08/15/2047 | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| RRAM 2020-12A AAR2 144A 01.4838 01/15/2036 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| APPLE INC 02.8000 02/08/2061 | 0.03% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.03% |
| GNMA GII30 MA7313 03.0000 04/20/2051 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.03% |
| MSBAM 2014-C14 C 05.2178 02/15/2047 | 0.03% |
| OMRON CORP SEDOL 6659428 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| SK TELECOM SEDOL 6224871 | 0.03% |
| SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.03% |
| STACR 2018-HRP2 M3 02.4920 02/25/2047 | 0.03% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| WFRBS 2011-C3 D 144A 05.5133 03/15/2044 | 0.03% |
| AUD/USD 01/19/2022 SSBT | 0.03% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.03% |
| CAE INC SEDOL 2162760 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.03% |
| COMM 2015-LC21 B 04.4782 07/10/2048 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.03% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| MSBAM 2013-C8 B 03.6591 12/15/2048 | 0.03% |
| SNDPT 2021-1A A 144A 01.1939 04/25/2034 | 0.03% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.03% |
| AHM 2007-1 GA1C 00.2816 05/25/2047 | 0.03% |
| BANK 2017-BNK8 B 04.0612 11/15/2050 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| COMM 2015-DC1 AM 03.7240 02/10/2048 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.03% |
| CWALT 2005-59 1A1 00.7511 11/20/2035 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.03% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.03% |
| SHACK 2017-11A AR 144A 01.2460 08/15/2030 | 0.03% |
| STACR 2017-DNA2 M2 03.5420 10/25/2029 | 0.03% |
| VTRS US R US0001M P 12/15/25 GS | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.03% |
| BIO-TECHNE CORP SEDOL BSHZ3Q0 | 0.03% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.03% |
| CGCMT 2014-GC19 D 144A 05.2605 03/10/2047 | 0.03% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.03% |
| CSAIL 2015-C2 AS 03.8490 06/15/2057 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| CWALT 2006-OA7 1A2 01.0232 06/25/2046 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| PFP 2021-8 AS 144A 01.3395 08/09/2037 | 0.03% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.03% |
| VERIZON COMMUNICATIONS 01.7500 01/20/2031 | 0.03% |
| VMWARE INC 02.2000 08/15/2031 | 0.03% |
| WAMU 2005-AR12 1A8 02.8217 10/25/2035 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.03% |
| WFCM 2016-LC25 AS 04.0290 12/15/2059 | 0.03% |
| WFRBS 2012-C9 D 144A 04.9690 11/15/2045 | 0.03% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.02% |
| CAS 2016-C01 2M2 07.0420 08/25/2028 | 0.02% |
| CIRRUS LOGIC INC SEDOL 2197308 | 0.02% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.02% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| ELMW2 2019-2A AR 144A 01.2815 04/20/2034 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| MSBAM 2012-C6 D 144A 04.7510 11/15/2045 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.02% |
| PPSI 2004-WCW2 M3 01.1416 10/25/2034 | 0.02% |
| REG18 2021-1A A1 144A 01.2238 01/15/2034 | 0.02% |
| ROSS STORES INC SEDOL 2746711 | 0.02% |
| TORO CO SEDOL 2897040 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.02% |
| AZN LN R US0001M P 12/15/25 GS | 0.02% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.02% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.02% |
| GENPACT LTD SEDOL B23DBK6 | 0.02% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.02% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OAKCL 2021-1A A1 144A 01.2838 07/15/2034 | 0.02% |
| OSHKOSH CORP SEDOL 2663520 | 0.02% |
| OXFORD NANOPORE TECHNOLOGIES SEDOL BP6S8Z3 | 0.02% |
| PRGO US R US0001M P 12/15/25 GS | 0.02% |
| PUBLIC STORAGE SEDOL 2852533 | 0.02% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.02% |
| SHIMADZU CORP SEDOL 6804369 | 0.02% |
| SNDPT 2020-1A AR 144A 01.3015 07/20/2034 | 0.02% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| UNUM GROUP SEDOL 2433842 | 0.02% |
| AIMCO 2021-14A A 144A 01.1215 04/20/2034 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| APID 2021-35A A 144A 01.1815 04/20/2034 | 0.02% |
| ARES 2021-60A A 144A 01.2423 07/18/2034 | 0.02% |
| BAYN GR R US0001M P 12/15/25 GS | 0.02% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.02% |
| BSP 2018-5BA A1A 144A 01.2215 04/20/2031 | 0.02% |
| CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.02% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.02% |
| CGMS 2017-1A A1R 144A 01.1315 04/20/2031 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMM 2014-CR18 C 04.9078 07/15/2047 | 0.02% |
| CSL AU R US0001M P 12/15/25 GS | 0.02% |
| DEN17 2018-1A AR 144A 01.1838 10/15/2031 | 0.02% |
| ELMW5 2020-2A AR 144A 01.2815 10/20/2034 | 0.02% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.02% |
| GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.02% |
| GUGG4 2016-1A A1S1 144A 01.3538 10/15/2031 | 0.02% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.02% |
| KAYNE 2019-6A A1 144A 01.5115 01/20/2033 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| LOGN1 2021-1A A 144A 01.3125 07/20/2034 | 0.02% |
| MAGNE 2020-26A A1R 144A 01.2102 07/25/2034 | 0.02% |
| MORGN 2021-7A A 144A 01.1939 04/23/2034 | 0.02% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.02% |
| OCP 2020-19A AR 144A 01.2815 10/20/2034 | 0.02% |
| OZLM 2015-11A A1R 144A 01.3816 10/30/2030 | 0.02% |
| PAIA 2018-1A A1AR 144A 01.1315 10/20/2031 | 0.02% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.02% |
| RAYTHEON TECH CORP 04.8750 10/15/2040 | 0.02% |
| RSRVA 2016-3A ARR 144A 01.1823 01/18/2034 | 0.02% |
| SK SQUARE CO LTD SEDOL BMG3GS6 | 0.02% |
| SWEDISH MATCH AB SEDOL BP09MR2 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| WELF 2018-2A A1 144A 01.3315 10/20/2031 | 0.02% |
| WFCM 2013-LC12 AS 04.4411 07/15/2046 | 0.02% |
| WOODS 2018-17A A 144A 01.1883 04/22/2031 | 0.02% |
| AIR LEASE CORP 02.1000 09/01/2028 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| ASPEED TECHNOLOGY INC SEDOL B80VKP3 | 0.02% |
| BBCMS 2019-C3 C 04.1780 05/15/2052 | 0.02% |
| BIIB US R US0001M P 12/15/25 GS | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| JPMBB 2013-C12 B 04.2351 07/15/2045 | 0.02% |
| NEW YORK TIMES CO-A SEDOL 2632003 | 0.02% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| PFWST 2021-1 A 00.7916 02/25/2055 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.02% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.02% |
| WHIRLPOOL CORP SEDOL 2960384 | 0.02% |
| YUM BRANDS INC SEDOL 2098876 | 0.02% |
| 4506 JP R US0001M P 12/15/25 GS | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.02% |
| AUTONATION INC 02.4000 08/01/2031 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BANK 2019-BN20 XA IO 00.9574 09/15/2062 | 0.02% |
| BBCMS 2021-C11 D 144A 02.0000 09/15/2054 | 0.02% |
| BMY US R US0001M P 12/15/25 GS | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| CAS 2017-C06 2M2 02.8920 02/25/2030 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| DOVER CORP SEDOL 2278407 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.8961 08/10/2046 | 0.02% |
| INTEL CORP SEDOL 2463247 | 0.02% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| WESTROCK CO SEDOL BYR0914 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| WFCM 2019-C52 XA IO 01.7393 08/15/2052 | 0.02% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.02% |
| 4581 JP R US0001M P 12/15/25 GS | 0.02% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.02% |
| AMMST 2020-MF1 XA IO 144A 01.0858 05/15/2053 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.02% |
| BOOKING HOLDINGS INC SEDOL BDRXDB4 | 0.02% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CATERPILLAR INC SEDOL 2180201 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| DOW INC SEDOL BHXCF84 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GILD US R US0001M P 12/15/25 GS | 0.02% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/05/2025 | 0.02% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.02% |
| JPMCC 2013-C16 C 05.1736 12/15/2046 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LLY US R US0001M P 12/15/25 GS | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| MCLO 2019-1A AANR 144A 01.4438 04/15/2032 | 0.02% |
| MWST 2020-1 A 00.9916 10/25/2053 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| OMNICOM GROUP SEDOL 2279303 | 0.02% |
| REG20 2021-2A A 144A 01.2438 10/15/2034 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| SOUTHWESTERN ENERGY 05.3750 02/01/2029 | 0.02% |
| SPST 2021-14 A1 00.7804 12/08/2022 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 05.1250 05/09/2029 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| CAPCOM CO LTD SEDOL 6173694 | 0.02% |
| CHARTER COMM OPT LLC/CAP 02.2500 01/15/2029 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CWALT 2006-OA19 A1 00.2711 02/20/2047 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| HPA 2021-2 C 144A 02.4020 12/17/2026 | 0.02% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| JPMBB 2014-C22 C 04.7045 09/15/2047 | 0.02% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.02% |
| MSBAM 2015-C24 B 04.4876 05/15/2048 | 0.02% |
| MSC 2011-C3 D 144A 05.2349 07/15/2049 | 0.02% |
| MSC 2016-UB12 AS 03.7780 12/15/2049 | 0.02% |
| PECF USS INTERMEDIAT P/P 144A 08.0000 11/15/2029 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| AMGEN INC SEDOL 2023607 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.02% |
| CSMC 2021-RPL7 A1 01.9260 07/27/2061 | 0.02% |
| EMIR 2018-1 M1 01.7916 11/25/2028 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| STACR 2016-HQA1 M3 06.4420 09/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.2420 11/25/2028 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| UNITED SITE PECF TLB L+425 05.0000 11/04/2028 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| AMGN US R US0001M P 12/15/25 GS | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.02% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% |
| DEXUS/AU SEDOL B033YN6 | 0.02% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.02% |
| FACTSET RESEARCH SYSTEMS INC SEDOL 2329770 | 0.02% |
| FHMS K740 X1 00.8446 09/25/2027 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| INTERNATIONAL PAPER CO SEDOL 2465254 | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| NEWZ 2021-1 A 00.8416 05/25/2055 | 0.02% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| TEVA US R US0001M P 12/15/25 GS | 0.02% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.02% |
| VMC 2021-FL4 A P/P 144A 01.1888 06/16/2036 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.02% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.02% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.02% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.02% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| EUR/USD 12/15/2021 JPMCB | 0.02% |
| FHMS KW10 X1 IO 00.7730 09/25/2029 | 0.02% |
| GNMA GII30 MA6089 03.0000 08/20/2049 | 0.02% |
| GNMA GII30 MA6710 03.0000 06/20/2050 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| JPMCC 2012-C6 E 144A 05.3100 05/15/2045 | 0.02% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.02% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 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% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.02% |
| UBSCM 2018-C8 XA IO 01.0203 02/15/2051 | 0.02% |
| VERTIV TLB L+275 02.8440 03/02/2027 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| YANDEX NV-A SEDOL B5BSZB3 | 0.02% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.02% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.02% |
| BERRY GLOBAL INC 01.6500 01/15/2027 | 0.02% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.02% |
| CAS 2017-C01 1EB1 01.3420 07/25/2029 | 0.02% |
| CAS 2019-HRP1 M2 02.2420 11/25/2039 | 0.02% |
| CMLTI 2005-2 1A2A 02.7561 05/25/2035 | 0.02% |
| COMM 2013-CR9 D 144A 04.4214 07/10/2045 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% |
| NVENT ELECTRIC PLC SEDOL BDVJJQ5 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.02% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% |
| TMIR 2021-2 M1A P/P 144A 02.1416 10/25/2033 | 0.02% |
| UBSBB 2012-C2 D 144A 05.0426 05/10/2063 | 0.02% |
| WAMU 2005-AR11 A1B3 00.8920 08/25/2045 | 0.02% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 0.01% |
| BSABS 2005-HE8 M3 02.0416 08/25/2035 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| GNMA GII30 MA7053 03.0000 12/20/2050 | 0.01% |
| GNR 2016-H16 EI IO 02.1971 06/20/2066 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| JPMCC 2010-C2 C 144A 05.9035 11/15/2043 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.01% |
| OT MERGER CORP P/P 144A 07.8750 10/15/2029 | 0.01% |
| QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 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% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.01% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.01% |
| UBSCM 2017-C7 XA IO 01.1691 12/15/2050 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WAMU 2004-AR13 A2B 00.9720 11/25/2034 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| 4507 JP R US0001M P 12/15/25 GS | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| AMERICAN TRANSMISSIO P/P 144A 02.6500 01/15/2032 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| E.ON SE SEDOL 4942904 | 0.01% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.01% |
| GNR 2015-H25 BI IO 01.7332 10/20/2065 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.01% |
| MCGRAW-HILL ED P/P 144A 05.7500 08/01/2028 | 0.01% |
| MCGRAW-HILL ED P/P 144A 08.0000 08/01/2029 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% |
| VIFN SW R US0001M P 12/15/25 GS | 0.01% |
| WAMU 2004-AR3 A2 02.5947 06/25/2034 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WFCM 2013-LC12 D 144A 04.4411 07/15/2046 | 0.01% |
| WFCM 2016-LC25 XA IO 01.0003 12/15/2059 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CFCRE 2011-C2 D 144A 05.3593 12/15/2047 | 0.01% |
| CLUB CAR TL L+400 04.5000 06/01/2028 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| GBP/USD 12/15/2021 UBS | 0.01% |
| GEA GROUP AG SEDOL 4557104 | 0.01% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.01% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| MWST 2020-2 A 00.8916 11/25/2053 | 0.01% |
| NMSG3 2021-1 A 00.8360 06/25/2054 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% |
| UNILEVER PLC SEDOL B10RZP7 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| 4502 JP R US0001M P 12/15/25 GS | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| CAD/USD 01/19/2022 TDBK | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-REG SEDOL 5962309 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.01% |
| COMM 2014-CR14 XA IO 00.6938 02/10/2047 | 0.01% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GBP/USD 12/15/2021 RBSF | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| NH FOODS LTD SEDOL 6640767 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| STACR 2019-DNA1 M2 02.7420 01/25/2049 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0520 07/25/2045 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.01% |
| 4523 JP R US0001M P 12/15/25 GS | 0.01% |
| 4530 JP R US0001M P 12/15/25 GS | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.01% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CAD/USD 01/19/2022 BCAP-FX | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CLARIV SCI HLD CORP P/P 144A 04.8750 07/01/2029 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.01% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.01% |
| LANXESS AG SEDOL B05M8B7 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.7500 11/15/2031 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NITTO DENKO CORP SEDOL 6641801 | 0.01% |
| NZD/USD 01/19/2022 GSFX | 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% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SEB SA SEDOL 4792132 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AGL 2020-6A AR 144A 01.3315 07/20/2034 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AUD/USD 01/19/2022 JPMCB | 0.01% |
| BANK OF AMERICA CORP 00.8760 09/15/2026 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.01% |
| DCC PLC SEDOL 0242493 | 0.01% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.01% |
| DISH DBS CORP P/P 144A 05.2500 12/01/2026 | 0.01% |
| DISH DBS CORP P/P 144A 05.7500 12/01/2028 | 0.01% |
| FHR 3065 DC 19.5923 03/15/2035 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| HIK LN R US0001M P 12/15/25 GS | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MSRR 2015-R4 CB1 00.9149 08/26/2047 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SAMI 2007-AR1 2A1 00.2716 01/25/2037 | 0.01% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% |
| SCSK CORP SEDOL 6858474 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2019-HQA1 M2 02.4420 02/25/2049 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2420 08/15/2050 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMC ENT INC TLB L+300 03.0896 04/22/2026 | 0.01% |
| AT&T INC 02.2500 02/01/2032 | 0.01% |
| BAFC 2005-B 3M1 00.7661 04/20/2035 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAD/USD 01/19/2022 CITI | 0.01% |
| CAS 2014-C04 1M2 04.9920 11/25/2024 | 0.01% |
| CAS 2017-C01 1M2C 03.6420 07/25/2029 | 0.01% |
| CAS 2021-R02 2M1 00.9500 11/25/2041 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CHENIERE ENERGYP 04.0000 03/01/2031 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMM 2014-UBS4 XA IO 01.2519 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0107 12/10/2047 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GNMA GII30 AY4779 04.4840 03/20/2067 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| HMIR 2018-1 M1 144A 01.6916 10/25/2028 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMBB 2014-C19 C 04.8103 04/15/2047 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MLMI 2005-A2 A2 02.8342 02/25/2035 | 0.01% |
| MOZART DEBT MERGER S P/P 144A 05.2500 10/01/2029 | 0.01% |
| MSAC 2004-HE6 M1 00.9166 08/25/2034 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| NZD/USD 01/19/2022 RBSF | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+325 03.0803 06/30/2025 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| STACR 2017-DNA2 M1 01.2920 10/25/2029 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| WFRBS 2011-C4 E 144A 05.0241 06/15/2044 | 0.01% |
| WFRBS 2013-C15 D 144A 04.6520 08/15/2046 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| 4503 JP R US0001M P 12/15/25 GS | 0.01% |
| ADIENT TLB L+350 03.5904 04/01/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| ARRW 2019-1 A3 04.0174 01/25/2049 | 0.01% |
| ASCEND LEARNING TL 2L L+575 06.2500 11/18/2029 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BUMT 2005-1 1A1 00.6916 09/25/2045 | 0.01% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.01% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.01% |
| CAS 2014-C03 2M2 02.9920 07/25/2024 | 0.01% |
| CAS 2017-C04 2ED1 00.6920 11/25/2029 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EUR/USD 12/15/2021 MSCIL | 0.01% |
| EUR/USD 12/15/2021 SSBT | 0.01% |
| FHR 3408 EK 25.4340 04/15/2037 | 0.01% |
| FNR 2006-8 HP 24.2293 03/25/2036 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.01% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% |
| GSMS 2013-GC10 XA IO 01.6228 02/10/2046 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% |
| STACR 2020-HQA1 M2 01.9920 01/25/2050 | 0.01% |
| STACR 2021-HQA3 M1 00.8997 09/25/2041 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% |
| UCB BB R US0001M P 12/15/25 GS | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| APACHE CORP 05.1000 09/01/2040 | 0.01% |
| ASURION CORP 2N TLB4 L+525 05.3404 01/30/2029 | 0.01% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.01% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BLACKSTONE MTGE TR P/P 144A 03.7500 01/15/2027 | 0.01% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BWAY CORP TLB L+325 03.3493 04/03/2024 | 0.01% |
| CAD/USD 01/19/2022 UBS | 0.01% |
| CAS 2018-C05 1ED1 00.7420 01/25/2031 | 0.01% |
| CAS 2021-R01 1M1 00.8000 10/25/2041 | 0.01% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.01% |
| COMM 2014-CR17 XA IO 01.1207 05/10/2047 | 0.01% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| ERF FP R US0001M P 12/15/25 GS | 0.01% |
| EUR/USD 12/15/2021 TDBK | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GBP/USD 12/15/2021 HSBCB | 0.01% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.01% |
| GLPG NA R US0001M P 12/15/25 GS | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GNMA GII30 MA7194 03.0000 02/20/2051 | 0.01% |
| GNR 2015-H26 EI IO 01.7308 10/20/2065 | 0.01% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| GRAPHIC PACKAGING IN P/P 144A 03.7500 02/01/2030 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.9787 11/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| LUN DC R US0001M P 12/15/25 GS | 0.01% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.01% |
| NOURYON USA TLB L+300 03.0920 10/01/2025 | 0.01% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.01% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.01% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 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% |
| STACR 2018-HQA2 M2 02.3920 10/25/2048 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.01% |
| VENTURE GLOBAL CALCA P/P 144A 03.8750 11/01/2033 | 0.01% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 04.0000 08/15/2029 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| AMC ENT HLDGS P/P 144A 12.0000 06/15/2026 | 0.00% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.00% |
| COMM 2013-LC13 XA IO 01.1743 08/10/2046 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| EUR/USD 12/15/2021 CSI-FX | 0.00% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.00% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GBP/USD 12/15/2021 CSI-FX | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INCY US R US0001M P 12/15/25 GS | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| KONTOOR BRANDS INC P/P 144A 04.1250 11/15/2029 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.00% |
| MEREDITH CORP 06.5000 07/01/2025 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2128 08/15/2047 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 04.7500 11/01/2028 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| NZD/USD 01/19/2022 CITI | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| PENNYMAC FIN SVCS IN P/P 144A 05.7500 09/15/2031 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.00% |
| SCRIPPS ESCROW INC P/P 144A 05.8750 07/15/2027 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2018-DNA3 M2B 02.1920 09/25/2048 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| THYSSENKRUPP ELEVATOR L+350 04.0000 07/31/2027 | 0.00% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.00% |
| VISTRA OPERATION P/P 144A 05.6250 02/15/2027 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| ASURION CORP TLB9 L+325 03.3404 07/31/2027 | 0.00% |
| AUD/USD 01/19/2022 BANKAM | 0.00% |
| AUD/USD 01/19/2022 UBS | 0.00% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% |
| BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.00% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAESARS ENTERTAIN IN P/P 144A 04.6250 10/15/2029 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C02 1M2 04.0920 05/25/2025 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 MA6409 03.0000 01/20/2050 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JPMBB 2014-C19 XA IO 00.8119 04/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.00% |
| JPY/USD 02/16/2022 RBSF | 0.00% |
| JPY/USD 02/16/2022 UBS | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LINK REIT SEDOL B0PB4M7 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.00% |
| MOZART DEBT MERGER S P/P 144A 03.8750 04/01/2029 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.00% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NZD/USD 01/19/2022 TDBK | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| REGN US R US0001M P 12/15/25 GS | 0.00% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| UBSBB 2012-C2 XA IO 144A 01.4265 05/10/2063 | 0.00% |
| UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.00% |
| UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AUD/USD 01/19/2022 HSBCB | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| CAS 2015-C01 1M2 04.3920 02/25/2025 | 0.00% |
| CAS 2015-C03 2M2 05.0920 07/25/2025 | 0.00% |
| CAS 2019-R01 2M2 02.5420 07/25/2031 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DIAMOND BC BV P/P 144A 04.6250 10/01/2029 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| FHR 2990 LB 16.7176 06/15/2034 | 0.00% |
| FNR 2005-106 JC 19.8388 12/25/2035 | 0.00% |
| FORD MOTOR COMPANY 03.2500 02/12/2032 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| GRF SM R US0001M P 12/15/25 GS | 0.00% |
| HUB INTL LTD P/P 144A 05.6250 12/01/2029 | 0.00% |
| JPMCC 2013-LC11 X IO 01.3689 04/15/2046 | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NOVN SW R US0001M P 12/15/25 GS | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OPTION CARE HLTH INC P/P 144A 04.3750 10/31/2029 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.00% |
| SEK/USD 12/15/2021 CITI | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| STATION CASINOS LLC P/P 144A 04.6250 12/01/2031 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| UKG INC TL 2L L+525 05.7500 05/03/2027 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2012-C9 XB IO 144A 00.8734 11/15/2045 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 4568 JP R US0001M P 12/15/25 GS | 0.00% |
| ASBURY AUTOMOTIVE GR P/P 144A 04.6250 11/15/2029 | 0.00% |
| AUD/USD 01/19/2022 BCAP-FX | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2014-C04 2M2 05.0920 11/25/2024 | 0.00% |
| CAS 2015-C02 2M2 04.0920 05/25/2025 | 0.00% |
| CHF/USD 12/15/2021 SSBT | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| COMM 2014-CR18 XA IO 01.1562 07/15/2047 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.00% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| EUR/USD 12/15/2021 RBSF | 0.00% |
| FNR 2006-62 PS 39.3480 07/25/2036 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| JPY/USD 02/16/2022 TDBK | 0.00% |
| JPY/USD 02/16/2022 WPAC | 0.00% |
| KINDER MORGAN INC. 07.7500 01/15/2032 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.00% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.00% |
| NZD/USD 01/19/2022 BCAP-FX | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PACTIV EVERGREEN GRP P/P 144A 04.3750 10/15/2028 | 0.00% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% |
| REC IM R US0001M P 12/15/25 GS | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| TOPBUILD CORP P/P 144A 04.1250 02/15/2032 | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.6315 12/15/2045 | 0.00% |
| 1.4755 R ISWP US0003M P 11/26/2026 | 0.00% |
| 1.6065 R ISWP US0003M P 10/14/2031 | 0.00% |
| AIR CANADA P/P 144A 03.8750 08/15/2026 | 0.00% |
| ASBURY AUTOMOTIVE GR P/P 144A 05.0000 02/15/2032 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| CAD/USD 01/19/2022 BANKAM | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CAS 2017-C05 1M2A 02.2920 01/25/2030 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CHF/USD 12/15/2021 GSFX | 0.00% |
| CHF/USD 12/15/2021 HSBCB | 0.00% |
| CHF/USD 12/15/2021 JPMCB | 0.00% |
| CHF/USD 12/15/2021 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 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.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 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| DKK/USD 12/15/2021 CITI | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 12/15/2021 WPAC | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 12/15/2021 SSBT | 0.00% |
| GBP/USD 12/15/2021 WPAC | 0.00% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.00% |
| HUB INTERNATIONAL LTD L+325 04.0000 04/25/2025 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| JPY/USD 02/16/2022 BANKAM | 0.00% |
| JPY/USD 02/16/2022 BCAP-FX | 0.00% |
| JPY/USD 02/16/2022 MSCIL | 0.00% |
| KYNDRYL HOLDINGS INC SEDOL BP6JW21 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 01/19/2022 BANKAM | 0.00% |
| OGN US R US0001M P 12/15/25 GS | 0.00% |
| ORNBV FH R US0001M P 12/15/25 GS | 0.00% |
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| STACR 2014-HQ3 M3 04.8420 10/25/2024 | 0.00% |
| STACR 2019-DNA2 M2 02.5420 03/25/2049 | 0.00% |
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| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.7250 12/10/2045 | 0.00% |
| VRTX US R US0001M P 12/15/25 GS | 0.00% |
| 1.268 R ISWP US0003M P 11/01/2026 | 0.00% |
| 1.542 R ISWP US0003M P 10/01/2031 | 0.00% |
| AUD/USD 01/19/2022 CITI | 0.00% |
| AUD/USD 01/19/2022 CSI-FX | 0.00% |
| AUD/USD 01/19/2022 GSFX | 0.00% |
| AUD/USD 01/19/2022 RBSF | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.6232 12/11/2038 | 0.00% |
| CAD/USD 01/19/2022 HSBCB | 0.00% |
| CAD/USD 01/19/2022 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.5990 10/15/2049 | 0.00% |
| CHF/USD 12/15/2021 BANKAM | 0.00% |
| CHF/USD 12/15/2021 CITI | 0.00% |
| CHF/USD 12/15/2021 UBS | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.A.14 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 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 02/16/2022 SSBT | 0.00% |
| EUR/USD 12/15/2021 BCAP-FX | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
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| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HKD/USD 02/16/2022 HSBCB | 0.00% |
| JPY/USD 02/16/2022 CITI | 0.00% |
| JPY/USD 02/16/2022 GSFX | 0.00% |
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| CAD/USD 01/19/2022 RBSF | -0.00% |
| CHF/USD 12/15/2021 BCAP-FX | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.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 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
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| 1.697 R ISWP US0003M P 11/10/2051 | -0.00% |
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| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
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| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
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| AUD/USD 01/19/2022 TDBK | -0.01% |
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| ALIGN TECHNOLOGY INC SEDOL 2679204 | 0.25% |
| NORTHROP GRUMMAN CORP SEDOL 2648806 | 0.25% |
| FIDELITY NATIONAL INFO SERV SEDOL 2769796 | 0.24% |
| DOCUSIGN INC SEDOL BFYT7B7 | 0.24% |
| BANK OF AMERICA CORP 03.2480 10/21/2027 | 0.23% |
| FNMA FN30 MA2737 UMBS 03.0000 09/01/2046 | 0.23% |
| EDWARDS LIFESCIENCES CORP SEDOL 2567116 | 0.23% |
| AMERICAN ELECTRIC POWER SEDOL 2026242 | 0.22% |
| AT&T INC 02.5500 12/01/2033 | 0.22% |
| CSX CORP SEDOL 2160753 | 0.22% |
| COLGATE-PALMOLIVE CO SEDOL 2209106 | 0.22% |
| MSCI EMGMKT DEC21 MESZ1 | 0.22% |
| FNMA FN30 AL9859 UMBS 03.0000 03/01/2047 | 0.21% |
| MCDONALD'S CORP SEDOL 2550707 | 0.21% |
| CRH PLC SEDOL 4182249 | 0.21% |
| DUPONT DE NEMOURS INC SEDOL BK0VN47 | 0.21% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.21% |
| ANTHEM INC SEDOL BSPHGL4 | 0.21% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.21% |
| GOLDMAN SACHS GROUP INC 03.8500 01/26/2027 | 0.20% |
| PINTEREST INC- CLASS A SEDOL BJ2Z0H2 | 0.20% |
| NIKE INC -CL B SEDOL 2640147 | 0.20% |
| CVS HEALTH CORP 04.7800 03/25/2038 | 0.20% |
| FNMA FN30 BM5024 UMBS 03.0000 11/01/2048 | 0.20% |
| GENERAL MOTORS CO SEDOL B665KZ5 | 0.19% |
| SONY GROUP CORP SEDOL 6821506 | 0.19% |
| VERTEX PHARMACEUTICALS INC SEDOL 2931034 | 0.19% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.19% |
| VEEVA SYSTEMS INC-CLASS A SEDOL BFH3N85 | 0.19% |
| CONOCOPHILLIPS | 0.19% |
| FHLMC FR30 QC4957 UMBS 02.5000 08/01/2051 | 0.19% |
| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.19% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.19% |
| MODERNA INC SEDOL BGSXTS3 | 0.19% |
| ROKU INC SEDOL BZ1LFG7 | 0.19% |
| SERVICENOW INC SEDOL B80NXX8 | 0.19% |
| SYNOPSYS INC SEDOL 2867719 | 0.19% |
| JOHNSON & JOHNSON SEDOL 2475833 | 0.18% |
| ROYAL DUTCH SHELL PLC-B SHS SEDOL B03MM40 | 0.18% |
| UBS GROUP AG P/P 144A 03.4910 05/23/2023 | 0.18% |
| PARKER HANNIFIN CORP SEDOL 2671501 | 0.18% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.18% |
| AT&T INC 03.5500 09/15/2055 | 0.18% |
| HONEYWELL INTERNATIONAL INC SEDOL 2020459 | 0.18% |
| LONZA GROUP AG-REG SEDOL 7333378 | 0.18% |
| MICROSOFT CORP 02.4000 08/08/2026 | 0.17% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.17% |
| ELI LILLY & CO SEDOL 2516152 | 0.17% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.17% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.17% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.17% |
| UNITED RENTALS INC SEDOL 2134781 | 0.17% |
| MARRIOTT INTERNATIONAL -CL A SEDOL 2210614 | 0.17% |
| MEDTRONIC PLC SEDOL BTN1Y11 | 0.17% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.17% |
| SOUTHERN CO/THE SEDOL 2829601 | 0.17% |
| APPLE INC 04.2500 02/09/2047 | 0.16% |
| GARTNER INC SEDOL 2372763 | 0.16% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.16% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.16% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.16% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.16% |
| CDX CDX.NA.IG.37 100.0 12/20/2026 | 0.16% |
| NRG ENERGY INC SEDOL 2212922 | 0.16% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.16% |
| AXA SA SEDOL 7088429 | 0.15% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.15% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.15% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.15% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.15% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.15% |
| CUMMINS INC SEDOL 2240202 | 0.15% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.15% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.14% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.14% |
| CORTEVA INC SEDOL BK73B42 | 0.14% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.14% |
| VERIZON COMM 04.3290 09/21/2028 | 0.14% |
| BIOGEN INC SEDOL 2455965 | 0.14% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.14% |
| TREASURY BILL 00.0000 05/19/2022 | 0.14% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.14% |
| AERCAP IRELAND CAP/GLOBA USD 03.3000 01/30/2032 | 0.14% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| COSTAR GROUP INC SEDOL 2262864 | 0.13% |
| MERCK KGAA SEDOL 4741844 | 0.13% |
| ORACLE CORP SEDOL 2661568 | 0.13% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.13% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.13% |
| HOYA CORP SEDOL 6441506 | 0.13% |
| HALLIBURTON CO SEDOL 2405302 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| STACR 2016-DNA2 M3 04.7393 10/25/2028 | 0.13% |
| TREASURY BILL 00.0000 04/07/2022 | 0.13% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.13% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.13% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.13% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.13% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.13% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.12% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.12% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.12% |
| EATON CORP PLC SEDOL B8KQN82 | 0.12% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.12% |
| HOME DEPOT INC SEDOL 2434209 | 0.12% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.12% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.12% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.12% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.12% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.12% |
| PULTEGROUP INC SEDOL 2708841 | 0.12% |
| CHEVRON CORP | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% |
| KDDI CORP SEDOL 6248990 | 0.12% |
| DEXCOM INC SEDOL B0796X4 | 0.11% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.11% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.11% |
| PPG INDUSTRIES INC SEDOL 2698470 | 0.11% |
| ORACLE CORP 04.0000 11/15/2047 | 0.11% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.11% |
| KOHLS CORP SEDOL 2496113 | 0.11% |
| MARVELL TECHNOLOGY INC SEDOL BNKJSM5 | 0.11% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| SALESFORCE.COM INC SEDOL 2310525 | 0.11% |
| UNIVERSAL MUSIC GROUP NV SEDOL BNZGVV1 | 0.11% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.11% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.11% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.11% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.11% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.11% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.10% |
| COMCAST CORP 03.4500 02/01/2050 | 0.10% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.10% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.10% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.10% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 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% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 0.10% |
| COMMONWEALTH BK AUST P/P 144A 03.1500 09/19/2027 | 0.10% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.10% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.10% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.10% |
| FHR 5119 IC IO 04.0000 06/25/2051 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 11/01/2051 | 0.10% |
| CAS 2016-C04 1M2 04.3393 01/25/2029 | 0.10% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.10% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.10% |
| ASML HOLDING NV SEDOL B929F46 | 0.10% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.10% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.09% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.09% |
| SANOFI SEDOL 5671735 | 0.09% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.09% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.09% |
| ARAMARK SEDOL BH3XG17 | 0.09% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.09% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.09% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.09% |
| FNR 2021-67 DI IO 04.0000 10/25/2051 | 0.09% |
| RADIAN GROUP INC SEDOL 2173911 | 0.09% |
| L OREAL SEDOL 4057808 | 0.09% |
| STARBUCKS CORP SEDOL 2842255 | 0.09% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.09% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.09% |
| US BANCORP 02.4910 11/03/2036 | 0.09% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.09% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.09% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.09% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.09% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.08% |
| DBUBS 2011-LC3A D 144A 05.3656 08/10/2044 | 0.08% |
| GSMS 2014-GC22 C 04.6891 06/10/2047 | 0.08% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| DIAGEO PLC SEDOL 0237400 | 0.08% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.08% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.08% |
| APPLE INC 00.7500 05/11/2023 | 0.08% |
| 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% |
| STATE STREET CORP SEDOL 2842040 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.08% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.08% |
| BNP PARIBAS SEDOL 7309681 | 0.08% |
| INCYTE CORP | 0.08% |
| VONTIER CORP SEDOL BH4GV32 | 0.08% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.08% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.08% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.08% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.08% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.08% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.08% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.08% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.08% |
| ORACLE CORP 02.5000 10/15/2022 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.08% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.08% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.08% |
| ZOZO INC SEDOL B292RC1 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.08% |
| MRK GR R US0001M P 12/15/25 GS | 0.08% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.08% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.08% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| DANAHER CORP 05.0000 CV PFD | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| FHR 5094 AI IO 03.0000 04/25/2041 | 0.08% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.08% |
| FHR 5127 AI IO 03.0000 06/25/2051 | 0.07% |
| WAT US R US0001M P 12/15/25 GS | 0.07% |
| BOEING CO 05.9300 05/01/2060 | 0.07% |
| DROPBOX INC-CLASS A SEDOL BG0T321 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| 3M CO | 0.07% |
| AMETEK INC SEDOL 2089212 | 0.07% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| MRAIT 2021-8 A2X 01.2379 05/15/2022 | 0.07% |
| NESTLE SA-REG SEDOL 7123870 | 0.07% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.07% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| FHR 4326 GS IO 05.9598 04/15/2044 | 0.07% |
| STACR 2018-HRP2 M3AS 01.0893 02/25/2047 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| AMERISOURCEBERGEN CORP | 0.07% |
| CAS 2016-C01 1M2 06.8393 08/25/2028 | 0.07% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.07% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.07% |
| IQV US R US0001M P 12/15/25 GS | 0.07% |
| SQUARE INC - A SEDOL BYNZGK1 | 0.07% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.07% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.07% |
| BMARK 2018-B7 AM 04.7410 05/15/2053 | 0.07% |
| COMCAST CORP 02.3500 01/15/2027 | 0.07% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.1664 04/20/2048 | 0.07% |
| MTD US R US0001M P 12/15/25 GS | 0.07% |
| NIAPK 2019-1A AR 144A 01.1223 07/17/2032 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.07% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.07% |
| CAS 2015-C04 2M2 05.6393 04/25/2028 | 0.07% |
| EQUINOR ASA SEDOL 7133608 | 0.07% |
| FHR 5152 IE IO 03.5000 10/25/2051 | 0.07% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.07% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.07% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.07% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.07% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.07% |
| MORGAN STANLEY | 0.07% |
| OWENS CORNING SEDOL B1FW7Q2 | 0.07% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.07% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.07% |
| ALLSTATE CORP SEDOL 2019952 | 0.07% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.07% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.07% |
| PKI US R US0001M P 12/15/25 GS | 0.07% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% |
| WESFARMERS LTD SEDOL 6948836 | 0.07% |
| A US R US0001M P 12/15/25 GS | 0.07% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.07% |
| AMEREN CORPORATION SEDOL 2050832 | 0.07% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.07% |
| CAS 2015-C04 1M2 05.7893 04/25/2028 | 0.07% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.07% |
| FHR 5162 HI IO 04.0000 11/25/2051 | 0.07% |
| FNR 2021-28 GI IO 04.0000 05/25/2051 | 0.07% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.07% |
| STELLANTIS NV SEDOL BMD8F98 | 0.07% |
| TEXTRON INC SEDOL 2885937 | 0.07% |
| TMO US R US0001M P 12/15/25 GS | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| AGCO CORP SEDOL 2010278 | 0.06% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.06% |
| CAS 2017-C01 1M2 03.6393 07/25/2029 | 0.06% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.06% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.06% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.06% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.06% |
| TRNTS 2021-16A A1 144A 01.3115 07/20/2034 | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.06% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.06% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.06% |
| GNR 2016-H16 LI IO 02.1150 07/20/2066 | 0.06% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.06% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.06% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.06% |
| LENNAR CORP 04.7500 11/29/2027 | 0.06% |
| BRENNTAG SE SEDOL B4YVF56 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| CSAIL 2015-C1 C 04.2617 04/15/2050 | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| FHR 5134 IB IO 04.0000 08/25/2051 | 0.06% |
| FNR 2017-69 SG IO 06.0640 09/25/2047 | 0.06% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.06% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.06% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| HCA INC 03.5000 07/15/2051 | 0.06% |
| NINTENDO CO LTD SEDOL 6639550 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| FHR 5167 IO IO 03.0000 11/25/2051 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| AFLAC INC SEDOL 2026361 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| ATHENE GLOBAL FU P/P 144A 01.9850 08/19/2028 | 0.06% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.06% |
| LINDE PLC SEDOL BYWD9S5 | 0.06% |
| MSC 2007-IQ15 C 144A 06.1792 06/11/2049 | 0.06% |
| RIO TINTO PLC SEDOL 0718875 | 0.06% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.06% |
| SSE PLC SEDOL 0790873 | 0.06% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.06% |
| FNR 2019-43 SC IO 06.0108 08/25/2049 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| SPST 2021-16 A1 00.6979 11/07/2022 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| ZTS US R US0001M P 12/15/25 GS | 0.06% |
| AT&T INC SEDOL 2831811 | 0.06% |
| BP PLC SEDOL 0798059 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| LIFE STORAGE INC SEDOL BDCSFJ6 | 0.06% |
| THALES SA SEDOL 4162791 | 0.06% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.06% |
| CAS 2016-C05 2M2 04.5393 01/25/2029 | 0.06% |
| COMM 2010-C1 D 144A 05.6822 07/10/2046 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| SANDVIK AB SEDOL B1VQ252 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| AGL 2021-13A A1 144A 01.3203 10/20/2034 | 0.06% |
| APID 2015-23A AR 144A 01.3438 04/15/2033 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| CFMT 2021-HB7 M2 02.6791 10/27/2031 | 0.06% |
| CROWN HOLDINGS INC | 0.06% |
| MRAIT 2021-EBO1 A2X 01.8379 04/15/2022 | 0.06% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.06% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.05% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.05% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| SK TELECOM SEDOL 6224871 | 0.05% |
| UBSCM 2012-C1 C 144A 05.5358 05/10/2045 | 0.05% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.05% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.05% |
| FNR 2021-28 NI IO 03.0000 05/25/2041 | 0.05% |
| FNR 2021-45 MI IO 02.5000 02/25/2049 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| HUNTINGTON BANCSHARE P/P 144A 02.4870 08/15/2036 | 0.05% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.05% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.05% |
| MRAIT 2021-11 A1X 01.2403 01/25/2022 | 0.05% |
| MRAIT 2021-EBO4 A1X 01.8324 02/16/2022 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.05% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.05% |
| SPST 2021-6 A 00.8893 04/25/2022 | 0.05% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.05% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.05% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.05% |
| ABBVIE INC 03.8000 03/15/2025 | 0.05% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.05% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.05% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.05% |
| TREASURY BILL 00.0000 03/24/2022 | 0.05% |
| CEDF 2013-1A ARR 144A 01.2115 04/20/2034 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.05% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.05% |
| HLSY 2019-1A A1A1 144A 01.4815 01/20/2033 | 0.05% |
| JOHNSON CONTROLS INTL PL 04.9500 07/02/2064 | 0.05% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.05% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.05% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% |
| BRUNSWICK CORP SEDOL 2149309 | 0.05% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.05% |
| ICON PLC SEDOL B94G471 | 0.05% |
| MINEBEA CO LTD SEDOL 6642406 | 0.05% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.05% |
| PFE US R US0001M P 12/15/25 GS | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| WFRBS 2013-C11 C 04.1834 03/15/2045 | 0.05% |
| ABBSL 2020-1A A1A 144A 01.6238 01/15/2033 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| BOBA 2020-1A A 144A 01.4815 01/20/2032 | 0.05% |
| CAS 2016-C02 1M2 06.0893 09/25/2028 | 0.05% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.05% |
| METLIFE CAP TRST IV P/P 144A 07.8750 12/15/2037 | 0.05% |
| MORGN 2019-5A A1 144A 01.5138 01/15/2033 | 0.05% |
| NETFLIX INC 04.3750 11/15/2026 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| ORACLE CORP 03.6500 03/25/2041 | 0.05% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.05% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.05% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.05% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.05% |
| NEXI SPA SEDOL BJ1F880 | 0.05% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.05% |
| SLM CORP | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| CAIXABANK SA SEDOL B283W97 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.05% |
| NETFLIX INC SEDOL 2857817 | 0.05% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.05% |
| ABBSL 2021-2A A 144A 01.2238 04/15/2034 | 0.05% |
| ARES 2016-41A AR2 144A 01.1938 04/15/2034 | 0.05% |
| AVIVA PLC SEDOL 0216238 | 0.05% |
| CECLO 2020-29A AR P/P 144A 01.3059 10/20/2034 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.05% |
| FUJITSU LTD SEDOL 6356945 | 0.05% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.05% |
| IPN FP R US0001M P 12/15/25 GS | 0.05% |
| MRAIT 2020-11 A1X 01.7838 04/22/2022 | 0.05% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.05% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.05% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.04% |
| COMM 2013-CR13 C 04.8815 11/10/2046 | 0.04% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.04% |
| MRAIT 2021-NA1 A1X 01.5824 03/08/2022 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| BMIR 2019-4A M1C 144A 02.5893 10/25/2029 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| BROADCOM INC 04.1500 11/15/2030 | 0.04% |
| ENTAIN PLC SEDOL B5VQMV6 | 0.04% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/31/2027 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.04% |
| CAPGEMINI SE SEDOL 4163437 | 0.04% |
| CDX CDX.NA.HY.37 500.0 12/20/2026 | 0.04% |
| FORTUM OYJ SEDOL 5579550 | 0.04% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| MRK US R US0001M P 12/15/25 GS | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.04% |
| VIATRIS INC 02.3000 06/22/2027 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| ZAIS 2019-13A A1A 144A 01.6138 07/15/2032 | 0.04% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.04% |
| AWPT 2014-2A A1R 144A 01.3538 10/15/2029 | 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% |
| COMM 2015-LC19 C 04.2335 02/10/2048 | 0.04% |
| FHR 5010 IA IO 03.5000 09/25/2050 | 0.04% |
| GWOLF 2015-1A A1R 144A 01.2839 01/27/2031 | 0.04% |
| ILMN US R US0001M P 12/15/25 GS | 0.04% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.04% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.04% |
| CUBESMART SEDOL B6SW913 | 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% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.04% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.04% |
| STACR 2016-DNA1 M3 05.6360 07/25/2028 | 0.04% |
| STACR 2016-DNA3 M3 05.0893 12/25/2028 | 0.04% |
| STACR 2021-DNA2 M2 02.3487 08/25/2033 | 0.04% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.04% |
| ABB LTD-REG SEDOL 7108899 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| CSAIL 2020-C19 XA IO 01.1163 03/15/2053 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.04% |
| FNR 2021-65 LI IO 03.5000 10/25/2051 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| HOLCIM LTD SEDOL 7110753 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| OPAP SA SEDOL 7107250 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| US BANCORP 02.6250 01/24/2022 | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.04% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.04% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.04% |
| ABCAM PLC SEDOL B677469 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| CAS 2020-R01 1M2 02.1393 01/25/2040 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.4856 12/15/2047 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| EOG RESOURCES INC SEDOL 2318024 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| MSBAM 2012-C5 E 144A 04.6532 08/15/2045 | 0.04% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.04% |
| BANK 2019-BN22 C 03.4612 11/15/2062 | 0.04% |
| BXMT 2021-FL4 A P/P 144A 01.1403 05/15/2038 | 0.04% |
| CWALT 2006-OA10 4A1 00.4693 08/25/2046 | 0.04% |
| FHMS K131 X1 IO 00.7295 07/25/2031 | 0.04% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.04% |
| GSK LN R US0001M P 12/15/25 GS | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.04% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.04% |
| TERRIER MEDIA BUYER IN L+350 03.5870 12/17/2026 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| VIBR 2018-8A A1A 144A 01.2715 01/20/2031 | 0.04% |
| CAS 2018-C05 1M2 02.4393 01/25/2031 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| JNJ US R US0001M P 12/15/25 GS | 0.04% |
| JPMBB 2013-C12 C 04.0985 07/15/2045 | 0.04% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| SGS SA-REG SEDOL 4824778 | 0.04% |
| AMADEUS IT GROUP SA SEDOL B3MSM28 | 0.04% |
| AREIT 2021-CRE5 A 144A 01.1659 07/17/2026 | 0.04% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% |
| DRSLF 2020-78A A 144A 01.3023 04/17/2033 | 0.04% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.04% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| ABBV US R US0001M P 12/15/25 GS | 0.03% |
| AZN US US0001M 12/15/25 GS | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.03% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.03% |
| PLMRS 2021-2A A 144A 01.2738 07/15/2034 | 0.03% |
| POLARIS INC SEDOL 2692933 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.03% |
| WFCM 2013-LC12 C 04.3061 07/15/2046 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.03% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.03% |
| DIM FP R US0001M P 12/15/25 GS | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| LBMLT 2004-1 A2 00.8893 02/25/2034 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| PSTAT 2021-4A A1 144A 00.9280 10/15/2029 | 0.03% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.03% |
| SAMI 2007-AR7 1A1 00.9393 05/25/2047 | 0.03% |
| SPST 2021-WL1 A 00.7393 01/26/2054 | 0.03% |
| SPST 2021-WL2 A 00.7893 03/25/2054 | 0.03% |
| TPAT 2018-SL1 A 144A 00.6893 01/25/2046 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| CAS 2016-C03 2M2 05.9893 10/25/2028 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| ELMW4 2020-1A A 144A 01.3638 04/15/2033 | 0.03% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.03% |
| GALXY 2016-22A ARR 144A 01.3223 04/16/2034 | 0.03% |
| GNMA GII30 MA6153 03.0000 09/20/2049 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| SAN FP R US0001M P 12/15/25 GS | 0.03% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.03% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.03% |
| AREIT 2020-CRE4 C 144A 03.2725 04/15/2037 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.03% |
| EDF SEDOL B0NJJ17 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.03% |
| MONCLER SPA SEDOL BGLP232 | 0.03% |
| MWST 2021-2 A 00.8393 04/25/2055 | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.03% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.03% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.03% |
| GSMS 2010-C1 D 144A 05.9877 08/10/2043 | 0.03% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.03% |
| JPY/USD 11/17/2021 SSBT | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.03% |
| PRGO US R US0001M P 12/15/25 GS | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| STACR 2018-DNA3 M2 02.1893 09/25/2048 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.03% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.03% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.03% |
| COMM 2015-LC21 B 04.3338 07/10/2048 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| GNMA GII30 MA7313 03.0000 04/20/2051 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| MSBAM 2014-C14 C 05.0493 02/15/2047 | 0.03% |
| MSBAM 2014-C17 C 04.4799 08/15/2047 | 0.03% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| RRAM 2020-12A AAR2 144A 01.4838 01/15/2036 | 0.03% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.03% |
| SPEAK 2020-8A A 144A 01.4015 04/20/2033 | 0.03% |
| STACR 2018-HRP2 M3 02.4893 02/25/2047 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| VTRS US R US0001M P 12/15/25 GS | 0.03% |
| WFRBS 2011-C3 D 144A 05.4246 03/15/2044 | 0.03% |
| ADYEN NV SEDOL BZ1HM42 | 0.03% |
| APPLE INC 02.8000 02/08/2061 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.03% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.03% |
| MDPK 2018-30A A 144A 00.8738 04/15/2029 | 0.03% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| MSBAM 2013-C8 B 03.5251 12/15/2048 | 0.03% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.03% |
| OMRON CORP SEDOL 6659428 | 0.03% |
| PUBLIC STORAGE SEDOL 2852533 | 0.03% |
| ROSS STORES INC SEDOL 2746711 | 0.03% |
| SEAGEN INC SEDOL BLPK4D2 | 0.03% |
| SNDPT 2021-1A A 144A 01.1939 04/25/2034 | 0.03% |
| TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.03% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.03% |
| UNUM GROUP SEDOL 2433842 | 0.03% |
| AHM 2007-1 GA1C 00.2793 05/25/2047 | 0.03% |
| AZN LN R US0001M P 12/15/25 GS | 0.03% |
| BANK 2017-BNK8 B 03.9257 11/15/2050 | 0.03% |
| COMM 2015-DC1 AM 03.7240 02/10/2048 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.03% |
| CWALT 2005-59 1A1 00.7456 11/20/2035 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.03% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.03% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| STACR 2017-DNA2 M2 03.5393 10/25/2029 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.03% |
| BAYN GR R US0001M P 12/15/25 GS | 0.03% |
| CGCMT 2014-GC19 D 144A 05.0739 03/10/2047 | 0.03% |
| CIRRUS LOGIC INC SEDOL 2197308 | 0.03% |
| CWALT 2006-OA7 1A2 01.0274 06/25/2046 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| GARMIN LTD SEDOL B3Z5T14 | 0.03% |
| GENPACT LTD SEDOL B23DBK6 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| JPMBB 2014-C19 C 04.6554 04/15/2047 | 0.03% |
| KINGFISHER PLC SEDOL 3319521 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| OSHKOSH CORP SEDOL 2663520 | 0.03% |
| PPSI 2004-WCW2 M3 01.1393 10/25/2034 | 0.03% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.03% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.03% |
| TORO CO SEDOL 2897040 | 0.03% |
| WAMU 2005-AR12 1A8 02.8194 10/25/2035 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.03% |
| WFCM 2016-LC25 AS 03.8833 12/15/2059 | 0.03% |
| WFRBS 2011-C5 D 144A 05.6829 11/15/2044 | 0.03% |
| WFRBS 2012-C9 D 144A 04.8087 11/15/2045 | 0.03% |
| AES CORP SEDOL 2002479 | 0.02% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.02% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.02% |
| CAS 2016-C01 2M2 07.0393 08/25/2028 | 0.02% |
| CAS 2016-C07 2M2 04.4393 05/25/2029 | 0.02% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.02% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.02% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.02% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| PFP 2021-8 AS 144A 01.3379 08/09/2037 | 0.02% |
| REG18 2021-1A A1 144A 01.2238 01/15/2034 | 0.02% |
| SNDPT 2013-1A A1R 144A 01.1949 01/26/2031 | 0.02% |
| VERIZON COMMUNICATIONS 01.7500 01/20/2031 | 0.02% |
| VMWARE INC 02.2000 08/15/2031 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| 4506 JP R US0001M P 12/15/25 GS | 0.02% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.02% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.02% |
| BIIB US R US0001M P 12/15/25 GS | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CSL AU R US0001M P 12/15/25 GS | 0.02% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.02% |
| ELMW2 2019-2A AR 144A 01.2815 04/20/2034 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.02% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.02% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.02% |
| MSBAM 2012-C6 D 144A 04.6012 11/15/2045 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OAKCL 2021-1A A1 144A 01.2838 07/15/2034 | 0.02% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.02% |
| SNDPT 2020-1A AR 144A 01.2980 07/20/2034 | 0.02% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| WESTROCK CO SEDOL BYR0914 | 0.02% |
| AIMCO 2021-14A A 144A 01.1215 04/20/2034 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| APID 2021-35A A 144A 01.1815 04/20/2034 | 0.02% |
| ARES 2021-60A A 144A 01.2423 07/18/2034 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| BMY US R US0001M P 12/15/25 GS | 0.02% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.02% |
| BSP 2018-5BA A1A 144A 01.2215 04/20/2031 | 0.02% |
| CANYC 2019-2A A 144A 01.4938 10/15/2032 | 0.02% |
| CARVL 2019-1A ANR 144A 01.2415 04/20/2032 | 0.02% |
| CAS 2016-C06 1M2 04.3393 04/25/2029 | 0.02% |
| CATERPILLAR INC SEDOL 2180201 | 0.02% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.02% |
| CGMS 2017-1A A1R 144A 01.1315 04/20/2031 | 0.02% |
| CGMS 2017-3A A1AR 144A 01.0315 07/20/2029 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMM 2014-CR18 C 04.7496 07/15/2047 | 0.02% |
| DEN17 2018-1A AR 144A 01.1838 10/15/2031 | 0.02% |
| DOVER CORP SEDOL 2278407 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| ELMW5 2020-2A AR 144A 01.2815 10/20/2034 | 0.02% |
| GCBSL 2020-48A A1 144A 01.4323 04/17/2033 | 0.02% |
| GUGG4 2016-1A A1S1 144A 01.3538 10/15/2031 | 0.02% |
| INTERCONTINENTAL HOTELS GROU SEDOL BHJYC05 | 0.02% |
| KAYNE 2019-6A A1 144A 01.5115 01/20/2033 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.02% |
| MAGNE 2020-26A A1R P/P 144A 01.2102 07/25/2034 | 0.02% |
| MORGN 2021-7A A 144A 01.1939 04/23/2034 | 0.02% |
| NCC 2019-IA ANAR 144A 01.4818 04/15/2031 | 0.02% |
| OCP 2020-19A AR 144A 01.2815 10/20/2034 | 0.02% |
| OZLM 2015-11A A1R 144A 01.3816 10/30/2030 | 0.02% |
| PAIA 2018-1A A1AR 144A 01.1315 10/20/2031 | 0.02% |
| RAYTHEON TECH CORP 04.8750 10/15/2040 | 0.02% |
| RSRVA 2016-3A ARR 144A 01.1823 01/18/2034 | 0.02% |
| SHIMADZU CORP SEDOL 6804369 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| WELF 2018-2A A1 144A 01.3315 10/20/2031 | 0.02% |
| WFCM 2013-LC12 AS 04.3061 07/15/2046 | 0.02% |
| WHIRLPOOL CORP SEDOL 2960384 | 0.02% |
| WOODS 2018-17A A 144A 01.1883 04/22/2031 | 0.02% |
| YUM BRANDS INC SEDOL 2098876 | 0.02% |
| 4581 JP R US0001M P 12/15/25 GS | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| DOW INC SEDOL BHXCF84 | 0.02% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.02% |
| INTEL CORP SEDOL 2463247 | 0.02% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| JPMBB 2013-C12 B 04.0985 07/15/2045 | 0.02% |
| NZD/USD 01/19/2022 JPMCB | 0.02% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| PFWST 2021-1 A 00.7893 02/25/2055 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.02% |
| ZALANDO SE SEDOL BQV0SV7 | 0.02% |
| AIR LEASE CORP 02.1000 09/01/2028 | 0.02% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.02% |
| AMGEN INC SEDOL 2023607 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.02% |
| AUTO1 GROUP SE 144A SEDOL BL5C4C7 | 0.02% |
| AUTONATION INC 02.4000 08/01/2031 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BANK 2019-BN20 XA IO 00.8342 09/15/2062 | 0.02% |
| BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.02% |
| BBCMS 2021-C11 D 144A 02.0000 09/15/2054 | 0.02% |
| CAPCOM CO LTD SEDOL 6173694 | 0.02% |
| CAS 2018-C04 2M2 02.6393 12/25/2030 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.7384 08/10/2046 | 0.02% |
| LLY US R US0001M P 12/15/25 GS | 0.02% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| OMNICOM GROUP SEDOL 2279303 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| STAPLES INC P/P 144A 07.5000 04/15/2026 | 0.02% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| WFCM 2019-C52 XA IO 01.5940 08/15/2052 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| AMMST 2020-MF1 XA IO 144A 00.9660 05/15/2053 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CWALT 2006-OA19 A1 00.2656 02/20/2047 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GLOBAL MEDICAL RESPONS L+425 05.2500 10/05/2025 | 0.02% |
| INTERNATIONAL PAPER CO SEDOL 2465254 | 0.02% |
| JPMCC 2013-C16 C 05.0067 12/15/2046 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| LG CHEM LTD SEDOL 6346913 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| MWST 2020-1 A 00.9893 10/25/2053 | 0.02% |
| OXFORD NANOPORE TECHNOLOGIES SEDOL BP6S8Z3 | 0.02% |
| REG20 2021-2A A 144A 01.2438 10/15/2034 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| SOUTHWESTERN ENERGY P/P 144A 05.3750 02/01/2029 | 0.02% |
| SPST 2021-14 A1 00.7804 12/08/2022 | 0.02% |
| TEVA PHARMACEUTICALS NE USD 06.7500 03/01/2028 | 0.02% |
| VERTIV TLB L+275 02.8375 03/02/2027 | 0.02% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| CHARTER COMM OPT LLC/CAP 02.2500 01/15/2029 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| GILD US R US0001M P 12/15/25 GS | 0.02% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.02% |
| MSBAM 2015-C24 B 04.3431 05/15/2048 | 0.02% |
| MSC 2011-C3 D 144A 05.0906 07/15/2049 | 0.02% |
| MSC 2016-UB12 AS 03.7780 12/15/2049 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| STACR 2016-HQA1 M3 06.4393 09/25/2028 | 0.02% |
| STACR 2016-HQA2 M3 05.2393 11/25/2028 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.02% |
| CSMC 2021-RPL7 A1 01.9260 07/27/2061 | 0.02% |
| DEXUS/AU SEDOL B033YN6 | 0.02% |
| EMIR 2018-1 M1 01.7893 11/25/2028 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| HPA 2021-2 C 144A 02.4020 12/17/2026 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| JPMBB 2014-C22 C 04.5528 09/15/2047 | 0.02% |
| JPMCC 2012-C6 E 144A 05.1388 05/15/2045 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| TEVA US R US0001M P 12/15/25 GS | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AMGN US R US0001M P 12/15/25 GS | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| AUD/USD 01/19/2022 MSCIL | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.02% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.02% |
| FHMS K740 X1 00.7587 09/25/2027 | 0.02% |
| GNMA GII30 MA6089 03.0000 08/20/2049 | 0.02% |
| GNMA GII30 MA6710 03.0000 06/20/2050 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| NEWZ 2021-1 A 00.8393 05/25/2055 | 0.02% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.02% |
| SCIENTIFIC GAMES P/P 144A 07.2500 11/15/2029 | 0.02% |
| SOLENIS 1STL L+400 04.0870 06/26/2025 | 0.02% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.02% |
| UBSCM 2018-C8 XA IO 00.8646 02/15/2051 | 0.02% |
| VMC 2021-FL4 A P/P 144A 01.1804 06/16/2036 | 0.02% |
| WFCM 2013-LC12 D 144A 04.3061 07/15/2046 | 0.02% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.02% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.02% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.02% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.02% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.02% |
| CMLTI 2005-2 1A2A 02.7534 05/25/2035 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| FACTSET RESEARCH SYSTEMS INC SEDOL 2329770 | 0.02% |
| FHMS KW10 X1 IO 00.6489 09/25/2029 | 0.02% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.02% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| NVENT ELECTRIC PLC SEDOL BDVJJQ5 | 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% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.02% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.02% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.02% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.02% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.02% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.02% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.02% |
| CAS 2017-C01 1EB1 01.3393 07/25/2029 | 0.02% |
| CAS 2019-HRP1 M2 02.2393 11/25/2039 | 0.02% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.02% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.02% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.02% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GNR 2016-H16 EI IO 02.1962 06/20/2066 | 0.02% |
| JPMCC 2010-C2 C 144A 05.7131 11/15/2043 | 0.02% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| OT MERGER CORP P/P 144A 07.8750 10/15/2029 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.02% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.02% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.02% |
| PROLOGIS INC SEDOL B44WZD7 | 0.02% |
| QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.02% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.02% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.02% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% |
| TMIR 2021-2 M1A P/P 144A 02.1393 10/25/2033 | 0.02% |
| UBSBB 2012-C2 D 144A 04.8858 05/10/2063 | 0.02% |
| VIFN SW R US0001M P 12/15/25 GS | 0.02% |
| WAMU 2005-AR11 A1B3 00.8893 08/25/2045 | 0.02% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| BROADCOM INC P/P 144A 03.1870 11/15/2036 | 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% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| GNMA GII30 MA7053 03.0000 12/20/2050 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| OSAKA GAS CO LTD SEDOL 6661768 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| SCOTTS MIRACLE-GRO 04.5000 10/15/2029 | 0.01% |
| STEVENS HLDG CO INC P/P 144A 06.1250 10/01/2026 | 0.01% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.01% |
| UBSCM 2017-C7 XA IO 01.0181 12/15/2050 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WAMU 2004-AR13 A2B 00.9693 11/25/2034 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2016-LC25 XA IO 00.8556 12/15/2059 | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| COMM 2013-CR9 D 144A 04.2692 07/10/2045 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| E.ON SE SEDOL 4942904 | 0.01% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.01% |
| GNR 2015-H25 BI IO 01.7531 10/20/2065 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| MAV ACQUISITION CORP P/P 144A 05.7500 08/01/2028 | 0.01% |
| MAV ACQUISITION CORP P/P 144A 08.0000 08/01/2029 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| S&P GLOBAL INC 01.2500 08/15/2030 | 0.01% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.01% |
| WAMU 2004-AR3 A2 02.5773 06/25/2034 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| 4507 JP R US0001M P 12/15/25 GS | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CFCRE 2011-C2 D 144A 05.4856 12/15/2047 | 0.01% |
| CLUB CAR TL L+400 04.5000 06/01/2028 | 0.01% |
| COMM 2014-CR14 XA IO 00.5499 02/10/2047 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| GEA GROUP AG SEDOL 4557104 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.1250 01/31/2030 | 0.01% |
| LANXESS AG SEDOL B05M8B7 | 0.01% |
| LEVI STRAUSS & CO. P/P 144A 03.5000 03/01/2031 | 0.01% |
| MWST 2020-2 A 00.8893 11/25/2053 | 0.01% |
| NH FOODS LTD SEDOL 6640767 | 0.01% |
| NMSG3 2021-1 A 00.8360 06/25/2054 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.01% |
| ROCKET SOFTWARE INC P/P 144A 06.5000 02/15/2029 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% |
| UNILEVER PLC SEDOL B10RZP7 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0493 07/25/2045 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| 4502 JP R US0001M P 12/15/25 GS | 0.01% |
| 4523 JP R US0001M P 12/15/25 GS | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-REG SEDOL 5962309 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CLARIV SCI HLD CORP P/P 144A 04.8750 07/01/2029 | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| DCC PLC SEDOL 0242493 | 0.01% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NITTO DENKO CORP SEDOL 6641801 | 0.01% |
| NOK/USD 12/15/2021 MSCIL | 0.01% |
| NOK/USD 12/15/2021 TDBK | 0.01% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PETROBRAS GLOBAL FINANCE USD 05.5000 06/10/2051 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| STACR 2019-DNA1 M2 02.7393 01/25/2049 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.01% |
| 4530 JP R US0001M P 12/15/25 GS | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.01% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CAD/USD 01/19/2022 GSFX | 0.01% |
| CECLO 2020-29A A1N 144A 01.8315 07/20/2031 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COBRA ACQUISITIONCO P/P 144A 06.3750 11/01/2029 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.01% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| HIK LN R US0001M P 12/15/25 GS | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| JPY/USD 11/17/2021 JPMCB | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 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% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| SCSK CORP SEDOL 6858474 | 0.01% |
| SEB SA SEDOL 4792132 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.01% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WFCM 2014-LC16 XA IO 01.0828 08/15/2050 | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AGL 2020-6A AR 144A 01.3315 07/20/2034 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| AUD/USD 01/19/2022 JPMCB | 0.01% |
| AUD/USD 01/19/2022 UBS | 0.01% |
| BANK OF AMERICA CORP 00.8760 09/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| CAS 2014-C04 1M2 04.9893 11/25/2024 | 0.01% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.01% |
| FHR 3065 DC 19.5893 03/15/2035 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GOLDMAN SACHS GROUP INC 05.7500 01/24/2022 | 0.01% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MSRR 2015-R4 CB1 00.9117 08/26/2047 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SAMI 2007-AR1 2A1 00.2693 01/25/2037 | 0.01% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2019-HQA1 M2 02.4393 02/25/2049 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| 4503 JP R US0001M P 12/15/25 GS | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMC ENT INC TLB L+300 03.0858 04/22/2026 | 0.01% |
| ARRW 2019-1 A3 04.0291 01/25/2049 | 0.01% |
| AT&T INC 02.2500 02/01/2032 | 0.01% |
| BAFC 2005-B 3M1 00.7606 04/20/2035 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CAD/USD 01/19/2022 SSBT | 0.01% |
| CAS 2017-C01 1M2C 03.6393 07/25/2029 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMM 2014-UBS4 XA IO 01.0953 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 00.8689 12/10/2047 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% |
| EUR/USD 12/15/2021 JPMCB | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.01% |
| GNMA GII30 AY4779 04.4700 03/20/2067 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GRAY ESCROW II INC P/P 144A 05.3750 11/15/2031 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| HMIR 2018-1 M1 144A 01.6893 10/25/2028 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MLMI 2005-A2 A2 02.8382 02/25/2035 | 0.01% |
| MOZART DEBT MERGER S P/P 144A 05.2500 10/01/2029 | 0.01% |
| MSAC 2004-HE6 M1 00.9143 08/25/2034 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+325 03.0803 06/30/2025 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.01% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| STACR 2017-DNA2 M1 01.2893 10/25/2029 | 0.01% |
| STACR 2020-HQA1 M2 01.9893 01/25/2050 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| UCB BB R US0001M P 12/15/25 GS | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.01% |
| WFRBS 2011-C4 E 144A 04.8868 06/15/2044 | 0.01% |
| WFRBS 2013-C15 D 144A 04.4994 08/15/2046 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 04.0000 08/15/2029 | 0.01% |
| ADIENT TLB L+350 03.5870 04/01/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BUMT 2005-1 1A1 00.6893 09/25/2045 | 0.01% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.01% |
| CAS 2014-C03 2M2 02.9893 07/25/2024 | 0.01% |
| CAS 2021-R01 1M1 00.8000 10/25/2041 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.01% |
| COMM 2014-CR17 XA IO 00.9598 05/10/2047 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| FHR 3408 EK 25.4299 04/15/2037 | 0.01% |
| FNR 2006-8 HP 24.2394 03/25/2036 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.01% |
| GLPG NA R US0001M P 12/15/25 GS | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7303 10/20/2065 | 0.01% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% |
| GSMS 2013-GC10 XA IO 01.4773 02/10/2046 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| KRW/USD 11/17/2021 JPMCB | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| LSF11 A5 HOLDCO LLC P/P 144A 06.6250 10/15/2029 | 0.01% |
| LUN DC R US0001M P 12/15/25 GS | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% |
| NIELSEN 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 P/P 144A 04.4500 06/15/2029 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% |
| STACR 2021-HQA3 M1 00.8987 09/25/2041 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.01% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| APACHE CORP 05.1000 09/01/2040 | 0.01% |
| ASURION CORP 2N TLB4 L+525 05.3370 01/30/2029 | 0.01% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.01% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.01% |
| BLACKSTONE MTGE TR P/P 144A 03.7500 01/15/2027 | 0.01% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.01% |
| BWAY CORP TLB L+325 03.3370 04/03/2024 | 0.01% |
| CAS 2018-C05 1ED1 00.7393 01/25/2031 | 0.01% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.01% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| ERF FP R US0001M P 12/15/25 GS | 0.01% |
| EUR/USD PUT 1.155 20211112 GSFX | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GNMA GII30 MA7194 03.0000 02/20/2051 | 0.01% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| JPMBB 2014-C25 XA IO 00.8313 11/15/2047 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| NOURYON USA TLB L+300 02.8393 10/01/2025 | 0.01% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.01% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.01% |
| 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 08.5870 06/26/2026 | 0.01% |
| STACR 2018-HQA2 M2 02.3893 10/25/2048 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.01% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| AMC ENT HLDGS P/P 144A 12.0000 06/15/2026 | 0.00% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| AUD/USD 01/19/2022 RBSF | 0.00% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CAD/USD 01/19/2022 UBS | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.00% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.00% |
| COMM 2013-LC13 XA IO 01.0006 08/10/2046 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.00% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| GNMA GII30 MA6409 03.0000 01/20/2050 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INCY US R US0001M P 12/15/25 GS | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% |
| LINK REIT SEDOL B0PB4M7 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.00% |
| MEREDITH CORP 06.5000 07/01/2025 | 0.00% |
| MSBAM 2014-C17 XA IO 01.0557 08/15/2047 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 04.7500 11/01/2028 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ORGANON & CO SEDOL BLDC8J4 | 0.00% |
| PENNYMAC FIN SVCS IN P/P 144A 05.7500 09/15/2031 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.00% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.00% |
| SCRIPPS ESCROW INC P/P 144A 05.8750 07/15/2027 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| STACR 2018-DNA3 M2B 02.1893 09/25/2048 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| THYSSENKRUPP ELEVATOR L+350 04.0000 07/31/2027 | 0.00% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UBSBB 2012-C2 XA IO 144A 01.2714 05/10/2063 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VERTIV GROUP CORP P/P 144A 04.1250 11/15/2028 | 0.00% |
| VISTRA OPERATION P/P 144A 05.6250 02/15/2027 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| ASURION CORP TLB9 L+325 03.3370 07/31/2027 | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% |
| BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAESARS ENTERTAIN IN P/P 144A 04.6250 10/15/2029 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C02 1M2 04.0893 05/25/2025 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GRF SM R US0001M P 12/15/25 GS | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.00% |
| 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% |
| JPMBB 2014-C19 XA IO 00.6580 04/15/2047 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LIVE NATION ENT P/P 144A 04.8750 11/01/2024 | 0.00% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.00% |
| MASONITE INTL C P/P 144A 05.3750 02/01/2028 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NOK/USD 12/15/2021 RBSF | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| REGN US R US0001M P 12/15/25 GS | 0.00% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.00% |
| UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| AUD/USD 01/19/2022 TDBK | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| CAS 2015-C01 1M2 04.3893 02/25/2025 | 0.00% |
| CAS 2015-C02 2M2 04.0893 05/25/2025 | 0.00% |
| CAS 2015-C03 2M2 05.0893 07/25/2025 | 0.00% |
| CAS 2019-R01 2M2 02.5393 07/25/2031 | 0.00% |
| CHF/USD 12/15/2021 SSBT | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DIAMOND BC BV P/P 144A 04.6250 10/01/2029 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| EUR/USD 12/15/2021 CSI-FX | 0.00% |
| FHR 2990 LB 16.7150 06/15/2034 | 0.00% |
| FNR 2005-106 JC 19.8473 12/25/2035 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| JPMCC 2013-LC11 X IO 01.2313 04/15/2046 | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NOK/USD 12/15/2021 CITI | 0.00% |
| NOK/USD 12/15/2021 JPMCB | 0.00% |
| NOVN SW R US0001M P 12/15/25 GS | 0.00% |
| NZD/USD 01/19/2022 CSI-FX | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| OPTION CARE HLTH INC P/P 144A 04.3750 10/31/2029 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 0.00% |
| TOPBUILD CORP P/P 144A 04.1250 02/15/2032 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WFRBS 2012-C9 XB IO 144A 00.7131 11/15/2045 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| 4568 JP R US0001M P 12/15/25 GS | 0.00% |
| AUD/USD PUT 0.731 20211118 GSFX | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 01/19/2022 JPMCB | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2014-C04 2M2 05.0893 11/25/2024 | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| COMM 2014-CR18 XA IO 00.9987 07/15/2047 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| EUR/USD PUT 1.146 20211112 JPMCB | 0.00% |
| FNR 2006-62 PS 39.3645 07/25/2036 | 0.00% |
| GBP/USD 12/15/2021 RBSF | 0.00% |
| GBP/USD 12/15/2021 UBS | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 06.1250 04/01/2029 | 0.00% |
| KINDER MORGAN INC. 07.7500 01/15/2032 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.00% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.00% |
| OGN US R US0001M P 12/15/25 GS | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PACTIV EVERGREEN GRP P/P 144A 04.3750 10/15/2028 | 0.00% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| REC IM R US0001M P 12/15/25 GS | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| USD/CAD CALL 1.255 20211126 TDBK | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.4861 12/15/2045 | 0.00% |
| AIR CANADA P/P 144A 03.8750 08/15/2026 | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/23/2024 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| CAD/USD 01/19/2022 CITI | 0.00% |
| CAD/USD 01/19/2022 RBSF | 0.00% |
| CAD/USD 01/19/2022 TDBK | 0.00% |
| CALPINE CORP P/P 144A 04.6250 02/01/2029 | 0.00% |
| CAS 2017-C05 1M2A 02.2893 01/25/2030 | 0.00% |
| CDW LLC/CDW FINANCE 03.2500 02/15/2029 | 0.00% |
| CHF/USD 12/15/2021 BANKAM | 0.00% |
| CHF/USD 12/15/2021 GSFX | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.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 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 CS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| DKK/USD 12/15/2021 CITI | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 12/15/2021 RBSF | 0.00% |
| EUR/USD 12/15/2021 TDBK | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 12/15/2021 BCAP-FX | 0.00% |
| GBP/USD 12/15/2021 CSI-FX | 0.00% |
| GBP/USD 12/15/2021 HSBCB | 0.00% |
| GBP/USD 12/15/2021 TDBK | 0.00% |
| GBP/USD PUT 1.332 20211112 BANKAM | 0.00% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| ORNBV FH R US0001M P 12/15/25 GS | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| SEK/USD 12/15/2021 JPMCB | 0.00% |
| STACR 2014-HQ3 M3 04.8393 10/25/2024 | 0.00% |
| STACR 2019-DNA2 M2 02.5393 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.5777 12/10/2045 | 0.00% |
| VRTX US R US0001M P 12/15/25 GS | 0.00% |
| 1.542 R ISWP US0003M P 10/01/2031 | 0.00% |
| 1.6065 R ISWP US0003M P 10/14/2031 | 0.00% |
| ARISTOCRAT LEISURE LTD-RTS SEDOL BL5FPK1 | 0.00% |
| AUD/USD 01/19/2022 CITI | 0.00% |
| AUD/USD 01/19/2022 CSI-FX | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.5635 12/11/2038 | 0.00% |
| CAD/USD 01/19/2022 BCAP-FX | 0.00% |
| CAD/USD 01/19/2022 HSBCB | 0.00% |
| CAD/USD 01/19/2022 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.4027 10/15/2049 | 0.00% |
| CHF/USD 12/15/2021 BCAP-FX | 0.00% |
| CHF/USD 12/15/2021 HSBCB | 0.00% |
| CHF/USD 12/15/2021 JPMCB | 0.00% |
| CHF/USD 12/15/2021 RBSF | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 JP | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.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 CS | 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.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CNH/USD 11/17/2021 SSBT | 0.00% |
| EUR/USD 12/15/2021 MSCIL | 0.00% |
| EUR/USD 12/15/2021 WPAC | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GBP/USD 12/15/2021 WPAC | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HKD/USD 11/17/2021 UBS | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2300 05/15/2045 | 0.00% |
| JPY/USD 11/17/2021 CITI | 0.00% |
| JPY/USD 11/17/2021 HSBCB | 0.00% |
| JPY/USD 11/17/2021 RBSF | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.8170 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 06.5710 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NZD/USD PUT 0.678 20211112 UBS | 0.00% |
| SEK/USD 12/15/2021 BANKAM | 0.00% |
| SEK/USD 12/15/2021 BCAP-FX | 0.00% |
| SEK/USD 12/15/2021 RBSF | 0.00% |
| SGD/USD 11/17/2021 JPMCB | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| 1.268 R ISWP US0003M P 11/01/2026 | -0.00% |
| CAD/USD 01/19/2022 BANKAM | -0.00% |
| CAD/USD 01/19/2022 CSI-FX | -0.00% |
| CAD/USD 01/19/2022 MSCIL | -0.00% |
| CHF/USD 12/15/2021 CITI | -0.00% |
| CHF/USD 12/15/2021 UBS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.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 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/USD 12/15/2021 BCAP-FX | -0.00% |
| GBP/USD 12/15/2021 CITI | -0.00% |
| CHF/USD 12/15/2021 MSCIL | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| EUR/USD 12/15/2021 CITI | -0.00% |
| GBP/USD 12/15/2021 SSBT | -0.00% |
| JPY/USD 11/17/2021 BCAP-FX | -0.00% |
| NOK/USD 12/15/2021 SSBT | -0.00% |
| NZD/USD 01/19/2022 WPAC | -0.00% |
| USD/CAD PUT 1.2252 20211126 TDBK | -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% |
| NZD/USD 01/19/2022 BCAP-FX | -0.00% |
| NZD/USD 01/19/2022 HSBCB | -0.00% |
| NZD/USD 01/19/2022 UBS | -0.00% |
| SEK/USD 12/15/2021 CITI | -0.00% |
| AUD/USD 01/19/2022 HSBCB | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| GBP/USD 12/15/2021 BANKAM | -0.00% |
| GBP/USD 12/15/2021 JPMCB | -0.00% |
| GBP/USD 12/15/2021 MSCIL | -0.00% |
| NOK/USD 12/15/2021 UBS | -0.00% |
| 1.57 R ISWP US0003M P 04/20/2031 | -0.00% |
| AUD/USD 01/19/2022 BCAP-FX | -0.00% |
| AUD/USD 01/19/2022 SSBT | -0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 MS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| NZD/USD 01/19/2022 SSBT | -0.00% |
| NZD/USD 01/19/2022 TDBK | -0.00% |
| AUD/USD 01/19/2022 GSFX | -0.01% |
| EUR/USD 12/15/2021 HSBCB | -0.01% |
| EUR/USD 12/15/2021 SSBT | -0.01% |
| JPY/USD 11/17/2021 BANKAM | -0.01% |
| SEK/USD 12/15/2021 SSBT | -0.01% |
| SEK/USD 12/15/2021 UBS | -0.01% |
| AUD/USD 01/19/2022 BANKAM | -0.01% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CG | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 JP | -0.01% |
| JPY/USD 11/17/2021 WPAC | -0.01% |
| NZD/USD 01/19/2022 CITI | -0.01% |
| SEK/USD 12/15/2021 GSFX | -0.01% |
| SEK/USD 12/15/2021 MSCIL | -0.01% |
| EUR/USD 12/15/2021 BANKAM | -0.01% |
| NZD/USD 01/19/2022 BANKAM | -0.01% |
| NOK/USD 12/15/2021 GSFX | -0.01% |
| NZD/USD 01/19/2022 GSFX | -0.01% |
| NZD/USD 01/19/2022 MSCIL | -0.01% |
| SEK/USD 12/15/2021 TDBK | -0.01% |
| JPY/USD 11/17/2021 TDBK | -0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CG | -0.01% |
| JPY/USD 11/17/2021 MSCIL | -0.01% |
| NZD/USD 01/19/2022 RBSF | -0.01% |
| GBP/USD 12/15/2021 GSFX | -0.01% |
| EUR/USD 12/15/2021 UBS | -0.02% |
| EUR/USD 12/15/2021 GSFX | -0.02% |
| JPY/USD 11/17/2021 UBS | -0.02% |
| 1.65 R ISWP FWD US0003M P 12/15/2051 | -0.02% |
| JPY/USD 11/17/2021 GSFX | -0.02% |
| 0.40 R ISWP FWD US0003M P 12/15/2023 | -0.03% |
| CPURNSA P 2.78 R 01/15/32 | -0.06% |
| 1.35 R ISWP FWD US0003M P 12/15/2031 | -0.09% |
| CPURNSA P 2.7375 R 09/13/26 | -0.14% |
| FNMA FN30 TBA UMBS 03.0000 11/01/2051 | -0.19% |
| US 5YR NOTE (CBT) DEC21 FVZ1 | -0.64% |
| FNMA FN30 TBA UMBS 02.5000 12/01/2051 | -1.51% |
| S&P MID 400 EMINI DEC21 FAZ1 | -1.62% |
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| MSCI EAFE DEC21 MFSZ1 | -3.53% |
| S&P500 EMINI FUT DEC21 ESZ1 | -23.71% |
| US ULTRA BOND CBT DEC21 WNZ1 | 4.41% |
|---|---|
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| US 10YR NOTE (CBT)DEC21 TYZ1 | 4.03% |
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| FNMA FN30 FM7985 UMBS 02.5000 07/01/2051 | 0.19% |
| FHLMC FR30 QC1327 UMBS 02.5000 05/01/2051 | 0.19% |
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| LONZA GROUP AG-REG SEDOL 7333378 | 0.17% |
| SYNCHRONY FINANCIAL SEDOL BP96PS6 | 0.17% |
| NIKE INC -CL B SEDOL 2640147 | 0.17% |
| GAMING AND LEISURE PROPERTIE SEDOL BFPK4S5 | 0.17% |
| SOUTHWEST AIRLINES CO SEDOL 2831543 | 0.17% |
| GARTNER INC SEDOL 2372763 | 0.16% |
| ASTRAZENECA PLC-SPONS ADR SEDOL 2989044 | 0.16% |
| WEYERHAEUSER CO SEDOL 2958936 | 0.16% |
| APPLE INC 04.2500 02/09/2047 | 0.16% |
| BIOGEN INC SEDOL 2455965 | 0.16% |
| ROCHE HOLDING AG-GENUSSCHEIN SEDOL 7110388 | 0.16% |
| NRG ENERGY INC SEDOL 2212922 | 0.16% |
| ELI LILLY & CO SEDOL 2516152 | 0.16% |
| UNITED RENTALS INC SEDOL 2134781 | 0.16% |
| CUMMINS INC SEDOL 2240202 | 0.15% |
| FREEPORT-MCMORAN INC SEDOL 2352118 | 0.15% |
| PNC FINANCIAL SERVICES GROUP SEDOL 2692665 | 0.15% |
| IQVIA HOLDINGS INC SEDOL BDR73G1 | 0.15% |
| AMERIPRISE FINANCIAL INC SEDOL B0J7D57 | 0.15% |
| UNITEDHEALTH GROUP INC 03.8500 06/15/2028 | 0.15% |
| DOW INC SEDOL BHXCF84 | 0.15% |
| PACIFIC GAS & ELECTRIC 01.3670 03/10/2023 | 0.15% |
| TREASURY BILL 00.0000 10/14/2021 | 0.15% |
| BJ'S WHOLESALE CLUB HOLDINGS SEDOL BFZNZF8 | 0.15% |
| AXA SA SEDOL 7088429 | 0.14% |
| HOYA CORP SEDOL 6441506 | 0.14% |
| SHERWIN-WILLIAMS CO/THE SEDOL 2804211 | 0.14% |
| CORTEVA INC SEDOL BK73B42 | 0.14% |
| VERIZON COMM 04.3290 09/21/2028 | 0.14% |
| ALLY FINANCIAL INC SEDOL B72XK05 | 0.14% |
| DEUTSCHE POST AG-REG SEDOL 4617859 | 0.14% |
| ECOLAB INC 02.7000 11/01/2026 | 0.14% |
| ENTERPRISE PRODUCTS OPER 04.2500 02/15/2048 | 0.14% |
| STACR 2016-DNA2 M3 04.7360 10/25/2028 | 0.14% |
| EQUINIX INC. 02.9000 11/18/2026 | 0.13% |
| ROYAL DUTCH SHELL PLC-A SHS SEDOL B09CBL4 | 0.13% |
| APPLIED MATERIALS INC SEDOL 2046552 | 0.13% |
| AIRBNB INC-CLASS A SEDOL BMGYYH4 | 0.13% |
| CONSTELLATION BRANDS INC-A SEDOL 2170473 | 0.13% |
| UBER TECHNOLOGIES INC SEDOL BK6N347 | 0.13% |
| COSTAR GROUP INC SEDOL 2262864 | 0.13% |
| ACTIVISION BLIZZARD INC SEDOL 2575818 | 0.13% |
| ANZ NEW ZEALAND INT P/P 144A 02.8750 01/25/2022 | 0.13% |
| CAPITAL ONE FINANCIAL CORP SEDOL 2654461 | 0.13% |
| CAPITAL ONE FINANCIAL CO 02.3590 07/29/2032 | 0.13% |
| FHR 5117 CI IO 05.0000 06/25/2051 | 0.13% |
| KDDI CORP SEDOL 6248990 | 0.13% |
| MORGAN STANLEY 03.1250 01/23/2023 | 0.13% |
| NOVARTIS CAPITAL CORP 04.0000 11/20/2045 | 0.12% |
| VALERO ENERGY CORP SEDOL 2041364 | 0.12% |
| MERCK KGAA SEDOL 4741844 | 0.12% |
| AMAZON.COM INC 03.1500 08/22/2027 | 0.12% |
| THERMO FISHER SCIENTIFIC INC SEDOL 2886907 | 0.12% |
| BROADCOM CRP / CAYM 03.5000 01/15/2028 | 0.12% |
| LULULEMON ATHLETICA INC SEDOL B23FN39 | 0.12% |
| DEUTSCHE BANK NY 01.6860 03/19/2026 | 0.12% |
| IHS MARKIT LTD P/P 144A 04.7500 02/15/2025 | 0.12% |
| ORACLE CORP SEDOL 2661568 | 0.12% |
| FHR 5080 DI IO 04.0000 03/25/2051 | 0.12% |
| TELEFONICA EMISIONES SAU USD 04.8950 03/06/2048 | 0.12% |
| UNITEDHEALTH GROUP INC SEDOL 2917766 | 0.12% |
| CBRE GROUP INC - A SEDOL B6WVMH3 | 0.12% |
| ASSURED GUARANTY LTD SEDOL B00V7H8 | 0.12% |
| AUTODESK INC SEDOL 2065159 | 0.12% |
| DANSKE BANK A/S P/P 144A 02.7000 03/02/2022 | 0.12% |
| HCA HEALTHCARE INC SEDOL B4MGBG6 | 0.12% |
| KOHLS CORP SEDOL 2496113 | 0.12% |
| MONDELEZ INTERNATIONAL INC-A SEDOL B8CKK03 | 0.12% |
| LIVE NATION ENTERTAINMENT IN SEDOL B0T7YX2 | 0.12% |
| COMPAGNIE DE SAINT-GOBAIN SEDOL 7380482 | 0.12% |
| DEXCOM INC SEDOL B0796X4 | 0.11% |
| ESTEE LAUDER COMPANIES-CL A SEDOL 2320524 | 0.11% |
| PULTEGROUP INC SEDOL 2708841 | 0.11% |
| CHEVRON CORP | 0.11% |
| SYNOPSYS INC SEDOL 2867719 | 0.11% |
| MICROSOFT CORP 02.9210 03/17/2052 | 0.11% |
| S&P GLOBAL INC SEDOL BYV2325 | 0.11% |
| CHIPOTLE MEXICAN GRILL INC SEDOL B0X7DZ3 | 0.11% |
| GENERAL MOTORS FINL CO 04.0000 10/06/2026 | 0.11% |
| NEW YORK LIFE INS P/P 144A 01.1000 05/05/2023 | 0.11% |
| BANK OF AMERICA CORP 06.1100 01/29/2037 | 0.11% |
| EATON CORP PLC SEDOL B8KQN82 | 0.11% |
| HILTON WORLDWIDE HOLDINGS IN SEDOL BYVMW06 | 0.11% |
| IDEXX LABORATORIES INC SEDOL 2459202 | 0.11% |
| ORACLE CORP 04.0000 11/15/2047 | 0.11% |
| ENERGY TRANSFER LP 03.7500 05/15/2030 | 0.11% |
| WASTE MANAGEMENT INC SEDOL 2937667 | 0.11% |
| ROCHE HOLDINGS INC P/P 144A 04.0000 11/28/2044 | 0.11% |
| HOME DEPOT INC SEDOL 2434209 | 0.10% |
| AIA GROUP LTD SEDOL B4TX8S1 | 0.10% |
| NOVARTIS AG-REG SEDOL 7103065 | 0.10% |
| SYSCO CORP SEDOL 2868165 | 0.10% |
| COMCAST CORP 03.4500 02/01/2050 | 0.10% |
| DIGITAL REALTY TRUST LP 04.7500 10/01/2025 | 0.10% |
| NOVO NORDISK A/S-B SEDOL BHC8X90 | 0.10% |
| RAYTHEON TECHNOLOGIES CORP SEDOL BM5M5Y3 | 0.10% |
| STARBUCKS CORP SEDOL 2842255 | 0.10% |
| AMERICAN TOWER CORP 02.7000 04/15/2031 | 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% |
| FNMA FN30 AS7003 UMBS 03.0000 04/01/2046 | 0.10% |
| INTERPUBLIC GRP 04.6500 10/01/2028 | 0.10% |
| JPMORGAN CHASE & CO 03.3750 05/01/2023 | 0.10% |
| WALT DISNEY CO/THE SEDOL 2270726 | 0.10% |
| BOSTON PROPERTIES INC SEDOL 2019479 | 0.10% |
| CAS 2016-C04 1M2 04.3360 01/25/2029 | 0.10% |
| FNMA FN30 TBA UMBS 04.5000 10/01/2051 | 0.10% |
| ADVANCED MICRO DEVICES SEDOL 2007849 | 0.10% |
| EXXON MOBIL CORP SEDOL 2326618 | 0.10% |
| IVORY COAST REGS 06.1250 06/15/2033 | 0.10% |
| MARATHON PETROLEUM CORP SEDOL B3K3L40 | 0.10% |
| SHELL INTERNATIONAL FIN USD 02.8750 05/10/2026 | 0.10% |
| AMERICAN INTERNATIONAL GROUP SEDOL 2027342 | 0.10% |
| GOLDMAN SACHS GROUP INC 04.2230 05/01/2029 | 0.10% |
| WESTLAKE CHEMICAL CORP 03.1250 08/15/2051 | 0.10% |
| ZEBRA TECHNOLOGIES CORP-CL A SEDOL 2989356 | 0.09% |
| AIR LEASE CORP 03.2500 10/01/2029 | 0.09% |
| T-MOBILE USA INC 02.2500 11/15/2031 | 0.09% |
| TREASURY BILL 00.0000 03/24/2022 | 0.09% |
| UNITED MEXICAN STATES USD 05.5500 01/21/2045 | 0.09% |
| DNB BANK ASA P/P 144A 02.1500 12/02/2022 | 0.09% |
| FNR 2021-67 DI IO 04.0000 10/25/2051 | 0.09% |
| ZOZO INC SEDOL B292RC1 | 0.09% |
| ASML HOLDING NV SEDOL B929F46 | 0.09% |
| CNH INDUSTRIAL NV SEDOL BDSV2V0 | 0.09% |
| DARDEN RESTAURANTS INC SEDOL 2289874 | 0.09% |
| ANHEUSER-BUSCH INBEV WOR 04.6000 04/15/2048 | 0.09% |
| SANOFI SEDOL 5671735 | 0.09% |
| TWILIO INC - A SEDOL BD6P5Q0 | 0.09% |
| VERIZON COMMUNICATIONS 03.7000 03/22/2061 | 0.09% |
| CCO HOLDINGS LLC P/P 144A 05.3750 06/01/2029 | 0.09% |
| CHARTER COMM OPT LLC 06.4840 10/23/2045 | 0.09% |
| FISERV INC 04.2000 10/01/2028 | 0.09% |
| FNMA FN30 BC2733 UMBS 03.0000 05/01/2046 | 0.09% |
| RADIAN GROUP INC SEDOL 2173911 | 0.09% |
| TORONTO-DOMINION BANK USD 01.9000 12/01/2022 | 0.09% |
| DBUBS 2011-LC3A D 144A 05.5454 08/10/2044 | 0.08% |
| DRAFTKINGS INC - CL A SEDOL BMYML02 | 0.08% |
| GODADDY INC - CLASS A SEDOL BWFRFC6 | 0.08% |
| GSMS 2014-GC22 C 04.8455 06/10/2047 | 0.08% |
| NORTHROP GRUMMAN CORP 03.2500 01/15/2028 | 0.08% |
| PETROLEOS MEXICANOS USD 06.8400 01/23/2030 | 0.08% |
| REP OF INDONESIA P/P 144A 04.3500 01/08/2027 | 0.08% |
| 10X GENOMICS INC-CLASS A SEDOL BKS3RS7 | 0.08% |
| APOLLO GLOBAL MANAGEMENT INC SEDOL BKRLVD5 | 0.08% |
| VERIZON COMMUNICATIONS 04.4000 11/01/2034 | 0.08% |
| APPLE INC 00.7500 05/11/2023 | 0.08% |
| ASTRAZENECA PLC SEDOL 0989529 | 0.08% |
| CF INDUSTRIES INC P/P 144A 04.5000 12/01/2026 | 0.08% |
| ENERGY TRANSFER LP 06.6250 02/15/2028 | 0.08% |
| INTERPUBLIC GROUP OF COS INC SEDOL 2466321 | 0.08% |
| REPUBLIC OF INDONESIA REGS 04.7500 01/08/2026 | 0.08% |
| D.R. HORTON INC 01.3000 10/15/2026 | 0.08% |
| FHR 5138 YI IO 04.5000 12/25/2049 | 0.08% |
| L OREAL SEDOL 4057808 | 0.08% |
| MORGAN STANLEY 04.3750 01/22/2047 | 0.08% |
| T-MOBILE US INC P/P 144A 05.2500 CV PFD | 0.08% |
| COMCAST CORP 03.9690 11/01/2047 | 0.08% |
| DIAGEO PLC SEDOL 0237400 | 0.08% |
| KEURIG DR PEPPER INC 02.2500 03/15/2031 | 0.08% |
| T-MOBILE USA INC 03.7500 04/15/2027 | 0.08% |
| 3M CO | 0.08% |
| BRISTOL-MYERS 02.9000 07/26/2024 | 0.08% |
| T-MOBILE US INC SEDOL B94Q9V0 | 0.08% |
| VONTIER CORP SEDOL BH4GV32 | 0.08% |
| FHR 5094 AI IO 03.0000 04/25/2041 | 0.08% |
| FNR 2020-67 JI IO 04.0000 09/25/2050 | 0.08% |
| GLOBAL PAYMENTS INC 04.0000 06/01/2023 | 0.08% |
| NESTLE HOLDINGS INC P/P 144A 00.3750 01/15/2024 | 0.08% |
| ORACLE CORP 02.5000 10/15/2022 | 0.08% |
| RAYTHEON TECH CORP 04.1250 11/16/2028 | 0.08% |
| TEXAS INSTRUMENTS INC SEDOL 2885409 | 0.08% |
| ALLSTATE CORP SEDOL 2019952 | 0.08% |
| AMERISOURCEBERGEN CORP | 0.08% |
| DYNATRACE INC SEDOL BJV2RD9 | 0.08% |
| FHR 5127 AI IO 03.0000 06/25/2051 | 0.08% |
| TORONTO-DOMINION BANK USD 03.6250 09/15/2031 | 0.08% |
| ALLIANZ SE-REG SEDOL 5231485 | 0.08% |
| DUKE ENERGY CORP 03.1500 08/15/2027 | 0.08% |
| EQUITABLE HOLDINGS INC SEDOL BKRMR96 | 0.08% |
| TENET HEALTHCARE P/P 144A 04.8750 01/01/2026 | 0.08% |
| ALLEGION PLC SEDOL BFRT3W7 | 0.08% |
| FAIRFAX FINL HLDGS USD 04.8500 04/17/2028 | 0.08% |
| KINDER MORGAN INC SEDOL B3NQ4P8 | 0.08% |
| REPUBLIC OF SENEGAL REGS 06.2500 05/23/2033 | 0.08% |
| AMETEK INC SEDOL 2089212 | 0.07% |
| FHLMC FR30 ZS4703 UMBS 03.0000 02/01/2047 | 0.07% |
| FHR 4326 GS IO 05.9663 04/15/2044 | 0.07% |
| AGCO CORP SEDOL 2010278 | 0.07% |
| BP CAPITAL MARKETS PLC USD 03.2790 09/19/2027 | 0.07% |
| DANAHER CORP 05.0000 CV PFD | 0.07% |
| DEUTSCHE TELEKOM AG-REG SEDOL 5842359 | 0.07% |
| MERCK & CO INC 03.7000 02/10/2045 | 0.07% |
| MRAIT 2020-2 A2 | 0.07% |
| AMERICAN TOWER CORPORATION 02.7500 01/15/2027 | 0.07% |
| BECTON DICKINSON AND CO 01.9570 02/11/2031 | 0.07% |
| BOEING CO 05.9300 05/01/2060 | 0.07% |
| FHR 5152 IE IO 03.5000 10/25/2051 | 0.07% |
| MORGAN STANLEY | 0.07% |
| MRAIT 2021-8 A1X 01.2360 10/15/2021 | 0.07% |
| RELIANC-GDR 144A 144A SEDOL B16CYP9 | 0.07% |
| STATE STREET CORP SEDOL 2842040 | 0.07% |
| WAT US R US0001M P 12/15/25 GS | 0.07% |
| BRENNTAG SE SEDOL B4YVF56 | 0.07% |
| CAS 2016-C01 1M2 06.8360 08/25/2028 | 0.07% |
| GNR 2021-117 MI IO 03.5000 05/20/2042 | 0.07% |
| SUMITOMO TR&BK P/P 144A 00.8000 09/12/2023 | 0.07% |
| AMGEN INC 02.6000 08/19/2026 | 0.07% |
| BERRY GLOBAL INC P/P 144A 01.5700 01/15/2026 | 0.07% |
| COMCAST CORP 02.3500 01/15/2027 | 0.07% |
| EQUINOR ASA SEDOL 7133608 | 0.07% |
| FNR 2021-28 GI IO 04.0000 05/25/2051 | 0.07% |
| LIBERTY GLOBAL PLC- C SEDOL B8W67B1 | 0.07% |
| LNSTR 2015-3 B P/P 144A 03.3169 04/20/2048 | 0.07% |
| MERCADOLIBRE INC SEDOL B23X1H3 | 0.07% |
| MITSUBISHI UFJ FINANCIAL GRO SEDOL 6335171 | 0.07% |
| MRK GR R US0001M P 12/15/25 GS | 0.07% |
| BANK OF AMERICA CORP 02.4960 02/13/2031 | 0.07% |
| BRISTOL-MYERS 03.2500 02/20/2023 | 0.07% |
| CAS 2015-C04 2M2 05.6360 04/25/2028 | 0.07% |
| EDISON INTERNATIONAL SEDOL 2829515 | 0.07% |
| MOODY'S CORPORATION 02.0000 08/19/2031 | 0.07% |
| TARGA RESOURCES CORP SEDOL B55PZY3 | 0.07% |
| AT&T INC SEDOL 2831811 | 0.07% |
| BIOGEN INC 03.6250 09/15/2022 | 0.07% |
| FHR 5024 HI IO 04.5000 10/25/2050 | 0.07% |
| FHR 5121 KI IO 04.0000 06/25/2051 | 0.07% |
| FORTUNE BRANDS HOME & SECURI SEDOL B3MC7D6 | 0.07% |
| GLENCORE FUNDING LLC P/P 144A 02.5000 09/01/2030 | 0.07% |
| GNR 2016-H16 LI IO 02.1039 07/20/2066 | 0.07% |
| MOLINA HEALTHCARE INC SEDOL 2212706 | 0.07% |
| NESTLE SA-REG SEDOL 7123870 | 0.07% |
| NINTENDO CO LTD SEDOL 6639550 | 0.07% |
| NXP SEMICONDUCTORS NV SEDOL B505PN7 | 0.07% |
| RENESAS ELECTRONICS CORP SEDOL 6635677 | 0.07% |
| SIRIUS XM RADIO INC P/P 144A 05.0000 08/01/2027 | 0.07% |
| ASHTEAD CAPITAL INC P/P 144A 04.3750 08/15/2027 | 0.07% |
| BNP PARIBAS SEDOL 7309681 | 0.07% |
| CAS 2015-C04 1M2 05.7860 04/25/2028 | 0.07% |
| FNR 2017-69 SG IO 06.0640 09/25/2047 | 0.07% |
| JONES LANG LASALLE INC SEDOL 2040640 | 0.07% |
| KEURIG DR PEPPER INC SEDOL BD3W133 | 0.07% |
| OMNICOM GP/OMNICOM CAP 03.6000 04/15/2026 | 0.07% |
| WESTROCK MWV LLC 08.2000 01/15/2030 | 0.07% |
| A US R US0001M P 12/15/25 GS | 0.06% |
| CAS 2017-C01 1M2 03.6360 07/25/2029 | 0.06% |
| DBS GROUP HOLDINGS LTD SEDOL 6175203 | 0.06% |
| EOG RESOURCES INC 02.6250 03/15/2023 | 0.06% |
| KONINKLIJKE AHOLD DELHAIZE N SEDOL BD0Q398 | 0.06% |
| PKI US R US0001M P 12/15/25 GS | 0.06% |
| PRINCIPAL FINANCIAL GROUP SEDOL 2803014 | 0.06% |
| SPRINT CAPITAL CORPORATION 06.8750 11/15/2028 | 0.06% |
| BANCO BILBAO VIZCAYA ARGENTA SEDOL 5501906 | 0.06% |
| COGNIZANT TECH SOLUTIONS-A SEDOL 2257019 | 0.06% |
| FHR 5036 IK IO 04.0000 04/25/2050 | 0.06% |
| LENNAR CORP 04.7500 11/29/2027 | 0.06% |
| LONDON STOCK EXCHANGE GROUP SEDOL B0SWJX3 | 0.06% |
| MTD US R US0001M P 12/15/25 GS | 0.06% |
| RIO TINTO PLC SEDOL 0718875 | 0.06% |
| STELLANTIS NV SEDOL BMD8F98 | 0.06% |
| SUMITOMO MITSUI FINANCIAL GR SEDOL 6563024 | 0.06% |
| TRNTS 2021-16A A1 144A 01.3143 07/20/2034 | 0.06% |
| WESFARMERS LTD SEDOL 6948836 | 0.06% |
| YAMAHA MOTOR CO LTD SEDOL 6985264 | 0.06% |
| AFLAC INC SEDOL 2026361 | 0.06% |
| AMEREN CORPORATION SEDOL 2050832 | 0.06% |
| ARAMARK SEDOL BH3XG17 | 0.06% |
| IBM CORP 01.8750 08/01/2022 | 0.06% |
| IQV US R US0001M P 12/15/25 GS | 0.06% |
| AT&T INC 04.7500 05/15/2046 | 0.06% |
| CSAIL 2015-C1 C 04.4041 04/15/2050 | 0.06% |
| EASTMAN CHEMICAL CO SEDOL 2298386 | 0.06% |
| MICHELIN (CGDE) SEDOL 4588364 | 0.06% |
| TEMPUR SEALY INTERNATIONAL I SEDOL 2216991 | 0.06% |
| CHARTER COMM OPT LLC/CAP 04.8000 03/01/2050 | 0.06% |
| EDP-ENERGIAS DE PORTUGAL SA SEDOL 4103596 | 0.06% |
| ENTERPRISE PRODUCTS PARTNERS SEDOL 2285388 | 0.06% |
| FNR 2019-43 SC IO 06.0140 08/25/2049 | 0.06% |
| HANA FINANCIAL GROUP SEDOL B0RNRF5 | 0.06% |
| HERMES INTERNATIONAL SEDOL 5253973 | 0.06% |
| STACR 2018-HRP2 M3AS 01.0860 02/25/2047 | 0.06% |
| UBS GROUP AG REGS 06.8750 12/29/2049 | 0.06% |
| WFRBS 2013-C18 AS 04.3870 12/15/2046 | 0.06% |
| AMERICAN ELECTRIC POWER 04.3000 12/01/2028 | 0.06% |
| ATHENE GLOBAL FU P/P 144A 01.9850 08/19/2028 | 0.06% |
| FNMA FN30 AS8056 UMBS 03.0000 10/01/2046 | 0.06% |
| FNR 2020-96 JI IO 03.0000 01/25/2051 | 0.06% |
| ITOCHU CORP SEDOL 6467803 | 0.06% |
| TATA CONSULTANCY SVS LTD SEDOL B01NPJ1 | 0.06% |
| VERIZON COMMUNICATIONS 05.2500 03/16/2037 | 0.06% |
| COCA-COLA HBC AG-DI SEDOL B9895B7 | 0.06% |
| DUKE ENERGY CORP 04.2000 06/15/2049 | 0.06% |
| DUKE ENERGY OHIO INC 03.6500 02/01/2029 | 0.06% |
| HCA INC 03.5000 07/15/2051 | 0.06% |
| MSC 2007-IQ15 C 144A 06.3816 06/11/2049 | 0.06% |
| NETFLIX INC SEDOL 2857817 | 0.06% |
| PARTNERS GROUP HOLDING AG SEDOL B119QG0 | 0.06% |
| THALES SA SEDOL 4162791 | 0.06% |
| TMO US R US0001M P 12/15/25 GS | 0.06% |
| CITIGROUP INC 03.8870 01/10/2028 | 0.06% |
| CROWN HOLDINGS INC | 0.06% |
| FERGUSON PLC SEDOL BJVNSS4 | 0.06% |
| GOODMAN GROUP SEDOL B03FYZ4 | 0.06% |
| HYATT HOTELS CORP 04.8500 03/15/2026 | 0.06% |
| ONCOR ELECTRIC DELIV 03.7500 04/01/2045 | 0.06% |
| UNITEDHEALTH GROUP INC 03.9500 10/15/2042 | 0.06% |
| AMGEN INC 04.6630 06/15/2051 | 0.06% |
| ATHENE HOLDING LTD-CLASS A SEDOL BZ13MZ1 | 0.06% |
| BERKSHIRE HATHAWAY FIN 02.8500 10/15/2050 | 0.06% |
| FHR 5079 BI IO 05.5000 02/25/2051 | 0.06% |
| FNMA FN30 BM1172 UMBS 03.0000 03/01/2047 | 0.06% |
| LEGRAND SA SEDOL B11ZRK9 | 0.06% |
| MINEBEA CO LTD SEDOL 6642406 | 0.06% |
| OTIS WORLDWIDE CORP SEDOL BK531S8 | 0.06% |
| BF0101 03.5000 06/01/2056 | 0.06% |
| BRUNSWICK CORP SEDOL 2149309 | 0.06% |
| COMM 2010-C1 D 144A 05.9851 07/10/2046 | 0.06% |
| CROWN CASTLE INTL CORP 03.6500 09/01/2027 | 0.06% |
| NITORI HOLDINGS CO LTD SEDOL 6644800 | 0.06% |
| ZOETIS INC 03.9000 08/20/2028 | 0.06% |
| APID 2015-23A AR 144A 01.3461 04/15/2033 | 0.06% |
| BP PLC SEDOL 0798059 | 0.06% |
| FNR 2021-28 NI IO 03.0000 05/25/2041 | 0.06% |
| SK TELECOM SEDOL 6224871 | 0.06% |
| SONOVA HOLDING AG-REG SEDOL 7156036 | 0.06% |
| ABB LTD-REG SEDOL 7108899 | 0.05% |
| BANK OF IRELAND GROUP PLC SEDOL BD1RP61 | 0.05% |
| ENDEAVOR ENERGY P/P 144A 05.7500 01/30/2028 | 0.05% |
| FNMA FN40 BF0171 UMBS 04.0000 01/01/2057 | 0.05% |
| FNR 2021-45 MI IO 02.5000 02/25/2049 | 0.05% |
| LINDE PLC SEDOL BYWD9S5 | 0.05% |
| NUTRIEN LTD USD 04.1250 03/15/2035 | 0.05% |
| UBSCM 2012-C1 C 144A 05.7344 05/10/2045 | 0.05% |
| DEERE & COMPANY 02.6000 06/08/2022 | 0.05% |
| ENBRIDGE INC USD 04.5000 06/10/2044 | 0.05% |
| GOOGLE INC 03.3750 02/25/2024 | 0.05% |
| HUNTINGTON BANCSHARE P/P 144A 02.4870 08/15/2036 | 0.05% |
| PFIZER INC 03.0000 12/15/2026 | 0.05% |
| PNC BANK NA 02.0280 12/09/2022 | 0.05% |
| REPUBLIC OF KAZAKHSTAN REGS 04.8750 10/14/2044 | 0.05% |
| SCHNEIDER ELECTRIC SE SEDOL 4834108 | 0.05% |
| SPST 2021-10 A 00.8543 08/08/2022 | 0.05% |
| SPST 2021-6 A 00.8833 04/25/2022 | 0.05% |
| THE AES CORPORATION 02.4500 01/15/2031 | 0.05% |
| VOLVO AB-B SHS SEDOL B1QH830 | 0.05% |
| ABBVIE INC 03.8000 03/15/2025 | 0.05% |
| COCA-COLA EUROPACIFIC PARTNE SEDOL BYQQ3P5 | 0.05% |
| COVESTRO AG SEDOL BYTBWY9 | 0.05% |
| FLUTTER ENTERTAINMENT PLC-DI SEDOL BWXC0Z1 | 0.05% |
| FNMA FN30 AS7154 UMBS 03.0000 05/01/2046 | 0.05% |
| INTERCONTINENTALEXCHANGE 02.6500 09/15/2040 | 0.05% |
| MRAIT 2021-11 A1X 01.2338 01/25/2022 | 0.05% |
| MRAIT 2021-EBO4 A1X 01.8360 02/16/2022 | 0.05% |
| SAMSUNG ELECTRONICS-PREF SEDOL 6773812 | 0.05% |
| STELLANTIS FIN US IN P/P 144A 02.6910 09/15/2031 | 0.05% |
| TRANSDIGM GROUP INC SEDOL B11FJK3 | 0.05% |
| ZTS US R US0001M P 12/15/25 GS | 0.05% |
| ASAHI GROUP HOLDINGS LTD SEDOL 6054409 | 0.05% |
| CAIXABANK SA SEDOL B283W97 | 0.05% |
| CISCO SYSTEMS INC 02.5000 09/20/2026 | 0.05% |
| CREDIT SUISSE NEW YORK 02.8000 04/08/2022 | 0.05% |
| DOMINICAN REPUBLIC REGS 05.9500 01/25/2027 | 0.05% |
| MRAIT 2021-14 A1X 01.2431 02/15/2022 | 0.05% |
| NEXI SPA SEDOL BJ1F880 | 0.05% |
| ORACLE CORP 02.5000 05/15/2022 | 0.05% |
| SANDVIK AB SEDOL B1VQ252 | 0.05% |
| TEXTRON INC SEDOL 2885937 | 0.05% |
| CK ASSET HOLDINGS LTD SEDOL BYZQ077 | 0.05% |
| FUJITSU LTD SEDOL 6356945 | 0.05% |
| INCYTE CORP | 0.05% |
| INVESTOR AB-B SHS SEDOL BMV7PQ4 | 0.05% |
| KEYCORP SEDOL 2490911 | 0.05% |
| SLM CORP | 0.05% |
| UNITEDHEALTH GROUP INC 02.7500 02/15/2023 | 0.05% |
| ABBSL 2020-1A A1A 144A 01.6261 01/15/2033 | 0.05% |
| ANGLO AMERICAN PLC SEDOL B1XZS82 | 0.05% |
| BOBA 2020-1A A 144A 01.4843 01/20/2032 | 0.05% |
| CAS 2016-C02 1M2 06.0860 09/25/2028 | 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% |
| MORGN 2019-5A A1 144A 01.5161 01/15/2033 | 0.05% |
| NETFLIX INC 04.3750 11/15/2026 | 0.05% |
| NIPPON YUSEN KABUSHIKI KAISH SEDOL 6643960 | 0.05% |
| PFE US R US0001M P 12/15/25 GS | 0.05% |
| PFIZER INC SEDOL 2684703 | 0.05% |
| REPUBLIC SERVICES INC SEDOL 2262530 | 0.05% |
| SWISS RE TREAS P/P 144A 04.2500 12/06/2042 | 0.05% |
| ALPHABET INC 01.9980 08/15/2026 | 0.05% |
| APPLE INC 03.8500 05/04/2043 | 0.05% |
| AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 | 0.05% |
| BHP GROUP PLC SEDOL BH0P3Z9 | 0.05% |
| CAS 2016-C05 2M2 04.5360 01/25/2029 | 0.05% |
| CIT GROUP INC. 05.2500 03/07/2025 | 0.05% |
| JDE PEET'S NV P/P 144A 01.3750 01/15/2027 | 0.05% |
| ORACLE CORP 03.6500 03/25/2041 | 0.05% |
| SIRIUS XM RADIO INC P/P 144A 03.8750 09/01/2031 | 0.05% |
| WESTLAKE CHEMICAL CORP 02.8750 08/15/2041 | 0.05% |
| BRISTOL-MYERS SQUIBB CO 01.4500 11/13/2030 | 0.05% |
| DAIKIN INDUSTRIES LTD SEDOL 6250724 | 0.05% |
| SERVICENOW INC 01.4000 09/01/2030 | 0.05% |
| UNITED PARCEL SERVICE-CL B SEDOL 2517382 | 0.05% |
| WFRBS 2012-C8 AS 03.6600 08/15/2045 | 0.05% |
| ANALOG DEVICES INC 03.9000 12/15/2025 | 0.05% |
| ARES 2016-41A AR2 144A 01.1961 04/15/2034 | 0.05% |
| AVIVA PLC SEDOL 0216238 | 0.05% |
| COLES GROUP LTD SEDOL BYWR0T5 | 0.05% |
| COMM 2013-CR13 C 05.0446 11/10/2046 | 0.05% |
| DEUTSCHE BOERSE AG SEDOL 7021963 | 0.05% |
| ENTAIN PLC SEDOL B5VQMV6 | 0.05% |
| HLSY 2020-3A A1A 144A 01.5785 11/30/2032 | 0.05% |
| MRAIT 2020-11 A1X 01.7838 04/22/2022 | 0.05% |
| NOMURA RESEARCH INSTITUTE LT SEDOL 6390921 | 0.05% |
| PRUDENTIAL PLC SEDOL 0709954 | 0.05% |
| ROYAL BANK OF CANADA USD 04.6500 01/27/2026 | 0.05% |
| SHERWIN-WILLIAMS CO 03.4500 06/01/2027 | 0.05% |
| SSE PLC SEDOL 0790873 | 0.05% |
| STAR 2020-2 M1E 03.0000 04/25/2060 | 0.05% |
| CROWN CASTLE INTL CORP 03.7000 06/15/2026 | 0.04% |
| ERAC USA FINANCE LLC P/P 144A 05.6250 03/15/2042 | 0.04% |
| LAMAR ADVERTISING CO-A SEDOL BSPHGN6 | 0.04% |
| MRAIT 2021-NA1 A1X 01.5860 03/08/2022 | 0.04% |
| SALESFORCE.COM INC 02.9000 07/15/2051 | 0.04% |
| SALESFORCE.COM INC 03.0500 07/15/2061 | 0.04% |
| WALT DISNEY COMPANY 07.7500 12/01/2045 | 0.04% |
| ZALANDO SE SEDOL BQV0SV7 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 04.7500 01/23/2029 | 0.04% |
| BP CAP MARKETS AMERICA 03.1190 05/04/2026 | 0.04% |
| BRISTOL-MYERS 03.2500 08/15/2022 | 0.04% |
| BROADCOM INC 04.1500 11/15/2030 | 0.04% |
| CDX CDX.NA.HY.37 500.0 12/20/2026 | 0.04% |
| EPICOR SOFTWARE/EAGLE L+325 04.0000 07/30/2027 | 0.04% |
| FORTUM OYJ SEDOL 5579550 | 0.04% |
| HOME DEPOT INC 02.6250 06/01/2022 | 0.04% |
| IMPERIAL BRANDS PLC SEDOL 0454492 | 0.04% |
| INTESA SANPAOLO SPA P/P 144A 04.1980 06/01/2032 | 0.04% |
| MEDICAL PROPERTIES TRUST INC SEDOL B0JL5L9 | 0.04% |
| OZLM 2014-9A A1AR 144A 01.4143 10/20/2031 | 0.04% |
| SANTANDER UK GROUP H P/P 144A 04.7500 09/15/2025 | 0.04% |
| SIG COMBIBLOC GROUP AG SEDOL BD5GN60 | 0.04% |
| SOFTBANK GROUP CORP SEDOL 6770620 | 0.04% |
| TCI COMMUNICATIONS INC 07.1250 02/15/2028 | 0.04% |
| BANK LEUMI LE-ISRAEL SEDOL 6076425 | 0.04% |
| BMIR 2019-4A M1C 144A 02.5860 10/25/2029 | 0.04% |
| BNP PARIBAS P/P 144A 02.5880 08/12/2035 | 0.04% |
| MITSUBISHI UFJ FIN GRP USD 03.8500 03/01/2026 | 0.04% |
| ORSTED A/S SEDOL BYT16L4 | 0.04% |
| ROGERS COMMUNICATIONS IN USD 04.5000 03/15/2043 | 0.04% |
| STACR 2016-DNA1 M3 05.6360 07/25/2028 | 0.04% |
| STACR 2016-DNA3 M3 05.0860 12/25/2028 | 0.04% |
| VERIZON COMMUNICATIONS 02.5500 03/21/2031 | 0.04% |
| VIATRIS INC P/P 144A 02.3000 06/22/2027 | 0.04% |
| WASTE CONNECTIONS INC 03.5000 05/01/2029 | 0.04% |
| ZAIS 2019-13A A1A 144A 01.6161 07/15/2032 | 0.04% |
| ALIMENTATION COUCHE-TARD 3.550000 07/26/2027 | 0.04% |
| ALPHABET INC 02.2500 08/15/2060 | 0.04% |
| ANHEUSER-BUSCH INBEV WOR 05.5500 01/23/2049 | 0.04% |
| BMW US CAPITAL LLC P/P 144A 03.9500 08/14/2028 | 0.04% |
| CARLSBERG AS-B SEDOL 4169219 | 0.04% |
| CEDF 2013-1A ARR 144A 01.2143 04/20/2034 | 0.04% |
| CISCO SYSTEMS INC 05.9000 02/15/2039 | 0.04% |
| FHR 5010 IA IO 03.5000 09/25/2050 | 0.04% |
| GWOLF 2015-1A A1R 144A 01.2853 01/27/2031 | 0.04% |
| IPN FP R US0001M P 12/15/25 GS | 0.04% |
| L3HARRIS TECH INC 03.8500 12/15/2026 | 0.04% |
| MANHATTAN ASSOCIATES INC SEDOL 2239471 | 0.04% |
| SONIC HEALTHCARE LTD SEDOL 6821120 | 0.04% |
| AKZO NOBEL N.V. SEDOL BJ2KSG2 | 0.04% |
| AWPT 2014-2A A1R 144A 01.3561 10/15/2029 | 0.04% |
| BBCMS 2019-C5 AS 03.3660 11/15/2052 | 0.04% |
| CAS 2020-R01 1M2 02.1360 01/25/2040 | 0.04% |
| CSAIL 2020-C19 XA IO 01.2372 03/15/2053 | 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% |
| ILMN US R US0001M P 12/15/25 GS | 0.04% |
| NETWORK INTERNATIONAL HOLDIN SEDOL BH3VJ78 | 0.04% |
| PHILIP MORRIS INTERNATIONAL SEDOL B2PKRQ3 | 0.04% |
| SHRP 2020-1 NOTE 03.0253 07/25/2024 | 0.04% |
| STACR 2021-DNA2 M2 02.3500 08/25/2033 | 0.04% |
| ALLFUNDS GROUP PLC SEDOL BNTJ354 | 0.04% |
| AMAZON.COM INC. 02.5000 11/29/2022 | 0.04% |
| APPLE INC 04.3750 05/13/2045 | 0.04% |
| CITIGROUP INC 04.4500 09/29/2027 | 0.04% |
| CROWN CASTLE INTL CORP 03.8000 02/15/2028 | 0.04% |
| DEUTSCHE BANK NY 03.7290 01/14/2032 | 0.04% |
| FNMA FN30 BC1155 UMBS 03.0000 06/01/2046 | 0.04% |
| FNR 2021-65 LI IO 03.5000 10/25/2051 | 0.04% |
| FORD MOTOR CREDIT CO LLC 05.1250 06/16/2025 | 0.04% |
| MARVELL TECHNOLOGY INC SEDOL BNKJSM5 | 0.04% |
| MATCH GRP HLD II LLC P/P 144A 04.6250 06/01/2028 | 0.04% |
| MONDELEZ INT HOLD NE P/P 144A 02.1250 09/19/2022 | 0.04% |
| MRAIT 2021-EBO1 A1X 01.8338 02/16/2022 | 0.04% |
| NATIONAL AUSTRALIA BK/NY 02.8000 01/10/2022 | 0.04% |
| SBERBANK PJSC -SPONSORED ADR SEDOL B5SC091 | 0.04% |
| SQUARE INC P/P 144A 03.5000 06/01/2031 | 0.04% |
| US BANCORP 02.6250 01/24/2022 | 0.04% |
| CAPGEMINI SE SEDOL 4163437 | 0.04% |
| CSX CORP 04.1000 03/15/2044 | 0.04% |
| FNMA FN30 BJ9256 UMBS 04.0000 06/01/2048 | 0.04% |
| GSMS 2015-GC32 AS 04.0180 07/10/2048 | 0.04% |
| HOLCIM LTD SEDOL 7110753 | 0.04% |
| HOME DEPOT INC 05.9500 04/01/2041 | 0.04% |
| MET LIFE GLOB P/P 144A 01.9500 01/13/2023 | 0.04% |
| SPRINT CORP 07.8750 09/15/2023 | 0.04% |
| UNIVERSAL MUSIC GROUP NV SEDOL BNZGVV1 | 0.04% |
| AMERICAN EXPRESS COMPANY 02.6500 12/02/2022 | 0.04% |
| CIGNA CORP 03.7500 07/15/2023 | 0.04% |
| CLP HOLDINGS LTD SEDOL 6097017 | 0.04% |
| CWALT 2006-OA10 4A1 00.4660 08/25/2046 | 0.04% |
| DOLLAR GENERAL CORP 03.2500 04/15/2023 | 0.04% |
| INTL FLAVOR & FRAGRANCES 04.4500 09/26/2028 | 0.04% |
| LMAT 2020-GS5 A1 03.2500 06/25/2060 | 0.04% |
| MARSH & MCLENNAN COS INC 04.9000 03/15/2049 | 0.04% |
| MSBAM 2012-C5 E 144A 04.8129 08/15/2045 | 0.04% |
| POLARIS INC SEDOL 2692933 | 0.04% |
| PORSCHE AUTOMOBIL HLDG-PRF SEDOL 7101069 | 0.04% |
| SOCIETE GENERALE P/P 144A 05.3750 11/18/2050 | 0.04% |
| TAIWAN SEMICONDUCTOR MANUFAC SEDOL 6889106 | 0.04% |
| BANK 2019-BN22 C 03.5766 11/15/2062 | 0.04% |
| BXMT 2021-FL4 A P/P 144A 01.1338 05/15/2038 | 0.04% |
| CFCRE 2011-C2 E P/P 144A 05.8868 12/15/2047 | 0.04% |
| DAIWA HOUSE INDUSTRY CO LTD SEDOL 6251363 | 0.04% |
| FHMS K131 X1 IO 00.7295 07/25/2031 | 0.04% |
| KRAFT HEINZ FOODS CO 04.8750 10/01/2049 | 0.04% |
| MANPOWERGROUP INC SEDOL 2562490 | 0.04% |
| MARSH & MCLENNAN COS INC 04.3750 03/15/2029 | 0.04% |
| OPAP SA SEDOL 7107250 | 0.04% |
| REPUBLIC OF COLOMBIA USD 03.8750 04/25/2027 | 0.04% |
| SHIN-ETSU CHEMICAL CO LTD SEDOL 6804585 | 0.04% |
| SKANDINAVISKA ENSKILDA BAN-A SEDOL 4813345 | 0.04% |
| STAR 2020-3 A3 02.5910 04/25/2065 | 0.04% |
| TERRIER MEDIA BUYER IN L+350 03.5841 12/17/2026 | 0.04% |
| TRUIST BANK 02.6360 09/17/2029 | 0.04% |
| VIBR 2018-8A A1A 144A 01.2743 01/20/2031 | 0.04% |
| ADYEN NV SEDOL BZ1HM42 | 0.04% |
| ARISTOCRAT LEISURE LTD SEDOL 6253983 | 0.04% |
| ASHTEAD CAPITAL INC P/P 144A 02.4500 08/12/2031 | 0.04% |
| CAS 2018-C05 1M2 02.4360 01/25/2031 | 0.04% |
| CITIGROUP INC 04.5000 01/14/2022 | 0.04% |
| GENTEX CORP SEDOL 2366799 | 0.04% |
| ICON PLC SEDOL B94G471 | 0.04% |
| JNJ US R US0001M P 12/15/25 GS | 0.04% |
| LAMB WESTON HOLDINGS P/P 144A 04.8750 11/01/2026 | 0.04% |
| MRK US R US0001M P 12/15/25 GS | 0.04% |
| ORACLE CORP 05.3750 07/15/2040 | 0.04% |
| SENSATA TECH INC P/P 144A 03.7500 02/15/2031 | 0.04% |
| SGS SA-REG SEDOL 4824778 | 0.04% |
| AREIT 2021-CRE5 A 144A 01.1800 07/17/2026 | 0.04% |
| CITIGROUP INC 03.8750 02/18/2051 | 0.04% |
| CITIGROUP INC 04.6000 03/09/2026 | 0.04% |
| COX COMM INC P/P 144A 02.9500 10/01/2050 | 0.04% |
| GNR 2020-138 AI IO 03.0000 09/20/2050 | 0.04% |
| GSMS 2012-GCJ9 C 144A 04.4480 11/10/2045 | 0.04% |
| JPMBB 2013-C12 C 04.2352 07/15/2045 | 0.04% |
| PALO ALTO NETWORKS INC SEDOL B87ZMX0 | 0.04% |
| UBS AG LONDON P/P 144A 01.7500 04/21/2022 | 0.04% |
| ALIBABA GROUP HOLDING LTD SEDOL BK6YZP5 | 0.03% |
| AMADEUS IT GROUP SA SEDOL B3MSM28 | 0.03% |
| COMM 2013-CR13 AM 04.4490 11/10/2046 | 0.03% |
| COX COMM INC P/P 144A 03.5000 08/15/2027 | 0.03% |
| DIM FP R US0001M P 12/15/25 GS | 0.03% |
| DUKE ENERGY INDIANA LLC 06.4500 04/01/2039 | 0.03% |
| FIVE CORNERS FUNDING P/P 144A 04.4190 11/15/2023 | 0.03% |
| FNMA FN30 AS8074 UMBS 03.0000 10/01/2046 | 0.03% |
| HESS MIDSTREAM P P/P 144A 05.6250 02/15/2026 | 0.03% |
| SPECTRA ENERGY PARTNERS 03.3750 10/15/2026 | 0.03% |
| TPAT 2018-SL1 A 144A 00.6860 01/25/2046 | 0.03% |
| VIACOMCBS INC 04.2000 06/01/2029 | 0.03% |
| ABCAM PLC SEDOL B677469 | 0.03% |
| AZN US US0001M 12/15/25 GS | 0.03% |
| CD 2017-CD6 AM 03.7090 11/13/2050 | 0.03% |
| CF INDUSTRIES HOLDINGS INC SEDOL B0G4K50 | 0.03% |
| CGMS C17A A1AR 144A 01.1585 04/30/2031 | 0.03% |
| DAI-ICHI LIFE HOLDINGS INC SEDOL B601QS4 | 0.03% |
| FISERV INC 03.5000 07/01/2029 | 0.03% |
| GSK LN R US0001M P 12/15/25 GS | 0.03% |
| L3HARRIS TECH INC 04.4000 06/15/2028 | 0.03% |
| LBMLT 2004-1 A2 00.8860 02/25/2034 | 0.03% |
| NSTAR ELECTRIC CO 02.3750 10/15/2022 | 0.03% |
| ONEMAIN HOLDINGS INC SEDOL BYSZB89 | 0.03% |
| PSTAT 2021-4A A1 144A 00.9280 10/15/2029 | 0.03% |
| SAMI 2007-AR7 1A1 00.9360 05/25/2047 | 0.03% |
| WFCM 2013-LC12 C 04.4429 07/15/2046 | 0.03% |
| WFRBS 2011-C5 D 144A 05.9650 11/15/2044 | 0.03% |
| ABBV US R US0001M P 12/15/25 GS | 0.03% |
| AGL 2021-13A A1 P/P 144A 01.2923 10/20/2034 | 0.03% |
| AMERICAN TOWER CORP 02.9000 01/15/2030 | 0.03% |
| ATLASSIAN CORP PLC-CLASS A SEDOL BZ09BD1 | 0.03% |
| CAS 2016-C03 2M2 05.9860 10/25/2028 | 0.03% |
| CITIGROUP INC 04.7500 05/18/2046 | 0.03% |
| ELMW4 2020-1A A 144A 01.3661 04/15/2033 | 0.03% |
| EOG RESOURCES INC SEDOL 2318024 | 0.03% |
| FHMS K099 X1 IO 01.0047 09/25/2029 | 0.03% |
| GALXY 2016-22A ARR 144A 01.3264 04/16/2034 | 0.03% |
| KEURIG DR PEPPER INC 04.5970 05/25/2028 | 0.03% |
| SAGE GROUP PLC/THE SEDOL B8C3BL0 | 0.03% |
| SAUDI INTERNATIONAL BOND REGS 02.9000 10/22/2025 | 0.03% |
| SPST 2021-WL1 A 00.7360 01/26/2054 | 0.03% |
| SPST 2021-WL2 A 00.7860 03/25/2054 | 0.03% |
| THOMSON REUTERS CORP SEDOL BFXPTB0 | 0.03% |
| YCLO 2016-2A A1R 144A 01.2243 04/20/2032 | 0.03% |
| 3I GROUP PLC SEDOL B1YW440 | 0.03% |
| 4506 JP R US0001M P 12/15/25 GS | 0.03% |
| ALLIANCE DATA SYSTEMS CORP SEDOL 2762030 | 0.03% |
| BRAVO 2021-C A1 01.6195 03/01/2061 | 0.03% |
| CREDIT SUISSE GRP AG P/P 144A 03.8690 01/12/2029 | 0.03% |
| GARMIN LTD SEDOL B3Z5T14 | 0.03% |
| GSMS 2017-GS7 AS 03.6630 08/10/2050 | 0.03% |
| JPMCC 2014-C20 AS 04.0432 07/15/2047 | 0.03% |
| MWST 2021-2 A 00.8360 04/25/2055 | 0.03% |
| PENSKE TRUCK LEASING P/P 144A 03.9000 02/01/2024 | 0.03% |
| PRGO US R US0001M P 12/15/25 GS | 0.03% |
| REPUBLIC OF KAZAKHSTAN REGS 05.1250 07/21/2025 | 0.03% |
| RYDER SYSTEM INC SEDOL 2760669 | 0.03% |
| SAN FP R US0001M P 12/15/25 GS | 0.03% |
| TRAVEL + LEISURE CO SEDOL BMXYT16 | 0.03% |
| UNUM GROUP SEDOL 2433842 | 0.03% |
| BPCE SA P/P 144A 04.5000 03/15/2025 | 0.03% |
| BRISTOL-MYERS 03.4000 07/26/2029 | 0.03% |
| DEVON ENERGY CORP P/P 144A 05.2500 10/15/2027 | 0.03% |
| DISCOVER FINANCIAL SERVICES SEDOL B1YLC43 | 0.03% |
| EUROFINS SCIENTIFIC SEDOL BNDPYV1 | 0.03% |
| HOWMET AEROSPACE INC 03.0000 01/15/2029 | 0.03% |
| KKR GROUP FIN CO III P/P 144A 05.1250 06/01/2044 | 0.03% |
| LINCOLN NATIONAL CORP SEDOL 2516378 | 0.03% |
| LLOYDS BANKING GROUP PLC USD 04.6500 03/24/2026 | 0.03% |
| NIELSEN HOLDINGS PLC SEDOL BWFY550 | 0.03% |
| OMRON CORP SEDOL 6659428 | 0.03% |
| OSHKOSH CORP SEDOL 2663520 | 0.03% |
| ROSS STORES INC SEDOL 2746711 | 0.03% |
| SARTORIUS STEDIM BIOTECH SEDOL BYZ2QP5 | 0.03% |
| SEAGEN INC SEDOL BLPK4D2 | 0.03% |
| STACR 2018-DNA3 M2 02.1860 09/25/2048 | 0.03% |
| TYSON FOODS INC-CL A SEDOL 2909730 | 0.03% |
| UNITED OVERSEAS BANK LTD SEDOL 6916781 | 0.03% |
| VISTRA CORP P/P 144A 04.3000 07/15/2029 | 0.03% |
| WORKDAY INC-CLASS A SEDOL B8K6ZD1 | 0.03% |
| WYNDHAM HOTELS & RESORTS INC SEDOL BF108P4 | 0.03% |
| AIR LEASE CORP 04.6250 10/01/2028 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7000 04/01/2051 | 0.03% |
| CIRRUS LOGIC INC SEDOL 2197308 | 0.03% |
| COCA-COLA CO/THE SEDOL 2206657 | 0.03% |
| COMM 2015-LC21 B 04.4782 07/10/2048 | 0.03% |
| COMMONWEALTH BANK OF AUSTRAL SEDOL 6215035 | 0.03% |
| GSMS 2010-C1 D 144A 06.1868 08/10/2043 | 0.03% |
| KONINKLIJKE KPN NV SEDOL 5956078 | 0.03% |
| MSBAM 2014-C14 C 05.2178 02/15/2047 | 0.03% |
| MSBAM 2014-C17 C 04.6375 08/15/2047 | 0.03% |
| REPUBLIC OF SOUTH AFRICA USD 04.8500 09/27/2027 | 0.03% |
| REPUBLICA ORIENT URUGUAY USD 07.6250 03/21/2036 | 0.03% |
| RRAM 2020-12A AAR2 144A 01.4861 01/15/2036 | 0.03% |
| SPEAK 2020-8A A 144A 01.4043 04/20/2033 | 0.03% |
| STACR 2018-HRP2 M3 02.4860 02/25/2047 | 0.03% |
| TORO CO SEDOL 2897040 | 0.03% |
| VIACOMCBS INC 02.9000 01/15/2027 | 0.03% |
| VISTRA OPERATION P/P 144A 03.5500 07/15/2024 | 0.03% |
| VTRS US R US0001M P 12/15/25 GS | 0.03% |
| WFRBS 2011-C3 D 144A 05.5133 03/15/2044 | 0.03% |
| WFRBS 2013-C11 C 04.3250 03/15/2045 | 0.03% |
| AHM 2007-1 GA1C 00.2760 05/25/2047 | 0.03% |
| CGCMT 2014-GC21 AS 04.0260 05/10/2047 | 0.03% |
| CHARTER COMM OPT LLC/CAP 03.7500 02/15/2028 | 0.03% |
| COMCAST CORP 03.9990 11/01/2049 | 0.03% |
| COMM 2014-LC15 AM 04.1980 04/10/2047 | 0.03% |
| DIAMONDBACK ENERGY INC 03.2500 12/01/2026 | 0.03% |
| FIDELITY NATIONAL FINANCIAL SEDOL BNBRDD4 | 0.03% |
| HONEYWELL INTL 03.8120 11/21/2047 | 0.03% |
| HUNTSMAN INTERNATIONAL LLC 04.5000 05/01/2029 | 0.03% |
| MDPK 2018-30A A 144A 00.8761 04/15/2029 | 0.03% |
| MET LIFE GLOB P/P 144A 02.4000 06/17/2022 | 0.03% |
| MSBAM 2013-C8 B 03.6592 12/15/2048 | 0.03% |
| SNDPT 2018-1A A 144A 01.1261 04/15/2031 | 0.03% |
| SNDPT 2021-1A A 144A 01.2100 04/25/2034 | 0.03% |
| TOKYO ELECTRON LTD SEDOL 6895675 | 0.03% |
| APPLE INC 02.8000 02/08/2061 | 0.03% |
| AVERY DENNISON CORP SEDOL 2066408 | 0.03% |
| BANK 2017-BNK8 B 04.0615 11/15/2050 | 0.03% |
| BLUESCOPE STEEL LTD SEDOL 6533232 | 0.03% |
| COMM 2015-DC1 AM 03.7240 02/10/2048 | 0.03% |
| COMMONWEALTH EDISON CO 05.9000 03/15/2036 | 0.03% |
| CSAIL 2019-C17 AS 03.2783 09/15/2052 | 0.03% |
| CWALT 2005-59 1A1 00.7435 11/20/2035 | 0.03% |
| EDF SEDOL B0NJJ17 | 0.03% |
| ELECTRONIC ARTS INC SEDOL 2310194 | 0.03% |
| ENTERPRISE PRODUCTS OPER 02.8000 01/31/2030 | 0.03% |
| FIRST INDUSTRIAL REALTY TR SEDOL 2360757 | 0.03% |
| FORD MOTOR CREDIT CO LLC 04.0000 11/13/2030 | 0.03% |
| GENPACT LTD SEDOL B23DBK6 | 0.03% |
| GOLDMAN SACHS GROUP INC 02.6000 02/07/2030 | 0.03% |
| INTEL CORP SEDOL 2463247 | 0.03% |
| INTL BUSINESS MACHINES CORP SEDOL 2005973 | 0.03% |
| KOITO MANUFACTURING CO LTD SEDOL 6496324 | 0.03% |
| MOODY'S CORPORATION 02.5500 08/18/2060 | 0.03% |
| OMNICOM GROUP SEDOL 2279303 | 0.03% |
| PANDORA A/S SEDOL B44XTX8 | 0.03% |
| PETROBRAS GLOBAL FINANCE USD 05.6000 01/03/2031 | 0.03% |
| PUBLIC SERVICE ELECTRIC 05.5000 03/01/2040 | 0.03% |
| STACR 2017-DNA2 M2 03.5360 10/25/2029 | 0.03% |
| TRANSUNION SEDOL BYMWL86 | 0.03% |
| VERTIV TLB L+275 02.8303 03/02/2027 | 0.03% |
| WAMU 2005-AR12 1A8 02.8080 10/25/2035 | 0.03% |
| WESTPAC BANKING CORP USD 02.9630 11/16/2040 | 0.03% |
| WESTROCK CO SEDOL BYR0914 | 0.03% |
| WFCM 2016-LC25 AS 04.0930 12/15/2059 | 0.03% |
| WFRBS 2013-C11 AS 03.3110 03/15/2045 | 0.03% |
| AVALONBAY COMMUNITIES INC SEDOL 2131179 | 0.03% |
| AZN LN R US0001M P 12/15/25 GS | 0.03% |
| BIIB US R US0001M P 12/15/25 GS | 0.03% |
| BOSTON SCIENTIFIC CORP SEDOL 2113434 | 0.03% |
| BRIXMOR PROPERTY GROUP INC SEDOL BFTDJL8 | 0.03% |
| CGCMT 2014-GC19 D 144A 05.2598 03/10/2047 | 0.03% |
| CSC HOLDINGS LLC P/P 144A 07.5000 04/01/2028 | 0.03% |
| CWALT 2006-OA7 1A2 01.0321 06/25/2046 | 0.03% |
| DH EUROPE FINANCE II USD 03.4000 11/15/2049 | 0.03% |
| DUKE REALTY CORP SEDOL 2284084 | 0.03% |
| EQUITY LIFESTYLE PROPERTIES SEDOL 2563125 | 0.03% |
| ERAC USA FINANCE LLC P/P 144A 04.5000 02/15/2045 | 0.03% |
| FLEETCOR TECHNOLOGIES INC SEDOL B4R28B3 | 0.03% |
| GLAXOSMITHKLINE PLC SEDOL 0925288 | 0.03% |
| INTERCONTINENTALEXCHANGE 01.8500 09/15/2032 | 0.03% |
| INTERNATIONAL PAPER CO SEDOL 2465254 | 0.03% |
| INVITATION HOMES INC SEDOL BD81GW9 | 0.03% |
| JPMBB 2014-C19 C 04.8109 04/15/2047 | 0.03% |
| KINGDOM OF BAHRAIN REGS 05.2500 01/25/2033 | 0.03% |
| LABORATORY CRP OF AMER HLDGS SEDOL 2586122 | 0.03% |
| MICROCHIP TECH INC 04.3330 06/01/2023 | 0.03% |
| MONCLER SPA SEDOL BGLP232 | 0.03% |
| PPSI 2004-WCW2 M3 01.1360 10/25/2034 | 0.03% |
| SHACK 2017-11A AR 144A 01.2148 08/15/2030 | 0.03% |
| WATCO COS LLC/FI P/P 144A 06.5000 06/15/2027 | 0.03% |
| WFRBS 2012-C9 D 144A 04.9691 11/15/2045 | 0.03% |
| AES CORP SEDOL 2002479 | 0.02% |
| BANK OF NOVA SCOTIA USD 02.0000 11/15/2022 | 0.02% |
| BAYN GR R US0001M P 12/15/25 GS | 0.02% |
| CATERPILLAR INC SEDOL 2180201 | 0.02% |
| CLEAN HARBORS INC SEDOL 2202473 | 0.02% |
| CREDIT AGRICOLE SA P/P 144A 04.0000 01/10/2033 | 0.02% |
| FIRSTENERGY CORP SEDOL 2100920 | 0.02% |
| LMAT 2019-GS7 A1 03.2500 11/25/2059 | 0.02% |
| MAJORDRIVE HLDG IV L P/P 144A 06.3750 06/01/2029 | 0.02% |
| ORACLE CORP JAPAN SEDOL 6141680 | 0.02% |
| PUBLIC SERVICE ENTERPRISE GP SEDOL 2707677 | 0.02% |
| REG18 2021-1A A1 144A 01.2261 01/15/2034 | 0.02% |
| SERVICE CORP INTERNATIONAL SEDOL 2797560 | 0.02% |
| SHIMADZU CORP SEDOL 6804369 | 0.02% |
| SNDPT 2013-1A A1R 144A 01.1953 01/26/2031 | 0.02% |
| T-MOBILE USA INC 02.5500 02/15/2031 | 0.02% |
| VERIZON COMMUNICATIONS 01.7500 01/20/2031 | 0.02% |
| VMWARE INC 02.2000 08/15/2031 | 0.02% |
| WFCM 2019-C49 AS 04.2440 03/15/2052 | 0.02% |
| YUM BRANDS INC SEDOL 2098876 | 0.02% |
| 4581 JP R US0001M P 12/15/25 GS | 0.02% |
| ALLISON TRANSMISSION HOLDING SEDOL B4PZ892 | 0.02% |
| BRAMBLES LTD SEDOL B1FJ0C0 | 0.02% |
| CAS 2016-C01 2M2 07.0360 08/25/2028 | 0.02% |
| CROWN CASTLE INTL CORP SEDOL BTGQCX1 | 0.02% |
| DOMINICAN REPUBLIC REGS 06.4000 06/05/2049 | 0.02% |
| DOVER CORP SEDOL 2278407 | 0.02% |
| ELMW2 2019-2A AR 144A 01.2843 04/20/2034 | 0.02% |
| JPMORGAN CHASE & CO 01.1248 05/15/2047 | 0.02% |
| JPMORGAN CHASE & CO 04.6000 02/01/2025 | 0.02% |
| LMAT 2020-GS1 A1 02.8820 10/25/2059 | 0.02% |
| MSBAM 2012-C6 D 144A 04.7566 11/15/2045 | 0.02% |
| NEUBERGER BERMAN GRP P/P 144A 04.8750 04/15/2045 | 0.02% |
| NORFOLK SOUTHERN CORP SEDOL 2641894 | 0.02% |
| NRG P/P 144A 03.7500 06/15/2024 | 0.02% |
| OAKCL 2021-1A A1 144A 01.2918 07/15/2034 | 0.02% |
| OWENS CORNING SEDOL B1FW7Q2 | 0.02% |
| PUBLIC STORAGE SEDOL 2852533 | 0.02% |
| SNDPT 2020-1A AR 144A 01.2980 07/20/2034 | 0.02% |
| UBS GROUP AG P/P 144A 04.1250 04/15/2026 | 0.02% |
| WHIRLPOOL CORP SEDOL 2960384 | 0.02% |
| ABBSL 2021-2A A 144A 01.2301 04/15/2034 | 0.02% |
| AIMCO 2021-14A A 144A 01.1879 04/20/2034 | 0.02% |
| ALIMEN COUCHE P/P 144A 02.9500 01/25/2030 | 0.02% |
| AMGEN INC SEDOL 2023607 | 0.02% |
| APID 2021-35A A 144A 01.2486 04/20/2034 | 0.02% |
| ARES 2021-60A A 144A 01.2549 07/18/2034 | 0.02% |
| BHLD 2020-1 A2 02.6000 02/25/2055 | 0.02% |
| BMY US R US0001M P 12/15/25 GS | 0.02% |
| BSP 2018-5BA A1A 144A 01.2243 04/20/2031 | 0.02% |
| CANYC 2019-2A A 144A 01.4961 10/15/2032 | 0.02% |
| CARVL 2019-1A ANR 144A 01.2443 04/20/2032 | 0.02% |
| CAS 2016-C06 1M2 04.3360 04/25/2029 | 0.02% |
| CELANESE US HOLDINGS LLC 01.4000 08/05/2026 | 0.02% |
| CGMS 2017-1A A1R 144A 01.1343 04/20/2031 | 0.02% |
| COMM 2013-CR11 AM 04.7150 08/10/2050 | 0.02% |
| COMM 2014-CR18 C 04.9142 07/15/2047 | 0.02% |
| DEN17 2018-1A AR 144A 01.1861 10/15/2031 | 0.02% |
| ELMW5 2020-2A AR P/P 144A 01.2665 10/20/2034 | 0.02% |
| GCBSL 2020-48A A1 144A 01.4439 04/17/2033 | 0.02% |
| GLM 2019-5A A 144A 01.4343 10/20/2032 | 0.02% |
| GUGG4 2016-1A A1S1 144A 01.3561 10/15/2031 | 0.02% |
| INGIM 2013-2A A1R 144A 01.0953 04/25/2031 | 0.02% |
| KAYNE 2019-6A A1 144A 01.5143 01/20/2033 | 0.02% |
| MORGN 2021-7A A 144A 01.2701 04/23/2034 | 0.02% |
| NCC 2019-IA ANAR P/P 144A 01.4818 04/15/2031 | 0.02% |
| OCP 2020-19A AR 144A 01.2843 10/20/2034 | 0.02% |
| OZLM 2015-11A A1R 144A 01.3785 10/30/2030 | 0.02% |
| RAYTHEON TECH CORP P/P 04.8750 10/15/2040 | 0.02% |
| RSRVA 2016-3A ARR 144A 01.1939 01/18/2034 | 0.02% |
| SUMITOMO MITSUI TRUST HOLDIN SEDOL 6431897 | 0.02% |
| WELF 2018-2A A1 144A 01.3343 10/20/2031 | 0.02% |
| WFCM 2013-LC12 AS 04.4429 07/15/2046 | 0.02% |
| WOODS 2018-17A A 144A 01.1983 04/22/2031 | 0.02% |
| ARKEMA SEDOL B0Z5YZ2 | 0.02% |
| BANK 2019-BN20 XA IO 00.9584 09/15/2062 | 0.02% |
| CENTENE CORP 04.6250 12/15/2029 | 0.02% |
| CON EDISON CO OF NY INC 04.2000 03/15/2042 | 0.02% |
| CREDIT SUISSE GRP AG P/P 144A 06.2500 12/18/2024 | 0.02% |
| CSL AU R US0001M P 12/15/25 GS | 0.02% |
| DEUTSCHE TELEKOM INT FIN USD 08.7500 06/15/2030 | 0.02% |
| EIFFAGE SEDOL B13X013 | 0.02% |
| INDUSTRIA DE DISENO TEXTIL SEDOL BP9DL90 | 0.02% |
| JPMBB 2013-C12 B 04.2352 07/15/2045 | 0.02% |
| OSAT 2020-RPL1 A1 03.0719 12/26/2059 | 0.02% |
| OTIS WORLDWIDE CORP 02.5650 02/15/2030 | 0.02% |
| PACKAGING CORP OF AMERIC 04.5000 11/01/2023 | 0.02% |
| PFWST 2021-1 A 00.7860 02/25/2055 | 0.02% |
| SEI INVESTMENTS COMPANY SEDOL 2793610 | 0.02% |
| TRANSCANADA TRUST USD 05.3000 03/15/2077 | 0.02% |
| TRANSDIGM INC. P/P 144A 06.2500 03/15/2026 | 0.02% |
| AIR LEASE CORP 02.1000 09/01/2028 | 0.02% |
| AUST & NZ BANKING GR P/P 144A 06.7500 06/15/2026 | 0.02% |
| AUTONATION INC 02.4000 08/01/2031 | 0.02% |
| BANCO SANTANDER SA USD 04.3790 04/12/2028 | 0.02% |
| BANCO SANTANDER SA USD 05.1790 11/19/2025 | 0.02% |
| BANK OF AMERICA CORP 06.1000 03/17/2025 | 0.02% |
| BBCMS 2021-C11 D 144A 02.0000 09/15/2054 | 0.02% |
| BOC HONG KONG HOLDINGS LTD SEDOL 6536112 | 0.02% |
| CAPCOM CO LTD SEDOL 6173694 | 0.02% |
| CAS 2018-C04 2M2 02.6360 12/25/2030 | 0.02% |
| CITIGROUP INC 02.9000 12/08/2021 | 0.02% |
| CSAIL 2019-C15 B 04.4757 03/15/2052 | 0.02% |
| CVS PASS-THROUGH P/P 144A 04.7040 01/10/2036 | 0.02% |
| DIGITAL REALTY TRUST LP 04.4500 07/15/2028 | 0.02% |
| DIRECT LINE INSURANCE GROUP SEDOL BY9D0Y1 | 0.02% |
| DIVERSIFIED HEALTHCARE T 09.7500 06/15/2025 | 0.02% |
| EQUINOR ASA USD 05.1000 08/17/2040 | 0.02% |
| GENERAL ELECTRIC CO SEDOL BL59CR9 | 0.02% |
| GSMS 2013-GCJ14 B P/P 144A 04.8966 08/10/2046 | 0.02% |
| ISRAEL DISCOUNT BANK -A SEDOL 6451271 | 0.02% |
| JOHNSON CONTROLS INTL PL 04.5000 02/15/2047 | 0.02% |
| LVMH MOET HENNESSY LOUIS VUI SEDOL 4061412 | 0.02% |
| MSBAM 2014-C15 B 04.5650 04/15/2047 | 0.02% |
| NATWEST GROUP PLC USD 04.8920 05/18/2029 | 0.02% |
| PENSKE TRUCK LE P/P 144A 03.4000 11/15/2026 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.9500 04/28/2031 | 0.02% |
| STACR 2016-HQA2 M3 05.2360 11/25/2028 | 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% |
| THE BANK OF NOVA SCOTIA USD 02.7000 03/07/2022 | 0.02% |
| UNITED MEXICAN STATES USD 02.6590 05/24/2031 | 0.02% |
| VIDEOTRON LTD / LTEE P/P 144A 05.1250 04/15/2027 | 0.02% |
| WFCM 2013-LC12 D 144A 04.4429 07/15/2046 | 0.02% |
| WFCM 2015-NXS3 AS 03.9720 09/15/2057 | 0.02% |
| WFCM 2019-C52 XA IO 01.7408 08/15/2052 | 0.02% |
| YAMATO HOLDINGS CO LTD SEDOL 6985565 | 0.02% |
| AMMST 2020-MF1 XA IO 144A 01.0861 05/15/2053 | 0.02% |
| ARES CAPITAL CORP 03.8750 01/15/2026 | 0.02% |
| BPCE SA P/P 144A 05.1500 07/21/2024 | 0.02% |
| CSC HOLDINGS LLC 05.2500 06/01/2024 | 0.02% |
| CWALT 2006-OA19 A1 00.2674 02/20/2047 | 0.02% |
| FHLMC FR30 ZS9547 UMBS 04.0000 09/01/2045 | 0.02% |
| GCP APPLIED TECH P/P 144A 05.5000 04/15/2026 | 0.02% |
| GENERAL MOTORS CO 05.9500 04/01/2049 | 0.02% |
| GENERAL MOTORS FINL CO 04.3000 07/13/2025 | 0.02% |
| GILD US R US0001M P 12/15/25 GS | 0.02% |
| GLOBAL MEDICAL RESPONS L+475 05.7500 10/05/2025 | 0.02% |
| JPMCC 2013-C16 C 05.1889 12/15/2046 | 0.02% |
| KINDER MORGAN ENER PART 03.4500 02/15/2023 | 0.02% |
| MWST 2020-1 A 00.9860 10/25/2053 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.4500 09/15/2036 | 0.02% |
| REPUBLIC OF PARAGUAY REGS 04.7000 03/27/2027 | 0.02% |
| SOUTHWESTERN ENERGY P/P 144A 05.3750 02/01/2029 | 0.02% |
| STACR 2016-HQA1 M3 06.4360 09/25/2028 | 0.02% |
| TEVA US R US0001M P 12/15/25 GS | 0.02% |
| YAKULT HONSHA CO LTD SEDOL 6985112 | 0.02% |
| AMAZON.COM INC 01.5000 06/03/2030 | 0.02% |
| ARD FINANCE SA P/P 144A 06.5000 06/30/2027 | 0.02% |
| CAS 2016-C07 2M2 04.4360 05/25/2029 | 0.02% |
| CENOVUS ENERGY INC SEDOL B57FG04 | 0.02% |
| CHARTER COMM OPT LLC/CAP 02.2500 01/15/2029 | 0.02% |
| FAIRFAX US INC P/P 144A 04.8750 08/13/2024 | 0.02% |
| FIRST QUANTUM MINERA P/P 144A 06.8750 03/01/2026 | 0.02% |
| GINKGO BIOWORKS HOLDINGS INC SEDOL BN6KXF0 | 0.02% |
| HUNTSMAN INTERNATIONAL L 02.9500 06/15/2031 | 0.02% |
| IHEARTCOMMUNICATIONS INC 08.3750 05/01/2027 | 0.02% |
| JAZZ SECURITIES DAC P/P 144A 04.3750 01/15/2029 | 0.02% |
| KINGFISHER PLC SEDOL 3319521 | 0.02% |
| LLY US R US0001M P 12/15/25 GS | 0.02% |
| MSBAM 2015-C24 B 04.4881 05/15/2048 | 0.02% |
| MSC 2011-C3 D 144A 05.4666 07/15/2049 | 0.02% |
| MSC 2016-UB12 AS 03.7780 12/15/2049 | 0.02% |
| PERTAMINA PERSERO PT P/P 144A 04.3000 05/20/2023 | 0.02% |
| RMLT 2020-2 A2 02.5080 05/25/2060 | 0.02% |
| TENET HEALTHCARE COR P/P 144A 05.1250 11/01/2027 | 0.02% |
| US BANCORP 02.9500 07/15/2022 | 0.02% |
| AMGN US R US0001M P 12/15/25 GS | 0.02% |
| AUTO1 GROUP SE 144A SEDOL BL5C4C7 | 0.02% |
| BLACKSTONE HLDG FINA P/P 144A 01.6000 03/30/2031 | 0.02% |
| BMARK 2018-B8 AS 04.5324 01/15/2052 | 0.02% |
| BMARK 2019-B11 AS 03.7840 05/15/2052 | 0.02% |
| CFCRE 2017-C8 B 04.1985 06/15/2050 | 0.02% |
| COMM 2014-LC15 B 04.5990 04/10/2047 | 0.02% |
| COMMONWEALTH BK AUST P/P 144A 02.6880 03/11/2031 | 0.02% |
| CSMC 2021-RPL7 A1 01.9260 09/01/2051 | 0.02% |
| ENERGY TRANSFER LP 05.8750 01/15/2024 | 0.02% |
| HIKMA PHARMACEUTICALS PLC SEDOL B0LCW08 | 0.02% |
| IMOLA MERGER CORP P/P 144A 04.7500 05/15/2029 | 0.02% |
| JPMBB 2014-C22 C 04.7046 09/15/2047 | 0.02% |
| JPMCC 2012-C6 E 144A 05.3102 05/15/2045 | 0.02% |
| KRAFT HEINZ FOODS CO 04.3750 06/01/2046 | 0.02% |
| LG CHEM LTD SEDOL 6346913 | 0.02% |
| NETFLIX INC. 05.8750 11/15/2028 | 0.02% |
| OLYMPUS WTR US HLDG P/P 144A 06.2500 10/01/2029 | 0.02% |
| PROLOGIS LP 02.2500 04/15/2030 | 0.02% |
| SABINE PASS LIQUEFACTION 04.2000 03/15/2028 | 0.02% |
| SIMON PROPERTY GROUP INC SEDOL 2812452 | 0.02% |
| SUN HUNG KAI PROPERTIES SEDOL 6859927 | 0.02% |
| TOWNSQUARE MEDIA INC P/P 144A 06.8750 02/01/2026 | 0.02% |
| UNITEDHEALTH GROUP INC 02.8750 03/15/2022 | 0.02% |
| WASTE PRO USA INC P/P 144A 05.5000 02/15/2026 | 0.02% |
| 0.95 R ISWP FWD US0003M P 12/15/2026 | 0.02% |
| APPLE INC 02.8500 05/11/2024 | 0.02% |
| AUD/USD 10/20/2021 GSFX | 0.02% |
| BERKSHIRE HATHAWAY FIN 04.3000 05/15/2043 | 0.02% |
| CK HUTCHISON HOLDINGS LTD SEDOL BW9P816 | 0.02% |
| CLUB CAR TL L+400 04.5000 06/01/2028 | 0.02% |
| CSMC 2021-RPL4 A1 01.7956 12/27/2060 | 0.02% |
| EMIR 2018-1 M1 01.7860 11/25/2028 | 0.02% |
| FHMS K740 X1 00.8448 09/25/2027 | 0.02% |
| GOLDMAN SACHS GROUP INC 03.6500 07/28/2051 | 0.02% |
| MERCK & CO. INC. 02.7500 02/10/2025 | 0.02% |
| NEWZ 2021-1 A 00.8360 05/25/2055 | 0.02% |
| PUBLICIS GROUPE SEDOL 4380429 | 0.02% |
| PULTEGROUP INC. 07.8750 06/15/2032 | 0.02% |
| SOLENIS 1STL L+400 04.0841 06/26/2025 | 0.02% |
| TPMT 2016-5 M2 144A 03.3750 10/25/2056 | 0.02% |
| TRK 2019-1 A1 04.5351 03/25/2022 | 0.02% |
| UBSCM 2018-C8 XA IO 01.0222 02/15/2051 | 0.02% |
| VMC 2021-FL4 A P/P 144A 01.1874 06/16/2036 | 0.02% |
| ZURICH INSURANCE GROUP AG SEDOL 5983816 | 0.02% |
| AMERICAN BATH GROUP TL L+375 04.2500 11/23/2027 | 0.02% |
| ARCELORMITTAL USD 07.0000 10/15/2039 | 0.02% |
| BRAND ENERGY & INFRAST L+425 05.2500 06/21/2024 | 0.02% |
| BROTHER INDUSTRIES LTD SEDOL 6146500 | 0.02% |
| CMLTI 2005-2 1A2A 02.7514 05/25/2035 | 0.02% |
| COMCAST CORP 04.0490 11/01/2052 | 0.02% |
| DCP MIDSTREAM P/P 144A 06.7500 09/15/2037 | 0.02% |
| DELTA/SKYMILES P/P 144A 04.7500 10/20/2028 | 0.02% |
| DEXUS/AU SEDOL B033YN6 | 0.02% |
| DUKE ENERGY PROGRESS LLC 03.3750 09/01/2023 | 0.02% |
| FHMS KW10 X1 IO 00.7731 09/25/2029 | 0.02% |
| FIDELITY NATIONAL INFORMATION 02.2500 03/01/2031 | 0.02% |
| GOLDEN NUGGET INC P/P 144A 06.7500 10/15/2024 | 0.02% |
| IPSEN SEDOL B0R7JF1 | 0.02% |
| NVENT ELECTRIC PLC SEDOL BDVJJQ5 | 0.02% |
| OASIS PETROLEUM INC SEDOL BLDDYB1 | 0.02% |
| OSAKA GAS CO LTD SEDOL 6661768 | 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% |
| SIRIUS XM RADIO INC P/P 144A 04.0000 07/15/2028 | 0.02% |
| BCPE ULYSSES P/P 144A 07.7500 04/01/2027 | 0.02% |
| BEASLEY MEZZANIN P/P 144A 08.6250 02/01/2026 | 0.02% |
| BERRY GLOBAL INC P/P 144A 01.6500 01/15/2027 | 0.02% |
| BOMBARDIER INC P/P 144A 07.8750 04/15/2027 | 0.02% |
| CAS 2017-C01 1EB1 01.3360 07/25/2029 | 0.02% |
| CAS 2019-HRP1 M2 02.2360 11/25/2039 | 0.02% |
| COMCAST CORP P/P 144A 02.9870 11/01/2063 | 0.02% |
| COMPASS MIN INTL P/P 144A 06.7500 12/01/2027 | 0.02% |
| DIAMOND 1 FIN/DIAM 06.0200 06/15/2026 | 0.02% |
| FORD MOTOR COMPANY 09.0000 04/22/2025 | 0.02% |
| FRONTIER COMM P/P 144A 06.7500 05/01/2029 | 0.02% |
| GENERAL DYNAMICS CORP 02.2500 11/15/2022 | 0.02% |
| GNR 2016-H16 EI IO 02.1940 06/20/2066 | 0.02% |
| JPMCC 2010-C2 C 144A 05.8722 11/15/2043 | 0.02% |
| KRAFT HEINZ CO/THE SEDOL BYRY499 | 0.02% |
| KRAFT HEINZ FOODS CO 05.0000 07/15/2035 | 0.02% |
| L3HARRIS TECH INC 01.8000 01/15/2031 | 0.02% |
| LOGITECH INTERNATIONAL-REG SEDOL B18ZRK2 | 0.02% |
| OCCIDENTAL PETROLEUM COR 06.2000 03/15/2040 | 0.02% |
| OSHKOSH CORP 04.6000 05/15/2028 | 0.02% |
| PETROBRAS GLOBAL FINANCE USD 06.2500 03/17/2024 | 0.02% |
| PHH MORTGAGE CORP P/P 144A 07.8750 03/15/2026 | 0.02% |
| QUORUM HEALTH EXT TL L+700 08.0000 04/29/2025 | 0.02% |
| RBIT 2020-HB1 A1 01.7188 10/25/2050 | 0.02% |
| SCHLUMBERGER LTD SEDOL 2779201 | 0.02% |
| TERRIER MEDIA BU P/P 144A 08.8750 12/15/2027 | 0.02% |
| TMIR 2021-2 M1A P/P 144A 02.1360 10/25/2033 | 0.02% |
| TOKYO GAS CO LTD SEDOL 6895448 | 0.02% |
| UBSBB 2012-C2 D 144A 05.0431 05/10/2063 | 0.02% |
| VIFN SW R US0001M P 12/15/25 GS | 0.02% |
| WAMU 2004-AR13 A2B 00.9660 11/25/2034 | 0.02% |
| WAMU 2005-AR11 A1B3 00.8860 08/25/2045 | 0.02% |
| ZI TECH/ZI FIN P/P 144A 03.8750 02/01/2029 | 0.02% |
| ALLISON TRANSMISSION P/P 144A 04.7500 10/01/2027 | 0.01% |
| ALLY FINANCIAL INC 08.0000 11/01/2031 | 0.01% |
| ANCESTRY.COM 1L TL L+325 03.7500 12/06/2027 | 0.01% |
| AP MOLLER-MAERSK A/S-B SEDOL 4253048 | 0.01% |
| BROADCOM INC P/P 144A 03.7500 02/15/2051 | 0.01% |
| CALPINE CORP P/P 144A 04.5000 02/15/2028 | 0.01% |
| CAMDEN PROPERTY TRUST 04.8750 06/15/2023 | 0.01% |
| CHECK POINT SOFTWARE TECH SEDOL 2181334 | 0.01% |
| CLUBCORP HLDG INC P/P 144A 08.5000 09/15/2025 | 0.01% |
| ENLINK MIDSTREAM LLC P/P 144A 05.6250 01/15/2028 | 0.01% |
| EQUINIX INC 03.2000 11/18/2029 | 0.01% |
| EVOLUTION AB SEDOL BJXSCH4 | 0.01% |
| GNR 2014-116 IL IO 04.0000 08/20/2044 | 0.01% |
| GSMS 2012-GC6 AS P/P 144A 04.9480 01/10/2045 | 0.01% |
| HOLLY PAR/FIN P/P 144A 05.0000 02/01/2028 | 0.01% |
| LIONS GATE CAP HOLD P/P 144A 05.5000 04/15/2029 | 0.01% |
| NUTRIEN LTD USD 05.2500 01/15/2045 | 0.01% |
| ONCOR ELECTRIC DELIVERY 05.3000 06/01/2042 | 0.01% |
| PARK-OHIO INDUSTRIES INC 06.6250 04/15/2027 | 0.01% |
| PETROLEOS MEXICANOS USD 07.6900 01/23/2050 | 0.01% |
| POSTE ITALIANE SPA SEDOL BYYN701 | 0.01% |
| PROLOGIS INC SEDOL B44WZD7 | 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% |
| TABCORP HOLDINGS LTD SEDOL 6873262 | 0.01% |
| TRUIST FINANCIAL CORP 04.8000 09/01/2024 | 0.01% |
| UBSCM 2017-C7 XA IO 01.1724 12/15/2050 | 0.01% |
| VIACOMCBS INC 04.0000 01/15/2026 | 0.01% |
| WESTROCK MWV LLC 07.9500 02/15/2031 | 0.01% |
| WFCM 2016-LC25 XA IO 01.1061 12/15/2059 | 0.01% |
| 4502 JP R US0001M P 12/15/25 GS | 0.01% |
| 4507 JP R US0001M P 12/15/25 GS | 0.01% |
| ARRW 2019-3 A3 03.4160 10/25/2048 | 0.01% |
| BERKELEY GROUP HOLDINGS/THE SEDOL BLJNXL8 | 0.01% |
| CANTOR FITZGERALD LP P/P 144A 06.5000 06/17/2022 | 0.01% |
| CHENIERE CORP CHRIST 05.1250 06/30/2027 | 0.01% |
| COMM 2013-CR9 D 144A 04.4117 07/10/2045 | 0.01% |
| CONTINENTAL RES 04.5000 04/15/2023 | 0.01% |
| DISH DBS CORPORATION 07.7500 07/01/2026 | 0.01% |
| EMBARQ CORPORATION 07.9950 06/01/2036 | 0.01% |
| ENCINO ACQ PARTN P/P 144A 08.5000 05/01/2028 | 0.01% |
| GLOBAL PAYMENTS INC 02.9000 05/15/2030 | 0.01% |
| GNR 2015-H25 BI IO 01.8749 10/20/2065 | 0.01% |
| GW B-CR SECURITY P/P 144A 09.5000 11/01/2027 | 0.01% |
| HUSKY III HLDG LTD P/P 144A 13.0000 02/15/2025 | 0.01% |
| HUSKY INJECTION MOLDIN L+300 03.1666 03/28/2025 | 0.01% |
| IPALCO ENTPRS IN 04.2500 05/01/2030 | 0.01% |
| ISTAR INC 04.7500 10/01/2024 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 05.2500 12/15/2027 | 0.01% |
| NUTRIEN LTD. USD 04.2000 04/01/2029 | 0.01% |
| PERSIMMON PLC SEDOL 0682538 | 0.01% |
| PRECISION DRILL P/P 144A 07.1250 01/15/2026 | 0.01% |
| RAYMOND JAMES FINANCIAL INC SEDOL 2718992 | 0.01% |
| RECORDATI INDUSTRIA CHIMICA SEDOL B07DRZ5 | 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% |
| SABRE GLBL INC P/P 144A 09.2500 04/15/2025 | 0.01% |
| SERVICE CORP INTL 05.1250 06/01/2029 | 0.01% |
| TENET HEALTHCARE P/P 144A 04.2500 06/01/2029 | 0.01% |
| TRANSDIGM INC 05.5000 11/15/2027 | 0.01% |
| WAMU 2004-AR3 A2 02.5766 06/25/2034 | 0.01% |
| WELLS FARGO & COMPANY 05.8750 06/15/2025 | 0.01% |
| ZOETIS INC 02.0000 05/15/2030 | 0.01% |
| 4523 JP R US0001M P 12/15/25 GS | 0.01% |
| ALBERTSONS COS/SAFE P/P 144A 04.6250 01/15/2027 | 0.01% |
| ALLIANT HOLDINGS P/P 144A 06.7500 10/15/2027 | 0.01% |
| ARETEC ESCROW P/P 144A 07.5000 04/01/2029 | 0.01% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.01% |
| BLACKSTONE CQP HOLDCO L+375 04.2500 06/04/2028 | 0.01% |
| CALLON PETROLEUM CO 06.1250 10/01/2024 | 0.01% |
| CENGAGE LEARNING INC P/P 144A 09.5000 06/15/2024 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 06.8750 04/01/2027 | 0.01% |
| CF INDUSTRIES INC 04.9500 06/01/2043 | 0.01% |
| CFCRE 2011-C2 D 144A 05.8868 12/15/2047 | 0.01% |
| COMM 2014-CR14 XA IO 00.6961 02/10/2047 | 0.01% |
| CONTINENTAL RESO P/P 144A 05.7500 01/15/2031 | 0.01% |
| DIAMOND 1 FIN/DIAMON 08.3500 07/15/2046 | 0.01% |
| E.ON SE SEDOL 4942904 | 0.01% |
| ELANCO ANIMAL HEALTH 05.9000 08/28/2028 | 0.01% |
| GNR 2017-162 QI IO 05.0000 10/11/2047 | 0.01% |
| HUB INTL LTD P/P 144A 07.0000 05/01/2026 | 0.01% |
| ITT HOLDINGS LLC P/P 144A 06.5000 08/01/2029 | 0.01% |
| KRW/USD 11/17/2021 JPMCB | 0.01% |
| LANXESS AG SEDOL B05M8B7 | 0.01% |
| LEVI STRAUSS & CO P/P 144A 03.5000 03/01/2031 | 0.01% |
| MWST 2020-2 A 00.8860 11/25/2053 | 0.01% |
| NH FOODS LTD SEDOL 6640767 | 0.01% |
| NMSG3 2021-1 A 00.8360 06/25/2054 | 0.01% |
| NUTRITION & BIO P/P 144A 02.3000 11/01/2030 | 0.01% |
| ONE CALL TLB L+550 06.2500 04/22/2027 | 0.01% |
| OVINTIV INC 07.3750 11/01/2031 | 0.01% |
| PROVIDENT FDG/PFG FI P/P 144A 06.3750 06/15/2025 | 0.01% |
| SABINE PASS LIQUEFAC 05.7500 05/15/2024 | 0.01% |
| SERVICE CORPORATION INTL 04.6250 12/15/2027 | 0.01% |
| SLH TL B 1L USD L+400 04.5000 06/03/2028 | 0.01% |
| SPRINT CORP 07.6250 03/01/2026 | 0.01% |
| TMS INTL CORP P/P 144A 06.2500 04/15/2029 | 0.01% |
| UNILEVER PLC SEDOL B10RZP7 | 0.01% |
| UNIVAR SOLUTIONS P/P 144A 05.1250 12/01/2027 | 0.01% |
| VISTRA OPERATION P/P 144A 05.5000 09/01/2026 | 0.01% |
| VOLKSWAGEN AG PFD SEDOL 5497168 | 0.01% |
| WAMU 2005-AR9 A1C3 01.0460 07/25/2045 | 0.01% |
| WERNER FINCO LP/INC P/P 144A 08.7500 07/15/2025 | 0.01% |
| WYNN LAS VEGAS P/P 144A 05.2500 05/15/2027 | 0.01% |
| WYNN RESORTS FIN LLC P/P 144A 05.1250 10/01/2029 | 0.01% |
| 4530 JP R US0001M P 12/15/25 GS | 0.01% |
| AHEAD DB HLDG LLC P/P 144A 06.6250 05/01/2028 | 0.01% |
| ALLEGHENY TECHNOLOGIES INC 07.8750 08/15/2023 | 0.01% |
| BATH & BODY WORKS INC 07.5000 06/15/2029 | 0.01% |
| BAUSCH HLTH AMERICAS P/P 144A 08.5000 01/31/2027 | 0.01% |
| CENTENNIAL RESOURCE P/P 144A 05.3750 01/15/2026 | 0.01% |
| CHOCOLADEFABRIKEN LINDT-REG SEDOL 5962309 | 0.01% |
| CINEMARK USA INC P/P 144A 05.8750 03/15/2026 | 0.01% |
| CLARIV SCI HLD CORP P/P 144A 04.8750 07/01/2029 | 0.01% |
| EUR/USD PUT 1.1615 20211027 JPMCB | 0.01% |
| FREEPORT-MCMORAN INC 04.3750 08/01/2028 | 0.01% |
| GEA GROUP AG SEDOL 4557104 | 0.01% |
| GENERAL ELECTRIC CO 03.4460 12/29/2049 | 0.01% |
| HCA INC. 05.3750 09/01/2026 | 0.01% |
| JAZZ PHARMA TLB L+350 04.0000 05/31/2028 | 0.01% |
| KRATON POLYMERS LLC/ P/P 144A 04.2500 12/15/2025 | 0.01% |
| LA FRANCAISE DES JE SEDOL BG0SC10 | 0.01% |
| MICROSOFT CORP 02.4000 02/06/2022 | 0.01% |
| NABORS IND CV 00.7500 01/15/2024 | 0.01% |
| NRG ENERGY INC P/P 144A 03.8750 02/15/2032 | 0.01% |
| ONO PHARMACEUTICAL CO LTD SEDOL 6660107 | 0.01% |
| OWENS & MINOR INC P/P 144A 04.5000 03/31/2029 | 0.01% |
| PENN NATIONAL GAMING P/P 144A 05.6250 01/15/2027 | 0.01% |
| PNC FINANCIAL SERVICES 03.3000 03/08/2022 | 0.01% |
| SHIFT4 PAYMENTS LLC P/P 144A 04.6250 11/01/2026 | 0.01% |
| SOUTHWESTERN ENERGY CO 05.3750 03/15/2030 | 0.01% |
| STACR 2019-DNA1 M2 02.7360 01/25/2049 | 0.01% |
| T-MOBILE USA INC. 04.7500 02/01/2028 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 05.5000 01/15/2028 | 0.01% |
| TR OP / TR FIN P/P 144A 05.1250 04/01/2029 | 0.01% |
| WEYERHAEUSER CO 07.3750 03/15/2032 | 0.01% |
| AIR METHODS CORP P/P 144A 08.0000 05/15/2025 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.5000 04/20/2026 | 0.01% |
| AMERICAN AIRLINE P/P 144A 05.7500 04/20/2029 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.1250 04/15/2025 | 0.01% |
| BOYD GAMING CORP P/P 144A 04.7500 06/15/2031 | 0.01% |
| BROOKFIELD RESID P/P 144A 05.0000 06/15/2029 | 0.01% |
| BROOKFIELD RESID P/P 144A 06.2500 09/15/2027 | 0.01% |
| CECLO 2020-29A A1N 144A 01.8343 07/20/2031 | 0.01% |
| CENOVUS ENERGY INC USD 06.7500 11/15/2039 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.6250 02/15/2025 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/15/2029 | 0.01% |
| CINEMARK USA INC P/P 144A 05.2500 07/15/2028 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2029 | 0.01% |
| COMSTOCK RE INC P/P 144A 05.8750 01/15/2030 | 0.01% |
| CONTINENTAL RESOURCES 04.3750 01/15/2028 | 0.01% |
| DCC PLC SEDOL 0242493 | 0.01% |
| DEVON ENERGY CORPORATION 07.9500 04/15/2032 | 0.01% |
| DIEBOLD NIXDORF INC 08.5000 04/15/2024 | 0.01% |
| DIRECTV FINANCING TL L+500 05.7500 07/22/2027 | 0.01% |
| DISH DBS CORP 05.1250 06/01/2029 | 0.01% |
| ENDEAVOR ENERGY P/P 144A 06.6250 07/15/2025 | 0.01% |
| ENDEAVOUR GROUP LTD/AUSTRALI SEDOL BNVS144 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.7500 03/31/2029 | 0.01% |
| GARTNER INC P/P 144A 03.7500 10/01/2030 | 0.01% |
| GENTING SINGAPORE LTD SEDOL BDRTVP2 | 0.01% |
| GFL ENVIRON INC P/P 144A 05.1250 12/15/2026 | 0.01% |
| GNMA GII30 BB0107 04.7000 08/20/2067 | 0.01% |
| GRANITE US HLDG CORP P/P 144A 11.0000 10/01/2027 | 0.01% |
| HCA INC. 05.5000 06/15/2047 | 0.01% |
| HIK LN R US0001M P 12/15/25 GS | 0.01% |
| ISTAR INC. 04.2500 08/01/2025 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.2500 07/01/2028 | 0.01% |
| MADISON IAQ LLC P/P 144A 05.8750 06/30/2029 | 0.01% |
| MALLINCKRODT FIN/SB P/P 144A 10.0000 04/15/2025 | 0.01% |
| MATTAMY GROUP CORP P/P 144A 04.6250 03/01/2030 | 0.01% |
| MAV ACQUISITION CORP P/P 144A 05.7500 08/01/2028 | 0.01% |
| MAV ACQUISITION CORP P/P 144A 08.0000 08/01/2029 | 0.01% |
| MERCER INTL INC USD 05.5000 01/15/2026 | 0.01% |
| MICROCHIP TECH INC 04.2500 09/01/2025 | 0.01% |
| NESCO HLDG II INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| NETFLIX INC 04.8750 04/15/2028 | 0.01% |
| NITTO DENKO CORP SEDOL 6641801 | 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% |
| PLANTRONICS INC P/P 144A 04.7500 03/01/2029 | 0.01% |
| PRUDENTIAL FINANCIAL INC 05.2000 03/15/2044 | 0.01% |
| QVC INC 04.8500 04/01/2024 | 0.01% |
| RBS GLOBAL/REXNO P/P 144A 04.8750 12/15/2025 | 0.01% |
| SCSK CORP SEDOL 6858474 | 0.01% |
| SENSATA TECH BV P/P 144A 04.0000 04/15/2029 | 0.01% |
| SIX FLAGS THEME PARK P/P 144A 07.0000 07/01/2025 | 0.01% |
| TRANSDIGM INC 04.8750 05/01/2029 | 0.01% |
| TWILIO INC 03.6250 03/15/2029 | 0.01% |
| UNITED CONTINENTAL HOL L+375 04.5000 04/21/2028 | 0.01% |
| UNITED STATES STEEL CORP 06.8750 03/01/2029 | 0.01% |
| UNIVISION COMM P/P 144A 06.6250 06/01/2027 | 0.01% |
| USA COMPRESSION PART 06.8750 04/01/2026 | 0.01% |
| USI INC/NY P/P 144A 06.8750 05/01/2025 | 0.01% |
| VM CONSOLIDATED INC P/P 144A 05.5000 04/15/2029 | 0.01% |
| WESCO DISTRIBUT P/P 144A 07.2500 06/15/2028 | 0.01% |
| WFCM 2014-LC16 XA IO 01.2432 08/15/2050 | 0.01% |
| ADT SEC CORP P/P 144A 04.1250 08/01/2029 | 0.01% |
| AG ISSUER LLC P/P 144A 06.2500 03/01/2028 | 0.01% |
| AGL 2020-6A AR 144A 01.3343 07/20/2034 | 0.01% |
| ALBERTSONS COS LLC P/P 144A 07.5000 03/15/2026 | 0.01% |
| ATLAS COPCO AB-A SHS SEDOL BD97BN2 | 0.01% |
| BAFC 2005-B 3M1 00.7624 04/20/2035 | 0.01% |
| BANK OF AMERICA CORP 00.8760 09/15/2026 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 04.8750 06/01/2028 | 0.01% |
| BECTON DICKINSON AND COMPANY 02.8230 05/20/2030 | 0.01% |
| CAS 2014-C04 1M2 04.9860 11/25/2024 | 0.01% |
| CHENIERE ENERGY PART P/P 144A 03.2500 01/31/2032 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| COMSTOCK RE INC P/P 144A 06.7500 03/01/2029 | 0.01% |
| CROWDSTRIKE HOLDINGS INC 03.0000 02/15/2029 | 0.01% |
| CROWNROCK LP/CR P/P 144A 05.0000 05/01/2029 | 0.01% |
| EUR/USD PUT 1.155 20211112 GSFX | 0.01% |
| FHR 3065 DC 19.6088 03/15/2035 | 0.01% |
| FISHER PAYKEL SEDOL 6340250 | 0.01% |
| FULL HOUSE RESOR P/P 144A 08.2500 02/15/2028 | 0.01% |
| GBP/USD PUT 1.332 20211112 BANKAM | 0.01% |
| GLP CAPITAL LP / FIN II 05.2500 06/01/2025 | 0.01% |
| GNMA GII30 AY4779 04.4800 03/20/2067 | 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% |
| HCA INC 04.1250 06/15/2029 | 0.01% |
| HESS MIDSTREAM P P/P 144A 05.1250 06/15/2028 | 0.01% |
| ICAHN ENTER/FIN 06.2500 05/15/2026 | 0.01% |
| KRAFT HEINZ FOODS CO 03.0000 06/01/2026 | 0.01% |
| LADDER CAP FINAN P/P 144A 04.2500 02/01/2027 | 0.01% |
| LOUISIANA-PACIFIC CO P/P 144A 03.6250 03/15/2029 | 0.01% |
| MSAC 2004-HE6 M1 00.9110 08/25/2034 | 0.01% |
| MSRR 2015-R4 CB1 00.9100 08/26/2047 | 0.01% |
| NEWELL BRANDS INC 04.7000 04/01/2026 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.9500 03/01/2026 | 0.01% |
| PBF HOLDING CO LLC P/P 144A 09.2500 05/15/2025 | 0.01% |
| PENNYMAC FIN SVCS IN P/P 144A 05.3750 10/15/2025 | 0.01% |
| PRIME SECURITY SVCS P/P 144A 06.2500 01/15/2028 | 0.01% |
| REALOGY GRP / CO P/P 144A 05.7500 01/15/2029 | 0.01% |
| S&P GLOBAL INC 02.5000 12/01/2029 | 0.01% |
| SAMI 2007-AR1 2A1 00.2660 01/25/2037 | 0.01% |
| SCIH SALT TLB L+400 04.7500 03/16/2027 | 0.01% |
| SEB SA SEDOL 4792132 | 0.01% |
| SERVICE CORP INTL 03.3750 08/15/2030 | 0.01% |
| SINCLAIR TELE P/P 144A 05.5000 03/01/2030 | 0.01% |
| SM ENERGY CO 06.5000 07/15/2028 | 0.01% |
| SPECTRUM BRANDS INC P/P 144A 03.8750 03/15/2031 | 0.01% |
| STACR 2017-DNA2 M1 01.2860 10/25/2029 | 0.01% |
| STACR 2019-HQA1 M2 02.4360 02/25/2049 | 0.01% |
| STACR 2020-HQA1 M2 01.9860 01/25/2050 | 0.01% |
| STATION CASINOS LLC P/P 144A 04.5000 02/15/2028 | 0.01% |
| SUMITOMO REALTY & DEVELOPMEN SEDOL 6858902 | 0.01% |
| TALLGRASS NRG PRTNR P/P 144A 06.0000 12/31/2030 | 0.01% |
| TASEKO MINES LTD P/P 144A 07.0000 02/15/2026 | 0.01% |
| TRIPADVISOR INC P/P 144A 07.0000 07/15/2025 | 0.01% |
| WELLS FARGO & COMPANY 03.9000 03/15/2026 | 0.01% |
| WHITE CAP BUYER LLC P/P 144A 06.8750 10/15/2028 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 10/01/2024 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 03.8750 01/15/2028 | 0.01% |
| 4503 JP R US0001M P 12/15/25 GS | 0.01% |
| AMC ENT INC TLB L+300 03.0829 04/22/2026 | 0.01% |
| ARRW 2019-1 A3 04.0549 01/25/2049 | 0.01% |
| AT&T INC 02.2500 02/01/2032 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 07.2500 05/30/2029 | 0.01% |
| BIG RVR STL/FIN P/P 144A 06.6250 01/31/2029 | 0.01% |
| BLACK KNIGHT INFOSER P/P 144A 03.6250 09/01/2028 | 0.01% |
| BOXER PARENT CO INC P/P 144A 09.1250 03/01/2026 | 0.01% |
| BWAY HOLDING CO P/P 144A 07.2500 04/15/2025 | 0.01% |
| CCO HOLDINGS LLC P/P 144A 04.7500 03/01/2030 | 0.01% |
| CHENIERE ENERGYP P/P 144A 04.0000 03/01/2031 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.5000 06/01/2029 | 0.01% |
| CLEAR CHANNEL OU P/P 144A 07.7500 04/15/2028 | 0.01% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 GS | 0.01% |
| CNO FINANCIAL GROUP INC 05.2500 05/30/2025 | 0.01% |
| COMM 2014-UBS4 XA IO 01.2528 08/10/2047 | 0.01% |
| COMM 2014-UBS6 XA IO 01.0252 12/10/2047 | 0.01% |
| CONTINENTAL RESOURCES 04.9000 06/01/2044 | 0.01% |
| CSC HOLDINGS LLC 06.7500 11/15/2021 | 0.01% |
| DIRECTV HLDGS/FN P/P 144A 05.8750 08/15/2027 | 0.01% |
| ENERGY TRANSFER LP 06.1250 12/15/2045 | 0.01% |
| GENERAL MOTORS FINL CO 04.0000 01/15/2025 | 0.01% |
| GENESYS TELECOMMUNICAT L+400 04.7500 12/01/2027 | 0.01% |
| GJENSIDIGE FORSIKRING ASA SEDOL B4PH0C5 | 0.01% |
| GNMA GII30 BL6161 06.0000 12/20/2048 | 0.01% |
| GOLDEN NUGGET INC P/P 144A 08.7500 10/01/2025 | 0.01% |
| GSMS 2013-GC10 XA IO 01.6252 02/10/2046 | 0.01% |
| HILTON WORLDWIDE FIN LLC 04.8750 04/01/2027 | 0.01% |
| HMIR 2018-1 M1 144A 01.6860 10/25/2028 | 0.01% |
| ICAHN ENTER/FIN 05.2500 05/15/2027 | 0.01% |
| IHEARTCOMMUNICATIONS INC 06.3750 05/01/2026 | 0.01% |
| INGEVITY CORP P/P 144A 03.8750 11/01/2028 | 0.01% |
| INTELLIGENT PACK P/P 144A 06.0000 09/15/2028 | 0.01% |
| ISTAR INC 05.5000 02/15/2026 | 0.01% |
| JPMORGAN CHASE & CO 02.9560 05/13/2031 | 0.01% |
| LAMB WESTON HLD P/P 144A 04.8750 05/15/2028 | 0.01% |
| MATTEL INC. P/P 144A 03.7500 04/01/2029 | 0.01% |
| MERCER INTL INC USD 05.1250 02/01/2029 | 0.01% |
| MEREDITH CORP 06.8750 02/01/2026 | 0.01% |
| MLMI 2005-A2 A2 02.8240 02/25/2035 | 0.01% |
| NATIONSTAR MTG HLD I P/P 144A 05.5000 08/15/2028 | 0.01% |
| NEWS CORP P/P 144A 03.8750 05/15/2029 | 0.01% |
| NIELSEN CO LUXEM P/P 144A 05.0000 02/01/2025 | 0.01% |
| NORTHRIVER MIDSTREAM P/P 144A 05.6250 02/15/2026 | 0.01% |
| NZD/USD PUT 0.678 20211112 UBS | 0.01% |
| OCCIDENTAL PETROLEUM COR 06.6250 09/01/2030 | 0.01% |
| ONEMAIN FINANCE CORP 06.8750 03/15/2025 | 0.01% |
| ORTHO-CLINICAL DIAGNOS L+300 03.0833 06/30/2025 | 0.01% |
| PACIFIC GAS & ELECTRIC 02.1000 08/01/2027 | 0.01% |
| PROLOGIS L.P. 02.1250 04/15/2027 | 0.01% |
| QORVO INC P/P 144A 03.3750 04/01/2031 | 0.01% |
| RITE AID CORP P/P 144A 08.0000 11/15/2026 | 0.01% |
| SM ENERGY CO 06.7500 09/15/2026 | 0.01% |
| SPANISH BROADCAS P/P 144A 09.7500 03/01/2026 | 0.01% |
| STARWOOD PROP TR 04.7500 03/15/2025 | 0.01% |
| SUGAR HSP GAMING P/P 144A 05.8750 05/15/2025 | 0.01% |
| TRANSOCEAN INC P/P 144A 11.5000 01/30/2027 | 0.01% |
| URBAN ONE INC P/P 144A 07.3750 02/01/2028 | 0.01% |
| VIDEOTRON LTD P/P 144A 03.6250 06/15/2029 | 0.01% |
| WFRBS 2011-C4 E 144A 05.0235 06/15/2044 | 0.01% |
| WFRBS 2013-C15 D 144A 04.6496 08/15/2046 | 0.01% |
| WHITE CAP TLB L+400 04.5000 10/19/2027 | 0.01% |
| WOLVERINE WORLD WIDE P/P 144A 04.0000 08/15/2029 | 0.01% |
| 1011778 BC ULC / P/P 144A 04.3750 01/15/2028 | 0.01% |
| ADIENT TLB L+350 03.5841 04/01/2028 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 04.6250 05/15/2030 | 0.01% |
| AMSTED INDUSTRIES P/P 144A 05.6250 07/01/2027 | 0.01% |
| BAUSCH HLTH COS INC P/P 144A 06.2500 02/15/2029 | 0.01% |
| BOISE CASCADE CO P/P 144A 04.8750 07/01/2030 | 0.01% |
| BUILDERS FIRSTSOURCE P/P 144A 06.7500 06/01/2027 | 0.01% |
| BUMT 2005-1 1A1 00.6860 09/25/2045 | 0.01% |
| CAS 2014-C03 2M2 02.9860 07/25/2024 | 0.01% |
| CCO HLDGS LLC/CAP C P/P 144A 05.5000 05/01/2026 | 0.01% |
| CCO HOLDINGS LLC 04.5000 05/01/2032 | 0.01% |
| CENTERFIELD MEDI P/P 144A 06.6250 08/01/2026 | 0.01% |
| CHS/COMMUNITY P/P 144A 06.8750 04/01/2028 | 0.01% |
| CLEAR CHANNEL WORLDW P/P 144A 05.1250 08/15/2027 | 0.01% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 JP | 0.01% |
| COEUR MINING INC P/P 144A 05.1250 02/15/2029 | 0.01% |
| COMCAST CORP P/P 144A 02.8870 11/01/2051 | 0.01% |
| COMM 2014-CR17 XA IO 01.1220 05/10/2047 | 0.01% |
| COMMSCOPE INC P/P 144A 08.2500 03/01/2027 | 0.01% |
| CROWN CORK & SEAL CO INC 07.3750 12/15/2026 | 0.01% |
| DIAMOND SPORTS P/P 144A 05.3750 08/15/2026 | 0.01% |
| DISH DBS CORP 05.8750 11/15/2024 | 0.01% |
| DRMT 2020-2 A1 01.6920 05/25/2065 | 0.01% |
| ENERGY TRANSFER LP 02.9000 05/15/2025 | 0.01% |
| ENTERCOM MEDIA CORP P/P 144A 06.5000 05/01/2027 | 0.01% |
| EUR/USD 12/15/2021 JPMCB | 0.01% |
| FHR 3408 EK 25.4561 04/15/2037 | 0.01% |
| FNR 2006-8 HP 24.2513 03/25/2036 | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.1250 11/15/2024 | 0.01% |
| FREEPORT-MCMORAN INC 05.4500 03/15/2043 | 0.01% |
| GARDA WORLD SECURITY P/P 144A 06.0000 06/01/2029 | 0.01% |
| GBP/USD 12/15/2021 UBS | 0.01% |
| GFL ENVIRON INC P/P 144A 03.5000 09/01/2028 | 0.01% |
| GLPG NA R US0001M P 12/15/25 GS | 0.01% |
| GNMA GII30 AY2298 04.7000 05/20/2067 | 0.01% |
| GNMA GII30 BA7681 04.6420 06/20/2067 | 0.01% |
| GNMA GII30 BL6216 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6217 06.0000 03/20/2049 | 0.01% |
| GNMA GII30 BL6235 06.0000 04/20/2049 | 0.01% |
| GNR 2015-H26 EI IO 01.7205 10/20/2065 | 0.01% |
| GREAT LAKES DREDGE&D P/P 144A 05.2500 06/01/2029 | 0.01% |
| IPALCO ENTPRS IN 03.7000 09/01/2024 | 0.01% |
| JPMBB 2014-C25 XA IO 00.9798 11/15/2047 | 0.01% |
| LBM ACQUISITION LLC P/P 144A 06.2500 01/15/2029 | 0.01% |
| LEVEL 3 FIN INC P/P 144A 04.6250 09/15/2027 | 0.01% |
| LUN DC R US0001M P 12/15/25 GS | 0.01% |
| NIELSEN FIN LLC/CO P/P 144A 05.6250 10/01/2028 | 0.01% |
| NIPPON EXPRESS CO LTD SEDOL 6642127 | 0.01% |
| NOVELIS CORP P/P 144A 04.7500 01/30/2030 | 0.01% |
| NRG ENERGY INC P/P 144A 04.4500 06/15/2029 | 0.01% |
| NUTRITION & BIO P/P 144A 03.4680 12/01/2050 | 0.01% |
| RATTLER MIDSTREAM LP P/P 144A 05.6250 07/15/2025 | 0.01% |
| SCIH SALT HLDG INC P/P 144A 06.6250 05/01/2029 | 0.01% |
| SOFINA SEDOL 4820301 | 0.01% |
| STACR 2021-HQA3 M1 00.9000 09/25/2041 | 0.01% |
| STANDARD IND INC P/P 144A 05.0000 02/15/2027 | 0.01% |
| TRANSDIGM INC. 06.3750 06/15/2026 | 0.01% |
| TRANSOCEAN POSEIDON P/P 144A 06.8750 02/01/2027 | 0.01% |
| TRONOX INC P/P 144A 04.6250 03/15/2029 | 0.01% |
| TTM TECHNOLOGIES INC P/P 144A 04.0000 03/01/2029 | 0.01% |
| UCB BB R US0001M P 12/15/25 GS | 0.01% |
| UNITEDHEALTH GROUP INC 02.0000 05/15/2030 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 04.8750 06/15/2027 | 0.01% |
| WR GRACE HOLDING LLC P/P 144A 05.6250 08/15/2029 | 0.01% |
| 1011778 BC / NEW RED P/P 144A 04.0000 10/15/2030 | 0.01% |
| ANTERO MIDSTREAM P/P 144A 07.8750 05/15/2026 | 0.01% |
| ANTERO RESOURCES P/P 144A 07.6250 02/01/2029 | 0.01% |
| APACHE CORP 04.3750 10/15/2028 | 0.01% |
| APACHE CORP 05.1000 09/01/2040 | 0.01% |
| ASURION CORP 2N TLB4 L+525 05.3341 01/30/2029 | 0.01% |
| BATH & BODY WORKS INC 06.7500 07/01/2036 | 0.01% |
| BLACKSTONE MTGE TR P/P 144A 03.7500 01/15/2027 | 0.01% |
| BOMBARDIER INC P/P 144A 07.1250 06/15/2026 | 0.01% |
| BWAY CORP TLB L+325 03.3341 04/03/2024 | 0.01% |
| CALLON PETROLEUM P/P 144A 08.0000 08/01/2028 | 0.01% |
| CHARTER COMM OPT LLC 05.3750 05/01/2047 | 0.01% |
| CHF/USD 12/15/2021 UBS | 0.01% |
| CLARIOS GLOBAL LP P/P 144A 06.7500 05/15/2025 | 0.01% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 MS | 0.01% |
| COLT 2020-2 A1 01.8530 03/25/2065 | 0.01% |
| CONOCOPHILLIPS P/P 144A 03.7500 10/01/2027 | 0.01% |
| DEVON ENERGY CORPORATION 07.8750 09/30/2031 | 0.01% |
| EQT CORP 07.5000 02/01/2030 | 0.01% |
| ERF FP R US0001M P 12/15/25 GS | 0.01% |
| FREEDOM MTGE CORP P/P 144A 08.2500 04/15/2025 | 0.01% |
| GBP/USD 12/15/2021 RBSF | 0.01% |
| GBP/USD 12/15/2021 SSBT | 0.01% |
| GENERAL MOTORS CO 05.2000 04/01/2045 | 0.01% |
| GNMA GII30 BL6219 06.0000 03/20/2049 | 0.01% |
| GOEASY LTD P/P 144A 04.3750 05/01/2026 | 0.01% |
| GRAPHIC PACKAGIN P/P 144A 03.5000 03/01/2029 | 0.01% |
| HANESBRANDS INC P/P 144A 04.6250 05/15/2024 | 0.01% |
| ICAHN ENTER/FIN 06.7500 02/01/2024 | 0.01% |
| IHEARTCOMMUNICATI L+325 03.7500 05/01/2026 | 0.01% |
| INTEL PKG HOLDCO P/P 144A 09.0000 01/15/2026 | 0.01% |
| INTELSAT JACKSON HLD P/P 144A 09.7500 07/15/2025 | 0.01% |
| KFC HLD/PIZZA HUT/TA P/P 144A 04.7500 06/01/2027 | 0.01% |
| KLOECKNER PENTAPLAST L+475 05.2500 02/09/2026 | 0.01% |
| LIVE NATION ENTERTAI P/P 144A 05.6250 03/15/2026 | 0.01% |
| NETFLIX INC P/P 144A 05.3750 11/15/2029 | 0.01% |
| NEWELL BRANDS INC 04.8750 06/01/2025 | 0.01% |
| NN GROUP NV SEDOL BNG8PQ9 | 0.01% |
| NOURYON USA TLB L+300 02.8318 10/01/2025 | 0.01% |
| NZD/USD 10/20/2021 RBSF | 0.01% |
| ROBERTSHAW CONTROLS CO L+800 09.0000 02/28/2026 | 0.01% |
| SCRIPPS ESCROW P/P 144A 05.3750 01/15/2031 | 0.01% |
| 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 08.5841 06/26/2026 | 0.01% |
| STACR 2018-HQA2 M2 02.3860 10/25/2048 | 0.01% |
| T-MOBILE USA INC 02.8750 02/15/2031 | 0.01% |
| T-MOBILE USA INC 03.8750 04/15/2030 | 0.01% |
| TRANSDIGM INC 04.6250 01/15/2029 | 0.01% |
| UBSBB 2012-C2 XA IO 144A 01.4302 05/10/2063 | 0.01% |
| VALVOLINE INC P/P 144A 04.2500 02/15/2030 | 0.01% |
| VICTORIA'S SECRET & P/P 144A 04.6250 07/15/2029 | 0.01% |
| VISTRA CORP P/P 144A 05.0000 07/31/2027 | 0.01% |
| WESTERN DIGITAL CORPORATION 04.7500 02/15/2026 | 0.01% |
| AADVANTAGE 1L TL L+475 05.5000 04/20/2028 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 03.8750 11/15/2029 | 0.00% |
| ABC SUPPLY CO INC P/P 144A 04.0000 01/15/2028 | 0.00% |
| ADECCO GROUP AG-REG SEDOL 7110720 | 0.00% |
| ALLISON TRANSMISSION P/P 144A 03.7500 01/30/2031 | 0.00% |
| ANTERO RESOURCES P/P 144A 05.3750 03/01/2030 | 0.00% |
| ANTERO RESOURCES P/P 144A 08.3750 07/15/2026 | 0.00% |
| ARCHES BUYER INC P/P 144A 04.2500 06/01/2028 | 0.00% |
| ARCHES BUYER INC P/P 144A 06.1250 12/01/2028 | 0.00% |
| ASCEND LEARNING LLC P/P 144A 06.8750 08/01/2025 | 0.00% |
| ATOTECH DEUTSCHLAND GM L+250 03.0000 03/05/2028 | 0.00% |
| BATH & BODY WORKS IN P/P 144A 06.6250 10/01/2030 | 0.00% |
| BOYD GAMING CORP 04.7500 12/01/2027 | 0.00% |
| BUILDERS FIRSTSOURCE P/P 144A 04.2500 02/01/2032 | 0.00% |
| CALLON PETROLEUM CO P/P 144A 09.0000 04/01/2025 | 0.00% |
| CARRIAGE SVCS INC P/P 144A 04.2500 05/15/2029 | 0.00% |
| CCO HOLDINGS LLC P/P 144A 04.5000 08/15/2030 | 0.00% |
| CENTENE CORP 03.0000 10/15/2030 | 0.00% |
| CHAMPIONX CORP 06.3750 05/01/2026 | 0.00% |
| CHARLES RIVER LA P/P 144A 04.0000 03/15/2031 | 0.00% |
| CHF/USD 12/15/2021 BCAP-FX | 0.00% |
| CIT GROUP INC 05.0000 08/01/2023 | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 CS | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 JP | 0.00% |
| CNH/USD 11/17/2021 GSFX | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.3750 10/01/2028 | 0.00% |
| COINBASE GLOBAL INC P/P 144A 03.6250 10/01/2031 | 0.00% |
| COMM 2013-LC13 XA IO 01.1776 08/10/2046 | 0.00% |
| CVS HEALTH CORP 03.7000 03/09/2023 | 0.00% |
| DCP MIDSTREAM OPERATING 05.6250 07/15/2027 | 0.00% |
| DEVON ENERGY CORPORATION 05.6000 07/15/2041 | 0.00% |
| DIEBOLD NIXDORF INC P/P 144A 09.3750 07/15/2025 | 0.00% |
| DISH NETWORK CV 03.3750 08/15/2026 | 0.00% |
| EPICOR SOFTWARE/EAGLE L+775 08.7500 07/30/2028 | 0.00% |
| FIFTH THIRD BANCORP 05.1000 06/30/2023 | 0.00% |
| FREEDOM MORTGAGE P/P 144A 06.6250 01/15/2027 | 0.00% |
| FREEPORT-MCMORAN INC 04.6250 08/01/2030 | 0.00% |
| FRONTIER COMM P/P 144A 05.8750 10/15/2027 | 0.00% |
| GLOBAL MEDICAL RESPO P/P 144A 06.5000 10/01/2025 | 0.00% |
| HCA INC 03.5000 09/01/2030 | 0.00% |
| ICAHN ENTERPRISES/FI 04.3750 02/01/2029 | 0.00% |
| IHS MARKIT LTD USD 04.7500 08/01/2028 | 0.00% |
| INCY US R US0001M P 12/15/25 GS | 0.00% |
| IRB HOLDING CORP P/P 144A 07.0000 06/15/2025 | 0.00% |
| JELD-WEN INC P/P 144A 04.8750 12/15/2027 | 0.00% |
| JPMBB 2014-C19 XA IO 00.8144 04/15/2047 | 0.00% |
| LADDER CAP FINAN P/P 144A 04.7500 06/15/2029 | 0.00% |
| LIVE NATION ENT P/P 144A 06.5000 05/15/2027 | 0.00% |
| MADISON IAQ LLC P/P 144A 04.1250 06/30/2028 | 0.00% |
| MASONITE INTL C P/P 144A 03.5000 02/15/2030 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 05.0000 12/15/2027 | 0.00% |
| MEG ENERGY CORP P/P 144A 06.5000 01/15/2025 | 0.00% |
| MEREDITH CORP 06.5000 07/01/2025 | 0.00% |
| MSBAM 2014-C17 XA IO 01.2137 08/15/2047 | 0.00% |
| NABORS INDUSTRIES INC. 05.7500 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 06.0000 01/15/2027 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 04.7500 11/01/2028 | 0.00% |
| NEXSTAR MEDIA INC P/P 144A 05.6250 07/15/2027 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.5000 07/15/2029 | 0.00% |
| NIELSEN FIN LLC/CO P/P 144A 04.7500 07/15/2031 | 0.00% |
| NOVA CHEMICALS CORP P/P 144A 04.2500 05/15/2029 | 0.00% |
| OASIS PETROLEUM INC P/P 144A 06.3750 06/01/2026 | 0.00% |
| ONEMAIN FINANCE CORP 04.0000 09/15/2030 | 0.00% |
| ONEMAIN FINANCE CORP 06.6250 01/15/2028 | 0.00% |
| ONEMAIN FINANCE CORP 07.1250 03/15/2026 | 0.00% |
| ORGANON & CO SEDOL BLDC8J4 | 0.00% |
| PENNYMAC FIN SVCS IN P/P 144A 05.7500 09/15/2031 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 08.2500 10/13/2024 | 0.00% |
| RITE AID CORP P/P 144A 07.5000 07/01/2025 | 0.00% |
| ROBERTSHAW US HOLDING L+350 04.5000 02/28/2025 | 0.00% |
| ROCKET SOFTWARE INC. L+425 04.7500 11/28/2025 | 0.00% |
| SABINE PASS LIQUEF 05.0000 03/15/2027 | 0.00% |
| SCIENTIFIC GAMES P/P 144A 07.0000 05/15/2028 | 0.00% |
| SCOTTS MIRACLE-GRO C P/P 144A 04.3750 02/01/2032 | 0.00% |
| SERVICE CORP INTL 04.0000 05/15/2031 | 0.00% |
| SINCLAIR TELE P/P 144A 04.1250 12/01/2030 | 0.00% |
| SM ENERGY CO P/P 144A 10.0000 01/15/2025 | 0.00% |
| SPECTRUM BRANDS INC P/P 144A 05.0000 10/01/2029 | 0.00% |
| T-MOBILE USA INC 02.6250 02/15/2029 | 0.00% |
| TARGA RESOURCES PART 05.0000 01/15/2028 | 0.00% |
| TARGA RESOURCES PART 06.5000 07/15/2027 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.7500 01/15/2028 | 0.00% |
| TEREX CORP P/P 144A 05.0000 05/15/2029 | 0.00% |
| THYSSENKRUPP ELEVATOR L+350 04.0000 07/31/2027 | 0.00% |
| TOYOTA MOTOR CORP SEDOL 6900643 | 0.00% |
| TRI POINTE GROUP / HOMES 05.8750 06/15/2024 | 0.00% |
| TWILIO INC 03.8750 03/15/2031 | 0.00% |
| UNIVISION COMM P/P 144A 04.5000 05/01/2029 | 0.00% |
| UNIVISION COMM P/P 144A 09.5000 05/01/2025 | 0.00% |
| USA COM PART/USA COM 06.8750 09/01/2027 | 0.00% |
| VISTRA OPERATION P/P 144A 05.6250 02/15/2027 | 0.00% |
| YUM! BRANDS INC 03.6250 03/15/2031 | 0.00% |
| YUM! BRANDS INC P/P 144A 04.7500 01/15/2030 | 0.00% |
| AMC ENT HLDGS P/P 144A 10.5000 04/15/2025 | 0.00% |
| AMWINS GROUP INC P/P 144A 04.8750 06/30/2029 | 0.00% |
| APACHE CORP 04.6250 11/15/2025 | 0.00% |
| APACHE CORPORATION 04.8750 11/15/2027 | 0.00% |
| ASURION CORP TLB9 L+325 03.3341 07/31/2027 | 0.00% |
| BAUSCH HLTH COS INC. P/P 144A 07.0000 01/15/2028 | 0.00% |
| BEACON ROOFING S P/P 144A 04.1250 05/15/2029 | 0.00% |
| BOMBARDIER INC P/P 144A 06.0000 02/15/2028 | 0.00% |
| BOYD GAMING CORP P/P 144A 08.6250 06/01/2025 | 0.00% |
| BRAND ENERGY & I P/P 144A 08.5000 07/15/2025 | 0.00% |
| BUCKEYE PARTNERS LP 05.8500 11/15/2043 | 0.00% |
| BUCKEYE PARTNERS LP P/P 144A 04.5000 03/01/2028 | 0.00% |
| CAD/USD 10/20/2021 SSBT | 0.00% |
| CAESARS ENTERTAIN IN P/P 144A 04.6250 10/15/2029 | 0.00% |
| CALPINE CORP P/P 144A 05.2500 06/01/2026 | 0.00% |
| CAS 2015-C02 1M2 04.0860 05/25/2025 | 0.00% |
| CAS 2015-C03 2M2 05.0860 07/25/2025 | 0.00% |
| CHARLES RIVER LA P/P 144A 03.7500 03/15/2029 | 0.00% |
| CHF/USD 12/15/2021 CITI | 0.00% |
| CHF/USD 12/15/2021 JPMCB | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 05.6250 03/15/2027 | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 08.0000 03/15/2026 | 0.00% |
| CIT GROUP INC. 05.0000 08/15/2022 | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| COMMSCOPE INC P/P 144A 06.0000 03/01/2026 | 0.00% |
| COMMSCOPE TECH LLC P/P 144A 06.0000 06/15/2025 | 0.00% |
| COMPASS MINERALS INT P/P 144A 04.8750 07/15/2024 | 0.00% |
| CP ATLAS BUYER INC P/P 144A 07.0000 12/01/2028 | 0.00% |
| CPG INTL TL L+250 03.2500 05/05/2024 | 0.00% |
| DIAMOND SPORTS GR/DI P/P 144A 06.6250 08/15/2027 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.3750 06/15/2031 | 0.00% |
| EMPIRE COMMUNITIES C P/P 144A 07.0000 12/15/2025 | 0.00% |
| ENDO LUX FIN CO I SA P/P 144A 06.1250 04/01/2029 | 0.00% |
| FUBOTV INC P/P 144A CV 03.2500 02/15/2026 | 0.00% |
| GNMA GII30 BL6184 06.0000 02/20/2049 | 0.00% |
| GRF SM R US0001M P 12/15/25 GS | 0.00% |
| HANESBRANDS INC P/P 144A 05.3750 05/15/2025 | 0.00% |
| HESS MIDSTREAM OPERA P/P 144A 04.2500 02/15/2030 | 0.00% |
| HOME POINT CAP INC P/P 144A 05.0000 02/01/2026 | 0.00% |
| HUDBAY MINERALS INC P/P 144A 04.5000 04/01/2026 | 0.00% |
| INSPIRE BRANDS TLB L+325 04.2500 12/15/2027 | 0.00% |
| INTERNATIONAL LEASE FIN CORP 05.8750 08/15/2022 | 0.00% |
| IRON MOUNTAIN INC P/P 144A 05.2500 03/15/2028 | 0.00% |
| JELD-WEN INC P/P 144A 06.2500 05/15/2025 | 0.00% |
| JPMCC 2013-LC11 X IO 01.3765 04/15/2046 | 0.00% |
| JPMORGAN CHASE & CO 06.1000 10/01/2024 | 0.00% |
| JPY/USD 11/17/2021 SSBT | 0.00% |
| LEVEL 3 FINANCING IN P/P 144A 03.6250 01/15/2029 | 0.00% |
| LINK REIT SEDOL B0PB4M7 | 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% |
| MATCH GRP HLD II LLC P/P 144A 03.6250 10/01/2031 | 0.00% |
| NABORS IND LTD P/P 144A 07.2500 01/15/2026 | 0.00% |
| NRG ENERGY INC P/P 144A 05.2500 06/15/2029 | 0.00% |
| NZD/USD 10/20/2021 SSBT | 0.00% |
| OVINTIV INC 06.5000 08/15/2034 | 0.00% |
| OVINTIV INC 06.6250 08/15/2037 | 0.00% |
| OVINTIV INC. 08.1250 09/15/2030 | 0.00% |
| PRIME SEC/FIN P/P 144A 03.3750 08/31/2027 | 0.00% |
| REGN US R US0001M P 12/15/25 GS | 0.00% |
| SCIH SALT HLDG INC P/P 144A 04.8750 05/01/2028 | 0.00% |
| SERVICE PROPERTIES TRUST 07.5000 09/15/2025 | 0.00% |
| SM ENERGY CO 06.6250 01/15/2027 | 0.00% |
| TEMPO ACQ LLC/FI P/P 144A 05.7500 06/01/2025 | 0.00% |
| TRANSOCEAN INC CV 00.5000 01/30/2023 | 0.00% |
| TRANSOCEAN PONTUS LT P/P 144A 06.1250 08/01/2025 | 0.00% |
| UNITED AIRLINES INC P/P 144A 04.3750 04/15/2026 | 0.00% |
| UNITED AIRLINES INC P/P 144A 04.6250 04/15/2029 | 0.00% |
| WFRBS 2012-C9 XB IO 144A 00.8734 11/15/2045 | 0.00% |
| 4568 JP R US0001M P 12/15/25 GS | 0.00% |
| ALBERTSONS COS P/P 144A 04.8750 02/15/2030 | 0.00% |
| BAUSCH HLTH COS INC P/P 144A 05.0000 02/15/2029 | 0.00% |
| BEACON ROOFING SUPPL P/P 144A 04.5000 11/15/2026 | 0.00% |
| BOXER PARENT CO INC P/P 144A 07.1250 10/02/2025 | 0.00% |
| CAS 2015-C01 1M2 04.3860 02/25/2025 | 0.00% |
| CAS 2015-C02 2M2 04.0860 05/25/2025 | 0.00% |
| CAS 2019-R01 2M2 02.5360 07/25/2031 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CVS PASS-THROUGH TRUST 06.0360 12/10/2028 | 0.00% |
| DIAMOND 1 FIN/DIAMON P/P 144A 07.1250 06/15/2024 | 0.00% |
| DIAMOND BC BV P/P 144A 04.6250 10/01/2029 | 0.00% |
| DT MIDSTREAM INC P/P 144A 04.1250 06/15/2029 | 0.00% |
| EUR/USD 12/15/2021 CSI-FX | 0.00% |
| FHR 2990 LB 16.7316 06/15/2034 | 0.00% |
| FNR 2005-106 JC 19.8574 12/25/2035 | 0.00% |
| GARTNER INC P/P 144A 03.6250 06/15/2029 | 0.00% |
| GBP/USD 12/15/2021 CSI-FX | 0.00% |
| GBP/USD 12/15/2021 HSBCB | 0.00% |
| GBP/USD 12/15/2021 TDBK | 0.00% |
| GFL ENVIRON INC P/P 144A 04.7500 06/15/2029 | 0.00% |
| GNMA GII30 BL6185 06.0000 01/20/2049 | 0.00% |
| GNMA GII30 BL6218 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BM1953 06.0000 03/20/2049 | 0.00% |
| GNMA GII30 BM4196 06.0000 04/20/2049 | 0.00% |
| GOEASY LTD P/P 144A 05.3750 12/01/2024 | 0.00% |
| JPY/USD 11/17/2021 JPMCB | 0.00% |
| LADDER CAP FIN LLLP P/P 144A 05.2500 10/01/2025 | 0.00% |
| MAUSER PACKAGING P/P 144A 08.5000 04/15/2024 | 0.00% |
| MERCK & CO INC 02.9000 03/07/2024 | 0.00% |
| NABORS IND INC P/P 144A 09.0000 02/01/2025 | 0.00% |
| NATIONSTAR MTG P/P 144A 05.1250 12/15/2030 | 0.00% |
| NETFLIX INC. P/P 144A 04.8750 06/15/2030 | 0.00% |
| NOK/USD 12/15/2021 GSFX | 0.00% |
| NOVN SW R US0001M P 12/15/25 GS | 0.00% |
| OCCIDENTAL PETROLEUM COR 06.1250 01/01/2031 | 0.00% |
| RAPTOR ACQ CORP P/P 144A 04.8750 11/01/2026 | 0.00% |
| RENEWABLE ENERGY GRO P/P 144A 05.8750 06/01/2028 | 0.00% |
| REPUBLIC OF VENEZUELA REGS 09.0000 05/07/2023 | 0.00% |
| ROCKCLIFF ENERGY II P/P 144A 05.5000 10/15/2029 | 0.00% |
| ROLLER BEARING CO OF P/P 144A 04.3750 10/15/2029 | 0.00% |
| STANDARD IND INC P/P 144A 03.3750 01/15/2031 | 0.00% |
| T-MOBILE USA INC. 04.0000 04/15/2022 | 0.00% |
| TARGA RESOURCES PART 06.8750 01/15/2029 | 0.00% |
| TARGA RESOURCES PARTNERS LP 05.5000 03/01/2030 | 0.00% |
| TOPBUILD CORP P/P 144A 04.1250 02/15/2032 | 0.00% |
| VIPER ENERGY P/P 144A 05.3750 11/01/2027 | 0.00% |
| WYNN RESORTS FIN LLC P/P 144A 07.7500 04/15/2025 | 0.00% |
| AUD/USD 10/20/2021 BCAP-FX | 0.00% |
| AUD/USD 10/20/2021 RBSF | 0.00% |
| BAYTEX ENERGY CORP P/P 144A 05.6250 06/01/2024 | 0.00% |
| BUCKEYE PARTNERS LP 03.9500 12/01/2026 | 0.00% |
| CAD/USD 10/20/2021 GSFX | 0.00% |
| CAD/USD 10/20/2021 MSCIL | 0.00% |
| CALPINE CORP P/P 144A 05.0000 02/01/2031 | 0.00% |
| CAS 2014-C04 2M2 05.0860 11/25/2024 | 0.00% |
| CAS 2017-C05 1M2A 02.2860 01/25/2030 | 0.00% |
| CHF/USD 12/15/2021 HSBCB | 0.00% |
| CHF/USD 12/15/2021 SSBT | 0.00% |
| CINEMARK USA INC P/P 144A 08.7500 05/01/2025 | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BB.6 2063-05-11 500.0 05/11/2063 JP | 0.00% |
| COMCAST CORP 03.1500 03/01/2026 | 0.00% |
| COMCAST CORP 06.5000 11/15/2035 | 0.00% |
| COMM 2014-CR18 XA IO 01.1645 07/15/2047 | 0.00% |
| COMSTOCK RE INC P/P 144A 07.5000 05/15/2025 | 0.00% |
| CVR PARTNERS LP P/P 144A 06.1250 06/15/2028 | 0.00% |
| ENRGY TRANS LP/REG FIN 04.5000 11/01/2023 | 0.00% |
| FNR 2006-62 PS 39.3840 07/25/2036 | 0.00% |
| GFL ENVIRONMENTAL IN P/P 144A 04.0000 08/01/2028 | 0.00% |
| GNMA GII30 BL6016 06.0000 02/20/2049 | 0.00% |
| GNMA GII30 BN1506 04.5000 05/20/2049 | 0.00% |
| GNMA GII30 BN1509 05.0000 05/20/2049 | 0.00% |
| GNR 2010-9 UI IO 05.0000 01/20/2040 | 0.00% |
| GNR 2013-14 IO IO 03.5000 12/20/2042 | 0.00% |
| 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% |
| KINDER MORGAN INC/DELAWA 07.7500 01/15/2032 | 0.00% |
| LAMB WESTON HOLDINGS P/P 144A 04.6250 11/01/2024 | 0.00% |
| MATCH GRP HLD II LLC P/P 144A 04.1250 08/01/2030 | 0.00% |
| MATTEL INC P/P 144A 03.3750 04/01/2026 | 0.00% |
| MAUSER PACKAGING SOL P/P 144A 05.5000 04/15/2024 | 0.00% |
| NOK/USD 12/15/2021 UBS | 0.00% |
| NOVELIS CORP P/P 144A 03.2500 11/15/2026 | 0.00% |
| NOVELIS CORP P/P 144A 03.8750 08/15/2031 | 0.00% |
| NZD/USD 10/20/2021 BANKAM | 0.00% |
| NZD/USD 10/20/2021 CITI | 0.00% |
| NZD/USD 10/20/2021 TDBK | 0.00% |
| OGN US R US0001M P 12/15/25 GS | 0.00% |
| ONEMAIN FINANCE CORP 08.8750 06/01/2025 | 0.00% |
| ORTHO-CLINICAL P/P 144A 07.3750 06/01/2025 | 0.00% |
| PACIFIC GAS & ELECTRIC 03.3000 03/15/2027 | 0.00% |
| PACTIV EVERGREEN GRP P/P 144A 04.3750 10/15/2028 | 0.00% |
| PRECISION DRILL P/P 144A 06.8750 01/15/2029 | 0.00% |
| QUEBECOR MEDIA INC USD 05.7500 01/15/2023 | 0.00% |
| REC IM R US0001M P 12/15/25 GS | 0.00% |
| SEK/USD 12/15/2021 SSBT | 0.00% |
| STACR 2014-HQ3 M3 04.8360 10/25/2024 | 0.00% |
| TALLGRASS NRG PRTNR/ P/P 144A 07.5000 10/01/2025 | 0.00% |
| TAYLOR MORRISON COMM P/P 144A 05.1250 08/01/2030 | 0.00% |
| TENET HEALTHCARE 04.6250 07/15/2024 | 0.00% |
| TENET HEALTHCARE P/P 144A 06.2500 02/01/2027 | 0.00% |
| TENET HEALTHCARE P/P 144A 07.5000 04/01/2025 | 0.00% |
| WFRBS 2012-C10 XA IO 144A 01.6347 12/15/2045 | 0.00% |
| AIR CANADA P/P 144A 03.8750 08/15/2026 | 0.00% |
| AUD/USD 10/20/2021 HSBCB | 0.00% |
| BANK OF AMERICA CORP 06.5000 10/29/2049 | 0.00% |
| BOMBARDIER INC P/P 144A 07.5000 12/01/2024 | 0.00% |
| CAD/USD 10/20/2021 CSI-FX | 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 12/15/2021 BANKAM | 0.00% |
| CHF/USD 12/15/2021 GSFX | 0.00% |
| CHS/COMMUNITY HEALTH P/P 144A 06.0000 01/15/2029 | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 CS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BB.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.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 GS | 0.00% |
| CMB CMBX.NA.BB.8 2057-10-17 500.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 CS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| DKK/USD 12/15/2021 CITI | 0.00% |
| EQT CORP 05.0000 01/15/2029 | 0.00% |
| EUR/USD 12/15/2021 RBSF | 0.00% |
| EUR/USD 12/15/2021 TDBK | 0.00% |
| FNR 2007-14 KO PO 00.0000 03/25/2037 | 0.00% |
| GBP/USD 12/15/2021 WPAC | 0.00% |
| GLOBAL PART/GLP FIN 06.8750 01/15/2029 | 0.00% |
| IHEARTMEDIA INC - CLASS A SEDOL BJVR9Y9 | 0.00% |
| L BRANDS INC P/P 144A 09.3750 07/01/2025 | 0.00% |
| MEG ENERGY CORP P/P 144A 05.8750 02/01/2029 | 0.00% |
| NOK/USD 12/15/2021 SSBT | 0.00% |
| NRG ENERGY INC 06.6250 01/15/2027 | 0.00% |
| NZD/USD 10/20/2021 BCAP-FX | 0.00% |
| NZD/USD 10/20/2021 HSBCB | 0.00% |
| NZD/USD 10/20/2021 UBS | 0.00% |
| NZD/USD 10/20/2021 WPAC | 0.00% |
| ORNBV FH R US0001M P 12/15/25 GS | 0.00% |
| PETROLEOS DE VENEZUELA S REGS 06.0000 11/15/2026 | 0.00% |
| SEK/USD 12/15/2021 JPMCB | 0.00% |
| STACR 2019-DNA2 M2 02.5360 03/25/2049 | 0.00% |
| STANDARD IND INC P/P 144A 04.7500 01/15/2028 | 0.00% |
| T-MOBILE USA INC 05.3750 04/15/2027 | 0.00% |
| THE SHERWIN-WILLIAMS COMPANY 02.7500 06/01/2022 | 0.00% |
| TITAN ACQ LTD P/P 144A 07.7500 04/15/2026 | 0.00% |
| UBSBB 2012-C4 XA IO 144A 01.7277 12/10/2045 | 0.00% |
| VRTX US R US0001M P 12/15/25 GS | 0.00% |
| 1.542 R ISWP US0003M P 10/01/2031 | 0.00% |
| AUD/USD 10/20/2021 CSI-FX | 0.00% |
| AUD/USD 10/20/2021 SSBT | 0.00% |
| BSCMS 06-PW14 X1 IO P/P 144A 00.7631 12/11/2038 | 0.00% |
| CAD/USD 10/20/2021 BANKAM | 0.00% |
| CAD/USD 10/20/2021 BCAP-FX | 0.00% |
| CAD/USD 10/20/2021 UBS | 0.00% |
| CAD/USD 10/20/2021 WPAC | 0.00% |
| CGCMT 2006-C5 XC IO 144A 00.6074 10/15/2049 | 0.00% |
| CHF/USD 12/15/2021 MSCIL | 0.00% |
| CMB CMBX.NA.A.13 2072-12-16 200.0 12/16/2072 JP | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 MS | 0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 GS | 0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 GS | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.11 2054-11-18 500.0 11/18/2054 CG | 0.00% |
| CMB CMBX.NA.BB.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 CG | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 GS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BB.9 2058-09-17 500.0 09/17/2058 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 CG | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 JP | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 ML | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.10 2059-11-17 300.0 11/17/2059 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 CG | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 GS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 JP | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.12 2061-08-17 300.0 08/17/2061 MS | 0.00% |
| CMB CMBX.NA.BBB-.14 2072-12-16 300.0 12/16/2072 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | 0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 ML | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 CG | 0.00% |
| CMB CMBX.NA.BBB-.8 2057-10-17 300.0 10/17/2057 MS | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 CG | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| CMB CMBX.NA.BBB-.9 2058-09-17 300.0 09/17/2058 ML | 0.00% |
| EUR/USD 12/15/2021 MSCIL | 0.00% |
| EUR/USD 12/15/2021 WPAC | 0.00% |
| FHR 3391 PO PO 00.0000 04/15/2037 | 0.00% |
| FNR 2006-125 OX PO 00.0000 01/25/2037 | 0.00% |
| FNR 2006-84 OT PO 00.0000 09/25/2036 | 0.00% |
| GBP/USD 12/15/2021 BCAP-FX | 0.00% |
| GMAC CAPITAL TRUST I PCT 05.9097 | 0.00% |
| GNR 2010-9 QI IO 04.5000 01/20/2040 | 0.00% |
| GNR 2012-141 WI IO 03.5000 11/20/2041 | 0.00% |
| GNR 2015-124 NI IO 03.5000 06/20/2039 | 0.00% |
| HKD/USD 11/17/2021 BANKAM | 0.00% |
| HKD/USD 11/17/2021 BCAP-FX | 0.00% |
| HKD/USD 11/17/2021 GSFX | 0.00% |
| HKD/USD 11/17/2021 HSBCB | 0.00% |
| HKD/USD 11/17/2021 RBSF | 0.00% |
| HKD/USD 11/17/2021 SSBT | 0.00% |
| HKD/USD 11/17/2021 UBS | 0.00% |
| JPMCC 2006-LDP8 X IO 00.2300 05/15/2045 | 0.00% |
| JPY/USD 11/17/2021 BCAP-FX | 0.00% |
| JPY/USD 11/17/2021 CITI | 0.00% |
| JPY/USD 11/17/2021 HSBCB | 0.00% |
| JPY/USD 11/17/2021 RBSF | 0.00% |
| MEZZ 2006-C4 X IO P/P 144A 06.1099 07/15/2045 | 0.00% |
| MEZZ 2007-C5 X IO P/P 144A 07.0043 12/15/2049 | 0.00% |
| MWO HOLDINGS LLC | 0.00% |
| NOK/USD 12/15/2021 MSCIL | 0.00% |
| NOK/USD 12/15/2021 RBSF | 0.00% |
| NZD/USD 10/20/2021 GSFX | 0.00% |
| OCCIDENTAL PETROLEUM -CW27 SEDOL BMVF784 | 0.00% |
| SEK/USD 12/15/2021 TDBK | 0.00% |
| SGD/USD 11/17/2021 JPMCB | 0.00% |
| TEXAS COHLD TCEH ESCROW 11.5000 10/01/2021 | 0.00% |
| TIAAC 2003-1A E 144A 08.0000 12/28/2038 | 0.00% |
| TXU TCEH RIGHTS | 0.00% |
| CAD/USD 10/20/2021 CITI | -0.00% |
| CAD/USD 10/20/2021 HSBCB | -0.00% |
| CAD/USD 10/20/2021 JPMCB | -0.00% |
| CAD/USD 10/20/2021 RBSF | -0.00% |
| CAD/USD 10/20/2021 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.A.7 2047-01-17 200.0 01/17/2047 JP | -0.00% |
| CMB CMBX.NA.BB.10 2059-11-17 500.0 11/17/2059 JP | -0.00% |
| CMB CMBX.NA.BB.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 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 300.0 01/17/2047 GS | -0.00% |
| EUR/USD 12/15/2021 BCAP-FX | -0.00% |
| NOK/USD 12/15/2021 JPMCB | -0.00% |
| NZD/USD 10/20/2021 MSCIL | -0.00% |
| SEK/USD 12/15/2021 BANKAM | -0.00% |
| SEK/USD 12/15/2021 RBSF | -0.00% |
| SEK/USD 12/15/2021 UBS | -0.00% |
| AUD/USD 10/20/2021 TDBK | -0.00% |
| CMB CMBX.NA.A.6 2063-05-11 200.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BB.7 2047-01-17 500.0 01/17/2047 CS | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 BA | -0.00% |
| CMB CMBX.NA.BBB-.6 2063-05-11 300.0 05/11/2063 GS | -0.00% |
| CMB CMBX.NA.BBB-.7 2047-01-17 |